Boundary layer problem for system of first order of ordinary differential equations with linear non-local boundary conditions

Similar documents
P441 Analytical Mechanics - I. Coupled Oscillators. c Alex R. Dzierba

September 20 Homework Solutions

e t dt e t dt = lim e t dt T (1 e T ) = 1

Contraction Mapping Principle Approach to Differential Equations

A LIMIT-POINT CRITERION FOR A SECOND-ORDER LINEAR DIFFERENTIAL OPERATOR IAN KNOWLES

ENGR 1990 Engineering Mathematics The Integral of a Function as a Function

5.1-The Initial-Value Problems For Ordinary Differential Equations

1.0 Electrical Systems

How to Prove the Riemann Hypothesis Author: Fayez Fok Al Adeh.

0 for t < 0 1 for t > 0

Improved Analysis of the Coupling of Optical Waves into Multimode Waveguides Using Overlap Integrals

A note on diagonalization of integral quadratic forms modulo p m

[5] Solving Multiple Linear Equations A system of m linear equations and n unknown variables:

INTEGRALS. Exercise 1. Let f : [a, b] R be bounded, and let P and Q be partitions of [a, b]. Prove that if P Q then U(P ) U(Q) and L(P ) L(Q).

Green s Functions and Comparison Theorems for Differential Equations on Measure Chains

How to prove the Riemann Hypothesis

Mathematics 805 Final Examination Answers

4.8 Improper Integrals

Integral Transform. Definitions. Function Space. Linear Mapping. Integral Transform

The solution is often represented as a vector: 2xI + 4X2 + 2X3 + 4X4 + 2X5 = 4 2xI + 4X2 + 3X3 + 3X4 + 3X5 = 4. 3xI + 6X2 + 6X3 + 3X4 + 6X5 = 6.

1. Find a basis for the row space of each of the following matrices. Your basis should consist of rows of the original matrix.

A Structural Approach to the Enforcement of Language and Disjunctive Constraints

EXISTENCE AND UNIQUENESS OF SOLUTIONS FOR A SECOND-ORDER ITERATIVE BOUNDARY-VALUE PROBLEM

Hermite-Hadamard-Fejér type inequalities for convex functions via fractional integrals

22.615, MHD Theory of Fusion Systems Prof. Freidberg Lecture 10: The High Beta Tokamak Con d and the High Flux Conserving Tokamak.

On The Hermite- Hadamard-Fejér Type Integral Inequality for Convex Function

Conservation of Momentum. The purpose of this experiment is to verify the conservation of momentum in two dimensions.

Riemann Hypothesis and Primorial Number. Choe Ryong Gil

Positive and negative solutions of a boundary value problem for a

On Hadamard and Fejér-Hadamard inequalities for Caputo k-fractional derivatives

An integral having either an infinite limit of integration or an unbounded integrand is called improper. Here are two examples.

FURTHER GENERALIZATIONS. QI Feng. The value of the integral of f(x) over [a; b] can be estimated in a variety ofways. b a. 2(M m)

ON NEW INEQUALITIES OF SIMPSON S TYPE FOR FUNCTIONS WHOSE SECOND DERIVATIVES ABSOLUTE VALUES ARE CONVEX.

f t f a f x dx By Lin McMullin f x dx= f b f a. 2

Minimum Squared Error

Minimum Squared Error

On the Pseudo-Spectral Method of Solving Linear Ordinary Differential Equations

Solutions of half-linear differential equations in the classes Gamma and Pi

Honours Introductory Maths Course 2011 Integration, Differential and Difference Equations

M r. d 2. R t a M. Structural Mechanics Section. Exam CT5141 Theory of Elasticity Friday 31 October 2003, 9:00 12:00 hours. Problem 1 (3 points)

Optimization and Application of initial Value of Non-equidistant New Information GM(1,1) Model

Procedia Computer Science

Chapter Direct Method of Interpolation

Chapter 2. First Order Scalar Equations

REAL ANALYSIS I HOMEWORK 3. Chapter 1

Extension of Hardy Inequality on Weighted Sequence Spaces

IX.1.1 The Laplace Transform Definition 700. IX.1.2 Properties 701. IX.1.3 Examples 702. IX.1.4 Solution of IVP for ODEs 704

Some Inequalities variations on a common theme Lecture I, UL 2007

MTH 146 Class 11 Notes

Refinements to Hadamard s Inequality for Log-Convex Functions

GENERALIZATION OF SOME INEQUALITIES VIA RIEMANN-LIOUVILLE FRACTIONAL CALCULUS

More on Magnetically C Coupled Coils and Ideal Transformers

M x t = K x F t x t = A x M 1 F t. M x t = K x cos t G 0. x t = A x cos t F 0

22.615, MHD Theory of Fusion Systems Prof. Freidberg Lecture 9: The High Beta Tokamak

1 jordan.mcd Eigenvalue-eigenvector approach to solving first order ODEs. -- Jordan normal (canonical) form. Instructor: Nam Sun Wang

Motion. Part 2: Constant Acceleration. Acceleration. October Lab Physics. Ms. Levine 1. Acceleration. Acceleration. Units for Acceleration.

Application on Inner Product Space with. Fixed Point Theorem in Probabilistic

Analytical Solution of Time-Fractional Advection Dispersion Equation

Magnetostatics Bar Magnet. Magnetostatics Oersted s Experiment

Characteristic Function for the Truncated Triangular Distribution., Myron Katzoff and Rahul A. Parsa

On Absolute Indexed Riesz Summability of Orthogonal Series

3. Renewal Limit Theorems

Weighted Hardy-Type Inequalities on Time Scales with Applications

Section 3.5 Nonhomogeneous Equations; Method of Undetermined Coefficients

Convergence of Singular Integral Operators in Weighted Lebesgue Spaces

Some basic notation and terminology. Deterministic Finite Automata. COMP218: Decision, Computation and Language Note 1

ASYMPTOTIC BEHAVIOR OF INTERMEDIATE SOLUTIONS OF FOURTH-ORDER NONLINEAR DIFFERENTIAL EQUATIONS WITH REGULARLY VARYING COEFFICIENTS

Solutions to Problems from Chapter 2

A new model for solving fuzzy linear fractional programming problem with ranking function

IX.1.1 The Laplace Transform Definition 700. IX.1.2 Properties 701. IX.1.3 Examples 702. IX.1.4 Solution of IVP for ODEs 704

Fractional Fourier Series with Applications

Inventory Management Models with Variable Holding Cost and Salvage value

Forms of Energy. Mass = Energy. Page 1. SPH4U: Introduction to Work. Work & Energy. Particle Physics:

( ) ( ) ( ) ( ) ( ) ( y )

ODEs II, Lecture 1: Homogeneous Linear Systems - I. Mike Raugh 1. March 8, 2004

(b) 10 yr. (b) 13 m. 1.6 m s, m s m s (c) 13.1 s. 32. (a) 20.0 s (b) No, the minimum distance to stop = 1.00 km. 1.

Viscous Damping Summary Sheet No Damping Case: Damped behaviour depends on the relative size of ω o and b/2m 3 Cases: 1.

t is a basis for the solution space to this system, then the matrix having these solutions as columns, t x 1 t, x 2 t,... x n t x 2 t...

A Kalman filtering simulation

Fuji Power MOSFET Power calculation method

Mathematical Modeling

Math 2142 Exam 1 Review Problems. x 2 + f (0) 3! for the 3rd Taylor polynomial at x = 0. To calculate the various quantities:

φ p ( B) AR polynomial of B of order p, p Non-seasonal differencing operator = 1 B

Existence and Uniqueness of Solution for a Fractional Order Integro-Differential Equation with Non-Local and Global Boundary Conditions

Abstract. W.W. Memudu 1 and O.A. Taiwo, 2

FM Applications of Integration 1.Centroid of Area

dt = C exp (3 ln t 4 ). t 4 W = C exp ( ln(4 t) 3) = C(4 t) 3.

Exercises: Similarity Transformation

Physics 2A HW #3 Solutions

Analytic solution of linear fractional differential equation with Jumarie derivative in term of Mittag-Leffler function

PHYSICS 1210 Exam 1 University of Wyoming 14 February points

rank Additionally system of equation only independent atfect Gawp (A) possible ( Alb ) easily process form rang A. Proposition with Definition

Chapter 3 Common Families of Distributions

2k 1. . And when n is odd number, ) The conclusion is when n is even number, an. ( 1) ( 2 1) ( k 0,1,2 L )

Probability, Estimators, and Stationarity

THE GENERALIZED PASCAL MATRIX VIA THE GENERALIZED FIBONACCI MATRIX AND THE GENERALIZED PELL MATRIX

ECE Microwave Engineering. Fall Prof. David R. Jackson Dept. of ECE. Notes 10. Waveguides Part 7: Transverse Equivalent Network (TEN)

LAPLACE TRANSFORM OVERCOMING PRINCIPLE DRAWBACKS IN APPLICATION OF THE VARIATIONAL ITERATION METHOD TO FRACTIONAL HEAT EQUATIONS

..,..,.,

Properties of Logarithms. Solving Exponential and Logarithmic Equations. Properties of Logarithms. Properties of Logarithms. ( x)

Transcription:

IJS 3 37A3 Secil issue-mheics: 389-396 Irnin Journl of Science & echnology h://ijssshirzucir Boundry lyer role for syse of firs order of ordinry differenil euions wih liner non-locl oundry condiions M Jhnshhi * A R Srhsi S Ashrfi nd N Aliev Deren of Mheics Azrijn Shhid Mdni Universiy 53757379 riz Irn Deren of Mheics Bu Se Universiy Bu Azerijn E-il: jhnshhi@zrunivedu Asrc In his er we sudy he oundry lyer roles in which oundry condiions re non-locl Here we ry o find he necessry condiions y he hel of fundenl soluion o he given djoin euion By geing hel fro hese condiions firs he oundry condiion is chnged fro non-locl o locl he in i of his er is o idenify he locion of he oundry lyer In oher words which oin he oundry lyer is fored Keywords: Singulr erurion roles; oundry lyer; fundenl soluion; necessry condiions Inroducion An iorn sujec in lied heics is he heory of singulr erurion roles he heicl odel for his ind of role is usully in he for of eiher ordinry differenil euions ODE or ril differenil euions PDE in which he highes derivive is ulilied y soe owers of s osiive sll reer [-3] he ojec heory of singulr erurion is o solve differenil euion wih soe iniil or oundry condiions wih sll reer hese roles re essenilly he her of oundry vlue nd iniil vlue roles [3-] hrough hese sudies we cn find ou wheher he oundry condiions ecoe locl ye Dirichle nd he soluion of he oundry lyer role is sisfied in oundry condiions hen here is no oundry lyer If he lii soluion when is no sisfied in he oundry condiion hen here will e oundry lyer In oo [4] fer he firs nd second chers he unsolved oundry lyer role is seen which shows h oundry lyer roles wih non-locl oundry condiions hve no een sudied crefully So in his er nd soe oher wors: M Jhnshhi & A R Srhsi [-4] nd N Aliev & S Ashrfi [5] [6] we sudy he oundry lyer roles in which oundry condiions re non-locl Here n e is de o find he necessry condiions wih he hel of he fundenl soluion of he given djoin *orresonding uhor Received: 8 Augus / Acceed: Ferury 3 euion By ing dvnge of hese condiions firs he oundry condiions re chnged for nonlocl o locl nd finlly s efore here will e locl cse nd he reson for he oundry lyer loc will e sudied [] Mheicl seen of role We consider he following oundry lyer role: l [ ] f where is sll reer re he sure rices of n order in which he eleens re rel coninuous funcions nd f nd re colun vecors whose funcions re rel coninuous nd f coefficiens of euion re nown funcions while is unnown vecor funcion D of oundry condiion in he role h is nd is sure rices of n order wih rel consn eleens nd of colun vecor hs n coonens wih rel consn eleens Euion esily shows h when i chnges o n lgeric syse Bsed on his fc i cn e verified wheher soluions of liner lgeric syse exis in oundry condiion or no As fr s we now if

IJS 3 37A3 Secil issue-mheics: 389-396 39 he lii funcion is sisfied in oundry condiion here is no oundry lyer in ny of he nd oins If he lii funcion is no sisfied in oundry condiion hen oundry lyer exiss 3 he djoin euion of in euion o oin he djoin euion we firs eslish he following le 3 Le If re coninuous funcions hen he ssocied djoin euion of euion will e: ly y [ ] y 3 where nd rices re he rnsoses of Proof: o do his we e o ge he Lgrnge forul of syse [5]onsider he following sclr roduc of rel funcions: y l y y y [ y l d y [ ] y { y y [ ] d d d ] y } d 4 Forl soluion Now we refer o consrucing he forl soluion of he syse y [ ] y 4 wih reer A firs we verify roof of he nex le: 4 Le If in he syse 4 rix eleens of nd re infiniely differenile funcions nd he roos of he chrcerisic euion of his syse de[ E] 5 E is he ideniy rix of order n re disinc nd he rel rs of he re no zero h is: Re s s [ ] n hen he forl soluion of syse will e d y e ; [ ] 6 n where n Here is scler funcions Moreover re he colun vecors of n coonens in which he eleens re funcions h re oined fro hese syses: 7 or According o Lgrnge forul he inside of he ove inegrl er gives he ssocied djoin euion 3 If we use r of he inegrl ehod for he firs senence on he righ hnd side he Lgrnge forul leds o he resen inegrls of he le in forul 3

39 IJS 3 37A3 Secil issue-mheics: 389-396 n n n n nn n n n n n n n n n Proof: In order o verify le we u he forl soluion 6 in syse 4 nd oi exonenil ers fro oh sides I cn e esily seen h relions 7 re he coefficiens of successive owers of sll reer According o he generl for of 7 he firs syse of euions is: [ E] 8 or n n n n nn n In order o hve non rivil soluions he deerinn of syse 8 should e zero I ens h for n re he roos of chrcerisic euion 5 In his cse for fixed he eleens of will e: j jr jr P e j n 9 where j re rirry funcions nd P includes he whole of ssocied co-fcors of r row of rix P E so i is shown s P jr e jr Here we should choose r in such wy h co-fcors of he row do no ecoe zero siulneously I should e h os one row of rix P E cn e zero s resul of hving differen roos Also e jr is del of Kroncer h is: e jr j r j r he colun vecor which consiss of he rirry funcions in 9 is resuled fro wriing insed of h is soluion of syse 8 Becuse he syse 8 is hoogeneous so funcions of j re rirry funcions By fcoring hese rirry funcions finlly we ulily he eleens of one row of rix P E o co -fcors of row r in h rix his one gin is zero sed on liner lger heores [6] So he unnown sclrs funcions of nd lso vecors of firs syse in he syse se 7 cn e oined Now in order o verify he soluion of he second syse in 7 in which we should find he resuled syse fro unnown colun vecor = o e he syse solvle i is necessry h he righ hnd side of he resuled syse fro ecoes orhogonl o he eigenvecor of djoin euions Becuse he righ hnd includes he rirry funcion so we cn ly he orhogonliy condiion ecuse he deerinn of coefficiens of he resuled syse fro is zero By following his rocess he whole soluions of he firs nd second euions of yses 7 will e clculed s he deerined funcions of Now Le us confir his forl soluion s rel nd clssic soluion For his y idenifying he

IJS 3 37A3 Secil issue-mheics: 389-396 39 nd of unnown funcions in syse 7 nd ccording o forl soluion 6 he nex er h should e considerd is exonenil ers in 6 Bsed on choosing which ws discussed in he ove le when exonenil er is will led o zero Finlly ccording o infiniy series in he for of forl soluion of 6 he syoic exnsions of liner indeenden soluions of 4 cn e oined [4-6] We cn conclude his le: 4 Le On he condiion of le 4 he syoic exnsions of y for n y : leds o d M M y e O ; [ ] n M where O is error er 5 Fundenl soluion Now for clculing he fundenl soluion consider he non-hoogeneous syse reled o syse 4: [ ] g where sure rices of n order in h consis of rel funcions nd is unnown vecor Here g is he nown colun vecor of n order A firs we eslish he following le 5 Le Under he condiions of le 4 fundenl soluion of syse will e: Here is he funcion of Heviside nd is he rix soluion of syse 4 Proof: A firs we oin he generl soluion of non hoogeneous syse hrough vriion of vrile ehod: A 3 Here A is he unnown colun vecor By using 3 in we will hve: [ A ] A A g where is he rix soluion of inhoogeneous syse 4: or A A g g Here we cn find his relion for A A A g d 4 If in 4 we suose A nd u his one in he soluion of he non hoogeneous syse will e: y g d g d g d g d Here we cn see h he fundenl soluion of 4 is in he for of In fc if we u soluion in he lef side of 4 i will e:

393 IJS 3 37A3 Secil issue-mheics: 389-396 ] [ ] [ } ]} [ { ] [ Noe h he second er of he ls relion will e zero ecuse is soluion of reled hoogenous syse 4 So his soluion is he fundenl soluion of he syse 4 h is: [ ] E 5 Where is he Dirc-del funcion nd E is he ideniy rix of n order 6 Fundenl relions nd necessry condiions A firs we verify he following le: 6 Le Under he condiions of le 4 he rirry soluion of syse is sisfied in he following relions: f d 6 In which he second cse gives us he necessry condiions Proof: Nex we ulily he wo sides of syse o rnsose fundenl soluion in he lef hnd nd hen oin he inegrl in ] [ d f d d ] [ or ] [ d f d d he relion 5 nd fro he roeries of he Dirc-del funcion [8] [9] give us relions 6 { [ ]} f d d d We use he second cse of ls relion nd ge he necessry condiion s follows: d f d f According o firs relion we will hve: f d 7

IJS 3 37A3 Secil issue-mheics: 389-396 394 Noe h we show We should consider h in he second relion he ove will e s idenified s follows f d he inegrl er will e zero fro 7 Loclizion of oundry condiions In his r we conver non-locl condiions y using he ove necessry condiions for locl oundry condiions A firs we rove he following le 7 Le Under he condiions of le 4 we ssue: de[ ] 8 so for oundry vlues of unnown funcion we hve he following relions: f d [ ] [ f d] [ ] [ f d] 9 Proof: If we consider he relion 7 nd oundry condiion s n lgeric syse for he unnowns nd nd solve his syse y rer rule we will hve he relions 9 for oundry vlues of In his cse he nonlocl oundry condiions were convered o locl oundry condiions 8 Soluion of in oundry vlue role In order o give nlyicl seen o soluion of in role - we rove his heore: 8 heore Assue in he syse of in role is sll reer nd re he sure rices of n order in which he eleens re funcions of infiniely differenile f is funcion of colun vecors h in coninuous is unnown vecor of n order nd re sure rices of n order which hs consn eleens nd is consn colun vecor of n order nd non-locl oundry condiions re liner indeenden Moreover he roos of he chrcerisic euion 5 re disinc nd heir rel rs will no e zero Also we ssue condiion 8 will hold hen he soluion of he oundry lyer role - will e: f d [ f d ] [ ] [ f d] [ ] [ f d] where is he rnsose of fundenl soluion Proof: According o he disinc roos in euion 5 nd he for of forl soluion 6 in he syse 4 we cn oin norl for of i in le 5 On he oher hnd syoic exnsion of norl liner indeenden soluion 4 hs een given in le 4 nd in le 5 he fundenl soluion of syse 4 sed on he relion nd lso he sic relion nd necessry condiion y relion 7 is offered Finlly in le 7 we cn find oundry condiion in locl for In his siuion in order o verify he heore i is enough o u he oundry condiions of loclizion 9 in he lef hnd side of 6 Firs cse of relion 6 gives he soluion of role - 9 Liiing ehvior of soluion Now le us sudy he liied siuion of soluion where For his when he lii of syse is f If he deerinn of he ove syse is no zero h is:

395 IJS 3 37A3 Secil issue-mheics: 389-396 de[ ] 3 So f 4 In he syse 5 where he fundenl soluion is usle when he soluion will e: E 5 or such s we will hve 6 [ ] Now y considering 6 he liiing relions 9 nd when will e: f f nd 7 f 8 We consider he relion 8 is he se s relion 4 which is liiing se of role - he forion of oundry lyers As enioned in he inroducion he forion or non forion of oundry lyers is iorn for consrucing roxie soluions [] [3] hey esily see he liiing siuion of soluion of he in role is djusle in liiing siuion of syse hence we hve his heore: heore Under he condiions of heore 8 nd he condiion If we hve his relion de[ ] f f 9 hen here will e no oundry lyer in ny of he oundry oin's Proof: We cn see fro 9 h he liiing siuion of soluion in role - when in re sisfied wih he liiing siuion of oundry condiion Hence in his cse ccording o oundry lyer roles we hve no oundry lyers heore Under he condiions of heore nd he condiion: de[ ] Also he condiion 9 does no hold so I if f he oundry lyer fors jus in II if f oundry lyer will e in oh nd Proof: In fc if we don hve condiion 9 here will e fored oundry lyer Bu if f we cn do he liiing siuion of soluion in firs relion 9 However does no sisfy wih second relion 9 Becuse of his oundry lyer in will e fored Referring o he fc h he lii funcion is no sisfied wih relions 9 finlly in oh nd oins we will hve oundry lyer Acnowledgeen he uhors re greful o ProfM K Mirni for ediing he er nd reviewers for heir suggesions o irove nuscri of he er References [] Prndle L 934 Uer Flussigeis-ewegung ei Kleiner Reiung Verhndlungen III IN Mh Gongress uener Leizig 484-49 [] O Mlley J R E 974 Inroducion o Singulr Perurion New or Acdeic Press [3] O Mlley J R E 99 Singulr Perurion Mehods for O D E s Sringer Verlg [4] Dooln E P Miller J J & Schilders W H 98 Unifor Nuericl Mehods for Proles wih Iniil nd Boundry Lyers Boole Press Dulin [5] Birhoff G D 98 On he syeoic of he soluion of cerin liner differenil euions conining reer rns Aer Mh Soc 9-3 & 38-38 [6] ohen D S 973 Mulile soluions of nonliner ril differenil euions Nonliner roles in he hysicl sciences nd iologg eds I Sgold D D Joseh D H Singer Lecure Noes in Mheics 3 Sringer Verlg Berlin 5-77 [7] Keller H B 968uulr cheicl recors wih recycles SIAM-AMS Proc 8 ed cohen 85-48 [8] Nir M A 968 Liner differenil oerors r II New or Unger [9] Veldiirov V S 97 Euion of Mheicl Physics 3rd edn Nu Moscow

IJS 3 37A3 Secil issue-mheics: 389-396 396 [] Jhnshhi M Invesigion of oundry lyers in singulr erurion role including 4h order ordinry differenil euions Journl of sciences Islic Reulic of Irn ehrn [] Srhsi A R & Jhnshhi M 9 Asyoic soluion of singulr erurion role for second order liner O D E wih locl oundry condiions Exended Asrcs 4h Annul Irnin Mheics onference [] Srhsi A R & Jhnshhi M Invesigion of oundry lyers in singulr erurion roles wih generl liner non-locl oundry condiions Exended Asrcs o IV ongress of he uric world heicl sociey Bu Azryjn [3] Srhsi A R & Jhnshhi M Asyoic Soluion of Prole of Singulr Perurion of Second-Order Liner wih onsn oefficiens wih Dirichle ondiion Journl of Sciences ehrn Universiy of ri Molle [4] Srhsi A R Jhnshhi M Ashrfi S Srhsi M 3 Invesigion of Boundry Lyers in Soe Singulr Perurion Proles Including Fourh Order Ordinry Differenil Euion World Alied Sciences Journl 695-7 [5] Ashrfi S Medov & Aliev N Invesigion of Arising of Boundry Lyer in Boundry Vlue Prole for he Fourh Order Ordinry Differenil Euions J Bsic Al Sci Res 3 796-83 [6] Ashrfi S & Aliev N Invesigion of Boundry Lyers for Second Order Euions under Locl nd Non- Locl Boundry ondiions J Bsic Al Sci Res 3 75-757