Finite difference

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1 - Impact of p-type semiconductor substrate on the transient response of metal-semiconductor-metal photodetector
Ali Barkhordari Hamid Mashayekhi Şemsettin Altındal Süleyman Özçelik Yashar Azizian-Kalandaragh

10.57647/j.jtap.2023.1701.08

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2 - A numerical method for pricing American option on Mercantile exchange (case study of wheat and soybean)
Rafi Hassani Moghaadam Hanif Heidari Seyed Rohollah Ahmadi Haji Abadi Abbas Ebrahimi

10.30495/jnrm.2022.62933.2146

American trading options are a way to manage risk in the commodity exchange. This method can be applied before maturity. The valuation of the American trading option in the finite difference method is less complicated than other methods and its calculation time is relat More

American trading options are a way to manage risk in the commodity exchange. This method can be applied before maturity. The valuation of the American trading option in the finite difference method is less complicated than other methods and its calculation time is relatively short, and also with increasing the sample and increasing the volatility, the parameters are not disturbed. In this research, using the mentioned method, the American option for two products of wheat and rapeseed meal has been done and specified according to the data of Iran Commodity Exchange: A) The value of the American option for wheat and rapeseed meal is very small and negligible from the binomial tree method and the finite difference method calculated using the algorithm presented in the research and coding in MATLAB software. B) The American option value for wheat is higher than soybean meal for both options. The main reason for this is the high volatility (σ) of the base price of wheat stocks compared to rapeseed meal. C) The result of the effect of volatility change and price change on the value of the option, is in favor of volatility change. This indicates the importance of the volatility parameter in the valuation of options. Finally, it is suggested that considering that the American option is capable of applying before maturity ,in the iranian stock exchange for agricultural commodities is presented as one of the tools of risk management . Manuscript profile

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3 - Solving random inverse heat conduction problems using PSO and genetic algorithms
I. Hossein Zade Shahbolaghi R. Pourgholi H. Dana Mazraeh S.H. Tabasi

The main purpose of this paper is to solve an inverse random differential equation problem using evolutionary algorithms. Particle Swarm Algorithm and Genetic Algorithm are two algorithms that are used in this paper. In this paper, we solve the inverse problem by solvin More

The main purpose of this paper is to solve an inverse random differential equation problem using evolutionary algorithms. Particle Swarm Algorithm and Genetic Algorithm are two algorithms that are used in this paper. In this paper, we solve the inverse problem by solving the inverse random differential equation using Crank-Nicholson's method. Then, using the particle swarm optimization algorithm and the genetic algorithm, we solve them. The algorithms presented in this article have advantages over other old methods that have been presented so far. Implementing these algorithms is simpler, have less run time and produce better approximation. The numerical results obtained in this paper also show that the solutions obtained for the examples presented in the numerical results section are highly accurate and have less error. All of the algorithms in this paper to obtain the desired numeric results, have been implemented on the Pentium (R) Dual core E5700 processor at 3.00 GHz. Manuscript profile

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4 - The new implicit finite difference scheme for two-sided space-time fractional partial differential equation
Hamid Reza Khodabandehlo Elyas Shivanian Shaaban Mostafaee

Fractional order partial differential equations are generalizations of classical partial differential equations. Increasingly, these models are used in applications such as fluid flow, finance and others. In this paper we examine some practical numerical methods to solv More

Fractional order partial differential equations are generalizations of classical partial differential equations. Increasingly, these models are used in applications such as fluid flow, finance and others. In this paper we examine some practical numerical methods to solve a class of initial- boundary value fractional partial differential equations with variable coefficients on a finite domain. Stability, consistency, and (therefore) convergence of the method are examined. It is shown that the fractional method based on the shifted Grunwald formula is unconditionally stable. This study concerns both theoretical and numerical aspects, where we deal with the construction and convergence analysis of the discretization schemes. A numerical example is presented and compared with exact solution for its order of convergence./////////Fractional order partial differential equations are generalizations of classical partial differential equations. Increasingly, these models are used in applications such as fluid flow, finance and others. In this paper we examine some practical numerical methods to solve a class of initial- boundary value fractional partial differential equations with variable coefficients on a finite domain. Stability, consistency, and (therefore) convergence of the method are examined. It is shown that the fractional method based on the shifted Grunwald formula is unconditionally stable. This study concerns both theoretical and numerical aspects, where we deal with the construction and convergence analysis of the discretization schemes. A numerical example is presented and compared with exact solution for its order of convergence. Manuscript profile

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5 - A Mathematical modeling for the study of blood flow as a cross fluid through a tapered artery
A.R. haghighi N. Pirhadi M. Shahbazi Asl

In this research, a two-dimensional model of pulsatile blood flow through a tapered artery with a non-symmetric stenosis is simulated. The blood flow as a cross fluid is modeled in an elastic cylindrical tube with an axially non-symmetric stenosis and a time-dependent g More

In this research, a two-dimensional model of pulsatile blood flow through a tapered artery with a non-symmetric stenosis is simulated. The blood flow as a cross fluid is modeled in an elastic cylindrical tube with an axially non-symmetric stenosis and a time-dependent geometry. The velocity of blood flow is compared within an elastic artery and an inelastic artery. Mild stenosis approximation is applied to simplify the governing equations. By applying an appropriate coordinate transformation, a cosine elastic artery turns into a rectangular and rigid artery. Using the finite difference method the Navier-Stokes equations governing the dynamics of the blood flow are numerically solved for velocity field. The correctness of the proposed model is proved through a comparison between the obtained results the present study and the previously obtained ones by others. The blood flow characteristics including resistive impedances, volumetric flow rate, and wall shear stress are obtained via the axial velocity profile. Various Two-dimensional diagrams for different parameters of the velocity distribution are also provided. Manuscript profile

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6 - Numerical solution of the SIR epidemic model using the non-standard finite difference method
Abdulrahman Yaghoubi Hashem Saberi Najafi

In this paper, a special case of the finite difference method which is called non-standard finite difference method is studied for the numerical solution of a mathematical model of epidemic diseases. The constructed non-standard finite difference schemes have the main p More

In this paper, a special case of the finite difference method which is called non-standard finite difference method is studied for the numerical solution of a mathematical model of epidemic diseases. The constructed non-standard finite difference schemes have the main properties of the continuous model such as positivity, boundedness, and stability. The stability of the equilibrium points of the system is investigated. The proposed non-standard finite difference schemes are convergent to the equilibrium points of the system. In solving nonlinear problems, one of the important advantages of this method is that nonlinear term discretized with nonlocal approximations. In most cases, non-standard finite difference schemes are stable even when large step sizes are considered. Therefore, using non-standard method will be cost-effective in dynamical systems that are studied over a large time interval. Numerical examples confirm the accuracy and efficiency of the non-standard finite difference method.Keywords: Non-Standard Finite Difference Method, SIR Model, Equilibrium Points. Manuscript profile

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7 - Computation of the linear Schrodinger Energy levels by Sinc method
Kh. Nouroozi S. M.A. Aleomraninejad M. Solaimani B. Farnam

Computation of the Schrodinger equation energy levels is very important in physics. For example we can use these levels to calculate the absorption coefficient and light refraction in a material as well as calculation of the interband and intersubband transition energie More

Computation of the Schrodinger equation energy levels is very important in physics. For example we can use these levels to calculate the absorption coefficient and light refraction in a material as well as calculation of the interband and intersubband transition energies. Density of states of the system can also be obtained by using the energy levels. Thereafter we can determine that the system is dielectric, semiconductor or metal. There are different methods to calculate the energy levels and each of them has some advantages and some disadvantages. The asymptotic iteration method, genetic algorithm, numerov method, neural networks, transfer matrix method etc. are some of them. However calculation of the energy levels by using the Sinc method has less been studied. In this paper we consider the Sinc collocation method to calculate these energy levels. We approximate the unknown function by Sinc functions and convert the problem to the eigenvalue problem by collocation method. In sequel numerical examples are included to compare the accurately of our method with finite difference method. The results demonstrate the accuracy of our method to comparison the other methods. All computations were carried out using Maple on a personal. Manuscript profile

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8 - A Numerical Model for Prediction of Oil Slick Movement from Spill Accident Between Khark Island and Busher Port in The North Coastal of Persian Gulf in Summer
Shahla Habibi Ali Akbar Bidokhti

AbstractIntroduction: This paper presents a three- dimensional numerical model based on 3- D Navier –Stokes and continuity equations. The model is used to simulate the prediction of the movement of oilslicks from spill accident in region between Khark Island and B More

AbstractIntroduction: This paper presents a three- dimensional numerical model based on 3- D Navier –Stokes and continuity equations. The model is used to simulate the prediction of the movement of oilslicks from spill accident in region between Khark Island and Busher Port in the north coastal ofPersian Gulf.Material and Method: A three – dimensional model is developed based on the mass transportequation to predict the movement of oil particles in the water column. The model uses Boussinesqapproximation as Lipps. For the advection term in the model an upwind weighted, multidimensionalpositive definite advection transport algorithm (MPDATA) is used. Base on this algorithm an explicitfinite difference scheme that uses an anti-diffusive velocity sense for equilibrium diffusion effect isused. Densities of the oil and water, wind speed and horizontal and vertical diffusion coefficients arevariable in the model.Results: The computational domain covers an area of 555180 km2 with 11346 grids andx  y  3000 m in spill point, 21 km offshore. The model predicts concentration distribution ofoil particles and current speeds and directions for 1.7, 7 and 14 hours in summer after spill accident in5, 10 and 15 meters levels. Numerical results show that particles spreading are towards Busher Port insummer. There is good agreement with valid theories and experiment of data runs.Discussion: This research can be helpful to predict the movement of oil pollution at sea to collectpollution from spill accident to avoid the risk of moving it to the beach. Manuscript profile

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9 - Numerical ‎S‎olution of Two-Dimensional Hyperbolic Equations with Nonlocal Integral Conditions Using Radial Basis Functions‎
E. Shivanian M. Aslefallah

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10 - Mathematical modelling of Sisko fluid flow through a stenosed ‎artery
AR. &lrm;Haghighi&lrm; S. Asadi &lrm;chalak&lrm;

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11 - Non-Newtonian thermal convection of eyring-powell fluid from an isothermal sphere with biot number effects‎
S. Abdul &lrm;Gaffar&lrm; V. Ramachandra Prasad E. Keshava Reddy

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12 - The Solution of Coupled Nonlinear Burgers' Equations Using Interval Finite-difference ‎Method
M. Norouzi&lrm; H. Saberi Najafi

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13 - Investigation algorithm of optical radius diffusion analysis with finite difference
Ayat Akbari Mohsen Kamyar Nooshin Rabiee Ali Bekter

Our aim in this paper is to provide methods for obtaining the field distribution at the tip of a narrowed dual-core fiber. One of the most important of these methods is the finite difference method. To use the finite difference method, we have two analyzes, one is light More

Our aim in this paper is to provide methods for obtaining the field distribution at the tip of a narrowed dual-core fiber. One of the most important of these methods is the finite difference method. To use the finite difference method, we have two analyzes, one is light scattering analysis, both of which use Maxwell wave equations. Manuscript profile

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14 - Stress Wave Propagation in 2D Functionally Graded Media: Optimization of Materials Distribution
Parham Rajabi Hossein Rahmani Alireza Amiri

10.30495/admt.2021.1908681.1216

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15 - Finite Difference Method for Biaxial and Uniaxial Buckling of Rectangular Silver Nanoplates Resting on Elastic Foundations in Thermal Environments Based on Surface Stress and Nonlocal Elasticity Theories
M karimi A.R Shahidi

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16 - Using finite difference method for solving linear two-point fuzzy boundary value problems based on extension principle
Seyed Majid Alavi

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17 - Using the Finite Differences Method for the Fredholm Integral Equations of the Second Kind
Nooshin Pashmakian Ali Farajzadeh نورالدین پرندین

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18 - Alternating Direction Explicit Method for a Nonlinear Model in Finance
Sima Mashayekhi

10.22034/amfa.2021.1918952.1540

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19 - Optimizing maximum rate of normalized power of terahertz switch constant state based on photonic crystals
hosnieh mohammadpour samiyeh matloub

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20 - The Behavior of Suction Bucket under Cyclic Loading in Saturated Lands
Seyed.Majdedin Mir Mohammad Hosseini M. Emdadi Far T.S. Mir Mohammad Hosseini

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21 - جواب تقریبی مدلی از عفونت HIVCD4+T از مرتبه کسری غیر خطی با استفاده از روش تابع پایه شعاعی ربع دیفرانسیلی
کوکب چلمبری حمیده ابراهیمی زینب آیاتی

In this research, differential quadrature radial basis functions Method is performed to a fractional order model of HIV infection of CD4+T. Here, Caputo fractional derivative is used and it is approximated by forward finite difference method. Results have been compared More

In this research, differential quadrature radial basis functions Method is performed to a fractional order model of HIV infection of CD4+T. Here, Caputo fractional derivative is used and it is approximated by forward finite difference method. Results have been compared with the results of Laplace Adomian decomposition method (LADM), Laplace Adomian decomposition method-pade (LADM-pade), Runge-Kutta, Variational iteration method (VIM) and Variational iteration method-pade (VIM-Pade) for α_1=α_2=α_3 and residual functions have been plotted. And also approximate solutions of suggested method for different order of fractional derivatives have been shown. Manuscript profile

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22 - روش RBF بدون شبکه برای حل معادلات خطی و غیر خطی سوبولف
مهران نعمتی محمود شفیعی حمیده ابراهیمی

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23 - استفاده از روش‌های تفاضل متناهی غیر استاندارد برای حل معادله شرودینگر تبدیل شده به ODE
فرنوش ایزدی

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24 - بهبود جواب معادله غیرخطی تعمیم یافته بنجامین بااستفاده از یک روش بدون شبکه توابع پایه ای شعاعی
مهران نعمتی سیده فائزه تیموری

در این مقاله براساس روش توابع پایه ای شعاعی ، معادله دیفرانسیل غیرخطی تعمیم یافته بنجامین حل شده است.برای گسسته سازی قسمت زمانی از تفاضل متناهی و کرانک نیکلسون استفاده کردیم. و قسمت فضایی با استفاده از درونیابی توابع پایه ای شعاعی تقریب زده شده است. در نتیجه یک دستگاه م More

در این مقاله براساس روش توابع پایه ای شعاعی ، معادله دیفرانسیل غیرخطی تعمیم یافته بنجامین حل شده است.برای گسسته سازی قسمت زمانی از تفاضل متناهی و کرانک نیکلسون استفاده کردیم. و قسمت فضایی با استفاده از درونیابی توابع پایه ای شعاعی تقریب زده شده است. در نتیجه یک دستگاه معادلات جبری خطی حاصل می شود که باحل این دستگاه جواب های تقریبی بدست می ایند.در ادامه باحل مثال عددی نشان داده می شود که روش پیشنهادی کارا هست واینکه خطا بهبود یافته است. Manuscript profile

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25 - A Model for Earthquake Swap Pricing and Its Sensitivity Analysis in Iran
Nasrollah Mahmoudpour Abodolsadeh neisy Moslem Peymany

In recent years, increasing economic losses as a result of natural disasters are one of the main challenges fronting the insurance industry and researchers to discover original financial instruments so as to transmit disaster risks and minimize economic losses. In the p More

In recent years, increasing economic losses as a result of natural disasters are one of the main challenges fronting the insurance industry and researchers to discover original financial instruments so as to transmit disaster risks and minimize economic losses. In the present article, a model is suggested for catastrophe swap pricing with deterministic loss fluctuations in order to decrease the risk of insurance and reinsurance companies in Iran. The research is retrospective and applied; the data collection method is the library, and for the data collection use the documents. For the full data extraction, the correlation method is applied, For the purpose of extracting the complete data, the correlation method is used, all damages of earthquakes that have been fatal, destructive and affecting in the period 1927 to 2018 in Iran, have been investigated. The probability of the deterministic loss occurrence and severity are regarded to be Brownian motion of jump-diffusion. The extracted integral-differential model is converted into the standard differential one, and the answers are estimated via finite difference method and Matlab software. The changes to the suggested model are explored through the Lambda sensitivity analysis. As a final point, the model is implemented with real data of earthquake losses in Iran, which is extracted from the EM-DAT database and the regression results. Based on the results of the study, the price of catastrophe swap securities for less loss than the threshold has regular upward trend; however, once loss reached and passed the threshold, prices will drop dramatically. Manuscript profile

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