scholarly journals Exact Solution of Ambartsumian Delay Differential Equation and Comparison with Daftardar-Gejji and Jafari Approximate Method

Mathematics ◽  
2018 ◽  
Vol 6 (12) ◽  
pp. 331 ◽  
Author(s):  
Huda Bakodah ◽  
Abdelhalim Ebaid
Keyword(s):  
Differential Equation ◽  
Closed Form ◽  
Closed Form Solution ◽  
Approximate Solutions ◽  
Form Solution ◽  
Proportional Delay ◽  
Delay Term ◽  
The Laplace Transform ◽  
Linear Differential ◽  
Delay Differential

The Ambartsumian equation, a linear differential equation involving a proportional delay term, is used in the theory of surface brightness in the Milky Way. In this paper, the Laplace-transform was first applied to this equation, and then the decomposition method was implemented to establish a closed-form solution. The present closed-form solution is reported for the first time for the Ambartsumian equation. Numerically, the calculations have demonstrated a rapid rate of convergence of the obtained approximate solutions, which are displayed in several graphs. It has also been shown that only a few terms of the new approximate solution were sufficient to achieve extremely accurate numerical results. Furthermore, comparisons of the present results with the existing methods in the literature were introduced.

scholarly journals On the Convergence of LHAM and its Application to Fractional Generalised Boussinesq Equations for Closed Form Solutions

2021 ◽  
pp. 25-47
Author(s):  
S. O. Ajibola ◽  
E. O. Oghre ◽  
A. G. Ariwayo ◽  
P. O. Olatunji
Keyword(s):  
Differential Equations ◽  
Closed Form ◽  
Fractional Differential Equations ◽  
Closed Form Solution ◽  
Boussinesq Equations ◽  
Approximate Solutions ◽  
Form Solution ◽  
Restrictive Assumption ◽  
Nonlinear Fractional Differential Equations ◽  
Fractional Differential

By fractional generalised Boussinesq equations we mean equations of the form \begin{equation} \Delta\equiv D_{t}^{2\alpha}-[\mathcal{N}(u)]_{xx}-u_{xxxx}=0, \: 0<\alpha\le1,\label{main}\nonumber \end{equation} where $\mathcal{N}(u)$ is a differentiable function and $\mathcal{N}_{uu}\ne0$ (to ensure nonlinearity). In this paper we lay emphasis on the cubic Boussinesq and Boussinesq-like equations of fractional order and we apply the Laplace homotopy analysis method (LHAM) for their rational and solitary wave solutions respectively. It is true that nonlinear fractional differential equations are often difficult to solve for their {\em exact} solutions and this single reason has prompted researchers over the years to come up with different methods and approach for their {\em analytic approximate} solutions. Most of these methods require huge computations which are sometimes complicated and a very good knowledge of computer aided softwares (CAS) are usually needed. To bridge this gap, we propose a method that requires no linearization, perturbation or any particularly restrictive assumption that can be easily used to solve strongly nonlinear fractional differential equations by hand and simple computer computations with a very quick run time. For the closed form solution, we set $\alpha =1$ for each of the solutions and our results coincides with those of others in the literature.

Pascal's recurrence relation and even-aged-forest stand dynamics

1992 ◽  
Vol 22 (12) ◽  
pp. 1996-1999
Author(s):  
Rolfe A. Leary ◽  
Hien Phan ◽  
Kevin Nimerfro
Keyword(s):  
Differential Equation ◽  
Relative Density ◽  
Closed Form ◽  
Initial Conditions ◽  
Closed Form Solution ◽  
Integral Form ◽  
Forest Stand ◽  
Form Solution ◽  
Density Change ◽  
Stand Dynamics

A common method of modelling forest stand dynamics is to use permanent growth plot remeasurements to calibrate a whole-stand growth model expressed as an ordinary differential equation. To obtain an estimate of future conditions, either the differential equation is integrated numerically or, if analytic, the differential equation is solved in closed form. In the latter case, a future condition is obtained simply by evaluating the integral form for the age of interest, subject to appropriate initial conditions. An older method of modelling forest stand dynamics was to use a normal or near-normal yield table as a density standard and calibrate a relative density change equation from permanent plot remeasurements. An estimate of a future stand property could be obtained by iterating from a known initial relative density. In this paper we show that when the relative density change equation has a particular form, the historical method also has a closed form solution, given by a sequence of polynomials with coefficients from successive rows of Pascal's arithmetic triangle.

Fractional Calculus Model of the Semilunar Heart Valve Vibrations

2003 ◽  
Author(s):  
Moustafa El-Shahed
Keyword(s):  
Differential Equation ◽  
Experimental Data ◽  
Numerical Methods ◽  
Fractional Calculus ◽  
Closed Form ◽  
Heart Valve ◽  
Laplace Transformation ◽  
Closed Form Solution ◽  
Equation Of Motion ◽  
Form Solution

The objective of this paper is to solve the equation of motion of semilunar heart valve vibrations. The vibrations of the closed semilunar valves were modeled with a Caputo hactional derivative of order α. With the help of Laplace transformation, closed-form solution is obtained for the equation of motion in terms of Mittag-Leffler function. An alternative Method for Semi-differential equation, when α = 0.5, is examined using MATHEMATICA. The simplicity of these solutions makes them ideal for testing the accuracy of numerical methods. This solution can be of some interest for a better fit of experimental data.

scholarly journals A closed-form analytical solution for the valuation of convertible bonds with constant dividend yield

2006 ◽  
Vol 47 (4) ◽  
pp. 477-494 ◽  
Author(s):  
Song-Ping Zhu
Keyword(s):  
Analytical Solution ◽  
Closed Form ◽  
Analytical Formula ◽  
Solution Process ◽  
Closed Form Solution ◽  
Approximate Solutions ◽  
Convertible Bonds ◽  
Form Solution ◽  
Dividend Yield ◽  
Closed Form Analytical Solution

AbstractIn this paper, a closed-form analytical solution for pricing convertible bonds on a single underlying asset with constant dividend yield is presented. A closed-form analytical formula has apparently never been found for American-style convertible bonds (CBs) of finite maturity time although there have been quite a few approximate solutions and numerical approaches proposed. The solution presented here is written in the form of a Taylor's series expansion, which contains infinitely many terms, and thus is completely analytical and in a closed form. Although it is only for the simplest CBs without call or put features, it is nevertheless the first closed-form solution that can be utilised to discuss convertibility analytically. The solution is based on the homotopy analysis method, with which the optimal converting price has been elegantly and temporarily removed in the solution process of each order, and consequently, the solution of a linear problem can be analytically worked out at each order, resulting in a completely analytical solution for the optimal converting price and the CBs' price.

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