• Wind and Structures
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• v.5 no.5
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• pp.423-440
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• 2002

The effects of the nonlinear (quadratic) term in wind pressure have been analyzed in many papers with reference to linear structural models. The present paper addresses the problem of the response of nonlinear structures to stochastic nonlinear wind pressure. Adopting a single-degree-of-freedom structural model with polynomial nonlinearity, the solution is obtained by means of the moment equation approach in the context of It$\hat{o}$'s stochastic differential calculus. To do so, wind turbulence is idealized as the output of a linear filter excited by a Gaussian white noise. Response statistical moments are computed for both the equivalent linear system and the actual nonlinear one. In the second case, since the moment equations form an infinite hierarchy, a suitable iterative procedure is used to close it. The numerical analyses regard a Duffing oscillator, and the results compare well with Monte Carlo simulation.

• Journal of Electrical Engineering and Technology
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• v.8 no.2
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• pp.271-281
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• 2013

In order to improve the performance of analysis, it is important to consider the nonlinearity in power system. The Carleman embedding technique (linearization procedure) provides an effective approach in reduction of nonlinear systems. In the approach, a group of differential equations in which the state variables are formed by the original state variables and the vector monomials one can build with products of positive integer powers of them, is constructed. In traditional Carleman linearization technique, the tensor matrix is truncated to form a square matrix, and then regular linear system theory is used to solve the truncated system directly. However, it is found that part of nonlinear information is neglected when truncating the Carleman model. This paper proposes a new approach to solve the problem, by combining the Poincar$\acute{e}$ transformation with the Carleman linearization. Case studies are presented to verify the proposed method. Modal analysis shows that, with traditional Carleman linearization, the calculated contribution factors are not symmetrical, while such problems are avoided in the improved approach.

• Journal of applied mathematics & informatics
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• v.41 no.5
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• pp.947-961
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• 2023

This paper summarizes some research findings that show how the differential transform method (DTM) is used to resolve the Holling-Tanner model. To confirm the application, effectiveness, and correctness of the approach, a comparison between the differential transform method (DTM) and the Adomian decomposition method (ADM) is carried out, and an accurate solution representation in truncated series is discovered. The approximate solution obtain using both techniques and comparison demonstrates same outcome which remains a preferred numerical method for resolving a system of nonlinear differential equations.

• Korean Journal of Mathematics
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• v.13 no.2
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• pp.149-159
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• 2005

We study an age-dependent s-i-s epidemic model with spatial diffusion. The model equations are described by a nonlinear and nonlocal system of integro-differential equations. Finite difference methods along the characteristics in age-time domain combined with finite elements in the spatial variable are applied to approximate the solution of the model. Stability of the discrete periodic solution is investigated.

• Communications of the Korean Mathematical Society
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• v.9 no.3
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• pp.579-591
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• 1994

We consider the nonlinear nonautonomous differential system $$(1) x' = f(t,x), x(t_0) = x_0,$$ where $f \in C(R^+ \times R^n, R^n)$ and $R^+ = [0, \infty}$. We assume that the Jacobian matrix $f_x = \partail f/\partial x$ exists and is continuous on $R^+ \times R^n$ and that $f(t,0) \equiv 0$. The symbol $$\mid$\cdot$\mid$$ denotes arbitary norm in $R^n$.

• The Transactions of the Korean Institute of Electrical Engineers
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• v.34 no.5
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• pp.173-178
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• 1985

The control of a linear system with random coefficients is discussed here. The cost function is of a quadratic form and the random coefficients are assumed to be completely observable by the controller. Stochastic Process involved in the problem by the controller. Stochastic Process involved in the problem formulation is presented to be the unique strong solution to the corresponding stochastic differential equations. Condition for the optimal control is represented through the existence of solution to a Cauchy problem for the given nonlinear partial differential equation. The optimal control is shown to be a linear function of the states and a nonlinear function of random parameters.

• Bulletin of the Korean Mathematical Society
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• v.51 no.1
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• pp.1-11
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• 2014

In this paper, we show that general nonlinear switched systems are asymptotically controllable if and only if there exist control-Lyapunov functions for their relaxation systems. If the switching signal is dependent on the time, then the control-Lyapunov functions are continuous. And if the switching signal is dependent on the state, then the control-Lyapunov functions are $C^1$-smooth. We obtain the results from the viewpoint of control system theory. Our approach is based on the relaxation theorems of differential inclusions and the classic Lyapunov characterization.

• Proceedings of the KIEE Conference
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• 1997.11a
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• pp.238-241
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• 1997

The recent trend toward increased use of the once-through supercritical boiler worldwide is mainly due to its rapid response. The transient behavior of the steam generator are essential in the study of the system performance of power plants as well as for the design of their appropriate control systems. In this paper, a mathmatical model of the once-through supercritical pressure boiler is obtained by simulating a set of nonlinear differential and algebraic equations.

• Nonlinear Functional Analysis and Applications
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• v.29 no.2
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• pp.545-558
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• 2024

In this study, a class of nonlinear boundary fractional Caputo Volterra-Fredholm integro-differential equations (CV-FIDEs) is taken into account. Under specific assumptions about the available data, we firstly demonstrate the existence and uniqueness features of the solution. The Gronwall's inequality, a adequate singular Hölder's inequality, and the fixed point theorem using an a priori estimate procedure. Finally, a case study is provided to highlight the findings.

• Nonlinear Functional Analysis and Applications
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• v.29 no.1
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• pp.113-130
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• 2024

In this work, we explore the existence and uniqueness results for a class of boundary value issues for implicit Volterra-Fredholm nonlinear integro-differential equations (IDEs) with Atangana-Baleanu-Riemann fractional (ABR-fractional) that have non-instantaneous multi-point fractional boundary conditions. The findings are supported by Krasnoselskii's fixed point theorem, Gronwall-Bellman inequality, and the Banach contraction principle. Finally, a demonstrative example is provided to support our key findings.