Asymptotic Method Research Articles

Asymptotic Methods for Transaction Costs

We propose a general approximation method for the determination of optimal trading strategies in markets with proportional transaction costs, with a polynomial approximation of the residual value function. The method is exemplified by several problems, from optimally tracking benchmarks and hedging the log contract to maximizing utility from terminal wealth. Strategies are also approximated by practically executable, discrete trades. We identify the necessary trade-off between the trading frequency and trade size to ensure satisfactory agreement with the theoretically optimal, continuous strategies of infinite activity.

Combining the Asymptotic Numerical Method with the Harmonic Balance Method to capture the nonlinear dynamics of spur gears

The present work proposes the Asymptotic Numerical Method (ANM) combined to the Harmonic Balance Method (HBM) as a valuable approach to solve the nonlinear dynamics of gear pairs. The ANM is a continuation method based on high-order Taylor series expansion of the computed solution branch. The HBM is a periodic solution representation method based on high-order Fourier series. Thanks to a quadratic recast of the equation of motion, the Taylor and Fourier series can be computed in a very efficient way and each step produces a continuous representation of the solution branch making the continuation very robust. By employing this method, the periodic solutions may be easily expressed with respect to both the shaft rotation frequency and the gear mesh frequency as the adoption of a high number of harmonics has negligible effects on the computational burden. Effectiveness and reliability of the method are proven by comparing the numerical results with that obtained from the Runge–Kutta time integration scheme and experimental data from literature. Afterwards, a comparison in terms of computational efficiency is performed. Finally, some considerations are drawn in order to highlights the main differences between the two methods within gear dynamics computation.

CONSIDERATION OF GEOMETRIC NONLINEARITY IN MATHEMATICAL MODELING OF PROBLEMS OF THE THEORY OF SPRING

Solutions to many problems that are important for practice that arise in modern technology cannot always be obtained by traditional methods of the theory of analytical functions or by means of integral transformations. This applies, for example, to contact problems in which the finite dimensions of the region are taken into account in at least one direction, or media with curvilinear anisotropy are studied, etc. The means of the mathematical theory of elasticity are not very effective for the study of such problems. In this case, it is advisable to use the achievements of the potential theory. The use of asymptotic methods at the same time, even in complex cases, makes it possible to obtain well-founded approximate equations, clarify qualitative regularities, and obtain analytical solutions to problems. This paper presents a generalization of the perturbation method, which makes it possible to reduce the study of complex problems of geometrically nonlinear elasticity theory (in the plane and spatial formulation) to the consistent solution of simpler boundary value problems of the potential theory. The geometrically nonlinear theory of elasticity contains some features that make it different from the classical (linear) theory. The main difference is to take into account the difference between the geometry of the undeformed and deformed states of the body under study, when there are movements that cause significant changes in the geometry of the body. At the same time, the equilibrium equation must be drawn up taking into account changes in the shape and size of structures. Taking into account finite deformations, which when creating mathematical models leads to significant difficulties in solving problems, but at the same time brings the model closer to the real problem.

Size Effect of Yielding of Particle-Reinforced Composites

Abstract This paper illustrates how particle size affects the initial yield stress of particle-reinforced composites. A formulation in a closed form is presented to demonstrate the size effect of yielding of the composites. This paper also demonstrates that there is an upper bound and a lower bound for the size-dependent yield stress with the change of particle size. This means that decreasing particle size increases its yield stress up to an upper bound. Similarly, increasing particle size decrease its yield stress up to a lower bound. In this paper the asymptotic homogenization method is used in framework of the Cosserat elasticity. A virtual “unreinforced matrix” is introduced as a reference configuration. As a numerical example, the size effect of yielding of SiCp/Al is predicted.

Asymptotic analysis of elastoplastic bifurcation of cylindrical shells with thickness variation under axial compression

This paper investigates the elastoplastic bifurcation of axially compressed cylindrical shells, featuring three axisymmetric thickness patterns, i.e., periodic, attenuated, and stepped thickness variations. Two asymptotic methods are utilized to derive the analytical solutions for the critical buckling load. The elastoplastic buckling load can be expressed as a function of the Coefficient of Thickness Variation (CTV) and the buckling load of the perfect shell with nominal uniform thickness. It is found that the derived solutions exhibits good agreement with existing elastic buckling solutions when considering solely the elastic scenario. In this work, a total of three thickness patterns are considered, and it is observed that the newly derived solutions using different methods lead to some disparities in the quadratic terms of CTV. In the end, comparative analysis and discussion are conducted to explore the influence of material properties and thickness variations on the bifurcation buckling of shells.

Singular perturbation boundary and interior layers problems with multiple turning points

In the study of singularly perturbed boundary problems with turning points, the solution undergoes sharp changes near these points and exhibits various interior phenomena. We employ the matching asymptotic expansion method to analyze and solve a singularly perturbed boundary and interior layers problem with multiple turning points, resulting in a composite expansion that fits well with the numerical solution. The solution demonstrates a strong association with special functions, which is verified by the theory of differential inequalities.

Nonstationary asymptotical regularization method with convex constraints for linear ill-posed problems

We investigate the method of nonstationary asymptotical regularization for solving linear ill-posed problems in Hilbert spaces. This method introduces the convex constraints that are proper lower semicontinuous and allowed to be non-smooth, therefore can be used for sparsity and discontinuity reconstruction. Under some suitable conditions , the convergence and regularity of the proposed method are established. Under the discretion of Runge–Kutta method, different iteration modes can be deduced for numerical implementation. The numerical results of iteration modes under one-stage explicit Euler, one-stage implicit Euler and two-stage explicit Runge–Kutta are presented to illustrate the efficiency of the proposed method.

SIMULATION OF DYNAMIC PROCESSES IN A p - i - n DIODE BY THE METHODS OF PERTURBATION THEORY

In the paper a mathematical model of the dynamic process of the electron-hole plasma formation in the active region ( i - region) of a semiconductor p - i - n - diode in the direct bias mode with a harmonic signal fed on the diode is developed. The basis of the model is a nonlinear nonstationary sin- gularly perturbed boundary value problem for a system of continuity equations of electron-hole currents and Poisson's equation. The algorithm for searching the charge carrier concentration distributions and the potential distribution is based on the asymptotic method of boundary functions and the Fourier method. In the course of the research, a technique for decomposing a nonlinear problem based on the development of perturbation theory me- thods was proposed. The initial nonlinear problem is reduced to a recurrent sequence of linear stationary boundary value problems, solved by classical and partially original analytical-numerical methods. The identification of the boundary functions in the solution of the problem provides, in particular, in contrast to the classical approximation of ambipolar diffusion, an adequate description of the electric field strength behavior in the active region of p - i - n - diodes. The obtained research results shed light on the peculiarities of the formation of the impedance characteristics of p - i - n - structures. The results of the work reveal more deeply the nature of the physical processes in the studied technical system and are aimed at improving the methodology for modeling and designing control semiconductor devices.

Study on equivalent mechanical properties of U-shaped bellows based on novel implementation of asymptotic homogenization method

As typical metal thin-walled structure, bellows are used widely in various engineering fields, especially in storage and transportation of floating liquefied natural gas (FLNG) system on the sea. While the shapes of the bellows are relatively complex with the characteristics of geometric nonlinearity in the structure, it is quite challenging to calculate basic mechanical properties of the bellows accurately through theoretical analysis. Concurrently, both numerical simulation and experiments also require high computational and economic cost. Given the typical one-dimensional periodicity of the structure of U-shaped bellows, novel implementation of asymptotic homogenization (NIAH) method was secondary developed in finite element software and unit-cell model of the whole structure with periodic boundary conditions was established, realizing equivalent analysis of the overall mechanical properties of the bellows accurately and efficiently. By comparing the NIAH equivalent results with the fine finite element model results, it was found that the relative error was within 3.00 % and the calculation cost was reduced by 40 times. Compared with the experimental results, the error of NIAH equivalent results was also less than 6.00 %, which verified the accuracy and high efficiency of the NIAH equivalent method. Furthermore, the influence of unit-cell model with different structural sizes on the prediction accuracy of the NIAH equivalent stiffness results of the bellows was also discussed. This study provides a new effective method for the design and analysis of the structure of bellows.

Soret and Dufour effects on two dimensional steady MHD flow past a semi‐infinite vertical porous plate in the presence of thermal radiation and radiation heat absorption with constant heat and mass flux

AbstractThe problem of a two‐dimensional steady, MHD convective, incompressible, viscous flow past a uniformly moving semi‐infinite vertical porous plate embedded in a porous medium in the presence of radiation heat absorption, thermal radiation, thermal diffusion, and diffusion thermo effects with constant heat and mass flux are studied. In the fluid region, a transversely oriented, homogeneous magnetic field of intensity is applied. The non‐dimensional governing equations are solved analytically adopting asymptotic series expansion method. The impacts of several physical quantities including Grashof number, Schmidt number, Prandtl number, Soret number, radiation absorption, radiation parameter, magnetic field within the flow domain and transport characteristic have been explored graphically. It has been found that fluid velocity and skin friction fall with enhancing the values of magnetic parameter. Further, temperature and concentration fields rise with an increase in the Soret effect.

Effect of damage evolution on the auxetic behavior of 2D and 3D re-entrant type geometries

In this work, a mathematical formulation based on variational asymptotic method (VAM) has been proposed to determine the effect of damage on the auxetic properties of two-dimensional (2D) and three-dimensional (3D) re-entrant geometries. The influence of damage progression on the auxetic behavior was captured using a geometrically exact one-dimensional beam theory and an isotropic damage law, implemented in a nonlinear finite element framework. The effect of material degradation on the macroscale effective elastic properties such as the elastic modulus and Poisson’s ratio for the two-dimensional and three-dimensional re-entrant auxetic geometries was quantified. The mechanical behavior as predicted by the in-house Python-based implementation of the proposed VAM-based formulation is verified with the results from the commercial finite element solver Abaqus, wherein the user material subroutine was used to capture damage evolution. The numerical examples presented in this paper reveal that the macroscale auxetic behavior of the geometries was affected significantly by damage progression. The results of this research will provide insights into the design and analysis of auxetic materials for applications that warrant consideration of damage evolution.

A comparative analysis of Noyes-Field model for the non-linear Belousov–Zhabotinsky reaction using two reliable techniques

Within the domain of nonlinear dynamics, the Belousov-Zhabotinsky reaction system has consistently captivated researchers, sustaining its position as a vibrant and dynamic area of exploration. As an enduring subject of study, the Belousov-Zhabotinsky system provides continuous opportunities to unravel the foundational tenets of nonlinear dynamics within intricate systems. In our quest to deepen comprehension of this complex system, we introduce an innovative methodology for addressing the time fractional Belousov-Zhabotinsky system. This novel approach leverages both the Natural Transform Iterative Method (NTIM) and the Optimal Homotopy Asymptotic Method (OHAM), aiming to contribute novel insights and methodologies to the ongoing discourse surrounding this intriguing and influential area of research. We obtained a series solution to test the accuracy of the suggested approach. The proposed technique has the advantage of requiring few calculations while producing high-precision results. To help you better understand, 2D and 3D graphical representations are provided to demonstrate the model's behavior and how changing the fractional order derivative in Caputo's sense and time affects the solutions.

Perturbation theory in the framework of the improved asymptotic iteration method

Perturbation theory in the framework of the improved asymptotic iteration method

Thin ferromagnetic plates with magnetostriction

In this paper, we establish the existence of global-in-time weak solutions for the Landau–Lifschitz–Gilbert equation with magnetostriction in the case of mixed boundary conditions. From this model, we derive by asymptotic method a two-dimensional model for thin ferromagnetic plates taking into account magnetostrictive effects.

Prediction of Thermo-Mechanical Properties of 8-Harness Satin-Woven C/C Composites by Asymptotic Homogenization.

The elasticity matrix and the coefficients of thermal expansion (CTEs) of 8-harness satin-woven (8HS) carbon-fiber-reinforced carbon matrix (C/C) composites at high temperatures were obtained by the asymptotic homogenization method (AHM) and finite element method (FEM). By analyzing the microstructure of the 8HS C/C composites, a representative volume element (RVE) model considering a braided structure was established. The effects of the temperature and component volume fraction on the elasticity matrix and CTEs of the composites were investigated. The sensitivity of model parameters, including the size of RVE model and mesh sensitivity, were studied. The optimal calculation model was employed. In addition, the effects of the 4HS methods and 8HS methods on the elastic constants of the composites were compared. The temperature and variation in the carbon fiber volume fraction were found to have a significant impact on the elasticity matrix and CTEs of composite materials. At the same volume fraction of carbon fibers, some elastic coefficients of the 4HS composite material were slightly lower than those of 8HS composite material. This research affords a computational strategy for the accurate prediction of the themo-mechanical properties of satin-woven C/C composites.

On the development and analysis of coupled surface–subsurface models of catchments. Part 2. A three-dimensional benchmark model and its properties

The objective of this three-part work is to formulate and rigorously analyse a number of reduced mathematical models that are nevertheless capable of describing the hydrology at the scale of a river basin (i.e. catchment). Coupled surface and subsurface flows are considered. In this second part, we construct a benchmark catchment scenario and investigate the effects of parameters within their typical ranges. Previous research on coupled surface–subsurface models have focused on numerical simulations of site-specific catchments. Here, our focus is broad, emphasising the study of general solutions to the mathematical models, and their dependencies on dimensionless parameters. This study provides a foundation based on the examination of a geometrically simple three-dimensional benchmark scenario. We develop a non-dimensional coupled surface–subsurface model and extract the key dimensionless parameters. Asymptotic methods demonstrate under what conditions the model can be reduced to a two-dimensional form, where the principal groundwater and overland flows occur in the hillslope direction. Numerical solutions provide guidance on the validity of such reductions, and demonstrate the parametric dependencies corresponding to a strong rainfall event.

A new second-order dynamical method for solving linear inverse problems in Hilbert spaces

A new second-order dynamic method (SODM) is proposed for solving ill-posed linear inverse problems in Hilbert spaces. The SODM can be viewed as a combination of Tikhonov regularization and second-order asymptotical regularization methods. As a result, a double-regularization-parameter strategy is adopted. The regularization properties of SODM are demonstrated under both a priori and a posteriori stopping rules. In the context of time discretization, we propose several iterative schemes with different choices of damping parameters. A truncated discrepancy principle is employed as the stop criterion. Finally, numerical experiments are performed to show the efficiency of the SODM: on the whole, compared with the classical Tikhonov method and the first-order dynamical-system method, the SODM leads to more-accurate approximate solutions while requiring fewer-iterative numbers.

Radial point interpolation‐Chebychev method with asymptotic numerical method for nonlinear buckling analysis of graphene oxide powder‐reinforced composite beams

SummaryThis study aims to analyze the buckling and post‐buckling behaviors of multilayer nanocomposite beams reinforced with graphene oxide powders (GOPs) at low concentrations. The GOPs are randomly oriented and evenly distributed throughout the composite layers, with their weight fraction varying in the thickness direction. The Halpin‐Tsai model is employed to estimate each layer's effective material properties. The nonlinear governing equations for the FG‐GOPRC beam are derived based on the first‐order shear deformation beam theory, and a nonlinear algebraic system is formulated using the principle of potential energy. In this research, a comprehensive parametric analysis is conducted to examine the influence of various factors on the buckling and post‐buckling behaviors of the composite beams. These factors include the distribution pattern and weight fraction of graphene platelets (GPLs) nanofillers, as well as the geometry, size, slenderness ratio, and boundary conditions of the beams. Through the analysis, the study highlights the significant strengthening effect of these factors on the buckling and post‐buckling performance of the composite beams. The findings from this investigation contribute to a deeper understanding of the behavior of multilayer nanocomposite beams reinforced with GOPs. This knowledge can be valuable in designing and optimizing of composite structures for enhanced buckling resistance and post‐buckling performance.

Mathematical simulation of radar scattering characteristics of ultra-short-pulse signals on complex shape objects

The article discusses the method of mathematical modeling of characteristics of scattering of ultrashort-pulse signals of complex shape objects, taking into account the shape of the envelope of the ultrashort-pulse radio signal and the features of radiation of an ultrawideband antenna. To estimate the reflecting properties of objects, the determination of the ultra-short-pulse radar cross section of complex shape objects with their radar location by non-harmonic signals is given. The mathematical model of radar scattering characteristics of location objects under ultra-short-pulse signals takes into account the shape of the envelope of the signal generated by a transmitter of a single-chip microchip NVA 6100 with duration of 300 ps and obtained through direct measurements. The electric scattering field of a location object in the frequency domain is determined on the use of a polygonal model of the object and asymptotic methods of diffraction theory. The transfer function of the Vivaldi antenna to radiation obtained by numerical modeling using the method of moments was used in the electric field calculations. Verification of the developed mathematical model was carried out on the basis of determining the ultra-short pulse radar cross section of perfect electric conductive sphere. A diagram of the ultra-short-pulse radar cross section of the GPS satellite was obtained, taking into account the radiation of the ultra-short-pulse signal by the Vivaldi antenna. The diagram of ultra-short pulse radar cross section of GPS satellite does not contain interference maxima and minima, and the averaged values ultra-short radar cross section of GPS satellite from lateral angles are on average 3..8 times less than radar cross section at the center frequency of the spectrum. The mathematical model of radar scattering characteristics of location objects under ultra-short-pulse signals is intended for preliminary estimates of the ultra-short-pulse radar cross section at an early step of designing ultra-wideband radars. The obtained estimates of the ultra-short-pulse radar cross section of the GPS satellite make it possible to identify the main features in the scattering of ultra-short-pulse signals at the location of extended targets.

Asymptotic numerical method for hyperelasticity and elastoplasticity: a review

The literature about the asymptotic numerical method (ANM) is reviewed in this paper as well as its application to hyperelasticity and elastoplasticity. ANM is a generic continuation method based on the computation of Taylor series for solving nonlinear partial differential equations. Modern techniques of high-order differentiation provide simple tools for computing these power series, the corresponding algorithms for finite strain elasticity and elastoplasticity being summarized here. Taylor series is not only a computation tool, but it contains also useful information about the structure of the considered solution curve. The paper ends with a short historical account about the development of this numerical method.