Application of Laplace transforms for the solution of transient mass- and heat-transfer problems in flow systems

A fast numerical technique for the solution of partial differential equations describing timedependent two- or three-dimensional transport phenomena is developed. It is based on transforming the original time-domain equations into the Laplace domain where numerical integration is performed and by subsequent numerical inverse transformation the final solution can be obtained. The computation time is thus reduced by more than one order of magnitude in comparison with the conventional finite-difference techniques. The effectiveness of the proposed technique is demonstrated by illustrative examples

New integral transform: Shehu transform a generalization of Sumudu and Laplace transform for solving differential equations

In this paper, we introduce a Laplace-type integral transform called the Shehu transform which is a generalization of the Laplace and the Sumudu integral transforms for solving differential equations in the time domain. The proposed integral transform is successfully derived from the classical Fourier integral transform and is applied to both ordinary and partial differential equations to show its simplicity, efficiency, and the high accuracy

Joint densities of first hitting times of a diffusion process through two time dependent boundaries

Consider a one dimensional diffusion process on the diffusion interval $I$ originated in $x_0\in I$. Let $a(t)$ and $b(t)$ be two continuous functions of $t$, $t>t_0$ with bounded derivatives and with $a(t)<b(t)$ and $a(t),b(t)\in I$, $\forall t>t_0$. We study the joint distribution of the two random variables $T_a$ and $T_b$, first hitting times of the diffusion process through the two boundaries $a(t)$ and $b(t)$, respectively. We express the joint distribution of $T_a, T_b$ in terms of $P(T_a<t,T_a<T_b)$ and $P(T_bT_b)$ and we determine a system of integral equations verified by these last probabilities. We propose a numerical algorithm to solve this system and we prove its convergence properties. Examples and modeling motivation for this study are also discussed

Formalization of Transform Methods using HOL Light

Transform methods, like Laplace and Fourier, are frequently used for analyzing the dynamical behaviour of engineering and physical systems, based on their transfer function, and frequency response or the solutions of their corresponding differential equations. In this paper, we present an ongoing project, which focuses on the higher-order logic formalization of transform methods using HOL Light theorem prover. In particular, we present the motivation of the formalization, which is followed by the related work. Next, we present the task completed so far while highlighting some of the challenges faced during the formalization. Finally, we present a roadmap to achieve our objectives, the current status and the future goals for this project.Comment: 15 Pages, CICM 201

A new fractional derivative involving the normalized sinc function without singular kernel

In this paper, a new fractional derivative involving the normalized sinc function without singular kernel is proposed. The Laplace transform is used to find the analytical solution of the anomalous heat-diffusion problems. The comparative results between classical and fractional-order operators are presented. The results are significant in the analysis of one-dimensional anomalous heat-transfer problems.Comment: Keywords: Fractional derivative, anomalous heat diffusion, integral transform, analytical solutio