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Page 1: ; È U · 2019-09-26 · 210 R. JOICE NIRMALA AND K. BALACHANDRAN FDE,one hasto depend uponnumerical solutions [3, 12,33]. Recentlydevelopedtechnique of Adomian decomposition [2]
Page 2: ; È U · 2019-09-26 · 210 R. JOICE NIRMALA AND K. BALACHANDRAN FDE,one hasto depend uponnumerical solutions [3, 12,33]. Recentlydevelopedtechnique of Adomian decomposition [2]
Page 3: ; È U · 2019-09-26 · 210 R. JOICE NIRMALA AND K. BALACHANDRAN FDE,one hasto depend uponnumerical solutions [3, 12,33]. Recentlydevelopedtechnique of Adomian decomposition [2]

The Korean Society for Industrial and Applied Mathematics

Volume 18, Number 3, September 2014

Contents

ANALYSIS OF SOLUTIONS OF TIME FRACTIONAL TELEGRAPH EQUATION

R. JOICE NIRMALA AND K. BALACHANDRAN ........................................................ 209

SEGMENTATION WITH SHAPE PRIOR USING GLOBAL AND LOCAL IMAGE

FITTING ENERGY

DULTUYA TERBISH AND MYUNGJOO KANG ......................................................... 225

STEADY NONLINEAR HYDROMAGNETIC FLOW OVER A STRETCHING

SHEET WITH VARIABLE THICKNESS AND VARIABLE SURFACE

TEMPERATURE

S.P. ANJALI DEVI AND M. PRAKASH ........................................................................... 245

THERMAL DIFFUSION AND RADIATION EFFECTS ON UNSTEADY MHD

FREE CONVECTION HEAT AND MASS TRANSFER FLOW PAST A LINEARLY

ACCELERATED VERTICAL POROUS PLATE WITH VARIABLE

TEMPERATURE AND MASS DIFFUSION

M. VENKATESWARLU, G. V. RAMANA REDDY, AND D. V. LAKSHMI ................... 257

INTERNAL FEEDBACK CONTROL OF THE

BENJAMIN-BONA-MAHONY-BURGERS EQUATION

GUANG-RI PIAO AND HYUNG-CHEN LEE ................................................................ 269

CERTAIN WEIGHTED MEAN INEQUALITY

NAMKWON KIM ............................................................................................................... 279

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J. KSIAM Vol.18, No.3, 209–224, 2014 http://dx.doi.org/10.12941/jksiam.2014.18.209

ANALYSIS OF SOLUTIONS OF TIME FRACTIONAL TELEGRAPH EQUATION

R. JOICE NIRMALA AND K. BALACHANDRAN

DEPARTMENT OF MATHEMATICS, BHARATHIAR UNIVERSITY, COIMBATORE-641046, INDIA.E-mail address: [email protected], [email protected]

ABSTRACT. In this paper, the solution of time fractional telegraph equation is obtained byusing Adomain decomposition method and compared with various other method to determinethe efficiency of Adomain decomposition method. These methods are used to obtain the seriessolutions. Finally, results are analysed by plotting the solutions for various fractional orders.

1. INTRODUCTION

The main motivation to study time fractional telegraph equation is that, it would be diffi-cult to imagine a world without communication systems. Normally transmission media can becategorized into two groups, namely guided and unguided transmission lines. In order to opti-mize guided communication systems, it is necessary to determine or project power and signallosses in the system, since all the system has such losses. To determine these losses and even-tually ensure a maximum output, it is necessary to formulate some kind of equation with whichto calculate these losses. This motivates us to study the analysis of time fractional telegraphequation.

Here, the Adomain decomposition method (ADM) is used to construct the approximatesolution of time fractional telegraph equation. The result of this study reveal that the Adomaindecomposition method is very powerful, effective, and quiet accurate. It was introduced byAdomian in 1980, which provides an effective procedure for explicit and numerical solutionsof a wide class of differential systems representing real physical problems. This method isefficiently utilized for initial or boundary value problems, for linear or nonlinear, ordinary orpartial differential equations and even for stochastic systems as well. Moreover no linearisationor perturbation is required in this method. During the last two decades, extensive work has beendone using ADM as it provides analytical approximate solutions for nonlinear equations andconsiderable interest in solving fractional differential equations has been stimulated.

There are many methods, namely Laplace and Fourier transforms, have been utilized to solvelinear fractional differential equations (FDE)[23, 24, 28]. In contrast for solving the nonlinear

Received by the editors November 23 2013; Revised April 19 2014; Accepted in revised form April 29 2014;Published online June 9 2014.

2010 Mathematics Subject Classification. 35R11.Key words and phrases. Adomain decomposition method(ADM), decomposition method by Laplace transfor-

mation, Fractional telegraph equation, Mittag-Leffler function, Caputo derivative.

209

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210 R. JOICE NIRMALA AND K. BALACHANDRAN

FDE, one has to depend upon numerical solutions [3, 12, 33]. Recently developed technique ofAdomian decomposition [2] has proven to be a powerful method and has successfully been ap-plied in a variety of problems. Biazar et al. [7] have employed the Adomian decomposition tosolve a system of ordinary differential equations and system of Volterra integral equations [6] aswell. Wazwaz [31] has explored this method to obtain solutions of wave equation. The classicaltelegraph equation and space or time fractional telegraph equations have been solved by a num-ber of researchers namely Biazar et al. [6, 8, 7], Cascaval et al. [9], Kaya [19], Momani [22],Odibat and Momani [33], Orsingher and Zhao [25], Orsingher and Beghin [24], Sevimlican[30] and Yildirim [32] using various techniques such as variational iteration method, transformmethod, Adomian decomposition method, generalized differential transform method, and ho-motopy perturbation method. Adomian decomposition offers certain advantages over routinenumerical methods. Numerical methods use discretization which gives rise to rounding off er-rors causing loss of accuracy and requires large computer power and time. By using Adomaindecomposition method Parthiban and Balachandran [27] analysed the solutions of system offractional partial differential equations. Daftardar-Gejji and Babakhani [13] have studied thesolution of system of FDE and proved the existence and uniqueness theorems for the initialvalue problem. Following this Daftardar-Gejji and Jafari [10, 11] have taken up the problem offinding explicit solutions for system of FDE and have developed a decomposition method forthe linear FDE of the form

Dαiyi(x) =

n∑j=1

(ϕij(x) + νijDαij )yj + gi(x),

with

y(k)i (0) = cik, 0 ≤ k ≤ [αi], 1 ≤ i, j ≤ n, αi, αij ∈ R+.

It is useful for obtaining closed form or numerical approximation for wide class of stochasticand deterministic problems in science and engineering. This method has been modified byWazwaz [31].

A mathematical derivation for the time fractional telegraph equation is obtained from classi-cal telegraph equation by replacing the second order time derivative by fractional derivative oforder 1 < 2α ≤ 2 and by replacing first order time derivative by fractional derivative of order12 < α ≤ 1. The modeling of time fractional telegraph equation [8] is as follows.

∂2αe(x, t)

∂t2α+ (RC +GL)

∂αe(x, t)

∂tα+GRe(x, t) =

∂2e(x, t)

∂x2,

where 0 < x < L, t > 0,1

2< α ≤ 1.

and∂2αi(x, t)

∂t2α+ (RC +GL)

∂αi(x, t)

∂tα+GRi(x, t) =

∂2i(x, t)

∂x2,

where 0 < x < L, t > 0,1

2< α ≤ 1.

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ANALYSIS OF SOLUTIONS OF TFTE 211

where x is the distance from sending end of the cable, e(x, t) is the potential at any pointon the cable at any time, i(x, t) is the current at any point on the cable at any time, R is theresistance of the cable, L is the inductance of the cable,G is the conductance to ground,C is thecapacitance to ground. In this paper the Adomain decomposition method is used to investigatethe time fractional telegraph equation and the analytical solution of the telegraph equation iscalculated and compared with other methods. In this the solution is obtained in the form of aseries with easily computable components.

2. PRELIMINARIES

In this section, we provide some basic definitions of fractional integral and differential op-erators.

Definition 2.1. The Riemann-Liouville fractional integral operator of order α > 0 of a functionf ∈ L1(R+) is defined as

Iαf(t) =1

Γ(α)

∫ t

0(t− s)α−1f(s)ds, (2.1)

where Γ(·) is the Euler gamma function.

Definition 2.2. The Riemann-Liouville fractional derivative of order α > 0, n − 1 < α < n,n ∈ N, is defined as

Dαf(t) = DnIn−αf(t) =1

Γ(n− α)

(d

dt

)n ∫ t

0(t− s)n−α−1f(s)ds, (2.2)

where the function f(t) has absolutely continuous derivatives upto order n− 1.

Definition 2.3. The Caputo fractional derivative of order α > 0, n− 1 < α < n, is defined as

CDα0 f(t) =

1

Γ(n− α)

∫ t

0(t− s)n−α−1f (n)(s)ds (2.3)

where the function f(t) has absolutely continuous derivative upto order n− 1.

Definition 2.4. The Caputo fractional derivative of two variables of order α > 0, n − 1 <α < n, is defined as

CDα0 f(x, t) =

1

Γ(n− α)

∫ t

0(t− s)n−α−1∂f

n(x, s)

∂snds (2.4)

where the function f(t) has absolutely continuous derivative upto order n− 1.

Definition 2.5. The Laplace transform of Caputo derivative is defined as

Lt[Dαt u(x, t)] = sαu(x, s)−

n−1∑k=0

uk(x, 0)sα−1−k, n− 1 < α ≤ n.

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212 R. JOICE NIRMALA AND K. BALACHANDRAN

The power function of fractional derivative is

Iαt Dαt f(t) = f(t)−

m−1∑k=0

fk(0)tk

k!, (2.5)

Dαt t

µ =Γ(µ+ 1)

Γ(µ+ 1− α)tµ−α, µ > −1, (2.6)

Iαt tµ =

Γ(µ+ 1)

Γ(µ+ α+ 1)tµ+α, µ > −1. (2.7)

The Mittag-Leffler function is defined as follows:

Definition 2.6 (Mittag-Leffler function). The Mittag-Leffler function Eα(z) is defined as

Eα(z) =

∞∑k=0

zk

Γ(αk + 1), z ∈ C, Re(α) > 0. (2.8)

The Mittag-Leffler function Eα,β(z) is defined as

Eα,β(z) =

∞∑k=0

zk

Γ(αk + β), z, β ∈ C, Re(α) > 0. (2.9)

Caputo fractional derivative is considered throughout this paper because it provides us theadvantage of requiring initial conditions given in terms of integer order derivatives. The timefractional telegraph equation can be solved by various methods. Khan [20] discussed the ho-motophy pertubation method by Laplace transformation. Huang [16] discussed the solutionof time fractional telegraph equation in terms of Laplace and Fourier transform in the vari-ables t and x, where we get the solution in terms of infinite series not a closed one. In doubleLaplace transformation method [5, 15] we need both initial and boundary conditions to findexact solution, but here we are given only initial conditions. So the remaining method avail-able is Adomain decomposition method and decomposition method by Laplace transformationmethod.

In the following sections Adomain decomposition and decomposition method by Laplacetransformation method is used to obtain homogeneous and nonhomogeneous analytic and ap-proximate solution of time fractional telegraph equation.

3. ADOMAIN DECOMPOSITION METHOD

Consider the differential equation of the form

Lu+Ru+Nu = g, (3.1)

where L is the highest linear order derivative operator and invertible, R is the linear differentialoperator of order less that L, Nu is the nonlinear term and g is the source term

Lu = g −Ru−Nu,

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ANALYSIS OF SOLUTIONS OF TFTE 213

because L is invertible, the equivalent expression is

L−1Lu = L−1g − L−1Ru− L−1Nu.

If L is a second-order operator, for example, L−1 is a two fold integration operator andL−1Lu = u− u(0)− tu

′(0), then yields

u = u(0) + tu′(0) + L−1g − L−1Ru− L−1Nu.

Now the solution u can be presented as a series u =

∞∑n=0

un, with

u0 = u(0) + tu′(0) + L−1g,

and un, n > 0 is to be determined. The nonlinear term Nu will be decomposed by the infiniteseries of Adomain polynomials

Nu =∞∑n=0

An,

where An is calculated using the formula

An =1

n!

[dn

dλnN(v(y))

]λ=0

, n = 0, 1, 2, · · · ,

where

v(y) =∞∑n=0

λnun.

Now the series solution u =∞∑n=0

un to the differential equation is calculated iteratively as

follows:

u0 = u(0) + tu′(0) + L−1g,

un+1 = −L−1(Run)− L−1(An), n ≥ 0.

The results reveal that the Adomain decomposition method is very effective and convenient.

3.1. Homogeneous Fractional Telegraph Equation. Let us consider the time fractional tele-graph equation [8, 13, 16, 19]

∂βu(x, t)

∂tβ+ a

∂αu(x, t)

∂tα+ bu(x, t) = c2

∂2u(x, t)

∂x2, t > 0, 1 < β ≤ 2,

1

2< α ≤ 1, (3.2)

with initial conditions

u(x, 0) = f(x), ut(x, 0) = g(x). (3.3)

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214 R. JOICE NIRMALA AND K. BALACHANDRAN

By using Adomain decomposition method, we have

Iβ[∂βu(x, t)

∂tβ+ a

∂αu(x, t)

∂tα+ bu(x, t)

]= Iβ

[c2∂2u(x, t)

∂x2

],

Iβ[∂βu(x, t)

∂tβ

]= Iβ

[c2∂2u(x, t)

∂x2− a

∂αu(x, t)

∂tα− bu(x, t)

],

by using (2.5), (2.6) and (2.7) we have

u(x, t) = u(x, 0) + tut(x, 0) + Iβ[c2∂2u(x, t)

∂x2− a

∂αu(x, t)

∂tα− bu(x, t)

].

By using the initial conditions, we get

u(x, t) = f(x) + tg(x) + Iβ[c2∂2u(x, t)

∂x2− a

∂αu(x, t)

∂tα− bu(x, t)

].

Take

u0 = f(x) + g(x)t,

un+1 = Iβ[c2∂2un(x, t)

∂x2− a

∂αun(x, t)

∂tα− bun(x, t)

].

Now, by iterating approach, we get

u1(x, t) = Iβ[c2∂2u0(x, t)

∂x2− a

∂αu0(x, t)

∂tα− bu0(x, t)

],

= Iβ[c2f (2)(x) + c2g(2)(x)t− af(x)

t−α

Γ(1− α)

−ag(x) t1−α

Γ(2− α)− bf(x)− bg(x)t

].

using the definitions (2.5), (2.6) and (2.7), we get

u1(x, t) =tβ

Γ(β + 1)

[c2f (2)(x)− bf(x)

]+

tβ+1

Γ(β + 2)

[c2g(2)(x)− bg(x)

]−af(x) tβ−α

Γ(β − α+ 1)− ag(x)

tβ−α+1

Γ(β − α+ 2).

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ANALYSIS OF SOLUTIONS OF TFTE 215

Next,

u2(x, t) = Iβ[c2∂2u1(x, t)

∂x2− a

∂αu1(x, t)

∂tα− bu1(x, t)

],

= Iβ[

Γ(β + 1)[c4f (4)(x)− 2bc2f (2) + b2f(x)]

+tβ+1

Γ(β + 2)[c4g(4)(x)− 2bc2g(2) + b2g(x)]

+tβ−α

Γ(β − α+ 1)[−2ac2f (2)(x) + 2abf(x)]

+tβ−α+1

Γ(β − α+ 2)[−2ac2g(2)(x) + 2abg(x)]

+a2f(x)tβ−2α

Γ(β − 2α+ 1)+ a2g(x)

tβ−2α+1

Γ(β − 2α+ 2)

].

Again by definitions (2.5), (2.6) and (2.7) we get

u2(x, t) =t2β

Γ(2β + 1)

[c4f (4)(x) − 2bc2f (2)(x) + b2f(x)

]+

t2β+1

Γ(2β + 2)

[c4g(4)(x) − 2bc2g(2)(x) + b2g(x)

]+

t2β−α

2β − α+ 1

[− 2ac2f (2)(x) + 2abf(x)

]+

t2β−α+1

2β − α+ 2

[− 2ac2g(2)(x) + 2abg(x)

]+a2f(x)

t2β−2α

Γ(2β − 2α+ 1)+ a2g(x)

t2β−2α+1

Γ(2β − 2α+ 2),

by proceeding in this manner the solution of the time fractional telegraph equation is of theform

u(x, t) =∞∑n=0

un(x, t) = u0(x, t) + u1(x, t) + · · · .

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216 R. JOICE NIRMALA AND K. BALACHANDRAN

Therefore,

u(x, t) =tβ

Γ(β + 1)

[c2f (2)(x)− bf(x)

]+

tβ+1

Γ(β + 2)

[c2g(2)(x)− bg(x)

]−af(x) tβ−α

Γ(β − α+ 1)− ag(x)

tβ−α+1

Γ(β − α+ 2)

+t2β

Γ(2β + 1)

[c4f (4)(x) − 2bc2f (2)(x) + b2f(x)

]+

t2β+1

Γ(2β + 2)

[c4g(4)(x) − 2bc2g(2)(x) + b2g(x)

]+

t2β−α

2β − α+ 1

[− 2ac2f (2)(x) + 2abf(x)

]+

t2β−α+1

2β − α+ 2

[− 2ac2g(2)(x) + 2abg(x)

]+a2f(x)

t2β−2α

Γ(2β − 2α+ 1)+ a2g(x)

t2β−2α+1

Γ(2β − 2α+ 2)+ · · · .

3.2. Nonhomogeneous Fractional Telegraph Equation. Consider the time fractional tele-graph equation [29, 32] of the form

∂αu(x, t)

∂tα+ a

∂α−1u(x, t)

∂tα−1+ bu(x, t) = c2

∂2u(x, t)

∂x2+ h(x, t), t > 0, 1 < α ≤ 2, (3.4)

with initial conditions (3.3) by Adomain decomposition method we have

Iα[∂αu(x, t)

∂tα+ a

∂α−1u(x, t)

∂tα−1+ bu(x, t)

]= Iα

[c2∂2u(x, t)

∂x2+ h(x, t)

],

Iα[∂αu(x, t)

∂tα

]= Iα

[c2∂2u(x, t)

∂x2− a

∂α−1u(x, t)

∂tα−1− bu(x, t) + h(x, t)

],

by using (2.5), (2.6) and (2.7) we have

u(x, t) = u(x, 0) + tut(x, 0) + Iαh(x, t) + Iα[c2∂2u(x, t)

∂x2− a

∂α−1u(x, t)

∂tα−1− bu(x, t)

].

By using the initial conditions we have

u(x, t) = f(x) + tg(x) + Iαh(x, t) + Iα[c2∂2u(x, t)

∂x2− a

∂α−1u(x, t)

∂tα−1− bu(x, t)

].

Take

u0 = f(x) + g(x)t+ Iαh(x, t),

un+1 = Iα[c2∂2un(x, t)

∂x2− a

∂α−1un(x, t)

∂tα−1− bun(x, t)

].

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ANALYSIS OF SOLUTIONS OF TFTE 217

Now, by iteration, we have

u1(x, t) = Iα[c2∂2u0(x, t)

∂x2− a

∂α−1u0(x, t)

∂tα−1− bu0(x, t)

],

u2(x, t) = Iα[c2∂2u1(x, t)

∂x2− a

∂α−1u1(x, t)

∂tα−1− bu1(x, t)

],

by proceeding in this manner the solution of the nonhomogeneous time fractional telegraphequation is of the form

u(x, t) =

∞∑n=0

un(x, t) = u0(x, t) + u1(x, t) + · · · .

3.3. Numerical Examples.

Example 3.1. Consider the equation (3.2) with f(x) = 0 , g(x) = ex, a = 1, b = 1, c = 1and 0 < x < 1 then the equation becomes

∂βu(x, t)

∂tβ+∂αu(x, t)

∂tα+ u(x, t) =

∂2u(x, t)

∂x2, t > 0, 1 < β ≤ 2,

1

2< α ≤ 1. (3.5)

with initial conditions

u(x, 0) = 0 and ut(x, 0) = ex.

Then by Adomain decomposition method

u0(x, t) = ext,

u1(x, t) = −ex tβ−α+1

Γ(β − α+ 2),

u2(x, t) = ext2β−2α+1

Γ(2β − 2α+ 2),

u3(x, t) = −ex t3β−3α+1

Γ(3β − 3α+ 2), etc

by proceeding in this manner the solution of the time fractional telegraph equation is of theform

u(x, t) =∞∑n=0

un(x, t) = u0(x, t) + u1(x, t) + · · · .

Therefore,

u(x, t) = ext− extβ−α+1

Γ(β − α+ 2)+ ex

t2β−2α+1

Γ(2β − 2α+ 2)− ex

t3β−3α+1

Γ(3β − 3α+ 2)+ . . .

= tex[1− tβ−α

Γ(β − α+ 2)+

t2β−2α

Γ(2β − 2α+ 2)− t3β−3α

Γ(3β − 3α+ 2)+ . . .

]= texEβ−α,2(−tβ−α).

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218 R. JOICE NIRMALA AND K. BALACHANDRAN

0 1 2 3 4 50

0.5

1

1.5

2

2.5

3

3.5

4

4.5

time

u(1,

t)

β=2,1.9,1.8,1.7,1.6,1.5,1.4,1.3,1.2,1.1

α=0.5

FIGURE 1. The graph is obtained for α = 0.5 and varying β.

02

46

8

0

0.5

10

2

4

6

8

10

u(x, t)x

time

FIGURE 2. Surface plot

Therefore the solution of given telegraph equation is of the form u(x, t) = texEβ−α,2(−tβ−α).The convergence [1, 26] of the series can be examined easily by simple ratio test. From Figure1 it is observed that as time increases the solution u(x, t) decays exponentially in integer ordercase compared to fractional order. Therefore the graph represents the decay of voltage orcurrent in the transmission line. Surface plot of equation (3.5) is given in Figure 2. Theexactness of the solution is clear by its convergence to the exact solution when α = 1, β = 2 itcoincides with the solution of classical telegraph equation.

u(x, t) =ex − ex−t

t.

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ANALYSIS OF SOLUTIONS OF TFTE 219

Example 3.2. Consider the equation (3.4) with a = 1, b = 1, f(x) = 0, g(x) = 0 and

h(x, t) = sinhxtn

Γ(n+ 1)the equation becomes

∂αu(x, t)

∂tα+∂α−1u(x, t)

∂tα−1+ u(x, t) =

∂2u(x, t)

∂x2+ sinhx

tn

Γ(n+ 1), (3.6)

with initial conditions

u(x, 0) = 0 and ut(x, 0) = 0.

Then by Adomain decomposition method we have

u0(x, t) = sinhxtn+α

Γ(n+ α+ 1),

u1(x, t) = − sinhxtn+α+1

Γ(n+ α+ 2),

u2(x, t) = sinhxtn+α+2

Γ(n+ α+ 3), · · · .

The solution in the series form is given by

u(x, t) = sinhxtn+α

Γ(n+ α+ 1)− sinhx

tn+α+1

Γ(n+ α+ 2)+ sinhx

tn+α+2

Γ(n+ α+ 3)− · · · ,

= sinhx

[tn+α

Γ(n+ α+ 1)− tn+α+1

Γ(n+ α+ 2)+

tn+α+2

Γ(n+ α+ 3)− · · ·

]The convergent [1, 26] of the series is examined by simple ratio test. From Figure 3 it is

observed that as time increases the solution u(x, t) decays exponentially in integer order casecompared to fractional order. Therefore the graph represents the decay of voltage or current inthe transmission line. Surface plot of equation (3.6) is given in Figure 4. The exactness of thesolution is clear by its convergence to the exact solution when α = 2 it coincides with solutionof classical telegraph equation

u(x, t) = sinhx

[tn+2

Γ(n+ 3)− tn+3

Γ(n+ 4)+

tn+4

Γ(n+ 5)− · · ·

].

4. DECOMPOSITION METHOD BY LAPLACE TRANSFORM

Let us consider the time fractional telegraph equation (3.2) with nonhomogeneous termh(x, t) and initial conditions (3.3). On taking Laplace transformation with respect to t onboth side of the equation (3.2) we have

Lt

(∂βu(x, t)

∂tβ

)+ aLt

(∂αu(x, t)

∂tα

)+ bLt(u(x, t)) = Lt

(c2∂2u(x, t)

∂x2

)+ Lt(h(x, t))

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220 R. JOICE NIRMALA AND K. BALACHANDRAN

0 0.2 0.4 0.6 0.8 10

0.05

0.1

0.15

0.2

0.25

0.3

0.35

0.4

time

u(1,

t)

alpha= 2,1.75,1.5

FIGURE 3. The graph is obtained for α = 1.5, 1.75, 2.

0

50

100

150

0

0.5

10

2

4

6

8

10

u(x,t)x

time

FIGURE 4. Surface plot

sβLt(u(x, t))− sβ−1u(x, 0)− sβ−2ut(x, o) + aLt

(∂αu(x, t)

∂tα

)+ bLt(u(x, t))

= Lt

(c2∂2u(x, t)

∂x2

)+ Lt(h(x, t)),

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ANALYSIS OF SOLUTIONS OF TFTE 221

by using initial condition we get

Lt(u(x, t)) =f(x)

s+g(x)

s2+

1

sβLt(h(x, t)) +

1

sβLt

(c2∂2u(x, t)

∂x2− a

∂αu(x, t)

∂tα− bu(x, t)

),

then taking inverse Laplace transformation

u(x, t) = L−1t

[f(x)

s+g(x)

s2+

1

sβLt(h(x, t))

]+ L−1

t

1

[Lt

(c2∂2u(x, t)

∂x2− a

∂αu(x, t)

∂tα− bu(x, t)

)],

on applying the Adomain decomposition method we have,

u0(x, t) = L−1t

[f(x)

s+g(x)

s2+

1

sβLt(h(x, t))

],

un+1(x, t) = L−1t

1

[Lt

(c2∂2u(x, t)

∂x2− a

∂αu(x, t)

∂tα− bu(x, t)

)].

On calculating u1(x, t), u2(x, t), · · · we get the series solution of the form

u(x, t) =

∞∑n=0

un(x, t) = u0(x, t) + u1(x, t) + · · · .

Example 4.1. Considering the equation (3.2) with f(x) = 0 , g(x) = ex, a = 1, b = 1, c = 1and 0 < x < 1 the equation becomes

∂βu(x, t)

∂tβ+∂αu(x, t)

∂tα+ u(x, t) =

∂2u(x, t)

∂x2, t > 0, 1 < β ≤ 2,

1

2< α ≤ 1.

with initial conditions

u(x, 0) = 0 and ut(x, 0) = ex.

By taking Laplace transform on both sides we get,

sβLt(u(x, t))− sβ−1u(x, 0)− sβ−2ut(x, o) + Lt

(∂αu(x, t)

∂tα

)+ Lt(u(x, t))

= Lt

(∂2u(x, t)

∂x2

),

on applying the conditions we have

Lt(u(x, t)) =ex

s2+ Lt

1

(∂2u(x, t)

∂x2− ∂αu(x, t)

∂tα− u(x, t)

),

then taking inverse Laplace transform we get,

u(x, t) = L−1t

[ex

s2

]+ L−1

t

[Lt

(∂2u(x, t)

∂x2− ∂αu(x, t)

∂tα− u(x, t)

)].

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222 R. JOICE NIRMALA AND K. BALACHANDRAN

Therefore, by Adomain decompositioin method we have

u0(x, t) = tex

u1(x, t) = −ex tβ−α+1

Γ(β − α+ 2),

by proceeding in this manner the solution of the time fractional telegraph equation is of theform u(x, t) = texEβ−α,2(−tβ−α).

Example 4.2. If a = 1, b = 1, f(x) = 0, g(x) = 0 and h(x, t) = sinhxtn

Γ(n+ 1)in (3.4) and

(3.3) then by taking Laplace transform on both side we have

Lt(u(x, t)) =1

sαLt

(sinhx

tn

Γ(n+ 1)

)+

1

sαLt

(∂2u(x, t)

∂x2− ∂α−1u(x, t)

∂tα−1− u(x, t)

).

By taking inverse Laplace transform and on calculating u0(x, t), u1(x, t), · · · by Adomain de-composition method we get

u0(x, t) = sinhxtn+α

Γ(n+ α+ 1),

u1(x, t) = − sinhxtn+α+1

Γ(n+ α+ 2),

by proceeding in this manner the solution of the equation is of the form

u(x, t) = sinhx

[tn+α

Γ(n+ α+ 1)− tn+α+1

Γ(n+ α+ 2)+

tn+α+2

Γ(n+ α+ 3)− . . .

]Example 4.3. (Fourier and Laplace Transformation Method) Huang[16] effectively ap-plied Fourier and Laplace transformation method to time fractional telegraph equation. Here,a numerical example is given to illustrate this method. Consider the equation (3.2) by taking,a = 1, b = 1, c = 1 the equation becomes

∂2αu(x, t)

∂t2α+∂αu(x, t)

∂tα+ u(x, t) =

∂2u(x, t)

∂x2, t > 0, 0 < x ≤ L (4.1)

with initial conditions

u(x, 0) = 0 and ut(x, 0) = ex.

by taking Fourier and Laplace transform with respect to the variables x and twe get the solutionof (4.1) of the form

u(x, t) =2

L

∞∑n=1

sin

(nπx

L

)[c1Eα,2(λ+t

α)− c2Eα,2(λ−tα)

] ∫ L

0ex sin

(nπx

L

)dx.

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ANALYSIS OF SOLUTIONS OF TFTE 223

where, λ+ =−1 +

√1− 4(1 + n2π2

4 )

2, λ− =

−1−√

1− 4(1 + n2π2

4 )

2, c1 =

λ+λ+ − λ−

and

c2 =λ−

λ+ − λ−.

5. CONCLUSION

The solution obtained from decomposition method by Laplace transform coincides with thesolution obtained from only decomposition method. Also it is necessary to note here that byknowing initial condition alone we can get the exact solution and so it is more convenientthan double Laplace transform method where both initial and boundary conditions are needed.Therefore Adomain decomposition method is an easier way to obtain exact solution for manyfractional partial differential equations. The solution we obtained here is a closed form seriessolution in terms of Mittag-Leffler function. The series solution of time fractional telegraphequation is analysed by plotting the solution for various fractional order and convergence isverified.

ACKNOWLEDGMENTS

The author’s thank the reviwers for their valuable suggestion.

REFERENCES

[1] K. Abboui and Y. Cherruaut, New Ideas for Proving Convergence of Decomposition Methods, Computers andMathematics with Application, 29(1996), 103-108.

[2] G. Adomain, Solving frontier problems of Physics, Kluwar, Dordrecht, 1994.[3] G. Adomain, A Rieview of the Decomposition Method in Applied Mathematics, Journal of Mathematical Anal-

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Nonlinear Dynamics, 29(2002), 145-155.[5] A.M.O. Anwar, F. Jarad, D. Baleanu and F. Ayaz, Fractional Caputo Heat Equation within the Double Laplace

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Adomian Decomposition Method, Applied Mathematics and Computation,139(2003), 249-258.[7] J. Biazar, E. Babolian and R. Islam, Solution of the System of Ordinary Differential Equations by Adomian

Decomposition Method, Applied Mathematics and Computation, 147(2004), 713-719.[8] J. Biazar and H. Ebrahimi, An Approximation to the Solution of Telegraph Equation by Adomain Decomposi-

tion Method, International Mathematics Fourm, 2(2007), 2231-2236.[9] R.C. Cascaval, E.C. Eckstein, C.L. Frota and J.A. Goldstein,Fractional Telegraph Equations, Journal of Math-

ematical Analysis and Applications, 276(2002), 145-159.[10] V. Daftardar-Grjji and H. Jafari, Boundary Value Problems for Fractional Diffusion-Wave Equation, Australian

Journal of Mathematical Analysis and Applications, 3(2006), 1449-5910.[11] V. Daftardar-Gejji and H. Jafari, Adomain Decomposition Method: A Tool for Solving Fractional Differential

Equations, Journal of Mathematical Analysis and Applications, 301(2005), 508-518.[12] V. Daftardar-Grjji and H. Jafari, Solving a System of Nonlinear Fractional Differential Eqautions using Ado-

main Decomposition Method, Journal of Computational and Applied Mathematics, 196(2006), 644-651.

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[13] V. Daftardar-Gejji, A. Babakhani and R. Islam, Solution of the System of Ordinary Differential Equations byAdomain Decomposition Method, Applied Mathematics and Computation, 147(2004), 713-719.

[14] E.C. Eckstein, J.A. Goldstein and M. Leggas, The Mathematics of Suspensions, Kac Walks and AsymptoticAnalyticity, Electronic Journal of Differential Equations, 03(1999), 39-50.

[15] H. Eltayeb and A. Kilicman, A Note on Double Laplace transformation and Telegraphic Equations, Abstractand applied analysis, 2013(2013), 1-6.

[16] F. Huang, Analytical Solution for the Time Fractional Telegraph Equation by Laplace and Fourier Transform,Journal of Applied Mathematics, 2009(2009), 1-9.

[17] M. Javidi and B. Ahmed, Numerical Solution of Fractional Partial Differential Equation by NumericalLaplace Inverse Technique, Advances in Difference Equations,375(2013), 1-18.

[18] K.S. Miller and B. Ross, An introduction to the fractional calculus and fractional differential equations, Wileyand Sons, New York, 1993.

[19] D. Kaya, A New Approach to the Telegraph Equation: An Application of the Decomposition Method, Bulletinof the Institute of Mathematics Academics Sinica, 28(2000), 51-57.

[20] Y. Khan, J. Diblik, N. Faraz and Z. Smarda, A Efficient New Perturbative Laplace Method for Space-TimeFractional Telegraph Equation, Advances in Difference Equations, 204(2012), 1-9.

[21] A. Kilbas, H.M. Srivastava and J.J. Trujillo, Theory and application of fractional differential equations, El-sevier, Amstrdam, 2006.

[22] S. Momani, Analytic and Approximate Solutions of the Space and Time Fractional Telegraph Equations,Applied Mathmatics and Computation, 170(2005), 1126-1134.

[23] K.B. Oldham and J. Spanier, The fractional calculus: Theory and application of differentiation and integrationto arbitrary order, Academic Press, New York, 1974.

[24] E. Orsingher and L. Beghin, Time Fractional Telegraph Equations and Telegraph Processes with BrownianTime, Probability Theory and Related Fields, 128(2004), 141-160.

[25] E. Orsingher and X. Zhao, The Space Fractional Telegraph Equation and the Related Fractional TelegraphProcess, Chinese Annals of Mathematics Series B, 24(2003), 45-56.

[26] J. Paneva-Konovska, Series in Mittag-Leffler Functions: Inequalities and Convergent Theorems, FractionalCalculus and Applied Analysis, 13(2010), 403-414.

[27] V. Parthiban and K. Balachandran, Solutions of System of Fractional Partial Differential Equation, Applicationand Applied Mathematics: An International Journal, 8 (2013), 289-304.

[28] I. Podlubny, Fractional differential equations, Academic Press, New York, 1999.[29] U. Hayat and S.T. Mohyud-Din, Homotopy Perturbation Technique for Time Fractional Telegraph Equations,

International Journal of Modern Theoretical Physics, 2(2013), 33-41.[30] A. Sevimlican, An Approximation to Solution of Space and Time Fractional Telegraph Equations by Varia-

tional Iteration Method, Mathematical Problems in Engineering, 2010(2010), 1-10.[31] A.M. Wazwaz, A Reliable Technique for Solving the Wave Equation in Infinite One-dimensional Medium,

Applied Mathematics and Computation, 92(1998), 1-7.[32] A. Yidirim, Homotopy Perturbation Method for Solving the Space and Time Fractional Telegraph Equations,

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Order, Applied Mathematical Modeling, 32(2008), 28-29.

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J. KSIAM Vol.18, No.3, 225–244, 2014 http://dx.doi.org/10.12941/jksiam.2014.18.225

SEGMENTATION WITH SHAPE PRIOR USING GLOBAL AND LOCAL IMAGEFITTING ENERGY

DULTUYA TERBISH1,2 AND MYUNGJOO KANG2

1DEPARTMENT OF APPLIED MATHEMATICS, NATIONAL UNIVERSITY OF MONGOLIA, MONGOLIA

E-mail address: [email protected]

2DEPARTMENT OF MATHEMATICAL SCIENCES, SEOUL NATIONAL UNIVERSITY, SOUTH KOREA

E-mail address: [email protected]

ABSTRACT. In this work, we discuss segmentation algorithms based on the level set methodthat incorporates shape prior knowledge. Fundamental segmentation models fail to segmentdesirable objects from a background when the objects are occluded by others or missing partsof their whole. To overcome these difficulties, we incorporate shape prior knowledge into a newsegmentation energy that, uses global and local image information to construct the energy func-tional. This method improves upon other methods found in the literature and segments imageswith intensity inhomogeneity, even when images have missing or misleading information due toocclusions, noise, or low-contrast. We consider the case when the shape prior is placed exactlyat the locations of the desired objects and the case when the shape prior is placed at arbitrarylocations. We test our methods on various images and compare them to other existing methods.Experimental results show that our methods are not only accurate and computationally efficient,but faster than existing methods as well.

1. INTRODUCTION

Image segmentation is one of the most basic concepts in image processing. Extensive re-search on this topic has produced a numerous of segmentation methods. The goal of imagesegmentation is to partition an image into regions of objects detected from background of theimage. Most segmentation approaches are based on the Mumford-Shah (MS) functional [1],which is a region based model. Another common approach is the active contour model, whichis an edge based model. This model detects significant contours rather than partitioning animage into homogeneous regions. Other traditional approaches are discussed in [16, 17, 18].Even though these models are capable of detecting objects in an image, they fail to detect anobject’s interior. Furthermore, once a curve(or contour) detects an object’s boundary, segmen-tation stops.

Received by the editors July 22 2014; Accepted August 31 2014; Published online September 3 2014.2000 Mathematics Subject Classification. 93B05.Key words and phrases. Segmentation, active contours, shape prior knowledge, level set method, intensity

inhomogeneity.

225

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226 T. DULTUYA AND M. KANG

To overcome the drawbacks of traditional approaches [16, 17, 18], Chan and Vese (Chan-Vese) propose one of the well-known approach named active contours without edges [2], andreformulate the MS functional in terms of the level set method [3]. This approach was alsoextended to images with multiple-regions [4]; however, the re-initialization process of the levelset functions makes it computationally expensive. In this extension, they proposed the piece-wise constant (PC) model, which works well on the images with intensity homogeneity andthe piecewise smooth (PS) approach, which segments images with intensity inhomogeneity.Unfortunately, these methods are computationally expensive as well.

Inspired by the active contour model, the local binary fitting (LBF) method was proposedto segment images with intensity inhomogeneity [11, 12]. This method imposes local intensityinformation as constraints and eliminates the re-initialization process by using variational levelset formulation without re-initialization [24, 25]. The LBF method produces better segmenta-tion results and is more computationally efficient than the PS model. The local image fitting(LIF) energy approach was also designed of the LBF model and to regularize the level set func-tion using Gaussian filtering for variational level set; thus, LIF eliminates the re-initializationprocess.

All of these methods fail to segment images with missing or misleading information due toocclusion, noise or low-contrast. Therefore, shape prior knowledge is incorporated to improvethe robustness of such segmentation methods. Many approaches have been developed for shapeprior segmentation. In general, the segmentation methods that incorporate shape informationcan be classified into two types: based on statistical knowledge of the shape [5, 6, 7] and basedon level set knowledge of the shape [8, 9, 10, 21, 22].

We focus on the level set knowledge of the shape, which allows us to use a variationalapproach. Most methods focus on segmenting only one desired object, Cremers et al.’s model,on the other hand, can segment the desired object and others in a given image by introducing alabeling function [9]. In this model, the size, pose and location of the shape have to be similarto the desired one; in other words, geometric transformations of the shapes are prohibited. Toovercome this limitation, Chan and Zhu proposed an algorithm [10] in which the shape term isindependent of the image domain. An additional term enables the labeling function to be easilycontrolled. Thiruvenkadam et al. [21] and J. Woo et al. [22] extended the Chan-Zhu model tosegment images with multiple-regions. These models are PC models; thus, they do not workwell for the images with intensity inhomogeneity.

Inspired by Wang et al.’s model [13], we propose a segmentation method for images withintensity inhomogeneity by modifying the LIF model. Our model drives the motion of thecontour far away from object boundaries by utilizing the fitting term of the Chan-Vese modelas an auxiliary global intensity fitting term. Therefore, the initial level set is more flexible, andthe computation cost is less than that of the LIF model.

Fundamental methods for shape prior segmentation utilize a general energy functional thatis a linear combination of segmentation energy and shape energy. Analogous to the generalenergy functional, we minimize a total energy function that, consists of our modified LIF en-ergy and the shape energy. Our approach is able to segment the desired object, as well as otherobjects, when images have independent intensity inhomogeneous and homogeneous regions.

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SHAPE PRIOR SEGMENTATION USING GLIF ENERGY 227

Moreover, our approach succeeds even when objects are occluded or missing some parts (i.e.,the image is corrupted). We consider two cases for the location of given shape prior. First,the shape prior is placed exactly at the locations of desired objects. Second, a given shapeprior is placed at arbitrary locations. Numerical experiments show that our approach is moreinexpensive and accurate than extensions of models proposed by Cremers et al. and Chan andZhu.

This paper is organized as follows: Section 2 discusses previous works. We review imagesegmentation models for images with intensity homogeneity and inhomogeneity and reviewthe shape prior segmentation models for images with noise, occlusions or low-contrast. Themain contributions of this work are presented in Section 3. In Section 3.1, we propose a novelmethod for images with intensity inhomogeneity, named the active contours driven by globaland local image fitting energy. In order to cope with the intensity inhomogeneity of the image,we set a local image fitting term. To overcome sensitivity of initialization, a global image fittingterm is considered. In Section 3.2, we propose a shape prior segmentation, which incorporatesshape prior knowledge to improve robustness and segment the multiple objects with differentintensities using only one level set function. Numerical experiments are discussed in Section4. Finally, we conclude our work in Section 5.

2. RELATED WORKS

First, we review a region-based segmentation method with level sets was proposed by Chanand Vese [2, 19]. This is a variational approach for image segmentation without a terminatingedge-function, i.e., the model does not include the gradient of the image to stop the process.Moreover, it can automatically detect the interior contours of objects using flexible initial curve.The Chan-Vese model is a particular case of the Mumford-Shah segmentation technique [1]when i=2. Chan and Vese proposed minimizing the following functional:

EChan−V ese(c1, c2, C) = λ1

∫in(C)

|I0 − c1|2dx+ λ2

∫out(C)

|I0 − c2|2dx

+ µ · Length(C) + ν · Area(inside(C))(2.1)

where I0 is a given image on the bounded open subset Ω in R2. In most cases, ν = 0 andλ1 = λ2 = 1. The level set formulation of EChan−V ese can be written as

EChan−V ese(c1, c2, φ) =

∫Ω

((I0 − c1)2H(φ) + (I0 − c2)2(1−H(φ)))dx

+ µ

∫Ω|∇H(φ)|dx+ ν

∫ΩH(φ)dx.

(2.2)

Inspired by Zhao et al. [26], Vese and Chan extended their model using a multiphase level setformulation to partition multiple regions. Piecewise constant(PC) and Piecewise smooth(PS)models were proposed in [4]. The PC model has the advantage that it can represent triple junc-tions and multiple regions. The works of Chan and Vese have led to numerous segmentationmethods. For example, Kim and Kang [27] proposed an efficient algorithm for multiple-regionsegmentation and considered finding the number of regions in a given image automatically.

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228 T. DULTUYA AND M. KANG

These methods work well for images with intensity homogeneity (or roughly constant in eachphase) but do not work for images with intensity inhomogeneity.

2.1. Segmentation models for images with intensity inhomogeneity. Intensity inhomogene-ity often occurs as a result of technical limitations. In particular, inhomogeneities in magneticresonance (MR) images arise from nonuniform magnetic fields produced by ratio-frequencycoils, as well as from variations in object susceptibility. Therefore, many segmentation ap-proaches have been developed for images with intensity inhomogeneity.

The first approach is the PS model proposed by Vese and Chan [4]. Consider the PS modelfor images with intensity inhomogeneity when n = 2 (two phase case). Functions f+ andf− are assumed to be C1 functions on φ ≥ 0 and φ ≤ 0 respectively. And the link betweenunknowns f = f+H(φ)+f−(1−H(φ)) and φ can be expressed by introducing two functionsf+ and f− such that

f(x, y) =

f+(x, y), if φ(x, y) ≥ 0

f−(x, y), if φ(x, y) < 0.

The PS model is formulated as minimizing the following energy:

EPS2 (f+, f−,Φ) =

∫Ω

((I0 − f+)2H(φ) + (I0 − f−)2(1−H(φ)))dxdy

+ µ

∫Ω

(|∇f+|2H(φ) + |∇f−|2(1−H(φ)))dxdy + ν

∫Ω|∇H(φ)|.

This model can be extended to segment an image with intensity inhomogeneity and include twoor more phases. Even though the PS model can segment an image by reducing the influence ofintensity inhomogeneity, it is computationally expensive and inefficient in practice.

Compared to the PS model, a more inexpensive and accurate model was proposed by Li et al.[11, 12]. This model is called local binary fitting (LBF), which applies local intensity informa-tion as constraints. The main idea is to introduce two spatially varying fitting functions f1(x)and f2(x) to approximate the local intensities inside and outside of the contour, respectively.The local data fitting term is defined as follows in level set formulation:

ELBF (φ, f1, f2) = λ1

∫[Kσ(x− y)|I0(y)− f1(x)|2H(φ(y))dy]dx

+ λ2

∫[Kσ(x− y)|I0(y)− f2(x)|2(1−H(φ(y)))dy]dx

(2.3)

where H is the Heaviside function, Kσ is a Gaussian kernel with standard deviation σ, and λ1

and λ2 are positive constants; in most cases, λ1 = λ2 = 1.The distance regularizing term P (φ)

P (φ) =

∫Ω

1

2(|∇φ| − 1)2dxdy (2.4)

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SHAPE PRIOR SEGMENTATION USING GLIF ENERGY 229

is incorporated into the LBF model to give stable evolution of the level set function φ. Inaddition, it is necessary to smooth the zero level set φ by penalizing its length, given by

L(φ) =

∫Ωδ(φ(x))|∇φ(x)|dx. (2.5)

Thus, the efficient energy can be written as follows:

F (φ, f1, f2) = ELBF (φ, f1, f2) + µP (φ) + νL(φ) (2.6)

where µ and ν are positive constants. Incorporating the distance regularizing term into the LBFenergy functional renders, the re-initialization process unnecessary; thus, the LBF method iscomputational inexpensive and efficient.

Here, f1 and f2 are defined by minimizing F (φ, f1, f2) for a fixed level set function φ.Using calculus of variations, these functions are given by

f1(x) =Kσ(x) ∗ [Hε(φ(x))I0(x)]

Kσ(x) ∗Hε(φ(x))(2.7)

and

f2(x) =Kσ(x) ∗ [(1−Hε(φ(x)))I0(x)]

Kσ(x) ∗ [1−Hε(φ(x))](2.8)

where Hε is the regularized version of the Heaviside function.Note that the standard deviation σ of the kernel plays an important role. It can be viewed

as a scale parameter that controls the region-scalability from small neighborhoods to the entireimage domain [12]. The scale parameter should be properly chosen according to the contentsof a given image. In particular, when an image is too noisy or has low contrast, a large valueof σ should be chosen. Unfortunately, this may cause a high computational cost. Small valuesof σ can cause undesirable result as well. Because of f1 and f2 in (2.7),(2.8), the LBF modelis able to handle images with intensity inhomogeneity. These functions can be viewed as theweighted averages of the image intensities in a Gaussian window inside and outside the contour,respectively.

Inspired by the LBF model [11], a more computationally efficient and accurate model wasproposed by Zhang et al. [14]. They defined the local fitted image as

ILFI = m1H(φ) +m2(1−H(φ)) (2.9)

where m1 = mean(I0 ∈ (x ∈ Ω|φ(x) < 0 ∩Wk(x)))

m2 = mean(I0 ∈ (x ∈ Ω|φ(x) > 0 ∩Wk(x))).(2.10)

The rectangular window function is denoted byWk(x). A Gaussian kernel is used to regularizethe level set function instead of the traditional regularizing term div(∇φ/|∇φ|)δ(φ).

Then proposed local intensity fitting (LIF) energy formulation is given by

ELIF =1

2

∫Ω|I0(x)− ILFI(x)|2dx , x ∈ Ω (2.11)

where, ILFI is a local fitted image, which defined in (2.9).

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230 T. DULTUYA AND M. KANG

In this model, a Gaussian filtering is applied to regularize the level set function, i.e., φ =Gγ ∗ φ , where γ is the standard deviation. This method can segment an images with intensityinhomogeneity or multiple objects with different intensities.

The local and global intensity fitting (LGIF) method [13] takes advantage of the Chan-Vese and LBF models by combining local and global intensity information to handle intensityinhomogeneity. The local intensity fitting energy ELIF is equal to the LBF model, and theglobal intensity fitting (GIF) energy EGIF is the fitting term of the Chan-Vese model:

EGIF (φ, c1, c2) =

∫|I0(x)− c1|2H(φ(x))dx+

∫|I0(x)− c2|2(1−H(φ(x)))dx.

The LGIF method defined the energy functional as follows:

ELGIF (φ, c1, c2, f1, f2) = (1− ω)ELIF (φ, f1, f2) + ωEGIF (φ, c1, c2)

+ νL(φ) + µP (φ)(2.12)

where f1 and f2 are the optimal fitting functions given by (2.7) and (2.8), L(φ) is length ofthe zero level set for smoothing given by (2.5), P (φ) is the deviation of the level set functionfrom the signed distance function in (2.4) to eliminate re-initialization process, and ω is apositive constant such that (0 ≤ ω ≤ 1). The value of ω should be small when the intensityinhomogeneity in an image is severe.

2.2. Shape prior segmentation models. The previous methods fail to segment images withmissing or misleading information due to noise, occlusion, or low-contrast. Therefore, shapeprior knowledge is incorporated to improve the robustness of these segmentation methods.Method based on shape’s level set knowledge were first introduced by Chen et al. [20]. Theymodified the Geodesic Active Contour model by adding a shape term. Their model is able tofind boundaries that are similar to the shape prior, even when the boundary has gaps in theimage.

Level set representation of the shape prior was introduced in [23]. Let φ : Ω → R2 bea Lipchitz function that refers to the level set representation of a given shape S. This shapedefines a region R in the image domain Ω. The shape representation is defined by

φS(x, y) =

0 if (x, y) ∈ S+D((x, y), S) > 0, if (x, y) ∈ RS−D((x, y), S) < 0, if (x, y) ∈ Ω \RS

(2.13)

where D((x, y), S) is the minimum Euclidean distance between the grid location (x, y) andshape S. Level set knowledge-based models represent a shape according to (2.13).

Many models focus only on segmenting the desired objects. Cremers et al.’s model, however,can also segment other objects by introducing a labeling function [9]. This model is given by

ECremers(c1, c2, φ, L) = EChan−V ese(c1, c2, φ) + Eshape(φ,L). (2.14)

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SHAPE PRIOR SEGMENTATION USING GLIF ENERGY 231

The shape term Eshape(φ,L) has three options: Eglobalshape ,Estaticshape, and Edynamicshape . The globalshape prior is formulated as

Eglobalshape (φ) = α

∫Ω

(φ(x)− φ0(x))2dx (2.15)

where φ0 is the level set function embedding a given shape prior, and α controls the weight ofthe prior shape. The global shape term of Cremers et al.’s has the ability to ignore objects thatdo not require segmentation. Static energy segments all objects in an image. The static shapeterm is given by

Estaticshape(φ,L) = α

∫Ω

(φ(x)− φ0(x))2(L+ 1)2dx (2.16)

where L is a static labeling function used to indicate the region where the shape prior shouldbe active. Labeling function L is either +1 and −1 depending on whether the prior should beenforced or not. Note that, the labeling function must be specified beforehand.

By minimizing the total energy with dynamic shape term with respect to L and φ, priorknowledge of the labeling function can be avioded. The dynamic shape term is given by

Edynamicshape (φ,L) = α

∫Ω

(φ(x)− φ0(x))2(L+ 1)2dx

+

∫Ωλ2(L− 1)2dx+ γ

∫Ω|∇H(L)|dx.

(2.17)

Compared to the static labeling function, this labeling function is dynamic, i.e., it does not needto be specified beforehand. It can control the region where the shape prior is enforced and thesmoothness of the boundary separating the regions.

Cremers et al.’s model can be extended to multiple-region images as well [28]:

ECremersextension =

∫Ω

((I0 − c11)2H(φ1)H(φ2) + (I0 − c10)2H(φ1)(1−H(φ2)))dx

+

∫Ω

((I0 − c01)2(1−H(φ1))H(φ2) + (I0 − c00)2(1−H(φ1))(1−H(φ2)))dx

+ ν1

∫Ω|∇H(φ1)|dx+ ν2

∫Ω|∇H(φ2)|dx

+ α1

∫Ω

(φ1(x)− φshape1(x))2(L1 + 1)2dx

+ α2

∫Ω

(φ2(x)− φshape2(x))2(L2 + 1)2dx

where c11, c01, c10 and c00 are the mean intensities in each region given by

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232 T. DULTUYA AND M. KANG

c11 = mean(I) inx : φ1 > 0, φ2 > 0c01 = mean(I) inx : φ1 > 0, φ2 < 0c10 = mean(I) inx : φ1 < 0, φ2 > 0c00 = mean(I) inx : φ1 < 0, φ2 < 0.

No transformation is allowed for the prior shape in Cremers et al.’s model, whereas the priorshape is geometrically transformed in the Chan-Zhu model [9]. The concepts of invariance totranslation, rotation and scaling are defined for a set of objects.

In other words, their signed distance functions are related. Let ψ and ψ0 be the signeddistance functions of two objects S1 and S2, of the same shape. Then, there exists a four-tuple(a, b, r, θ) such that:

ψ(x, y) = rψ0(x∗, y∗) (2.18)where

x∗ = (x−a) cos(θ)+(y−b) sin(θ)r

y∗ = −(x−a) sin(θ)+(y−b) cos(θ)r

and (a, b), r and θ represent the translation, scaling and rotation parameters, respectively. Theproposed simple shape energy is given by

Esimpleshape (φ, ψ) =

∫Ω

(H(φ)−H(ψ))2dx (2.19)

where φ is a level set function for segmentation, ψ0 is the signed distance function of a givenprior shape, and ψ is the fixed signed distance function in (2.18) of the shape. Therefore, thetotal energy of the Chan-Zhu model is

EChan−Zhu(φ, ψ, c1, c2) = EChan−V ese(φ, c1, c2) + λEsimpleshape (φ, ψ). (2.20)

More explicitly,

E(c1, c2, φ, ψ) =

∫Ω

((I0 − c1)2H(φ) + (I0 − c2)2(1−H(φ)))dx

+ µ

∫Ω|∇H(φ)|+ λ

∫Ω

(H(φ)−H(ψ))2dx.

(2.21)

Chan and Zhu extended their model by introducing labeling function L. In general case, theshape term is

Egeneralshape (φ, ψ, L) =

∫Ω

(H(φ)H(L)−H(ψ))2dx

+ µ1

∫Ω

(1−H(L))dx+ µ2

∫Ω|∇H(L)|dx

(2.22)

where H(φ)H(L) characterizes the intersection of φ > 0 and L > 0. The second term in(2.22) encourages the area in region (x, y) ∈ Ω : L(x, y) > 0, and the last term smooths theboundary separated by L in domain Ω.

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SHAPE PRIOR SEGMENTATION USING GLIF ENERGY 233

Alternatives to the generalized Chan-Zhu model are developed in [21, 22]. Thiruvenkadamet al. considered selective shape priors to segment multiple occluded objects. Their proposedenergy can be written as

E(Φ, C, T ) =

4∑i=1

∫Ω

(I0 − cimi)2dx+ λ(

∫Ω|∇H(φ1)|+

∫Ω|∇H(φ2)|)

+

∫Ωβ + β1H(φ2)(c3 − c2)2(H(φ1)− S T1)2dx

+

∫Ωβ + β1H(φ1)(c3 − c1)2(H(φ2)− S T2)2dx

(2.23)

where m1 = H(φ1), m2 = H(φ2), m3 = H(φ1)H(φ2), and m4 = (1−H(φ1))(1−H(φ2)).Two level set functions φ1 and φ2 are used to define the following four regions: φ1 > 0,φ2 > 0, φ1 > 0, φ2 > 0 and φ1 < 0, φ2 < 0, and, where c1, c2, c3 and c4 aremean intensities in each region, respectively. Function S embeds one shape prior, and Tk =[µk, θk, tk] are rigid transformations with scale factor µk, rotation factor θk and translationfactor tk for k = 1, 2.

3. PROPOSED MODELS

3.1. Global and local image fitting energy. Inspired by Wang et al.’s model, we take advan-tages of the LIF model and the Chan-Vese model, to reduce the computational complexity andcost, and to improve the convergence speed by eliminating the segmentation process’ sensitiv-ity to initialization. The fitting term of the Chan-Vese model, excluding regularization terms,is given by:

EGIF =

∫Ω

(|I0 − c1|2H(φ) + |I0 − c2|2(1−H(φ)))dx. (3.1)

We call this term by global image fitting (GIF) term.The proposed energy functional consists of a local image fitting term and global image fitting

term. Specifically,EM.LIF = ELIF + αEGIF (3.2)

where α is a positive constant such that (0 ≤ α ≤ 1). The value of α should be small forimages with severe intensity inhomogeneity.

The local image fitting term includes a local force to attract the contours and stop it at objectboundaries. This enables the model to cope with intensity inhomogeneity. The global imagefitting term includes a global force to drive the motion of the contour far away from objectboundaries. This allows flexible initialization of the contours. The modified LIF energy can bewritten as

EM.LIF (φ, c1, c2) =1

2

∫Ω|I0(x)−m1H(φ)−m2(1−H(φ))|2dx

+ α

∫Ω

(|I0 − c1|2H(φ) + |I0 − c2|2(1−H(φ)))dx.

(3.3)

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234 T. DULTUYA AND M. KANG

Expressing m1 and m2 using the level set function φ yeildsm1 = Kσ∗(H(φ)I0(x))

Kσ∗(H(φ))

m2 = Kσ∗((1−H(φ))I0(x)))Kσ∗(1−H(φ)) .

The influence of the local and global forces on the curve evolution is complementary. The localforce is dominant near the object boundaries, while the global force is dominant at locationsfar away from object boundaries.

The standard deviation σ of the kernel and regularizing parameter γ play an important role.Standard deviation σ is a scale parameter that controls the region-scalability from small neigh-borhoods to the entire image domain. The scale parameter should be properly chosen depend-ing on the contents of an image. In particular, when image is noisy or has low contrast, σshould be large. Unfortunately, this results in a high computational cost. In the same way,values of σ that are too small produce undesirable side effects as well. In general, γ should bechosen between 0.5 and 1.

We now discuss the numerical approximation for minimizing the EM.LIF functional. Con-stants c1 and c2 that minimize the energy in (3.3) are given by

c1 =

∫I0(x)H(φ(x))dx∫H(φ(x))dx

, c2 =

∫I0(x)(1−H(φ(x)))dx∫

(1−H(φ(x)))dx. (3.4)

Theory of calculus of variations allows us to add variation ζ to the level set function φ such thatφ = φ+ εζ. For fixed c1 and c2, differentiating with respect to φ, and letting ε→ 0 produces

δEM.LIF

δφ= lim

ε→0

d

dε(1

2

∫Ω|I0(x)−m1Hε(φ)−m2(1−Hε(φ))|2dx

+ α

∫Ω

(|I0 − c1|2Hε(φ) + |I0 − c2|2(1−Hε(φ)))dx)

= limε→0

(−∫

Ωδε(φ)I0 −m1Hε(φ)−m2(1−Hε(φ))(m1 −m2)ζdx

+ α

∫Ωδε(φ)(−(I0 − c1)2 + (I0 − c2)2)ζdx)

= −(

∫Ωδε(φ)I0 −m1Hε(φ)−m2(1−Hε(φ))(m1 −m2)ζdx

+ α

∫Ωδε(φ)(−(I0 − c1)2 + (I0 − c2)2)ζdx).

Therefore we obtain the Euler-Lagrange equation

δε(φ)(I0 − ILFI)(m1 −m2) + α(−(I0 − c1)2 + (I0 − c2)2) = 0

where ILFI = m1Hε(φ) + m2(1 −Hε(φ)). Using the steepest gradient descent method, weobtain the following gradient descent flow

∂φ

∂t= δε(φ)(I0 − ILFI)(m1 −m2) + α(−(I0 − c1)2 + (I0 − c2)2). (3.5)

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SHAPE PRIOR SEGMENTATION USING GLIF ENERGY 235

The algorithm for solving EM.LIF is as follows:

Step 1: Initialize the level set function φ.Step 2: Compute c1 and c2 according to (3.4).Step 3: Evolve the level set function φ according to (3.5).Step 4: Regularize the level set function φ using a Gaussian kernel, i.e., φ =Gγ ∗ φ , where γ is the standard deviation.Step 5: Check whether the evolution is stationary. If not, return to step 3.

Using gradient descent flow (3.5) and the above algorithm, segmentation results are pro-duced faster and require fewer iteration than the LBF, LGIF and LIF models. Experimentalresults are illustrated in Fig.1. Our algorithm works well on images with intensity inhomo-geneity and segmenting multiple objects with different intensities (Figs.1(c),(h) and (m)). Thescale parameter σ is equal to 3 for these images and the regularizing parameter γ is properlychosen between 0.65 and 0.85. These results are similar to the results of the LIF, LBF, andLGIF models.

The proposed model allows flexible initialization of contours as shown in Fig.1. We testedour method using other initial contours (see Figs.1(b),(g) and (l)) and the same parameters as inFig.1(a), (f) and (k). As seen Figs.1(d),(i) and (n), the LIF model does not work well for theseinitial conditions. We also tested the LGIF method using different initial contours as shownin Figs.1(e),(j) and (o). Notice that same results are produced by our method. Computationaltimes are relatively high using the LGIF method, however. In Table1, we compare the numberof iterations and computational times for the LBF, LGIF, LIF models to our proposed method.

TABLE 1. Computation time results.

Methods Vessel(a) Vessel (c) Synthetic one (e)Iterations(time(s)) Iterations(time(s)) Iterations(time(s))

LBF 300 (2.41) 280 (2.03) 900 (9.82)LGIF 220 (2.05) 150 (1.29) 800 (8.47)LIF 200 (1.16) 200 (0.94) 600 (4.43)

M.LIF 120 (0.49) 100 (0.41) 400 (1.97)

3.2. Global and local image fitting energy with shape prior. Simpler active contour meth-ods fail to segment images with missing or misleading information due to noise, occlusion, orlow-contrast. Therefore, shape prior knowledge is incorporated to improve the robustness ofsuch segmentation methods. Fundamental methods for shape prior segmentation have a generalenergy functional that is a linear combination of segmentation energy and shape energy. Anal-ogous to the general energy functional, we propose a method that can be viewed as minimizingthe total energy of our modified LIF energy and the shape energy.

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236 T. DULTUYA AND M. KANG

Our method consider two cases. In the first case, the prior shapes are located exactly at theplacement of the desired objects and have the same scales and pose as the desired objects; thus,no transformations is required. Let ψ0 be the signed distance function of the prior shape and Lbe a static labeling function. The labeling function takes on the values +1 and −1 dependingon whether the prior shape is enforced or not.

The formulation of our energy is as follows:

E(φ, ψ0) = EM.LIF + β

∫Ω

(H(φ)−H(ψ0))2(L+ 1)2dx (3.6)

where H(·) is the Heaviside function and EM.LIF is our modified LIF model described inSection 3.1. More explicitly,

E(φ, ψ0, c1, c2) =1

2

∫Ω|I0(x)−m1H(φ)−m2(1−H(φ))|2dx

+ α

∫Ω

(|I0 − c1|2H(φ) + |I0 − c2|2(1−H(φ)))dx

+ β

∫Ω

(H(φ)−H(ψ0))2(L+ 1)2dx.

(3.7)

Numerical approximations of this model are discussed in previous sections. Therefore, usingthe steepest descent method, the gradient descent flow of energy (3.7) is given by:

∂φ

∂t= δε(φ)(I0 − ILFI)(m1 −m2) + α(−(I0 − c1)2 + (I0 − c2)2)

− 2βδε(φ)(Hε(φ)−Hε(ψ0))(L+ 1)2.(3.8)

If we minimize the above energy with respect to c1 and c2 for fixed φ, the optimal values ofc1 and c2 are obtained using (3.4). The regularized versions of the Heaviside and Dirac deltafunctions are

Hε(φ) =1

2(1 +

2

πarctan(

φ

ε))

δε(φ) =1

π· ε

ε2 + φ2.

(3.9)

For the second case of our model, the prior shape ψ0 is placed at arbitrary locations. Theprior shape is transformed to the location, pose, and size according to

x∗ =(x−a−acx) cos(θ)+(y−b−bcy) sin(θ)

r + acx

y∗ =−(x−a−acx) sin(θ)+(y−b−bcy) cos(θ)

r + bcy.(3.10)

The new signed distance function ψ is defined as ψ(x, y) = rψ0(x∗, y∗). Then proposedenergy is written as

E(φ, ψ) = EM.LIF + β

∫Ω

(H(φ)−H(ψ))2(L+ 1)2dx. (3.11)

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SHAPE PRIOR SEGMENTATION USING GLIF ENERGY 237

Numerical approximations of minimizing the functionalE(φ, ψ) are performed using the samecomputation as other proposed models. Minimizing energy (3.11) with respect to φ for fixedc1 and c2, results in the following gradient descent flow:

∂φ

∂t= δε(φ)(I0 − ILFI)(m1 −m2) + α(−(I0 − c1)2 + (I0 − c2)2)

− 2βδε(φ)(Hε(φ)−Hε(ψ))(L+ 1)2.(3.12)

For ψ, note thatS(φ, ψ) = (Hε(φ)−Hε(ψ))(L+ 1)2.

Thus, the optimal pose parameters are updated according to∂a

∂t=

∫ΩS(φ, ψ)ψ0x(x∗, y∗) cos(θ)− ψ0y(x

∗, y∗) sin(θ)δε(ψ)dxdy

∂b

∂t=

∫ΩS(φ, ψ)ψ0x(x∗, y∗) sin(θ) + ψ0y(x

∗, y∗) cos(θ)δε(ψ)dxdy

∂r

∂t=

∫ΩS(φ, ψ)−ψ0(x∗, y∗) + ψ0x(x∗, y∗)x∗ + ψ0y(x

∗, y∗)y∗δε(ψ)dxdy

∂θ

∂t=

∫ΩS(φ, ψ)−rψ0x(x∗, y∗)y∗ + rψ0y(x

∗, y∗)x∗δε(ψ)dxdy

(3.13)

where

ψ0x =∂ψ0

∂x, ψ0y =

∂ψ0

∂y

and (x∗, y∗) is defined according to (3.10).Gaussian filtering is applied to regularize functions φ and ψ at each iteration to achieve a

smooth level set function and shape. The algorithm for solving E(φ, ψ) is given as follows:

Step 1: Initialize the level set function φ.Step 2: Compute c1 and c2 according to (3.4).Step 3: Evolve the level set function φ according to (3.12).Step 4: At each iteration, update ψ function using (3.13).Step 5: Evolve the level set function φ according to (3.12).Step 6: Regularize the level set function φ and ψ using the Gaussian kernel, i.e.,φ = Gγ ∗ φ ,ψ = Gγ ∗ ψ , where γ is the standard deviation.Step 7: Check whether the evolution is stationary. If not, return to step 3.

4. EXPERIMENTAL RESULTS

In this section, we illustrate the experimental results of our proposed method. We testedour model on noisy, occluded, and low-contrast images, with varying parameters. The scaleparameter σ defines the size of the kernel Kσ; its value depends on the image content. If σ is

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238 T. DULTUYA AND M. KANG

(a) (b) (c) (d) (e)

(f) (g) (h) (i) (j)

(k) (l) (m) (n) (o)

FIGURE 1. Segmentation results of the modified LIF method: (a), (f) and (k)are the given images with the initial level set; (b), (g) and (l) are the givenimages with different initial level set; (c), (h) and (m) are the results of themodified LIF model; (d), (i) and (n) are the results of the LIF model; (e), (j)and (o) are the results of the LGIF model.

too small, we cannot segment the desirable objects. In contrast, if σ is too large, it may resultin high computational costs. For the Gaussian filtering Gγ , γ is chosen between 0.5 and 1, andthe kernel size is 5× 5.

Figures 2, 3 and 4 show the result of the first case of the proposed model, i.e., the priorshape is placed exactly at the locations of desired objects. Figures 5, 6 and 7 show the resultsof the second case, i.e., the prior shape is placed at arbitrary locations. In Fig.2, we utilize ouralgorithm for a synthetic image in the cases of no prior shape, including the prior shape, andwith noise. Our segmentation model works well for each of these cases when some parts aremissing as shown in the Figs2(c) and (d). For the synthetic image, we set σ = 3, γ = 0.65 toregularize the level set, the time step ∆t = 0.005, and α = 0.0005 for the global image fittingterm.

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SHAPE PRIOR SEGMENTATION USING GLIF ENERGY 239

(a) (b) (c) (d)

FIGURE 2. Segmentation results of the proposed model:(a) given image withinitial level set, (b) result without shape prior, (c) result with shape prior, (d)result in the presence of noisy.

We also tested our algorithm on real images with shape information as shown in Fig.3. Asdemonstrated in Fig.3(a), if no shape prior is given, the algorithm cannot extract the object.However, when shape prior information is used, the model segments the desired objects, evenwhen image is occluded as shown in Figs.3(b),(c), and (d). Figure 3(c) illustrates the resultwhen the labeling function L is not incorporated in the model.

(a) (b) (c)

(d) (e)

FIGURE 3. Segmentation results of the proposed model: (a) given shape, (b)result without shape prior, (c) result with shape prior, (d) result without label-ing function L, and (e) result with labeling (σ = 6, γ = 0.5).

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240 T. DULTUYA AND M. KANG

The comparison of the first case of our model to the extension of Cremers et al.’s modelis shown in Fig.4. Figures 4(b) and (c) show the extension of Cremers et al.’s model usingtwo level set functions and two labeling function to segment occluded and corrupted objects.Our proposed model can segment these objects using only one level set function as shown inFig.4(d).

In Fig.5, the intensity of the object in the given image is similar to the background intensities.As seen in Fig.5(b), the modified LIF and Chan-Vese algorithms are unable to segment the handin the given image. By utilizing shape information and the second case of our model, the resultsin Figs.5(c) and (d) are obtained. Although, the object is successfully extracted, the value of σis large, which may cause high computational costs. Computational time and costs are shownin Table 2. If the Chan-Zhu model is used to extract the hand in the image using the sameshape prior(see Fig.5(e)) as in Fig.5(a), the hand cannot be extracted either (Fig.5(f)). In otherwords, the Chan-Zhu model works well when the prior shape is placed near the object. This isillustrated by the next example as well.

Finally, we applied the proposed model to a brain image to extract the corpus callosum.We compared our model with the extensions of Cremers et al.’s model and Chan-Zhu’s model.The shape of the corpus callosum is placed arbitrary locations. As shown in Figs.6(b) and6(d), the proposed model successfully extracts the corpus callosum in brain image. Our modelpermits the shape prior to be placed far from the desired objects whereas Chan and Zhu’s modelrequires the initial prior shape to be close to the desired object. In other words, the Chan-Zhumodel is not as accurate as our proposed model. These results are shown in Figs.7(c) and 7(d).Table 2 shows the comparison of computation time of our model to other models.

(a) (b) (c) (d)

FIGURE 4. Segmentation results of the proposed model: (a) original syntheticimage, (b) initial φ1 (blue) and φ2 (red) and labeling functions L1-sky blue,L2-green, (c) result of the four phase Cremers et al.’s model, and (d) result ofthe proposed model.

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SHAPE PRIOR SEGMENTATION USING GLIF ENERGY 241

(a) (b) (c)

(d) (e) (f)

FIGURE 5. Segmentation results of the proposed model: (a) initial φ andshapeψ, (b) result without shape prior, (c) result with shape prior (σ = 60, γ =0.5), (d) result in presence of Gaussian noise (σ = 60, γ = 0.9), (e) initial levelset of the Chan-Zhu model, and (f) result of the Chan-Zhu model.

TABLE 2. Computation time results.

Methods Bird Hand Corpus callosumIter(Time(s)) Iter(Time(s)) Iter(Time(s))

4 phase Cremers 50(25.51) - 300(49.81)Chan-Zhu model - 50(94.63) 90(158.72)Proposed method 200(2.79) 60(23.24) 200(2.46)

5. CONCLUSION

We proposed the global and local image fitting energy method for images with intensityinhomogeneity. In order to cope with the intensity inhomogeneity of the image, we set alocal image fitting term. To overcome initialization sensitivity, a global image fitting term wasconsidered. Our segmentation results were obtained faster, requiring fewer iterations than theLBF, LGIF and LIF models. Moreover, our method worked well for multiple objects with

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242 T. DULTUYA AND M. KANG

(a) (b) (c) (d)

FIGURE 6. Segmentation results of the brain:(a) without shape prior, i.e., re-sult of the modified LIF model, (b) result of the proposed model with labelingfunction (σ = 3, γ = 0.5), (c) initial φ and shape ψ for the proposed model,and (d) result of the proposed model without labeling.

(a) (b) (c) (d)

FIGURE 7. Segmentation results of the brain: (a) initials φ1(red) and φ2(blue)for the four-phase Cremers et al.’s model, (b) result of the four-phase Cremerset al’s model, (c) initial φ and shape ψ for the Chan-Zhu model, (d) result ofψ for the Chan-Zhu model.

varying intensities and allowed flexible initialization of the contours. We also proposed a newmethod for shape prior segmentation, called the global and local image fitting energy withshape prior. For the shape prior segmentation method, we considered two cases: when priorshapes were placed exactly at the locations of the desired objects and when they were placedat arbitrary locations.

Our model has many advantages over Cremers at el.’s model. First, our model can segmentobjects using only one level set function, while two level set functions are required by the fourphase case of Cremers et al.’s model. In particular, our model can segment multiple objects withdifferent intensities using only one level set function, even when a given image is corrupted.Second, our method is simple, cheaper and faster. Computationally speaking, our method iseasier to numerically compute and takes less time to implement. Third, the transformation ofprior shape is not dependent on the locations of the shape and its size.

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SHAPE PRIOR SEGMENTATION USING GLIF ENERGY 243

There are a few disadvantages of our model, however. In our model, it is possible for priorshape to be selected by a similar object rather than the training shape. In particular applications,the prior shape ψ0 has to be embedded as the mean shape of a set of training shape; for thecorpus callosum case, the training shape of their shapes must be used. Furthermore, our methodcannot represent triple junctions because it only uses one level set function. In the future, wewill work to overcome these drawbacks and also plan to extend our method to multi-phase levelset formulation.

ACKNOWLEDGMENTS

This work was supported by the Basic Science Research Program(2014-011269) through theNational Research Foundation of Korea and by the MOTIE(0450-20140013,0450-20140016).

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[1] D. Mumford and J. Shah, Optimal approximation by piecewise smooth functions and associated variationalproblems, Comm. Pure Appl. Math., 42:577–685, 1989.

[2] T. Chan and L. A. Vese, Active contours without edges, IEEE Trans. Image Proc., 10:266–277, 2001.[3] S. Osher and J. A. Sethian, Fronts propagating with curvature dependent speed: algorithms based on

Hamilton-Jacobi formulations, J. Comput. Phys., 79:12–49, 1988.[4] L. A. Vese. and T. Chan, A multiphase level set framework for image segmentation using the Mumford and

Shah model, International Journal of Computer Vision, 50(3):271–293, 2002.[5] M. Leventon, W. Grimson, and O. Faugeraus, Statistical shape influence in geodesic active contours, CVPR.,

316–323, 2000.[6] D. Cremers, F. Tischhauser, J. Weickert, and C. Schnorr, Diffusion snakes: introducing statistical shape knowl-

edge into the Mumford-Shah functional, Int. Journal of Computer Vision, 50(3):295–313, 2002.[7] D. Cremers, T. Kohlberger, and C. Schnorr, Shape statistics in kernel space for variational image segmenta-

tion, Pattern Recognition, 36(9): 1929–1943, 2003.[8] Y. Chen and H. D. Tagare, Using prior shapes in geometric active contours in variational framework, Inter-

national Journal of Computer Vision, 50(3): 315–328, 2002.[9] D. Cremers, N. Sochen and Ch. Schnorr, Towards recognition-based variational segmentation using shape

priors and dynamic labeling, Int.Conf. on Scale Space Theories in Computer Vision, 2695: 388–400, 2003.[10] T. Chan. and W.Zhu, Level set based shape prior segmentation, IEEE Conference on Computer Vision and

Pattern Recognition, 2: 1164–1170, 2005.[11] C. M. Li, C. Kao, J. Gore and Z. Ding, Implicit active contours driven by local binary fitting energy, IEEE

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IEEE Transaction on Image Processing 17: 1940–1949, 2008.[13] L. Wang, C. Li, Q. Sun, D. Xia and C. Kao, Brain MR image segmentation using local and global intensity

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[15] J. A. Sethian, Level set methods and fast marching methods, Cambridge: Cambridge University Press, 1999.[16] V. Caselles, F. Catte, T. Coll, and F. Dibos, A geometric model for active contours in image processing, Numer.

Math., 66: 1–31, 1993.[17] V. Caselles, R. Kimmel, and G. Sapiro, Geodesic active contours, Intl J. Comp. Vis., 22: 61–79, 1997.

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[18] M. Kass, A. Witkin and D. Terzopoulos, Snakes: active contour models, Int.J. Comput. Vision, 1: 321–331,1988.

[19] T. F. Chan and L. A. Vese, Image segmentation using level sets and the piecewise constant Mumford-Shahmodel, Tech. Rep. CAM 00-14, UCLA Dep. Math, 2000.

[20] Y. Chen, H. D. Tagare, S. Thiruvenkadam, F. Huang, D. Wilson, K. S. Gopinath, R. W. Briggs, and E. A.Geiser, Using prior shapes in geometric active contours in a variational framework, International Journal ofComputer Vision, 50(3): 315–328, 2002.

[21] S. R. Thiruvenkadam, T. F. Chan, and B. W. Hong, Segmentation under occlusions using selective shape prior,SSVM, 4485: 191–202, 2007.

[22] J. Woo, P. J. Slomka, C. C. Jay Kuo and B. W. Hong, Multiphase segmentation using an implicit dual shapeprior: application to detection of left ventricle in cardiac MRI, Computer vision and Image Understanding117: 1084–1094, 2013.

[23] M. Rousson and N. Paragios, Shape priors for level set representations, ECCV, Copenhangen, Denmark, 2002.[24] C .M. Li, C. Y. Xu, C. F. Gui and M. D. Fox, Level set evolution without re-initialization: a new variational

formulation, IEEE Conference on Computer Vision and Pattern Recognation, San Diego, 430–436, 2005.[25] C. M. Li, C. Y. Xu, C. F. Gui and M. D. Fox, Distance regularized level set evolution and its application to

image segmentation, IEEE Transactions on Image Processing, 19(12), 2010.[26] H. K. Zhao, T. Chan, B. Merriman and S. Osher, A variational level set approach to multiphase motion, JCP.,

127: 179–195, 1996.[27] S. Kim, and M. Kang, Multiple-region segmentation without supervision by adaptive global maximum clus-

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Proc. of IEEE International Conference on Image Processing, San Diego, California, October 12–15, 2008.

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J. KSIAM Vol.18, No.3, 245–256, 2014 http://dx.doi.org/10.12941/jksiam.2014.18.245

STEADY NONLINEAR HYDROMAGNETIC FLOW OVER A STRETCHINGSHEET WITH VARIABLE THICKNESS AND VARIABLE SURFACE

TEMPERATURE

S.P. ANJALI DEVI AND M. PRAKASH†

DEPARTMENT OF APPLIED MATHEMATICS, BHARATHIAR UNIVERSITY, COIMBATORE 641 046, INDIA.E-mail address: anjalidevi s [email protected], prakash [email protected]

ABSTRACT. This work is focused on the boundary layer and heat transfer characteristics ofhydromagnetic flow over a stretching sheet with variable thickness. Steady, two dimensional,nonlinear, laminar flow of an incompressible, viscous and electrically conducting fluid overa stretching sheet with variable thickness and power law velocity in the presence of variablemagnetic field and variable temperature is considered. Governing equations of the problem areconverted into ordinary differential equations utilizing similarity transformations. The result-ing non-linear differential equations are solved numerically by utilizing Nachtsheim-Swigertshooting iterative scheme for satisfaction of asymptotic boundary conditions along with fourthorder Runge-Kutta integration method. Numerical computations are carried out for various val-ues of the physical parameters and the effects over the velocity and temperature are analyzed.Numerical values of dimensionless skin friction coefficient and non-dimensional rate of heattransfer are also obtained.

1. INTRODUCTION

During the last few decades, the dynamics of boundary layer flow over a stretching sheethas received great attention owing to its abundance of practical applications in chemical andmanufacturing processes, such as polymer extrusion, hot rolling, spinning of filaments, metalextrusion, crystal growing, glass fiber production, paper production, continuous casting of met-als, copper wires drawing and glass blowing [1–3]. The pioneering work of Sakiadis [4] origi-nated the problem on continuous moving solid surface. Following his path, some closed formof exponential solution of two-dimensional flow past a stretching plane was established byCrane [5]. Later Banks [6] obtained the similarity solutions of the boundary layer equationsfor a stretching wall. Since then, research area of stretching sheet has been flooded with manyresearch articles with multiple dimensions enriched by the innovative researchers.

During the metallurgical processes, the rate of cooling can be controlled by drawing suchstrips into an electrically conducting fluid subjected to a magnetic field in order to get the final

Received by the editors May 28 2014; Accepted August 19 2014; Published online September 5 2014.2010 Mathematics Subject Classification. 76A02, 76D10, 76W05, 80A20.Key words and phrases. Variable Thickness, Stretching Sheet, Magnetohydrodynamics, Variable Surface

Temperature.† Corresponding author.

245

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246 S.P. ANJALI DEVI AND M. PRAKASH

products of desired characteristics; as such a process greatly depends on the rate of cooling.In view of this, the study has been extended to hydromagnetic flow over a stretching sheetalong with heat transfer characteristics and was investigated by many researchers [7–9]. Spar-row and Cess [7] reported the effect of magnetic field on the natural convection heat transfer.Chakrabarti and Gupta [8] analyzed the hydromagnetic flow and heat transfer over a stretchingsheet. The hydromagnetic convective flow over the continuous moving surface was studied byVajravelu [9].

New dimension in the field of stretching sheet has arrived that it can be stretched nonlinearly.Similarity solutions of the boundary layer equations for a nonlinearly stretching sheet wasanalysed by Talay Akyildiz et al. [10]. Heat transfer over a nonlinearly stretching sheet withnon-uniform heat source and variable wall temperature was studied by Nandeppanavara etal. [11]. Significance of magnetic field over stretching sheet with power law velocity wasenlightened by many authors. Chaim [12] examined the hydromagnetic flow over a surfacewith a power-law velocity. Behrouz et al. [13] obtained the solution to the MHD flow over anon-linear stretching sheet.

Practically, the stretching sheet need not be flat. Sheet with variable thickness can be en-countered more often in real world applications. Plates with variable thickness are often usedin machine design, architecture, nuclear reactor technology, naval structures and acousticalcomponents. Variable thickness is one of the significant properties in the analysis of vibra-tion of orthotropic plates [14]. Historically, the concepts of variable thickness sheets originatethrough linearly deforming substance such as needles and nozzles. Idea about the variablethickness sheet was initiated by Lee [15]. Following that, the characteristics of continuouslymoving thin needle in a parallel free stream was investigated by Ishak et al. [16].

Recently, Tiegang Fang et al. [17] studied the behavior of boundary layer flow over a stretch-ing sheet with variable thickness. The numerical solution for boundary layer flow due to a non-linearly stretching sheet with variable thickness and slip velocity has been obtained by Khaderand Megahed [18]. The concept of variable surface temperature becomes significant in thestudies over a deforming object like stretching sheet with variable thickness slendering awayfrom the slot. Grubka and Bobba [19] worked on the heat transfer characteristics of a contin-uous stretching surface with variable temperature. The steady nonlinear hydromagnetic flowand heat transfer over a stretching surface of variable temperature was analyzed by Anjali Deviand Thiyagarajan [20].

So far no attempt has been tried towards hydromagnetic flow and heat transfer characteristicswith variable surface temperature over a stretching sheet with variable thickness. In this work,a special form of magnetic field is considered along with the variable surface temperature toanalyze various aspects of the flow and heat transfer effects.

2. FORMULATION OF THE PROBLEM

Steady, two dimensional, nonlinear, laminar hydromagnetic flow of an incompressible, vis-cous and electrically conducting fluid over a stretching sheet with variable thickness and powerlaw velocity in the presence of variable magnetic field and variable temperature is considered.

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HYDROMAGNETIC FLOW OVER A STRETCHING SHEET WITH VARIABLE THICKNESS 247

Fig. 1 Schematic of the problem

The x-axis is chosen in the direction of the sheet motion and the y-axis is perpendicular toit. The following assumptions are made

• The wall is impermeable with vw = 0.• The sheet is stretching with the velocity Uw(x) = U0(x+ b)m where U0 is constant, b

is the physical parameter related to stretching sheet and m is the velocity power index.• The sheet is not flat and is described with a given profile which is specified asy = A(x + b)

1−m2 , where the coefficient A is chosen as small for the sheet to be

sufficiently thin, to avoid pressure gradient along the sheet(∂p∂x = 0

).

• The problem is valid for m = 1 since m = 1 refers to the flat sheet case.• The magnetic Reynolds number is assumed as so small so that the induced magnetic

field is negligible. As the induced magnetic field is assumed to be negligible and sinceB(x) is independent of time, curlE = 0. In the absence of surface charge density,divE = 0 . Hence the external electric field is assumed as negligible.

• The viscous and Joule dissipation are considered to be negligible.

Under the above assumptions, the steady boundary layer equations are given by

∂u

∂x+∂v

∂y= 0, (2.1)

u∂u

∂x+ v

∂u

∂y= ν

∂2u

∂y2− σB(x)2u

ρ, (2.2)

u∂T

∂x+ v

∂T

∂y=

k

ρCp

∂2T

∂y2(2.3)

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248 S.P. ANJALI DEVI AND M. PRAKASH

with the boundary conditionsu(x,A(x+ b)

1−m2

)= Uw(x) = U0(x+ b)m, v

(x,A(x+ b)

1−m2

)= 0,

T(x,A(x+ b)

1−m2

)= Tw (x) ,

u (x,∞) = 0, T (x,∞) = T∞,

(2.4)

where u, v are the velocity components in the x and y directions respectively, ν is the kinematicviscosity, σ is the electrical conductivity of the fluid, ρ is the density of the fluid, k is the thermalconductivity of the fluid, m is the velocity power index, Cp is the specific heat at constantpressure, T is the fluid temperature, Tw(x) is the wall temperature, T∞ is the temperature faraway from the sheet.

3. SIMILARITY TRANSFORMATIONS

The special form of magnetic field and wall temperature are considered as

B (x) = B0 (x+ b)m−1

2 (3.1)

and Tw (x) = T∞ + T0(x+ b)r, (3.2)

where r is the temperature index parameter. The above forms are chosen to obtain the similaritysolutions. Following Khader and Megahed [18], the stream function and similarity transforma-tion are introduced to solve the equations (2.1)-(2.3) subject to (2.4).

ψ (x, y) = f (η)

√2

m+ 1ν U0 (x+ b)m+1, (3.3)

η = y

√m+ 1

2

U0 (x+ b)m−1

ν, (m = 1) . (3.4)

Considering the similarity transformation θ as:

θ =T − T∞

Tw(x)− T∞. (3.5)

Equations (3.3)-(3.5) are proposed based on the standard practice for similarity transformationof partial differential equations. The stream function ψ is defined as

u =∂ψ

∂yand v = −∂ψ

∂x. (3.6)

Using the equations (3.3), (3.4) and (3.6), the velocity components are expressed as follows

u = U0 (x+ b)m f ′ (η) , (3.7)

v = −√m+ 1

2ν U0 (x+ b)m−1

[f ′ (η) η

(m− 1

m+ 1

)+ f (η)

], (m = 1) . (3.8)

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HYDROMAGNETIC FLOW OVER A STRETCHING SHEET WITH VARIABLE THICKNESS 249

Equation of continuity (2.1) is automatically satisfied. Using the similarity transformations(3.1)-(3.5), the nonlinear partial differential equations (2.2) and (2.3) with boundary conditions(2.4) are reduced to the following nonlinear ordinary differential equations:

f ′′′ =

[(2m

m+ 1

)(f ′)2 − f f ′′ + M2f ′

], (3.9)

θ ′′ = Pr

[(2r

m+ 1

)f ′ θ − f θ ′

], (3.10)

with the boundary conditions, where (m = 1)

f (α) = α

(1−m

m+ 1

), f ′ (α) = 1, θ (α) = 1,

f ′ (∞) = 0, θ (∞) = 0, (3.11)

where α = A√

m+12

U0ν is the wall thickness parameter and η = α = A

√m+12

U0ν indi-

cates the plate surface. Equations (3.9) and (3.10) with the boundary conditions (3.11) arethe nonlinear differential equations with a domain [α,∞). In order to facilitate the compu-tation and to transform the domain into [0,∞), we define F (ξ) = F (η − α) = f (η) andΘ(ξ) = Θ (η − α) = θ (η). The similarity equations become

F ′′′ =

[(2m

m+ 1

)(F ′)2 − F F ′′ + M2F ′

], (3.12)

Θ ′′ = Pr

[(2r

m+ 1

)F ′ Θ− F Θ ′

], (3.13)

with the boundary conditions, where (m = 1)

F (0) = α

(1−m

m+ 1

), F ′ (0) = 1, Θ(0) = 1,

F ′ (∞) = 0, Θ(∞) = 0, (3.14)

where the prime indicates differentiation with respect to ξ, M2 =2σB0

2

ρU0(m+ 1)is the

magnetic interaction parameter, Pr =µCp

kis the Prandtl number. Based on the

variable transformation, the solution domain will be fixed from 0 to ∞.

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250 S.P. ANJALI DEVI AND M. PRAKASH

The important physical quantities of interest, the local skin-friction coefficient Cf and localNusselt number Nux are defined as

Cf =

µ(∂u∂y

)y=A(x+b)

1−m2

12ρUw

2 = 2

√m+ 1

2(Rex)

− 12 F ′′(0), (3.15)

Nux =

(x+ b)(∂T∂y

)y=A(x+b)

1−m2

(Tw(x)− T∞)= −

√m+ 1

2(Rex)

12 Θ ′(0), (3.16)

where Rex =UwX

νis the local Reynolds number and X = (x+ b).

4. NUMERICAL SOLUTION

The set of non-linear differential equations (3.12) and (3.13) constitute the nonlinearboundary value problem prescribed at the boundaries. The governing system of partial dif-ferential equations are first reduced to a system of ordinary differential equations. The cruxof the problem is that we have to make an initial guess for the values of F ′′(0) and Θ ′(0).The system of transformed equations together with the boundary conditions are solved numer-ically using Nachtsheim-Swigert shooting iteration technique [21] for the satisfaction of theasymptotic boundary conditions along with fourth order Runge-Kutta integration method. Inthis particular shooting method, the governing system of partial differential equations are atfirst to initiate the shooting process. The success of the procedure depends on the appropriatechoice of the guess. The different initial guesses were made taking into account of the con-vergence. The process is repeated until the results are corrected upto desired accuracy of 10−5

level. The numerical solutions are obtained for several values of the physical parameters overthe flow field and dimensionless temperature distribution. Numerical values of dimensionlessskin friction coefficient and non dimensional rate of heat transfer are also obtained.

5. RESULTS AND DISCUSSION

The main objective of this work is to establish the influence of magnetic field, wallthickness parameter and temperature index parameter over the stretching sheet with variablethickness. The reliability of the numerical procedure of this work has been tested through thecomparison analysis.

Table: 1. Comparison of numerical values of −F ′′(0) when M2 = 0, r = 0 and λ = 0

α m Khader and Megahed [18] Present work0.25 -0.5 0.0832 0.0833330.25 -1/3 0.5000 0.5000010.5 -0.5 1.1666 1.166668

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HYDROMAGNETIC FLOW OVER A STRETCHING SHEET WITH VARIABLE THICKNESS 251

In the absence of magnetic interaction parameter(M2 = 0

), temperature index parameter

(r = 0) and slip parameter (λ = 0), the numerical values of −F ′′(0) are found to be in excel-lent agreement with that of Khader and Megahed [18] which are displayed in Table 1.

The solution of this problem is valid for m = 1. The analysis have been carried out for vari-ous values ofM2

(0 ≤M2 ≤ 9

),m (−0.9 ≤ m ≤ −0.25), α (0.25 ≤ α ≤ 1.25), (Pr = 0.71)

for air and (Pr = 7.02) for water at 20C (293K) and r (0 ≤ r ≤ 4). In order to get the clearinsight of the problem, the computed results are displayed graphically through Fig. 2 - Fig. 12.

Fig. 2 portrays the velocity distribution for different values of M2. As the magnetic in-teraction parameter (M2) increases, the velocity distribution gets decreased which happenseventually due to the effect of Lorentz force. Further the boundary layer thickness is decreaseddue to the influence of magnetic field. This happens due to Lorentz force arising from the in-teraction of magnetic and electric fields during the motion of an electrically conducting fluid.The generated Lorentz force opposes the fluid motion in boundary layer region and therebyreducing the momentum boundary layer thickness.

0 1 2 3

ξ

0.0

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

1.0

F′(ξ)M2 = 0, 0.25, 1, 4, 9

m = - 0.5α = 0.5

Fig. 2 Velocity distribution for various values of M2

0 1 2 3 4 5

ξ

0.0

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

1.0

Θ(ξ)

m = - 0.5α = 0.5r = 2

M2 = 0, 0.25, 1, 4, 9

Air (Pr = 0.71)Water (Pr = 7.02)

Fig. 3 Temperature distribution for different values of M2

0 1 2 3

ξ

0.0

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

1.0

F′(ξ)

M2 = 4α = 0.5

Fig. 4 Velocity distribution for various values of m

m = - 0.9, - 0.75, - 0.6, - 0.5, - 0.25

0 1 2 3 4 5

ξ

0.0

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

1.0

Θ(ξ)

M2 = 4.0 α = 0.5 r = 2.0

Air (Pr = 0.71)Water (Pr = 7.02)

m = - 0.9, - 0.75, - 0.6, - 0.5, - 0.25

Fig. 5 Temperature distribution for different values of m

The impact of magnetic field over dimensionless temperature distribution for both air (Pr =0.71) and water (Pr = 7.02) were highlighted in Fig. 3. It is noted that for both cases of air(Pr = 0.71) and water (Pr = 7.02), the increase in the value of magnetic interaction parame-ter (M2) leads to increase in the temperature distribution. It also reveals that, the influence of

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252 S.P. ANJALI DEVI AND M. PRAKASH

magnetic field is less significant in the case of water (Pr = 7.02) than air (Pr = 0.71). Alsothe thermal boundary layer thickness is enhanced due to increasing strength of the appliedmagnetic field.

Velocity distribution for different values of velocity power index is presented graphically inFig. 4. It shows the obvious result that due to the increase in the value of power index, thevelocity distribution gets increased. Eventually the boundary layer gets thicker as the velocitypower index is increased.

Fig. 5 depicts the effect of velocity power index over the temperature distribution for bothair (Pr = 0.71) and water (Pr = 7.02). The velocity power index (m) has the tendency toenhance temperature distribution of air (Pr = 0.71) and water (Pr = 7.02) as it is increased. Itis also viewed that increase in velocity power index leads to thickening of the thermal boundarylayer of air (Pr = 0.71) than water (Pr = 7.02).

Fig. 6 and Fig. 7 elucidate the variation in velocity distribution and temperature distribu-tion respectively due to the variation in wall thickness parameter (α). For the variable thicknesssheet slendering away from the slot, the wall thickness decrease as it stretches away. Decelerat-ing wall thickness parameter enriched the boundary layer thickness due to acelerating velocitywhich is illustrated in Fig. 6.

0 1 2 3

ξ

0.0

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

1.0

F′(ξ)α = 0.25, 0.5, 0.75, 1, 1.25

M2 = 4.0m = - 0.5

Fig. 6 Velocity distribution for different values of α

0 1 2 3 4 5

ξ

0.0

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

1.0

Θ(ξ) α = 0.25, 0.5, 0.75, 1, 1.25

M2 = 4.0 m = - 0.5 r = 2.0

Air (Pr = 0.71)Water (Pr = 7.02)

Fig. 7 Temperature distribution for different values of α

0 1 2 3 4 5

ξ

0.0

0.1

0.2

0.3

0.4

0.5

0.6

0.7

0.8

0.9

1.0

Θ(ξ)r = 0, 1, 2, 3, 4

M 2 = 4.0m = - 0.5α = 0.5

Air (Pr = 0.71)Water (Pr = 7.02)

Fig. 8 Temperature distribution for different values of r

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HYDROMAGNETIC FLOW OVER A STRETCHING SHEET WITH VARIABLE THICKNESS 253

It is evident through Fig. 7 that increase in wall thickness parameter is to reduce the tem-perature distribution. The thermal boundary layer becomes thinner for higher values of wallthickness parameter.

Variation in dimensionless temperature distribution due to temperature index parameter (r)for air and water is visualized through Fig. 8. It is inferred from the figure that for boththe fluids, increase in the temperature index parameter reduces the dimensionless temperature.The effect of temperature index parameter over the thermal boundary layer thickness becomessignificantly less, for water (Pr = 7.02) than air (Pr = 0.71).

Fig. 9 and Fig. 10 represent the influence of various physical parameters like Magneticinteraction parameter (M2), Velocity power index (m) and wall thickness parameter (α) overthe dimensionless skin friction coefficient. Skin friction coefficient against wall thickness pa-rameter (α) for different values of magnetic interaction parameter (M2) is presented in Fig. 9.It is evident that the skin friction coefficient increases in magnitude for both increased valuesof magnetic interaction parameter and wall thickness parameter.

0.25 0.35 0.45 0.55 0.65 0.75 0.85 0.95 1.05 1.15 1.25

α

-6

-5

-4

-3

-2

-1

-0

Cf Rex1/2

m = - 0.5

M2 = 0, 0.25, 1, 4, 9

Fig. 9 Non dimensional skin friction coefficient against α

for different values of M2

-0.9000 -0.7375 -0.5750 -0.4125 -0.2500

m

-11.5

-9.5

-7.5

-5.5

-3.5

-1.5

0.5

Cf Rex1/2

M2 = 4.0

α = 0.25, 0.5, 0.75, 1.0, 1.25

Fig. 10 Non dimensional skin friction coefficient against m for different values of α

0 1 2 3 4

r

-3

-1

1

3

5

7

9

11

NuxRex-1/2

M2 = 0, 0.25, 1, 4, 9

m = - 0.5α = 0.5

M2 = 0, 0.25, 1, 4, 9

Air (Pr = 0.71)Water (Pr = 7.02)

Fig. 11 Non dimensional rate of heat transfer against r

for different values of M2

0.25 0.35 0.45 0.55 0.65 0.75 0.85 0.95 1.05 1.15 1.25

α

0.0

11.5

23.0

34.5

46.0

NuxRex-1/2

m = - 0.9, - 0.75, - 0.6, - 0.5, - 0.25

Air (Pr = 0.71)Water (Pr = 7.02)

M2 = 4.0r = 0.5

Fig. 12 Non dimensional rate of heat transfer against α for different values of m

The effect of velocity power index over the dimensionless skin friction coefficient can beviewed through Fig. 10. It shows that for increasing velocity power index parameter, the skinfriction coefficient gets increased for (α > 0.25), where as it gets decreased for (α ≤ 0.25).

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254 S.P. ANJALI DEVI AND M. PRAKASH

The non dimensional rate of heat transfer for air (Pr = 0.71) and water (Pr = 7.02)against temperature index parameter (r) for various values of magnetic interaction parameter(M2) is displayed through Fig. 11. For both the fluids, the results follow the similar trend.The magnetic interaction parameter suppress the non dimensional rate of heat transfer as itincreases, whereas the temperature index parameter is to enhance the non dimensional heattransfer rate.

Fig. 12 reveals the state of dimensionless rate of heat transfer for air (Pr = 0.71) andwater (Pr = 7.02) against the wall thickness parameter (α) for different values of velocitypower index (m). It depicts that, in both the fluids, for increasing the velocity power indexparameter, the dimensionless rate of heat transfer gets reduced. The wall thickness parameterhas significant effects over the dimensionless rate of heat transfer. It can be viewed that forboth air (Pr = 0.71) and water (Pr = 7.02), as wall thickness parameter increases, the nondimensional heat transfer rate gets increased. For larger values of wall thickness parameter,water (Pr = 7.02) has more heat transfer rate than that of air (Pr = 0.71). From both Fig. 11and Fig. 12, it can be noted that compared to air (Pr = 0.71), water (Pr = 7.02) has morenon dimensional heat transfer rate.

During many industrial manufacturing process like glass blowing, metal extrusion, glassfiber production and polymer extrusion, in which the rate of cooling of the product is vital. Itmay affect the quality of the final product. Physically cooling is proportional to the rate of heattransfer from the hot surface. In such kind of problems, the main objective is to control the rateof heat transfer which depends on the manufacturing process and physical nature of the problemconsidered. So from the above results, it is meaningful to suggest some optimal conditions forthe physical parameters involved in such kind of problems. Increase in the magnetic fieldstrength suppresses the heat transfer rate, so the problem which needs slow cooling processmay consider the higher values of the magnetic interaction parameter (M2). The velocitypower index m = 1 represents the flat sheet case, but physically stretching surfaces like metalextrusion sheet, hot rolling and continuous casting of metals need not to be flat, it may havesome thickness variations. So it is meaningful to consider m = 1 which governs the unevensurfaces and wall thickness parameter (α) to govern such thickness variations. The temperaturealong such surfaces may also vary. So the role of temperature index parameter(r) becomes vitalfor the physical problems depends on cooling.

6. CONCLUSION

The problem of steady, nonlinear, hydromagnetic flow over a stretching sheet with variablethickness and variable surface temperature has been analyzed. A parametric study on dimen-sionless velocity, temperature, skin friction coefficient and heat transfer rate are carried out. Inthe absence of Magnetic interaction parameter, when M2 = 0, r = 0 and λ = 0 the resultsare in excellent agreement with that of Khader and Megahed [18]. In the light of the presentinvestigation the following conclusions are drawn:

• Dimensionless velocity gets decelerated for increasing magnetic field strength, whereasit gets accelerated for increasing velocity power index and decreasing wall thickness.

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HYDROMAGNETIC FLOW OVER A STRETCHING SHEET WITH VARIABLE THICKNESS 255

• In both the cases of air (Pr = 0.71) and water (Pr = 7.02), increasing magnetic fieldand velocity power index has the influence to enhance the temperature distribution, butfor increasing wall thickness parameter and temperature index parameter has differenteffects to suppress the dimensionless temperature.

• Non dimensional skin friction coefficient has increased in magnitude for increasingmagnetic field and wall thickness. For increasing velocity power index parameter, theskin friction coefficient gets increased for (α > 0.25), where as it gets decreased for(α ≤ 0.25).

• Wall thickness parameter and temperature power index are to enhance the non dimen-sional rate of heat transfer. The magnetic field strength and the velocity power indexpull down the non dimensional heat transfer rate.

• Thickening of the boundary layer happens for increasing values of velocity power in-dex, whereas it get thinner for increase in magnetic field strength and wall thicknessparameter.

• Thermal boundary layers were enriched by magnetic field and velocity power index,thinner thermal boundary layers were obtained for increasing wall thickness and tem-perature index parameter.

• Water (Pr = 7.02) has more heat transfer rate than that the air (Pr = 0.71), especiallyfor larger values of wall thickness parameter.

Acknowledgement: Heartful thanks from the Second author to the Department of Science &Technology, Government of India for providing the Project Fellowship through Promotion ofUniversity Research and Scientific Excellence (DST-PURSE) Program during this work.

REFERENCES

[1] T. Altan, S. Oh, H. Gegel, Metal forming fundamentals and applications, American society for metals, metalspark, Ohio, 1979.

[2] E.G. Fisher, Extrusion of plastics, Wiley, New York, 1976.[3] M.V. Karwe, Y. Jaluria, Numerical simulation of thermal transport associated with a continuously moving flat

sheet in materials processing, ASME J. of Heat Trans. 113(3) (1991), 612-619.[4] B.C. Sakiadis, Boundary layer behavior on continuous solid surface: II. Boundary-layer equations for two-

dimensional and axisymmetric flow, J. of Americ. Inst. of Chem. Engg. 7(2) (1961), 221-225.[5] L.J. Crane, Flow paste a stretching plane, Zeitschrift fr angewandte Mathematik und Physik (ZAMP) 21

(1970), 645-647.[6] W.H.H. Banks, Similarity solutions of the boundary-layer equations for a stretching wall, Journal de

Mecanique Therorique et Appliquee 2(3) (1983), 375-392.[7] E.M. Sparrow, R. D. Cess, The effect of a magnetic field on free convection heat transfer, In. J. of Heat and

Mass Trans. 3 (1961), 267-274.[8] A. Chakrabarti, A.S. Gupta, Hydromagnetic flow and heat transfer over a stretching sheet, Quart. J. of Mech.

and Appl. Math. 37 (1979), 73-78.[9] K. Vajravelu, Hydromagnetic convection at a continuous moving surface, Acta Mech. 72 (1988), 223-238.

[10] F. Talay Akyildiz1, D. A. Siginer, K. Vajravelu, J. R. Cannon, R. A. Van Gorder, Similarity solutions of theboundary layer equations for a nonlinearly stretching sheet, Math. Methods in the Appl. Sci. 33 (2009), 601.

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256 S.P. ANJALI DEVI AND M. PRAKASH

[11] M. M. Nandeppanavara, K. Vajravelu, M. Subhas Abel, Chiu-On Ng, Heat transfer over a nonlinearly stretch-ing sheet with non-uniform heat source and variable wall temperature, Int. J. of Heat and Mass Trans. 54(2011), 4960.

[12] T.C. Chaim, Hydromagnetic flow over a surface with a power-law velocity, Int. J. of Engg. Sci. 33 (1995),429-435.

[13] R. Behrouz, M. Syed Tauseef, Y. Ahmet, Solution to the MHD flow over a non-linear stretching sheet byhomotopy perturbation method, SCI. CHINA Phy., Mech. & Astro. 54 (2011), 342.

[14] S.M. Hassan, M. Makary, Transverse vibrations of elliptical plate of linearly varying thickness with half ofthe boundary clamped and the rest simply supported, J. of Sound and Vibr. 45 (2003), 873-890.

[15] L.L. Lee, Boundary layer over a thin needle, Phys.of Fluids. 10 (1967), 822-828.[16] A. Ishak, R. Nazar, I. Pop, Boundary layer flow over a continuously moving thin needle in a parallel free

stream, Chinese Phys. Ltr. 24 (2007), 2895-2897.[17] Tiegang Fang, Ji Zhang, Yongfang Zhong. Boundary layer flow over a stretching sheet with variable thickness,

Appl. Math. and Comput. 218 (2012), 7241-7252.[18] M. M. Khader, A. M. Megahed, Numerical solution for boundary layer flow due to a nonlinearly stretching

sheet with variable thickness and slip velocity, Europ. Phys. J. Plus. 128 (2013), 100.[19] L. G. Grubka, K. M. Bobba, Heat transfer characteristics of a continuous stretching surface with variable

temperature, ASME J. of Heat Trans. 107 (1985), 248-250.[20] S. P. Anjali Devi, M. Thiyagarajan, Steady Nonlinear hydromagnetic flow and heat transfer over a stretching

surface of variable temperature, Heat and Mass Trans. 42 (2006), 671-677.[21] Nachtsheim, R. Philip, Swigert, Paul. Satisfaction of Asymptotic Boundary Conditions in Numerical Solution

of Systems of Nonlinear Equations of Boundary-Layer Type. (1965), NASA TN D-3004.

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J. KSIAM Vol.18, No.3, 257–268, 2014 http://dx.doi.org/10.12941/jksiam.2014.18.257

THERMAL DIFFUSION AND RADIATION EFFECTS ON UNSTEADY MHDFREE CONVECTION HEAT AND MASS TRANSFER FLOW PAST A LINEARLY

ACCELERATED VERTICAL POROUS PLATE WITH VARIABLETEMPERATURE AND MASS DIFFUSION

M. VENKATESWARLU1,†, G. V. RAMANA REDDY2, AND D. V. LAKSHMI3

1DEPARTMENT OF MATHEMATICS, V. R. SIDDHARTHA ENGINEERING COLLEGE, KANUR, KRISHNA (DIST),ANDHRA PRADES, INDIA 520 007

E-mail address: [email protected], [email protected]

2DEPARTMENT OF MATHEMATICS, K. L UNIVERSITY, VADDESWARAM, GUNTUR (DIST), ANDHRA PRADESH,INDIA 522 502

3DEPARTMENT OF MATHEMATICS, BAPATLA WOMEN’S ENGINEERING COLLEGE, BAPATLA, GUNTUR

(DIST), ANDHRA PRADESH, INDIA 522 102

ABSTRACT. The objective of the present study is to investigate thermal diffusion and radiationeffects on unsteady MHD flow past a linearly accelerated vertical porous plate with variabletemperature and also with variable mass diffusion in presence of heat source or sink under theinfluence of applied transverse magnetic field. The fluid considered here is a gray, absorbing/emitting radiation but a non-scattering medium. At time t > 0, the plate is linearly acceleratedwith a velocity u = u0t in its own plane. And at the same time, plate temperature and concen-tration levels near the plate raised linearly with time t. The dimensionless governing equationsinvolved in the present analysis are solved using the closed analytical method. The velocity,temperature, concentration, skin-friction, the rate or heat transfer and the rate of mass transferare studied through graphs in terms of different physical parameters like magnetic field pa-rameter (M), radiation parameter (R), Schmidt parameter (Sc), Soret number (So), Heat sourceparameter (S), Prandtl number (Pr), thermal Grashof number (Gr), mass Grashof number (Gm)and time (t).

1. INTRODUCTION

The study of magnetohydrodynamics with mass and heat transfer in the presence of radiationand diffusion has attracted the attention of a large number of scholars due to diverse applica-tions. In astrophysics and geophysics, it is applied to study the stellar and solar structures, radiopropagation through the ionosphere, etc. In engineering we find its applications like in MHD

Received by the editors July 3 2014; Accepted August 19 2014; Published online September 5 2014.2010 Mathematics Subject Classification. 76A02, 76D10, 76W05, 80A20.Key words and phrases. MHD, Analytical method, Vertical porous plate, Radiation parameter, Heat source or

sink.† Corresponding author.

257

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258 M. VENKATESWARLU, G. V. RAMANA REDDY, AND D. V. LAKSHMI

pumps, MHD bearings, etc. The phenomenon of mass transfer is also very common in theoryof stellar structure and observable effects are detectable on the solar surface. In free convec-tion flow the study of effects of magnetic field play a major rule in liquid metals, electrolytesand ionized gases. In power engineering, the thermal physics of hydro magnetic problemswith mass transfer have enormous applications. Radioactive flows are encountered in manyindustrial and environment processes, e.g. heating and cooling chambers, fossil fuel combus-tion energy processes, evaporation from large open water reservoirs, astrophysical flows, solarpower technology and space vehicle re-entry.

Steady free convection flow of incompressible viscous fluid past an infinite or semi-infinitevertical plate is studied since long because of its technological importance. Pohlhausen [1] wasthe first to study it for a flow past or semi- infinite vertical plate by integral method. Similaritysolution to this problem was given by Ostrach [2]. Siegel [3] studied the transient free convec-tive flow past a semi- infinite vertical plate by integral method. The same problem was studiedby Gebhart [4] by an approximate method. The study of magneto-hydrodynamic flow forelectrically conducting fluid past heated surface has attracted the interest of many researchesin view of its important applications in many engineering problems such as plasma studies,petroleum industries MHD power generations, cooling of nuclear reactors, the boundary layercontrol in aerodynamics and crystal growth. Until recently this study has been largely con-cerned with flow and heat transfer characteristics in various physical situations. Watanabe andPop [5] investigated the heat transfer in the thermal boundary layer of magneto-hydrodynamicflow over a flat plate. Michiyochi et al. [6] considered natural convection heat transfer froma horizontal cylinder to the mercury under a magnetic field. Vajravelu and Nayfeh [7] studiedhydro magnetic convection at a cone and a wedge.

The study of magnetic-hydrodynamic free convection through a viscous fluid past a semi-infinite plate is considered very essential to understand the behavior of the performance ofthe fluid motion in several applications. It serves as the basis for understanding some of theimportant phenomena occurring in heat exchange devices. MHD free convection flows past asemi- infinite vertical plate have been studied in different physical condition by Sparrow andCess [8], Riley [9] and others. The Problems mentioned above are concerned with thermalconvection only. But in nature along with free convection currents caused by the temperaturedifferences, the flow is also affected by the differences in material constitution, for example, inatmospheric flows there exist differences in H2O concentration and hence the flow is affectedby such concentration difference. In many engineering applications, the foreign gases areinjected. This causes a reduction in wall shear stress, the mass transfer conductance or the rateof heat transfer. Usually, H2O, CO2, etc are the foreign gases, which are injected in the airflowing past bodies. The effects of foreign mass, also known as diffusing species concentrationwere studied under different conditions by Somers [10], Mathers et al. [11], and others eitherby integral method or by asymptotic analysis. But the first systematic study of mass transfereffects on free convection flow past a semi-infinite vertical plate was presented by Gebhart andPera [12] who presented a similarity solution to this problem and introduced a parameter Nwhich is a measure of relative importance of chemical and thermal diffusion causing a density

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THERMAL DIFFUSION AND RADIATION EFFECTS ON UNSTEADY MHD FREE CONVECTION 259

difference that drives the flow the parameter N is positive when both effects combined to drivethe flow and it is negative when these effects are opposed.

Unsteady free convective flow on taking into account the mass transfer phenomenon pastan infinite vertical porous plate with constant suction was studied by Soundalgekar and Wavre[13]. Callahan and Manner [14] first considered the transient free convection flow past a semi-infinite plate by explicit finite difference method. They also considered the presence of speciesconcentration. However this analysis is not applicable for other fluids whose Prandtl number isdifferent from unity. Soundalgekar and Ganesan [15] analyzed transient free convective flowpast a semi-infinite vertical flat plate, taking into account mass transfer by an implicit finitedifference method of Crank-Nicolson type. In their analysis they observed that an increase inthe N leads to an increase in the velocity but a decrease in the temperature and concentration.Elbashbeshy [16] studied heat and mass transfer along a vertical plate with variable surfacetemperature and concentration in the presence of magnetic field. Aboeldahab and Elbarbary[17] took into account the Hall current effect on the MHD free convection heat and masstransfer over a semi-infinite vertical plate upon which the flow subjected to a strong externalmagnetic field. Chen [18] studied heat and mass transfer in HD flow by natural convectionfrom a permeable inclined surface with variable temperature and concentration using Kellerbox finite difference method and found that an increase in the value of temperature exponentm leads to a decrease in the local skin friction, Nusselt and Sherwood numbers. Takhar et al.[19] considered the unsteady free convection flow over a semi-infinite vertical plate. Ganesanand Rani [20] studied the unsteady free convection on vertical cylinder with variable heat andmass flux.

Heat transfer by simultaneous radiation and convection has applications in numerous tech-nological problems, including combustion, furnace design, the design of high temperature gascooled nuclear reactors, nuclear reactor safety, fluidized bed heat exchanger, fire spreads, ad-vance energy conversion devices such as open cycle coal and natural gas fired MHD, solarfans, solar collectors natural convection in cavities, turbid water bodies, photo chemical reac-tors and many others when heat transfer by radiation is of the same order of magnitude as byconvection, a separate calculation of radiation and convection and their superposition withoutconsidering the interaction between them can lead to significant errors in the results, because ofthe presence of the radiation in the medium, which alters the temperature distribution within thefluid. Therefore, in such situation heat transfer by convection and radiation should be solvedfor simultaneously. In this context, Abd El-Naby et al. [21] studied the effects of radiationon unsteady free convective flow past a semi-infinite vertical plate with variable surface tem-perature using Crank-Nicolson finite difference method. They observed that, both the velocityand temperature are found to decrease with an increase in the temperature exponent. Chamkhaet al. [22] analyzed the effects of radiation on free convection flow past a semi-infinite ver-tical plate with mass transfer by taking into account the buoyancy ratio parameter N. In theiranalysis they found that, as the distance from the leading edge increase, both the velocity andtemperature decrease, whereas the concentration increases.

Ganesan and Loganadhan [23] studied the radiation and mass transfer effects on flow ofincompressible viscous fluid past a moving vertical cylinder using Resseland approximation

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260 M. VENKATESWARLU, G. V. RAMANA REDDY, AND D. V. LAKSHMI

by The Crank-Nicolson finite difference method. Takhar et al. [24] considered the effects ofradiation on MHD free convection flow of a radiating gas past a semi-infinite vertical plate. Inmost of the studies mentioned above, viscous dissipation is neglected. Gebhart and Mollen-dorf [26] considered the effects of viscous dissipation for external natural convection flow overa surface. Soundalgekar [27] analyzed viscous dissipative heat on the two dimensional un-steady flow past an infinite vertical porous plate when the temperature oscillates in time thereis constant suction on the plate. Israel-Cookey et al. [28] investigated the influence of viscousdissipation and radiation on MHD free convection flow past an infinite heated vertical plate ina porous medium with time dependent suction. Gokhaleand Samman [29] studied the effectsof mass transfer on the transient free convection flow of a dissipative fluid along a semi-infinitevertical plate with constant heat flux. Ramana Reddy et al. [30] considered effects of radiationand mass transfer on MHD free convective dissipative fluid in the presence of heat source/sink.Recently, Ramana Reddy et al. [31] investigated the chemical and radiation absorption effectson MHD convective heat and mass transfer flow past a semi-infinite vertical moving porousplate with time dependent suction. Turkyilmazoglu et al [32] were analysed the Soret and heatsource effects on the unsteady radiative MHD free convection flow from an impulsively startedinfinite vertical plate. Gangadhar and Bhaskar Reddy [33] proposed the chemically reactingMHD boundary layer flow of heat and mass transfer over a moving vertical plate in a porousmedium with suction.

In spite of all the previous studies, the effects of thermal radiation on unsteady MHD flowpast an impulsively started linearly accelerated infinite vertical porous plate with variable tem-perature and also with variable mass diffusion in the presence of heat source or sink and trans-verse applied magnetic field. The dimensionless governing equations involved in the presentanalysis are solved using closed analytical method. The behavior of the Velocity, Tempera-ture, Concentration, Skin-friction, Nusselt number and Sherwood number has been discussedqualitatively for variations in the governing parameters.

2. FORMATION OF THE PROBLEM

We consider thermal-diffusion and radiation effects on unsteady MHD flow past of a viscousincompressible, electrically conducting, radiating fluid past an impulsively started linearly ac-celerated infinite vertical plate with variable temperature and mass diffusion in the presence ofHeat source/sink under the influence of applied transverse magnetic field. The plate is takenalong x−axis in vertically upward direction and y−axis is taken normal to the plate. Initiallyit is assumed that the plate and fluid are at the same temperature T ′

∞ and concentration levelC ′∞in stationary condition for all the points. At time t′ > o, the plate is linearly accelerated

with a velocity u = u0t′ in the vertical upward direction against to the gravitational field. And

at the same time the plate temperature is raised linearly with time t and also the mass is diffusedfrom the plate to the fluid is linearly with time. A transverse magnetic field of uniform strengthB0is assumed to be applied normal to the plate. The viscous dissipation and induced mag-netic field are assumed to be negligible. The fluid considered here is gray, absorbing/emittingradiation but a non-scattering medium. Then under by usual Boussinesq’s approximation, the

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THERMAL DIFFUSION AND RADIATION EFFECTS ON UNSTEADY MHD FREE CONVECTION 261

unsteady flow is governed by the following equations:

∂u′

∂t′= ν

∂2u′

∂y′2+ gβ

(T ′ − T ′

∞)+ gβ∗

(C ′ − C ′

∞)+σB0

ρu′ − ν

K ′u′ (2.1)

∂T ′

∂t′=

1

ρCp

[k∂2T ′

∂y′2−Q0

(T ′ − T ′

∞)]

− 1

ρCp

∂qr∂y′

(2.2)

∂C ′

∂t′= D

∂2C ′

∂y′2+D1

∂2T ′

∂y′2(2.3)

where x′, y′ are the dimensional distance along and perpendicular to the plate, respectively. u′

and v′ are the velocity components in the x′, y′directions respectively, g is the gravitationalacceleration, ρ is the fluid density, β and β∗ are the thermal and concentration expansion coef-ficients respectively, K ′ is the Darcy permeability, ν is the kinematic viscosity, k is the thermaldiffusivity of the fluid, B0 is the magnetic induction, T ′ is the thermal temperature inside thethermal boundary layer and C ′ is the corresponding concentration, σ is the electric conductiv-ity, Cp is the specific heat at constant pressure, D is the molecular diffusion coefficient, qr isthe heat flux, Q0 is the dimensional heat absorption coefficient, and D1 is the coefficient ofthermal diffusivity.

The boundary conditions for the velocity, temperature and concentration fields are

t′ ≤ 0 : u′ = 0, T ′ = T ′∞ C ′ = C ′

∞ for all y′

t′ > 0 :

u′ = u0t

′, T ′ = T ′∞ + ε (T ′

w − T ′∞)At′, C ′ = C ′

∞ + ε (C ′w − C ′

∞)At′ at y′ = 0u′ = 0, T ′ → T ′

∞, C ′ → C ′∞, as y′ → ∞

(2.4)where ε ≪ 1 is a positive constant, T ′

w−the fluid temperature at the plate, T ′∞− the fluid

temperature in the free stream, C ′∞−Species concentration in the free stream, C ′

w− Speciesconcentration at the surface and A =

u20ν .

The local radiant for the case of an optically thin gray gas is expressed by

qr = −4a∗σ∗T ′3∞

(T ′4

∞ − T ′4)

(2.5)

where σ∗and a∗are the Stefan-Boltzmann constant and the Mean absorption coefficient respec-tively.

It is assumed that the temperature differences within the flow are sufficiently small and thatT ′4may be expressed as a linear function of the temperature. This is obtained by expandingT ′4 in a Taylor series about T ′

∞ and neglecting the higher order terms, thus we get

T ′4 ∼= 4T ′3∞T

′ − 3T ′4∞. (2.6)

From equations (2.5) and (2.6), equation (2.2) reduces to

ρCp∂T ′

∂t′= κ

∂2T ′

∂y′2+ 16a∗σ∗T ′3

∞(T ′∞ − T ′) . (2.7)

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262 M. VENKATESWARLU, G. V. RAMANA REDDY, AND D. V. LAKSHMI

On introducing the following non-dimensional quantities:

y = u0y′

ν , u = u′

u0, t =

t′u20

4ν , θ =T ′−T ′

∞T ′w−T ′

∞, C = C′−C′

∞C′

w−C′∞,K =

K′u20

ν2,

Gr = gβν(T ′w−T ′

∞)v30

,Pr =µρCp

k , Gm = gβ∗ν(C′w−C′

∞)u30

, Sc = νD ,

R = 16a∗ν2σ∗T ′3∞

ku20

,M =σB2

ρu20, S0 =

D1(T ′w−T ′

∞)ν(C′

w−C′∞) ,H = Q′ν2

κu20.

(2.8)

The governing equations for the momentum, the energy, and the concentration in a dimension-less form are

∂u

∂t= Grθ +GmC +

∂2u

∂y2−(M +

1

K

)u (2.9)

∂θ

∂t=

1

Pr

∂2θ

∂y2−(R+H

Pr

)θ (2.10)

∂C

∂t=

1

Sc

∂2C

∂y2+ S0

∂2θ

∂y2(2.11)

where Gr, Gm, M, K, Pr, R, ,H, Sc, and S0 are the Grashof number, modified Grashofnumber, magnetic parameter, permeability parameter, Prandtl number, radiation parameter,heat source parameter, Schmidt number and Soret number, respectively.

The relevant corresponding boundary conditions for t > 0 are transformed to:

u = t, θ = t, C = t at y = 0u→ 0, θ → 0, C → 0 as y → ∞.

(2.12)

3. SOLUTION OF THE PROBLEM

In order to solve equations (2.9) – (2.11) with respect to the boundary conditions (2.12) forthe flow, let us take

u (y, t) = u0 (y) eiωt (3.1)

θ (y, t) = θ0 (y) eiωt (3.2)

C (y, t) = C0(y)eiωt (3.3)

where ω- is the frequency of oscillation.Substituting the Equations (3.1) – (3.3) in Equations (2.9) – (2.11), we obtain:

u′′0 −(M + iω +

1

K

)u0 = − [Grθ0 +GmC0] (3.4)

θ′′0 −A21θ0 = 0 (3.5)

C ′′0 −A2

2C0 = −ScS0θ′′0 (3.6)where prime denotes the ordinary differentiation with respect to y.

The corresponding boundary conditions can be written as

u0 = te−iωt, θ0 = te−iωt, C0 = te−iωt at y = 0u0 → 0, θ0 → 0, C0 → 0 as y → ∞.

(3.7)

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THERMAL DIFFUSION AND RADIATION EFFECTS ON UNSTEADY MHD FREE CONVECTION 263

Solving equations (3.4) – (3.6) under the boundary conditions (3.7), we obtain the velocity,temperature and concentration distribution in the boundary layer as:

u (y, t) = A10e−A1y +A7e

−A2y +A9e−A5y (3.8)

θ (y, t) = te−A1y (3.9)C (y, t) = A4e

−A2y +A3e−A1y (3.10)

whereA1 =

√R+H + iωPr, A2 =

√iωSc,

A3 = −ScS0A21t

A21−A2

2, A4 = t−A3,

A5 =√M + iω + 1

K , A6 = − tGrA2

1−A25,

A7 = − A4 GmA2

2−A25, A8 = − A3 Gm

A21−A2

5,

A9 = − [A6 +A7 +A8 + t] , A10 = A6 +A8.

SKIN FRICTION:Knowing the velocity field, the skin – friction at the plate can be obtained, which in non

–dimensional form is given by

Cf = −(∂u

∂y

)y=0

= A1A10 +A2A7 +A5A9. (3.11)

NUSSELT NUMBER:From temperature field, now we study Nusselt number (rate of change of heat transfer)

which is given in non-dimensional form as

Nu = −(∂θ

∂y

)y=0

= tA1. (3.12)

SHERWOOD NUMBER:From concentration field, now we study Sherwood number (rate of change of mass transfer)

which is given in non-dimensional form as

Sh = −(∂C

∂y

)y=0

= A2A4 +A1A3. (3.13)

4. RESULTS AND DISCUSSION

In order to get the physical insight into the problem, we have plotted velocity, temperature,concentration, the rate of heat transfer and the rate of mass transfer for different values ofthe physical parameters like Radiation parameter (R), Magnetic parameter (M), Heat sourceparameter (H), Soret number (S0), Schmidt number (Sc), Thermal Grashof number (Gr), MassGrashof number (Gm) and Prandtl number (Pr) in Fig. 1 to 12. In the present study followingdefault parameter values are adopted for computations: Gm = 5.0, Gr = 5.0, ω = 0.5, R =5.0, t = 0.4, Sc = 2.01, K = 0.5, P r = 0.71, S0 = 5.0, H = 5.0, M = 2.0. All graphstherefore correspond to these values unless specifically indicated on the appropriate graph.

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264 M. VENKATESWARLU, G. V. RAMANA REDDY, AND D. V. LAKSHMI

0 0.5 1 1.5 2 2.5 30

0.5

1

1.5

2

2.5

3

Sc=0.22, 0.30, 0.60, 0.78

K=0.5;Gm=5;t=0.2;M=2;ω=0.5;H=2;Gr=5;S0=5;R=2;Pr=0.71;

FIGURE 1. Effects of Magnetic parameteron velocity profiles

0 0.5 1 1.5 2 2.5 3-0.5

0

0.5

1

1.5

2

R=1, 2, 3, 4Gm=5;Gr=5;ω=0.5;M=2;t=0.4;Sc=2.01;K=0.5;Pr=0.71;So=5;H=5;

FIGURE 2. Effects of Radiation parameteron velocity profiles

0 0.5 1 1.5 2 2.5 3-0.5

0

0.5

1

1.5

2

H=5,10, 15,20

Gm=5;Gr=5;ω=0.5;M=2;t=0.4;Sc=2.01K=0.5;Pr=0.71;So=5;R=5;

FIGURE 3. Effects of Heat sourceparameter on velocity profiles

0 0.5 1 1.5 2 2.5 3-0.6

-0.4

-0.2

0

0.2

0.4

0.6

0.8

1

1.2

So=1, 2, 3, 4

Gm=5;Gr=5;ω=0.5;M=2;t=0.4;Sc=2.01;K=0.5;Pr=0.71;H=5;R=5;

FIGURE 4. Effects of Soret number onvelocity profiles

The contribution of the Magnetic field on the velocity profiles is noticed in Fig. 1. It isobserved that as the magnetic intensity increases, the velocity field decreases throughout theanalysis as long as the radiation parameter is held constant. Further, it is also noticed that thevelocity of the fluid medium raises within the boundary layer region and thereafter, it decreaseswhich clearly indicates that the radiation parameter has not that much of significant effect aswas in the initial stage.

From Fig. 2 and Fig. 3 are observed that with the increase of radiation parameter (R) or Heatsource parameter(H), the velocity increases up to certain y value (distance from the plate) anddecreases later for the case of cooling of the plate. But a reverse effect is observed in the caseof heating of the plate.

It is seen that from Fig. 4, the velocity increases with an increasing Soret number (S0) anda reverse effect is also identified.

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THERMAL DIFFUSION AND RADIATION EFFECTS ON UNSTEADY MHD FREE CONVECTION 265

0 0.5 1 1.5 2 2.5 3-0.5

0

0.5

1

1.5

Gr=5,10, 15, 20

K=0.5;So=5;ω=0.5;M=2;t=0.4;Sc=2.01;Gm=5;Pr=0.71;H=2;R=5;

FIGURE 5. Effects of Grashof number onvelocity profiles

0 0.5 1 1.5 2 2.5 3-1

0

1

2

3

4

5

Gm=5, 10, 15, 20

K=0.5;So=5;ω=0.5;M=2;t=0.4;Sc=2.01;Gr=5;Pr=0.71;H=2;R=2;

FIGURE 6. Effects of solutal Grashofnumber on velocity profiles

0 0.5 1 1.5 2 2.5 3-0.5

0

0.5

1

1.5

2

K=1, 2, 3, 4

Gr=5;So=5;ω=0.5;M=2;t=0.4;Sc=2.01;Gm=5;Pr=0.71;H=2;R=5;

FIGURE 7. Effects of Permeabilityparameter on velocity profiles

0 0.5 1 1.5 2 2.5 30

0.02

0.04

0.06

0.08

0.1

0.12

0.14

0.16

0.18

0.2

R=1, 2, 3, 4

K=0.5;Gm=5;ω=0.5;M=2;Pr=0.71;t=0.2;Gr=5;So=5;H=2;Sc=2.01;

FIGURE 8. Effects of Radiation parameteron temperature profiles

The influence of thermal Grashof number (Gr) and mass Grashof number (Gm) on the ve-locity field are illustrated graphically in Fig. 5 and Fig. 6. When all the parameter are heldconstant, and as the thermal Grashof number or mass Grashof number is increased, in generalthe fluid velocity increases and also reverse effect is observed when mass Grashof number isincreases.

Fig. 7 illustrates that the velocity profiles for the different values of permeable parameter K.it is observed that the increasing values of permeability parameter (K) the velocity profiles isalso increases.

The temperature of the flow field are mainly affected by the flow parameters, namely, ra-diation and heat source parameter (H) are observed in Fig. 8 and Fig. 9 It is observed that asradiation parameter R or heat source parameter H are increases the temperature of the flow fielddecreases at all the points in flow region.

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266 M. VENKATESWARLU, G. V. RAMANA REDDY, AND D. V. LAKSHMI

0 0.5 1 1.5 2 2.5 3-0.5

0

0.5

1

1.5

Gr=5,10, 15, 20

K=0.5;So=5;ω=0.5;M=2;t=0.4;Sc=2.01;Gm=5;Pr=0.71;H=2;R=5;

FIGURE 9. Effects of Heat sourceparameter on temperature profiles

0 0.5 1 1.5 2 2.5 3-1

0

1

2

3

4

5

Gm=5, 10, 15, 20

K=0.5;So=5;ω=0.5;M=2;t=0.4;Sc=2.01;Gr=5;Pr=0.71;H=2;R=2;

FIGURE 10. Effects of Prandtl number ontemperature profiles

0 0.5 1 1.5 2 2.5 3-0.5

0

0.5

1

1.5

2

K=1, 2, 3, 4

Gr=5;So=5;ω=0.5;M=2;t=0.4;Sc=2.01;Gm=5;Pr=0.71;H=2;R=5;

FIGURE 11. Effects of Schmidt numberon concentration profiles

0 0.5 1 1.5 2 2.5 30

0.02

0.04

0.06

0.08

0.1

0.12

0.14

0.16

0.18

0.2

R=1, 2, 3, 4

K=0.5;Gm=5;ω=0.5;M=2;Pr=0.71;t=0.2;Gr=5;So=5;H=2;Sc=2.01;

FIGURE 12. Effects of Soret number onconcentration profiles

Fig. 10 shows the plot of temperature of the flow field against for different values of Prandtlnumber (Pr). It is observed that the temperature of the flow field decreases in magnitude as Princreases. It is also observed that the temperature for air (Pr=0.71) is greater than that of water(Pr=7.0). This is due to the fact that thermal conductivity of fluid decreases with increasing Pr,resulting decreases in thermal boundary layer.

The concentration distributions of the flow field are displayed through figures 11 & 12. It isaffected by two flow parameters, namely Schmidt number (Sc), Soret number (So) respectively.In Fig. 11, it is observed that the Schmidt number increases the concentration field increases.From the Fig. 12, it is clear that the concentration increases with an increasing of Soret number.

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THERMAL DIFFUSION AND RADIATION EFFECTS ON UNSTEADY MHD FREE CONVECTION 267

ACKNOWLEDGMENTS

The first author is thankful to V. R. Siddhartha Engineering College, Kanuru, Vijayawada,Andhra Pradesh, India for providing financial support and necessary research facilities to pub-lish this paper.

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past a semi-infinite vertical plate with mass transfer, Int. J.Eng. Sci, 39(2001), pp.1641-1652.[18] C. H. Chen: Heat and mass transfer in MHD flow by natural convection from a permeable inclined surface

with variable wall temperature and concentration, Acta. Mech, 172(2004), pp.219-235.[19] H. S. Takhar, P. Ganesan, K. Ekambavahar and V. M. Soundalgekar: Transient free convection past a semi-

infinite vertical plate with variable surface temperature, Int. J. Numerical Methods, Heat Fluid Flow, 7(1997),pp. 280-296.

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[22] A. J. Chamkha, H. S. Takhar and V.M. Soundalgekar: Radiation effects on free convection flow past a semi-infinite vertical plate with mass transfer, Chem. Engg. J, 84(2001), pp. 335 - 342.

[23] P. Ganesan and P. Loganadan: Radiation and mass transfer effects on flow of an incompressible viscous fluidpast a moving cylinder, Int. J. Heat Mass and Transfer, 45(2002), pp.4281-4288.

[24] B. Gebhart: Effect of viscous dissipation in natural convection, J. Fluid Mech, 14(1962) pp.225-232.[25] H. S. Takhar, R. S. R. Gorla and V. M. Soundalgekar: Radiation effects on MHD free convection flow of

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[26] B. Gebhart and J. Mollendraf: Viscous dissipation in external natural convection flows, Fluid. Mech, 38(1969),pp. 97-107.

[27] V. M. Soundalgekar: Viscous dissipation effects on unsteady free convective flow past an infinite, verticalporous plate with constant suction, Int. J. Heat and Mass Transfer, 15(1972), pp. 1253-1261.

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J. KSIAM Vol.18, No.3, 269–277, 2014 http://dx.doi.org/10.12941/jksiam.2014.18.269

INTERNAL FEEDBACK CONTROL OF THEBENJAMIN-BONA-MAHONY-BURGERS EQUATION

GUANG-RI PIAO1 AND HYUNG-CHEN LEE2†

1 DEPARTMENT OF MATHEMATICS, YANBIAN UNIVERSITY, YANJI 133002, CHINA2 DEPARTMENT OF MATHEMATICS, AJOU UNIVERSITY, SUWON 443-749, KOREA

ABSTRACT. A numerical scheme is proposed to control the BBMB (Benjamin-Bona-Mahony-Burgers) equation, and the scheme consists of three steps. Firstly, BBMB equation is convertedto a finite set of nonlinear ordinary differential equations by the quadratic B-spline finite el-ement method in spatial. Secondly, the controller is designed based on the linear quadraticregulator (LQR) theory; Finally, the system of the closed loop compensator obtained on thebasis of the previous two steps is solved by the backward Euler method. The controlled nu-merical solutions are obtained for various values of parameters and different initial conditions.Numerical simulations show that the scheme is efficient and feasible.

1. INTRODUCTION

The mathematical model of propagation of small amplitude long waves in a nonlinear dis-persive media is described by the following BBMB equation [1]:

yt − yxxt − αyxx + βyx + yyx = f in [0, L]× [0, T ],

y(0, t) = y(L, t) = 0 on [0, T ],

y(x, 0) = y0(x) in [0, L],

(1.1)

where α > 0 and β are constants and f and y0 given forcing and initial terms. In the physicalcase, the dispersive effect of (1.1) is the same as the BBM (Benjamin-Bona-Mahony) equation,while the dissipative effect is the same as the Burgers equation, and which is an alternativemodel for the Korteweg-de Vries-Burgers (KdVB) equation [2]. A Galerkin finite elementmethod of BBM equation has been discussed in references [3]-[6]. The quadratic B-splinefinite element method for approximating the solution of Burgers equation can be found in[7, 8]. The stabilization of boundary feedback control for the equations BBMB, KdVB andBurgers equation has been investigated in [9]-[12]. The articles [13, 14] demonstrated thatthe feedback controller is locally/globally controllable and stabilizable at the case of KdVBequation.

Received by the editors February 27 2014; Accepted September 11 2014; Published online September 14 2014.1991 Mathematics Subject Classification. 49J20, 76D05, 49B22.Key words and phrases. BBMB equation, B-spline finite element method, linear quadratic regulator, feedback

control.† Corresponding author.

269

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270 GUANG-RI PIAO AND HYUNG-CHEN LEE

A conclusion obtained from [15] is that the solution of the generalized regularized longwave-Burgers (GRLWB) equation decays like the solution of the corresponding linear equa-tion, when this solution has a small value. System (1.1) is an important case of the GRLWBequation. Therefore, we can design the feedback control law of the BBMB equation by LQRmethod. So far, after the discretization in space with the B-spline finite element method, thereare lack of deeper researches on designing controller. In this paper, we use the quadratic B-spline finite element method to convert BBMB equation to a finite set of nonlinear ordinarydifferential equations, and then, design the controller using linear quadratic regulator theory.

In the subsequent section, we describe the B-spline finite element approximations of solu-tions of the BBMB equations. In Section 3, we design feedback control of the BBMB equationsusing the LQR method. Numerical results for the linear feedback control is analyzed in the lastsection.

2. FINITE ELEMENT APPROXIMATION

Standard Lagrangian finite element basis functions offer only simple C0-continuity andtherefore they cannot be used for the spatial discretization of the higher-order differential equa-tions(e.g., third-order differential equation or forth-order differential equation), but the B-splinebasis function can at least achieveC1-continuous globally, and such basis function is often usedto solve the higher order differential equations.

Let us consider the BBMB equation with boundary conditions and the initial condition. Weuse a variational formulation to approximate (1.1) with a finite element method. A variationalformulation of the problem (1.1) is as the following: find y ∈ L2(0, T ;H1

0 (0, L)) such that

∫ L

0ytvdx+

∫ L

0yxtv

′dx+ α

∫ L

0yxv′dx+ β

∫ L

0yxvdx

+

∫ L

0yyxvdx =

∫ L

0fvdx for all v ∈ H1

0 (0, L),

y(0, x) = y0(x) in [0, L],

(2.1)

where H10 = y ∈ H1(0, L) : y|x=0 = y|x=1 = 0 and H1(0, L) = v ∈ L2(0, L) : ∂v

∂x ∈L2(0, L).

A typical finite element approximation of (2.1) is defined as follows: we first choose con-forming finite element subspaces V h ⊂ H1(0, L) and then define V h

0 = V h ∩H10 (0, L). One

then seeks yh(t, ·) ∈ V h0 such that

∫ L

0yht v

hdx+

∫ L

0yhxt(v

h)′dx+ α

∫ L

0yhx(vh)′dx+ β

∫ L

0yhxv

hdx

+

∫ L

0yhyhxv

hdx =

∫ L

0fvhdx for all vh ∈ V h

0 (0, L),

yh(0, x) = yh0 (x) in [0, L],

(2.2)

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INTERNAL FEEDBACK CONTROL OF THE BBMB EQUATION 271

where yh0 (x) ∈ V h0 is an approximation, e.g., a projection, of y0(x).

The interval [0, L] is divided into n finite elements of equal length h by the knots xi suchthat 0 = x0 < x1 < · · · < xn = L. The set of splines η−1, η0, · · · , ηn form a basis forfunctions defined on [0, L]. Quadratic B-splines ηi(x) with the required properties are definedby [16]

ηi(x) =1

h2

(xi+2 − x)2 − 3(xi+1 − x)2 + 3(xi − x)2), [xi−1, xi],

(xi+2 − x)2 − 3(xi+1 − x)2, [xi, xi+1],

(xi+2 − x)2, [xi+1, xi+2],

0, otherwise,

where h = xi+1 − xi, i = −1, 0, · · · , n.The quadratic spline and its first derivative vanish outside the interval [xi−1, xi+2]. The

spline function values and its first derivative at the knots are given byηi(xi−1) = ηi(xi+2) = 0, ηi(xi) = ηi(xi+1) = 1;

η′i(xi−1) = η

′i(xi+2) = 0, η

′i(xi) = η

′i(xi+1) = 1.

(2.3)

Thus an approximate solution can be written in terms of the quadratic spline functions as

yh(x, t) =

n∑i=−1

ai(t)ηi(x), (2.4)

where ai(t) are yet undetermined coefficients.Each spline covers three intervals so that three splines ηi−1(x), ηi(x), ηi+1(x) cover each

finite element [xi, xi+1]. All other splines are zero in this region. Using Eq.(2.4) and splinefunction properties (2.3), the nodal values of function yh(x, t) and its derivative at the knot xiand fixed time t can be expressed in terms of the coefficients ai(t) as

yh(xi, t) = ai−1(t) + ai(t),∂yh(x, t)

∂x

∣∣∣x=xi

=2

h(ai(t)− ai−1(t)). (2.5)

From (2.5) and homogeneous boundary conditions we get a−1(t) = −a0(t) and an(t) =−an−1(t). Hence we have

yh(x, t) =n−1∑i=0

ai(t)ξi(x), (2.6)

where ξ0(x) = (η0(x)− η−1(x)), ξi(x) = ηi(x)(i = 1, 2, · · · , n− 2), ξn−1(x) = ηn−1(x)−ηn(x). Hence n unknowns ai(t)(i = 0, 1, · · · , n−1) for every moment of t can be determined.

According to Galerkin method the weighted function vh(x) in (2.2) is chosen as vhi (x) =ξi(x)(i = 0, 1, · · · , n− 1). Substituting (2.6) into (2.2) we obtain

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272 GUANG-RI PIAO AND HYUNG-CHEN LEE

n−1∑i=0

(∫ L

0ξiξjdx

)dai(t)

dt+

n−1∑i=0

(∫ L

0ξ′iξ

′jdx

)dai(t)

dt

+ αn−1∑i=0

(∫ L

0ξ′iξ

′jdx

)ai(t) + β

n−1∑i=0

(∫ L

0ξ′iξjdx

)ai(t)

+

n−1∑i=0

n−1∑k=0

(∫ L

0ξiξ

′kξjdx

)ai(t)ak(t) =

∫ L

0fξjdx,

n−1∑i=0

(∫ L

0ξiξjdx

)ai(0) =

∫ L

0y0(x)ξjdx, j = 0, 1, · · · , n− 1.

(2.7)

Assumimg mij = (ξi, ξj), sij = (ξ′i, ξ

′j), dij = (ξ

′i, ξj), nijk = (ξiξ

′k, ξj), fj = (f, ξj), yj0 =

(y0, ξj), and M = (mij), S = (sij), D = (dij), N = (nijk), ~f = (f0, f1, · · · , fn−1)T , ~y0 =

(y00, y

10, · · · , y

n−10 ), ~a0 = (a0(0), a1(0), · · · , an−1)T , ~a(t) = (a0(t), a1(t), · · · , an−1(t))T ,

the system (2.7) can be written in the matrix form (M + S)d~a

dt+ (αS + βD)~a+ (~a)TN~a = ~f,

M~a0 = ~y0.(2.8)

system (2.8) is a nonlinear ordinary differential equations which consists of n equations and nunknowns. Because M and (M +S) are invertible matrices, the system (2.8) can be written asa standard first order nonlinear ordinary differential equations with initial condition, namely,

d~a

dt= (M + S)−1(~f − ((αS + βD)~a+ (~a)TN~a)), ~a0 = ~y0, (2.9)

where, ~y0 = M−1~y0. Because the right terms in (2.9) are continuously differentiable, and thesystem (2.9) has one and only one solution and has a zero equilibrium solution when forcingterm f(x, t) tends to zero while time approach infinity. Therefore, letting the equilibrium solu-tion as the starting point, we obtain the numerical solution of the system (1.1) by using Newtonmethod. The system (2.9) will be applied to the feedback control design in the next section andthe approximate solution we obtained here will be used to compare with the controlled solutionin the final section.

3. FEEDBACK CONTROL DESIGN

Now we describe our control problem: Find an optimal control u∗(t) which minimizes thecost functional

J(u) =

∫ ∞0||y(t, ·)||2L2(Ω) + |u(t)|2dt

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INTERNAL FEEDBACK CONTROL OF THE BBMB EQUATION 273

subject to the constraint equationsyt − yxxt = αyxx − βyx − yyx + f(x, t) in [0, L]× [0, T ],

y(0, t) = y(L, t) = 0 on [0, T ],

y(x, 0) = y0(x) in [0, L].

(3.1)

We will replace the forcing term by the special form b(x)u(t) in the system (3.1), then u(t) isthe control input and b(x) is a given function used to distribute the control over the domain.

3.1. Linear Quadratic Regulator Design. Assuming that the nonlinear term in the BBMBequation is small, a suboptimal feedback control u∗ can be obtained by using the well-knownlinear quadratic regulator theory [17]-[19]. A full state feedback control is to find an optimalcontrol u∗ ∈ L2([0, T ), L2(Ω)) by minimizing the cost functional

J(u) =

∫ ∞0

(Qy(t, ·), y(t, ·))L2(Ω) + (Ru(t), u(t)))dt

subject to the constraint equations

y(t) = Ay(t) +Bu(t), y(0) = y0, for t > 0

where Q : L2(Ω) → L2(Ω) is a nonnegative definite self-adjoint weighting operator for stateand R : L2(Ω)→ L2(Ω) is a positive definite weighting operator for the control. The optimalcontrol u∗(t) can be found as

u∗(t) = −1

2R−1BTΠy(t) = −Ky(t),

where K is called the feedback operator and Π is symmetric positive definite solution of thealgebraic Riccati equation

ΠA+ATΠ−ΠBR−1BTΠ +Q = 0. (3.2)

Remark 3.1. In the actual calculation, we takeA = (M+S)−1(αS+βD), and the operatorB is constructed by b(x) and test function ξ(x). Here, the method of design controller is thesame as the ordinary LQR scheme, but the properties (2.5) are considered in the whole processof the controller design (2.5).

3.2. Linear feedback controllers with state estimate feedback. A simple, classical feed-back control design, linear quadratic regulator (LQR), assumes the full state is “feed back”into the system by the control. However, knowledge of the full state is not possible for manycomplicated physical systems. As a realistic alternative, a compensator design provides a stateestimate based on state measurements to be used in the feedback control law.

We do not assume that we have knowledge of the full state. Instead, we assume a statemeasurement of the form

z(t) = Cy(t), (3.3)where C ∈ L(L2(Ω),Rm). We can apply the theory and results to show that a stabilizingcompensator based controller can be applied to the system [20].

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274 GUANG-RI PIAO AND HYUNG-CHEN LEE

The observer design is mainly needed in order to provide the feedback control law withestimated state variables. Therefore, the control law and observer are combined together intoa complete system. The combined system is called compensator. This technique needs theavailability of a limited measurement of the state as a condition. we assume that we have asystem in the abstract form

y(t) = Ay(t) +G(y(t)) +Bu(t), y(0) = y0, (3.4)

where y(t) is in a state space L2(Ω) and u(t) is in a control space U .According to the given state measurement (3.3), a state estimate y(t) is computed by solving

the observer equation˙y(t) = Ay(t) +G(y(t)) +Bu(t) + L[z(t)− Cy(t)], y(0) = y0. (3.5)

The feedback control law is given by

u(t) = −Ky(t), (3.6)

where K is called the feedback operator. Functional gain operator K and estimator gain op-erator L are determined by linear quadratic regulator (LQR) and Kalman estimator (LQE),respectively, in usual manner. According to the result of the above, we already know

K = R−1BTΠ. (3.7)

Next, P is found as the non-negative definite solution of

AP + PAT − PCTCP + Q = 0,

where Q is a non-negative definite weighting operator. If the solution P exists, we can define

L = PCT . (3.8)

Form (3.3)-(3.8), we obtain the closed loop compensator asy(t) = Ay(t)−BKy(t) +G(y(t)),

˙y(t) = LCy(t) + (A− LC −BK)y(t) +G(y(t)),

y(0) = y0, y(0) = y0,

(3.9)

Remark 3.2. In this subsection, the matrix A and B are the same as the above in remark3.1, and nonlinear term is G(y) = (M + S)−1yTNy. Backward Euler method is applied tosolve numerical solution of the system (3.9).

4. COMPUTATIONAL EXPERIMENTS

For numerical computations, two cases are considered as follows.

Case 1: parameters α = 0.5, β = 1, T = 5 and initial condition

y0(x) = exp(−x)sin(πx).

Case 2: parameters α = 0.0001, β = 10, T = 10, and initial condition

y0(x) = 4x(1− x).

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INTERNAL FEEDBACK CONTROL OF THE BBMB EQUATION 275

The following quantities can be used for the numerical computation in this paper. Thespatial interval is taken to be [0, 1]. The spatial and time step sizes are h = 1/64 and 1/100,respectively. The control input operator is B =

∫ L0 b(x)ξi(x)dx, where b(x) = x and ξi(x) is

a test function(i = 0, 1, · · · , n− 1). The state weighting operator (used in Riccatheti equationcalculations) Q is taken to be (M + S). We set control weighting operator R(1, 1) = 10−6.And the weighting operator Q is also chosen as (M + S). Finally, we create the measurementmatrix C with Cy(t, x) = 8

∫ 5/63/4 y(t, x)dx for the state estimate feedback controller.

FIGURE 1. Uncontrolled solution (left) and state estimate feedback controlledsolution for Case 1

FIGURE 2. Uncontrolled solution (left) and state estimate feedback controlledsolution for Case 2

Fig.1 and Fig.2 present uncontrolled solution (left) and feedback controlled solution for theCase 1 and the Case 2, respectively. Fig. 3 shows that the L2-norms of y(t) for the Case 1and the Case 2. The finite element approximate solution of the BBMB equation is smooth andslowly tends to zero when the time goes infinite, but the norm of the controlled solution is

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276 GUANG-RI PIAO AND HYUNG-CHEN LEE

0 1 2 3 4 50

0.5

1

1.5

2

2.5

3

3.5

4

t

|y(t

)|

Controlled solutionUncontrolled solution

0 2 4 6 8 100

1

2

3

4

5

6

t

|y(t

)|

Controlled solutionUncontrolled solution

FIGURE 3. L2-norms for the solutions of the uncontrolled and controlledproblem vs. time for Case 1 (left) and Case 2.

rapidly becoming small just at the begging, and then, slowly close to zero for the Case 1. In theCase 2, for small coefficient α and the appropriate constant β, the finite element approximatesolution of the BBMB equation fluctuates in a certain range, but the control solution is rapidlybecoming smaller just at the begging, and then, close to zero with very small fluctuations.

The BBMB equation have appeared frequently as models of physical phenomena[21]-[23].In the BBMB equation, the appropriate parameter β can control the dissipative phenomena, butit is difficult to achieve our desired situation. In this paper, our control scheme got a desiredsolution successfully. And the numerical solution results also shows that the scheme is efficientand feasible.

ACKNOWLEDGMENTS

We would like to mention here that author Hyung-Chun Lee was supported by Basic ScienceResearch Program through the National Research Foundation of Korea (NRF) (grant numberNRF-2010-0010013 and S-2013-A0403-00213)

REFERENCES

[1] T.B. Benjamin, J.L. Bona, J.J. Mahony, Model equations for long waves in nonlinear dispersive systems,Philosophical Transactions of the Royal Society of London 272(1220)(1972) 47-78.

[2] D.J. Korteweg, G.de Vries, On the change of form of long waves advancing in a rectangular canal and on anew type of long stationary waves, Philosophical Magazine 39(1895) 422-443.

[3] M.A. Raupp, Galerkin methods applied to the Benjamin-Bona-Mahony equation, Boletim da SociedadeBrazilian Mathematical 6(1)(1975) 65-77.

[4] L. Wahlbin, Error estimates for a Galerkin mehtod for a class of model equations for long waves, NumerischeMathematik 23(4)(1975) 289-303.

[5] R.E. Ewing, Time-stepping Galerkin methods for nonlinear Sobolev partial differential equation, SIAM Jour-nal on Numerical Analysis 15(5)(1978) 1125-1150.

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INTERNAL FEEDBACK CONTROL OF THE BBMB EQUATION 277

[6] D.N. Arnold, J. Douglas Jr.,and V. Thomee, Superconvergence of finite element approximation to the solutionof a Sobolev equation in a single space variable, Mathematics of computation 36(153)(1981) 737-743.

[7] T. Ozis, A. Esen, S. Kutluay, Numerical solution of Burgers equation by quadratic B-spline finite element,Appl Math Comput 165(2005) 237-249.

[8] E.N. Aksan, Quadratic B-spline finite element method for numerical solution of the Burgers equation, ApplMath Compu 174(2006) 884-896.

[9] A. Hasan, B. Foss, O.M. Aamo, Boundary control of long waves in nonlinear dispersive systems. in: proc. of1st Australian Control Conference, Melbourne, 2011.

[10] A. Balogh, M, Krstic, Boundary control of the Korteweg-de Vries-Burgers equation: further results onstabilization and well-posedness, with numerical demonstration, IEEE Transactions on Automatic Control455(2000) 1739-1745.

[11] A. Balogh, M, Krstic, Burgers equation with nonlinear boundary feedback: H1 stability, well-posedness andsimulation, Machematical Problems in Engineering 6(2000) 189-200.

[12] M. Krstic, On global stabilization of Burgers equation by boundary control, Systems and Control Letters37(1999) 123-141.

[13] D.L. Russell, B.-Y. Zhang, Exact controllability and stabilizability of the Korteweg-de Vries equation, TransAmer Math Soc 348(1996) 3643-3672.

[14] C. Laurent, L. Rosier, B.-Y. Zhang, Control and stabilization of the Korteweg-de Vries equation on a periodicdomain, Communications in Partial Diferential Equations 35(2010) 707-744.

[15] J.L. Bona, L.H. Luo, Asymptotic decomposition of nonlinear, dispersive wave equation with dissipation,Physica D 152-153(2001) 363-383.

[16] P.M. Prenter, Splines and variational methods, John Wiley and Sons, New York, 1975.[17] C.T. Chen, Linear System Theory and Design, Holt, Rinehart and Winston, New York, NY, 1984.[18] G.-R. Piao, H.-C. Lee, J.-Y. Lee, Distributed feedback control of the Burgers equation by a reduced-order

approach using weighted centroidal Voronoi tessellation, J. KSIAM 13(2009) 293-305.[19] H.-C. Lee, G.-R. Piao, Boundary feedback control of the Burgers equaitons by a reduced-order approach

using centroidal Voronoi tessellations, J. Sci. Comput. 43(2010) 369-387.[20] J.A. Burns and S. Kang, A control problem for Burgers’ equation with bounded input/oqtput, ICASE Report

90-45, 1990, NASA Langley research Center, Hampton, VA; Nonlinear Dynamics 2(1991) 235-262.[21] J.L. Bona, W.G. Pritchard, L.R. Scott, An evaluation of a model equation for water waves, Phil.Trans.

R.Soc.London A 302(1981) 457-510.[22] H. Grad, P.N. Hu, Unified shock profile in a plasma, Phys, Fluids 10(1967) 2596-2602.[23] R.S. Johnson, A nonlinear equation incorporating damping and dispersion, J.Fluid Mech. 42(1970) 49-60.

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J. KSIAM Vol.18, No.3, 279–282, 2014 http://dx.doi.org/10.12941/jksiam.2014.18.279

CERTAIN WEIGHTED MEAN INEQUALITY

NAMKWON KIM

DEPARTMENT OF MATHEMATICS, CHOSUN UNIVERSITY, KWANGJU 501-759, KOREA

E-mail address: [email protected]

ABSTRACT. In this paper, we report a new sharp inequality of interpolation type in Rn. Thisinequality is for controlling weighted average of a function via Ln norm of the gradient of afunction together with its’ certain exponential norm.

1. INTRODUCTION

Inequalities of interpolation type are well-known nowadays and very important in studyingPDEs(See for instance [1, 3] and references therein). These inequalities bound roughly Lp

norm of a function itself by the derivatives of the function. Concretely, for a function u ∈W 1,r(Rn), we have

∥u∥Lp ≤ C∥∇u∥tLr∥u∥1−tLr , r ≤ p ≤ p∗ ≡ nr

n− r. (1.1)

Here, t ∈ [0, 1] is determined by p, r. But, this type of Sobolev inequality fails when p < r. Infact, for a cutoff function ξ and large R > 0, if we take

u = Cξ(|x|R

), C > 0,

then ∥u∥Lp ∼ Rn/p, ∥∇u∥Lr ∼ R−1+n/r, ∥u∥Lr ∼ Rn/r and (1.1) fails asR→ ∞. However,if we consider u which is average zero even under a weighted sense, such inequality remainstrue in many cases by the Poincare inequality[2]. Thus, it is crucial to bound a weighted averageof a function if we want to have inequalities like (1.1). As far as the author knows, an inequalitywith such spirit appears in [6] firstly and turns out to be helpful to problems in gauge theory.The purpose of this paper is to report such inequality using certain exponential integral of afunction. That is,

|∫Rn

gv| ≤ 1

n(ωn

n)(n−1)/n∥∇v∥Ln(Rn) [ln (X + 1) + C]

n−1n + C (1.2)

for any v ∈ W 1,n. Here, g = (1 + |x|n)−2, X =∫Rn(e

−|v| − 1)2, and C is an absoluteconstant depending only on n. In view of the already existing Poincare inequality, The above

Received by the editors September 2 2014; Accepted September 5 2014; Published online September 15 2014.2000 Mathematics Subject Classification. 26D10, 35J99.Key words and phrases. weighted mean inequality, interpolation inequality.This work is partially supported by Chosun university, 2008.

279

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280 N. KIM

guarantees that Lploc, p ≤ np

n−p norm of v can be bounded by the RHS of (1.2). We also showthat (1.2) is sharp providing an example which do not satisfy (1.2) if we replace the coefficient1n(

ωnn )(n−1)/n with any smaller constant. We finally remark that exponential integral in the

righthand side of (1.2) can be replaced with integral of similar bounded function. In fact, if wereplace (e−|v| − 1)2 with ϕ2(v) satisfying

ϕ(t) ≥ Cmin1, t, for t > 0,

(1.2) holds true due to∫(e−|v| − 1)2 ≤ sup

t>0

(e−t − 1)2

ϕ2(t)

∫ϕ2(v) ≤ C

∫ϕ2(v).

2. WEIGHTED MEAN INEQUALITY

From now on, we omit the domain of integration if it is Rn. We also denote |x| = r andg = (1 + rn)−2 as before. We first remind that symmetrization holds true for any nonnegativesmooth function with compact support.

Theorem 2.1. There exists C > 0 such that

|∫gv| ≤ 1

n(ωn

n)(n−1)/n∥∇v∥Ln [ln (X + 1) + C](n−1)/n + C (2.1)

for v ∈W 1,n. Here, X is as before and ωn is the volume of the n− 1 dimensional unit sphere.

Proof) It is clear that

|∫gv| ≤ |

∫g ×−|v||, ∥∇|v|∥Ln ≤ ∥∇v∥Ln .

Thus, it is enough to show (1.2) replacing v with −|v|. Since −|v| itself belongs to W 1,n, wecan assume v ≤ 0 without loss of generality. Then, it is again enough to show (1.2) for v ∈ C∞

0

with v ≤ 0 by the standard density theorem. If v is nonpositive and of compact support, wecan apply the symmetrization on −v. Let us denote the nonincreasing rearrangement of −vby (−v)S . Clearly, v∗ ≡ −(−v)S is nondecreasing with respect to r. Further, g is decreasingwith respect to r and, due to v ≤ 0, 1− ev and 1− ev

∗are equi-measurable. Therefore,∫

gv ≥∫gv∗,

∫(ev − 1)2 =

∫(ev

∗ − 1)2, ∥∇v∗∥Lr ≤ ∥∇v∥Lr .

Thus, it is enough to show (1.2) for radially symmetric nonpositive smooth v with compactsupport.

Now, for R > 0,

v(r) = v(R) +

∫ r

R∂sv(s)ds.

We multiply the above by g(r)rn−1 and integrate with respect to r on (0,∞) to get

LHS =

∫ ∞

0v(r)g(r)rn−1dr,

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CERTAIN WEIGHTED MEAN INEQUALITY 281

RHS =Cv(R) +

∫ ∞

0g(r)rn−1

∫ r

R∂sv(s)dsdr

=Cv(R) +

(∫ R

0+

∫ ∞

R

)g(r)rn−1

∫ r

R∂sv(s)dsdr = Cv(R) + I + II. (2.2)

By the Fubini theorem,

|I| ≤∫ R

0|∇v(s)|

∫ s

0g(r)rn−1drds =

∫ R

0|∇v(s)| sn

n(1 + sn)ds

≤ 1

nω− 1

nn ∥∇v∥Ln

(∫ R

0(sn−(n−1)/n

1 + sn)

nn−1ds

)(n−1)/n

,

|II| ≤∫ ∞

R|∂sv(s)|

∫ ∞

sg(r)rn−1drds =

∫ ∞

R|∂sv(s)|

1

n(1 + sn)ds

≤ 1

nω− 1

nn ∥∇v∥Ln

(∫ ∞

R

1

s(1 + sn)−

nn−1ds

)(n−1)/n

Here, ωn is the volume of Sn−1. By change of variables sn = t, when R > 1,∫ R

0(sn−(n−1)/n

1 + sn)

nn−1ds =

1

n

∫ Rn

0(

1

1 + t)

nn−1 t

1n−1dt

≤ 1

n

∫ Rn

0

1

1 + t=

1

nln(1 +Rn),∫ ∞

R

1

s(1 + sn)−

nn−1ds ≤ 1

n

∫ ∞

1

1

t(1 + t)−

nn−1dt ≤ C.

Thus, we get

|I|+ |II| ≤ n−2n−1

n ω−1/nn ∥∇v∥Ln(ln(C +Rn))(n−1)/n.

Meanwhile, we claim that for some C > 0, there exists R1 ≤ CX1/n such that v(R1) > −2.Indeed, otherwise, we would have v(r) < −2 uniformly on the interval T ≡ [0, CX1/n].Then,

X =

∫(ev − 1)2dx ≥ ωn

4

∫Trn−1dr =

ωn

4nCnX.

This gives a contradiction if we choose C > (4n/ωn)1/n. Thus, the claim is proved. We take

R = R1 in (2.2) and arrive at

|∫gv| = ωn|

∫ ∞

0gvrn−1dr| ≤ C +

1

n(ωn

n)(n−1)/n∥∇v∥Ln((ln(C +Rn

1 ))n−1n + C).

Since R1 ≤ CX1/n, we arrive at the desired result redefining C suitably. Now, we give an example which shows the sharpness of (1.2). Consider the functions,

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282 N. KIM

ψ(x) =

− lnR |x| ≤ 1ln( r

R) 1 < |x| < R,0 |x| ≥ R.

It is clear that

∥∇ψ∥Ln =

(ωn

∫ R

1

1

rnrn−1dr

)1.n

= (ωn lnR)1/n,

X ∼ C + C

∫ R

1(1− r

R)2rn−1dr ∼ C + CRn,∫

gψ = ωn

∫ ∞

0

− lnR

(1 + rn)2rn−1dr + C = C − ωn

nlnR.

Thus, (1.2) fails for ψ as R→ ∞ if we replace 1n(

ωnn )(n−1)/n in (1.2) with smaller coefficient.

ACKNOWLEDGEMENT

This work was partially supported by Chosun university, 2008.

REFERENCES

[1] S. Agmon, A. Douglis, and L. Nirenberg, Estimates near the boundary for solutions of elliptic partial differ-ential equations satisfying general boundary conditions I, Comm. Pure Appl. Math. 12(1959), 623–727.

[2] L. C. Evans and R. F. Gariepy, “Measure theory and fine properties of functions”, CRC press, Florida, FL,1992.

[3] L. Nirenberg, On elliptic partial differential equations, Ann. Scuola Norm. Sup. Pisa (3) 13(1959), 115–162.[4] G. Talenti, Best constant in Sobolev inequality, Annali di Mat. pura ed Applicata 110(1976), 353–372.[5] N.S. Trudinger, On imbeddings into Orlicz Sobolev spaces and some applications, J. Math. Mech. 17(1967),

473–483.[6] R. Wang, Chern-Simons vortices, Comm. Math. Phys. 137(1991), 587-597.

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Page 82: ; È U · 2019-09-26 · 210 R. JOICE NIRMALA AND K. BALACHANDRAN FDE,one hasto depend uponnumerical solutions [3, 12,33]. Recentlydevelopedtechnique of Adomian decomposition [2]
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The Korean Society for Industrial and Applied Mathematics

Contents

VOL. 18 No. 3 September 2014

ANALYSIS OF SOLUTIONS OF TIME FRACTIONAL TELEGRAPH EQUATION

R. JOICE NIRMALA AND K. BALACHANDRAN .................................................................. 209

SEGMENTATION WITH SHAPE PRIOR USING GLOBAL AND LOCAL IMAGE

FITTING ENERGY

DULTUYA TERBISH AND MYUNGJOO KANG ................................................................... 225

STEADY NONLINEAR HYDROMAGNETIC FLOW OVER A STRETCHING

SHEET WITH VARIABLE THICKNESS AND VARIABLE SURFACE

TEMPERATURE

S.P. ANJALI DEVI AND M. PRAKASH ..................................................................................... 245

THERMAL DIFFUSION AND RADIATION EFFECTS ON UNSTEADY MHD

FREE CONVECTION HEAT AND MASS TRANSFER FLOW PAST A LINEARLY

ACCELERATED VERTICAL POROUS PLATE WITH VARIABLE

TEMPERATURE AND MASS DIFFUSION

M. VENKATESWARLU, G. V. RAMANA REDDY, AND D. V. LAKSHMI ............................ 257

INTERNAL FEEDBACK CONTROL OF THE

BENJAMIN-BONA-MAHONY-BURGERS EQUATION

GUANG-RI PIAO AND HYUNG-CHEN LEE .......................................................................... 269

CERTAIN WEIGHTED MEAN INEQUALITY

NAMKWON KIM ......................................................................................................................... 279

ISSN 1226-9433 (print)ISSN 1229-0645 (electronic)