Ijest NG Vol2 No2 Complete Issue

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International Journal
of Engineering,
Science and
Technology

Vol. 2, No. 2, 2010

International Journal of Engineering,
Science and Technology (IJEST)

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proper terminologies.

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Editor: S.A. Oke, PhD, Department of Mechanical Engineering, University of Lagos, Nigeria
E-mail : sa_oke@yahoo.com
Associate Editor (Electrical Engineering): S.N. Singh, PhD, Department of Electrical Engineering, Indian Institute of Technology
Kanpur, Kanpur-208016, India

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Barbara Bigliardi (Italy)
Huiling Wu (China)
Ahmet N. Eraslan (Turkey)
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Serial
No.
Title of paper Authors Page No.
1
Parametric optimization of CNC end milling using entropy measurement technique combined
with grey-Taguchi method
Sanjit Moshat, Saurav Datta, Asish Bandyopadhyay and Pradip Kumar Pal
1-12
2
Minimization of sink mark defects in injection molding process Taguchi approach
D. Mathivanan, M. Nouby and R. Vidhya
13-22
3
A price based automatic generation control using unscheduled interchange price signals in Indian
electricity system
Saurabh Chanana, Ashwani Kumar
23-30
4
Propagation of S-waves in a non-homogeneous anisotropic incompressible and initially stressed
medium
S. Gupta, S. Kundu1, A.K. Verma and R. Verma
31-42
5
Explicit solutions of the Rand Equation
A. Huber
43-53
6
Cycle multiplicity of total graph of C
n
, P
n
, and K
1,n

M.M. Akbar Ali, S. Panayappan
54-58
7
A hybridized K-means clustering approach for high dimensional dataset
Rajashree Dash, Debahuti Mishra, Amiya Kumar Rath, Milu Acharya
59-66
8
Effect of magnetic field on the blood flow in artery having multiple stenosis: a numerical study
Gaurav Varshney, V.K. Katiyar, Sushil Kumar
67-82
9
Effect of training algorithms on neural networks aided pavement diagnosis
Kasthurirangan Gopalakrishnan
83-92
10
Permanent magnet synchronous motor dynamic modeling with genetic algorithm performance
improvement
Adel El Shahat, Hamed El Shewy
93-106
11
Waves, conservation laws and symmetries of a third-order nonlinear evolution equation
A. Huber
107-116
12
Magnetic field effect on a three-dimensional mixed convective flow with mass transfer along an
infinite vertical porous plate
N. Ahmed
117-135
13
Five-phase induction motor drive for weak and remote grid system
Shaikh Moinoddin, 2Atif Iqbal* and 3Elmahdi M. Elsherif
136-154
14
Influencing parameters on performance of a mantle heat exchanger for a solar water heater - a
simulation study
G. Naga Malleshwara Rao, K. Hema Chandra Reddy, M. Sreenivasa Reddy
155-164
15
Evaluation of thermal characteristics of oscillating combustion
J. Govardhan, G.V.S. Rao
165-173
16
Persistence and stability of a two prey one predator system
T. K. Kar and Ashim Batabyal
174-190

MultiCraft

International Journal of Engineering, Science and Technology
Vol. 2, No. 2, 2010, pp. 1-12

INTERNATIONAL
JOURNAL OF
ENGINEERING,
SCIENCE AND
TECHNOLOGY

www.ijest-ng.com
2010 MultiCraft Limited. All rights reserved

Parametric optimization of CNC end milling using entropy measurement
technique combined with grey-Taguchi method

1
Sanjit Moshat,
2*
Saurav Datta,
3
Asish Bandyopadhyay and
4
Pradip Kumar Pal

1, 3, 4
Department of Mechanical Engineering, Jadavpur University, Kolkata- 700032, West Bengal, INDIA
2
Department of Mechanical Engineering, National Institute of Technology (NIT), Rourkela, Orissa-769008, INDIA
*
Corresponding Author (e-mail: sdattaju@gmail.com, Saurav Datta)

Abstract

End milling is the most important milling operation, widely used in most of the manufacturing industries due to its capability
of producing complex geometric surfaces with reasonable accuracy and surface finish. However, with the inventions of CNC
milling machine, the flexibility has been adopted along with versatility in end milling process. In order to build up a bridge
between quality and productivity and to achieve the same in an economic way, the present study highlights optimization of CNC
end milling process parameters to provide good surface finish and high material removal rate (MRR). The surface finish of the
machined surface has been identified as quality attribute whereas MRR has been treated as performance index directly related to
productivity. Attempt has been made to optimize quality and productivity in a manner that these multi-criterions could be
fulfilled simultaneously up to the expected level. This has invited a multi-objective optimization problem which has been solved
by Taguchi method coupled with grey relational analysis. Depending on relative importance, the priority weights of individual
quality and performance attributes have been estimated by entropy measurement technique. Multi-objectives related to quality
and productivity has been accumulated to evaluate an equivalent single quality index (called grey relational grade); which has
been optimized finally by Taguchi method. Application feasibility of the aforesaid optimization technique has been illustrated in
this reporting.

Keywords: CNC end milling, surface finish, material removal rate (MRR), entropy measurement technique, Taguchi method

1. Introduction

Among different types of milling processes, end milling is one of the most vital and common metal cutting operations used for
machining parts because of its capability to remove materials at faster rate with a reasonably good surface quality. Also, it is
capable of producing a variety of configurations using milling cutter. In recent times, computer numerically controlled (CNC)
machine tools have been adopted to make the milling process fully automated. It provides greater improvements in productivity,
increases the quality of the machined parts and requires less operator input. For these reasons, CNC end milling process has been
recently proved to be very versatile and useful machining operation in most of the modern manufacturing industries. Only the
implementation of automation in end milling process is not the last achievement. It is also necessary to improve the machining
process and machining performances continuously for effective machining and also for the fulfillment of requirements of the
industries.
Surface roughness is a key factor in the machining process while considering machining performance and that is why in many
cases, industries are looking for maintaining the good surface quality of the machined parts. Surface roughness is a measure of the
technological quality of a product and a factor that greatly influences manufacturing cost and quality. It describes the geometry of
the machined surface and combined with the surface texture, it can play an important role on the operational characteristics of the
part. It also influences several functional attributes of a part, such as light reflection, heat transmission, coating characteristics,
surface friction, fatigue resistance etc. However, the mechanism behind the formation of surface roughness is very dynamic,
complicated and process dependent; therefore it is very difficult to calculate its value through analytical formulae. Various
theoretical models that have been proposed are not accurate enough and apply only to a limited range of processes and cutting
Moshat et al. / International Journal of Engineering, Science and Technology, Vol. 2, No.2, 2010, pp. 1-12

2
conditions. Therefore, machine operators usually use trial and error approaches to set-up milling machine cutting conditions in
order to achieve the desired surface roughness. Obviously, the trial and error method is not effective and efficient. Also, this
method is very much time consuming. Therefore, the dynamic nature and widespread usage of milling operations in practice have
raised a need for seeking a systematic approach that can help to set-up milling operations and also to help in achieving the desired
surface roughness quality.
On the other hand, material removal rate (MRR), which indicates processing time of the work piece, is another important factor
that greatly influences production rate and cost. It is also necessary to study the material removal rate along with surface roughness
in CNC end milling process. So, as a whole, there is a need for a tool that will allow the evaluation of the surface roughness and
material removal rate (MRR) before the machining of the part and which, at the same time, can be easily used in the production-
floor environment for contributing to the minimization of required time and cost and the production of desired surface quality.
Both the surface roughness and material removal rate greatly vary with the change of cutting process parameters. That is why
proper selection of cutting process parameters is also essential along with its prediction to obtain good surface finish (lower R
a

value) and higher material removal rate in CNC end milling process.

2. Prior state of art and motivation of the present work

Alauddin et al. (1995) developed two mathematical polynomial models in end milling of 190 BHN steel considering the factors:
cutting speed, feed and axial depth of cut. Response surface contours were constructed based on these models. Baek et al. (1997)
suggested that both static and dynamic variables of the milling process should be included in the surface roughness model. In the
research made by Fuh and Wu (1995), Analysis of variance (ANOVA) method was adopted in order to determine the most
influential parameters concerning surface quality. It was shown that the tool nose radius and feed influence surface roughness. Lee
et al. (2001) developed simulation algorithms to predict the machined surface in end milling. Tsai et al. (1999) used neural
networks for in-process prediction of surface roughness in milling operations. They had considered spindle speed, feed, depth of
cut, and vibration intensity per revolution as parameters which would influence surface roughness. Benardos and Vosniakos
(2002) used a neural network modeling approach for the prediction of surface roughness (R
a
) in CNC face milling. Ozcelik and
Bayramoglu (2006) developed a statistical model for surface roughness estimation in a high-speed flat end milling process under
wet cutting conditions, using machining variables such as spindle speed, feed rate, depth of cut, and step over. Back et al. (2001)
studied the effects of the insert run-out errors and the variation of the feed rate on the surface roughness and the dimensional
accuracy in a face-milling operation using a surface roughness model. Alauddin et al. (1997) presented a study of the development
of mathematical models for tool life in end milling steel (190 BHN) using high-speed steel slot drills under dry conditions. Yang
and Chen (2001) demonstrated a systematic procedure of using Taguchi parameter design in process control of individual milling
machines. The Taguchi parameter design had been done in order to identify the optimum surface roughness performance with a
particular combination of cutting parameters in an end-milling operation.
Ghani et al. (2004) applied Taguchi optimization methodology to optimize cutting parameters in end milling while machining
hardened steel with TiN coated carbide insert tool under semi-finishing and finishing conditions of high speed cutting considering
the milling parameters: cutting speed, feed rate and depth of cut. From the analysis of the result, the optimal combination of
process parameters for low resultant cutting force and good surface finish was determined.
Mansour and Abdalla (2002) developed a surface roughness model for the end milling EN32M (a semi-free cutting carbon
casehardening steel with improved merchantability). Reddy et al. (2006) investigated the role of solid lubricant assisted machining
with graphite and molybdenum disulphide lubricants on surface quality, cutting forces and specific energy while machining AISI
1045 steel using cutting tools of different tool geometry (radial rake angle and nose radius). Colak et al. (2007) used genetic
expression programming method for predicting surface roughness of milling surface under varying cutting parameters. Cutting
speed, feed and depth of cut of end milling operations were collected for predicting surface roughness. A linear equation was
predicted for surface roughness estimation in this study.
Oktem et al. (2005) focused on the development of an effective methodology to determine the optimum cutting conditions
leading to minimum surface roughness in milling of mold surfaces by coupling Response Surface Methodology (RSM) with a
developed genetic algorithm (GA). RSM was utilized to create an efficient analytical model for surface roughness in terms of
cutting parameters: feed, cutting speed, axial depth of cut, radial depth of cut and machining tolerance.
Fuh and Chang (1997) presented a dimensional-accuracy model for the peripheral milling of aluminum alloys under dry and down-
milling conditions. Bayoumi,
Kopac and Krajnik (2007) had presented the robust design of flank milling parameters dealing with the optimization of the
cutting forces, milled surface roughness and the material removal rate (MRR) in the machining of an Al-alloy casting plate for
injection moulds.
In end milling, surface finish and material removal rate are two important aspects, which require attention and both are to be
controlled precisely, because these two factors greatly influence machining performances. In modern industry, one of the trends is
to manufacture low cost, high quality products in short time. Automated and flexible manufacturing systems are employed for that
purpose. CNC machines are considered most suitable in flexible manufacturing system. Above all, CNC milling machine is very

3
useful for both its flexibility and versatility. These machines are capable of achieving reasonable accuracy and surface finish.
Processing time is also very low as compared to some of the conventional machining process.
Surface roughness is a measure of the technological quality of a product and a factor that greatly influences manufacturing cost
and quality. On the other hand, material removal rate (MRR), which indicates processing time of the work piece, is another
important factor that greatly influences production rate and cost. So, there is a need for a tool that will allow the evaluation of the
surface roughness and material removal rate (MRR) value before the machining of the part and which, at the same time, can easily
be used in the production-floor environment contributing to the minimization of required time and cost and the production of
desired surface quality. Both the surface roughness and material removal rate greatly vary with the change of cutting process
parameters. That is why proper selection of process parameters is also essential along with the prediction of the surface finish
(lower R
a
value) and material removal rate in CNC end milling process.
Literature depicts that previous investigators focused on various aspects of modeling and simulation of surface roughness in
various milling operations. Predictive models were developed to represent correlations among surface roughness and various
milling parameters. Compared to surface roughness, study on MRR has been found done to a limited extent. Parametric
optimization of milling process responses have been addressed too. But it has been observed that optimization has highlighted a
single objective function. In a multi-response process, it may happen that optimization of a single response may cause severe
quality loss for rest of the responses. Therefore, for solving a multi-criteria optimization problem; it is advised to convert
individual objectives into an equivalent single objective function. In doing so, individual response weights have to be assigned
depending on their relative importance. It seems that there is no specific guideline for assignment of individual response weights.
It entirely depends on the decision maker. This may change the optimal setting in the case where optimization methodology that is
being adopted is sensitive. In view of the above consideration the present study has been dealt with application of grey-Taguchi
method for optimization of surface roughness and MRR in end milling operation; with adaptation to entropy measurement
technique to evaluate priority value (weight) of individual responses; which is based on statistical analysis of the experimental
data.

3. Experimental setup and procedure:

Details of experimental plan are given below.

a) Checking and preparing the Vertical CNC milling machine system ready for performing the machining operation.
b) Preparing rectangular aluminum plates of size 95 mm 75 mm 10 mm in shaping machine for performing CNC end
milling.
c) Calculating weight of each plate by the high precision digital balance meter before machining.
d) Creating CNC part programs for tool paths with specific commands using different levels of spindle speed, feed and depth
of cut and then performing end milling operation.
e) Calculating weight of each machined plate again by the digital balance meter.
f) Measuring surface roughness and surface profile with the help of a portable stylus-type profilometer, Talysurf (Taylor
Hobson, Surtronic 3+, UK)

The present experimental work seeks to evaluate the optimal result for selection of spindle speed (S), feed rate (f) and depth of
cut (d) in order to achieve good surface roughness (R
a
value) and high material removal rate (MRR) during the CNC end milling
process. Table 1 represents selected process control parameters used during the experiments. These parameters have been allowed
to vary in three different levels.

Table 1: Process control parameters and their limits
Coded levels
Spindle speed, S
(rpm)
Feed rate, f
(mm/min)
Depth of cut, d
(mm)
-1 300 30 0.2
0 450 50 0.5
+1 600 70 0.8

The values of coded and actual value of each parameter used in this work are listed in Table 1. The experimental design matrix
adopted as per Taguchis L
9
Orthogonal Array (OA) design. The coded number for variables, used in Table 1 is obtained from the
following transformation equations:
Spindle speed:
S
S S
A
=
0


4
Feed rate:
f
f f
B
=
0

Depth of cut:
d
d d
C
=
0

Here A, B and C are the coded values of the variables S, f and d respectively; S
0
, f
0
and d
0
are the values of spindle speed, feed
rate and depth of cut at zero level; S, f and d are the units or intervals of variation in S, f and d respectively.
The machine used for the milling is a DYNA V4.5 CNC vertical milling machine having the control system SINUMERIK 802
D with a vertical milling head. For generating the milled surfaces, CNC part programs for tool paths have been created with
specific commands. The photograph of DYNA V4.5 CNC milling machine has been shown in Figure 1. The compressed coolant
servo-cut has been used as cutting environment.

Figure 1: CNC vertical milling machine used for experiment
Commercially available CVD coated carbide tools have been used. The tools used are flat end mill cutters produced by WIDIA
(EM-TiAlN). The tools are coated with TiAlN coating. For each material a new cutter of same specification has been used. The
details of the end milling cutter are given below:

Cutter diameter = 8 mm
Overall length = 108 mm
Fluted length = 38 mm
Helix angle = 30
0
Hardness = 1570 HV
Density = 14.5 g/cc
Transverse rupture strength =3800 N/mm
2

The test work pieces are made of Aluminum of size 95 mm x 75 mm x 10mm rectangular plate. Different plates of same
dimension and material are used for each experimental run. Material properties are given below:

Density: 2600-2800 kg/m
3

Melting Point: 660 C
Elastic Modulus: 70-79 GPa
Tensile Strength: 230-570 MPa
Yield Strength: 215-505 MPa

Roughness measurement has been done using a portable stylus-type profilometer, Talysurf (Taylor Hobson, Surtronic 3+, UK).

Material removal rate (MRR) has been calculated from the difference of weight of work piece before and after experiment.

5
3 1
. min
i f
s
W W
MRR mm
t

=

Here, W
i
is the initial weight of work piece in g; W
f
is the final weight of work piece in g; t is the machining time in minutes;
s
is
the density of aluminum (2.7 x 10
-3
g/mm
3
).
The weight of the work piece has been measured in a high precision digital balance meter (Model: DHD 200 Macro single pan
DIGITAL reading electrically operated analytical balance made by Dhona Instruments), which can measure up to the accuracy of
10
-4
g and thus eliminates the possibility of large error while calculating material removal rate (MRR) in CNC end milling process.

4. Taguchi method

Taguchis philosophy, developed by Dr. Genichi Taguchi, is an efficient tool for the design of high quality manufacturing
system. It is a method based on Orthogonal Array (OA) experiments, which provides much-reduced variance for the experiment
resulting optimum setting of process control parameters. Orthogonal Array provides a set of well-balanced experimental settings
(with less number of experimental runs), and Taguchis Signal-to-Noise ratios (S/N), which are logarithmic functions of desired
output; serve as objective functions in the optimization process. This technique helps in data analysis and prediction of optimum
results. In order to evaluate optimal parameter settings, Taguchi method uses a statistical measure of performance called signal-to-
noise ratio. The S/N ratio takes both the mean and the variability into account. The S/N ratio is the ratio of the mean (Signal) to the
standard deviation (Noise). The ratio depends on the quality characteristics of the product/process to be optimized. The standard
S/N ratios generally used are as follows: - Nominal-is-Best (NB), Lower-the-Better (LB) and Higher-the-Better (HB). The optimal
setting is the parameter combination, which has the highest S/N ratio, [Mahapatra and Chaturvedi (2009), Moshat et al. (2010)].

5. Grey relational analysis

In grey relational analysis, experimental data i.e. measured features of quality characteristics of the product are first normalized
ranging from zero to one. This process is known as grey relational generation. Next, based on normalized experimental data, grey
relational coefficient is calculated to represent the correlation between the desired and actual experimental data. Then overall grey
relational grade is determined by averaging the grey relational coefficient corresponding to selected responses. The overall
performance characteristic of the multiple response process depends on the calculated grey relational grade. This approach
converts a multiple- response- process optimization problem into a single response optimization situation; the single objective
function is the overall grey relational grade. The optimal parametric combination is then evaluated by maximizing the overall grey
relational grade.

In grey relational generation, the normalized data corresponding to lower-the-better (LB) criterion can be expressed as:

) ( min ) ( max
) ( ) ( max
) (
k y k y
k y k y
k x
i i
i i
i

= (1)
For higher-the-better (HB) criterion, the normalized data can be expressed as:

) ( min ) ( max
) ( min ) (
) (
k y k y
k y k y
k x
i i
i i
i
= (2)

Here ) (k x
i
is the value after the grey relational generation, ) ( min k y
i
is the smallest value of ) (k y
i
for the kth response,
and ) ( max k y
i
is the largest value of ) (k y
i
for the kth response. An ideal sequence is ) (
0
k x for the responses. The purpose
of grey relational grade is to reveal the degrees of relation between the sequences say,
0
[ ( ) ( ), 1, 2, 3......., 9]
i
x k and x k i = .
The grey relational coefficient ) (k
i
can be calculated as

max 0
max min
) (
) (
+
+
=
k
k
i
i
(3)


6
Here ) ( ) (
0 0
k x k x
i i
= = difference of the absolute value ) (
0
k x and ) (k x
i
; is the distinguishing
coefficient 1 0 ; ) ( ) (
0
min min
min
k xj k x k i j = = the smallest value of
i 0
; and
) ( ) (
0
max max
max
k xj k x k i j = = largest value of
i 0
. After averaging the grey relational coefficients, the grey
relational grade
i
can be computed as:

=
=
n
k
i i
k
n
1
) (
1
(4)

Here n = number of process responses. The higher value of grey relational grade corresponds to intense relational degree between
the reference sequence ) (
0
k x and the given sequence ) (k x
i
. The reference sequence ) (
0
k x represents the best process
sequence. Therefore, higher grey relational grade means that the corresponding parameter combination is closer to the optimal.
In the aforesaid study, it has been assumed that all quality features are equally important. But in practical case, it may not be so.
Depending on the area of application, different response may have different preference and thereby, different tolerance limit. For
example, the surface roughness and the MRR; both may be or may not be of equal importance. It depends on the decision maker.
Therefore, different weightages have to be assigned to different responses. If different priority weightages have been assigned to
different responses, the equation for calculating overall grey relational grade becomes:

=
=
=
n
k
k
n
k
i k
i
w
k w
1
1
) (
(5)
Here,
i
is the overall grey relational grade for ith experiment. ( )
i
k is the grey relational coefficient of kth response in ith
experiment and
k
w is the weightage assigned to the kth response.
Justification of selecting grey based Taguchi method has been explained in the work by Nandi (2009).

6. Entropy measurement technique

In information theory, entropy is a measure of how disordered a system is. As applying the concept of entropy to weight
measurement, an attribute with a large entropy means it has a great diversity to responses so the attribute has more significant
influence to the response. Recently, entropy measurement method is used to decide the weights in grey relational analysis.
According to the definition proposed by Wen, Chang, and You (1998), the mapping function :[0,1] [0,1]
i
f used in entropy
should satisfy three conditions: (1) (0) 0
i
f = (2) ( ) (1 )
i i
f x f x = and (3) ( )
i
f x is monotonic increasing in the
range (0, 0.5) x . Thus, the following function ( )
e
w x can be used as the mapping function in entropy measure.

(1 )
( ) . (1 ) 1
x x
e
w x x e x e
= + (6)

The maximum value of this function occurs at 0.5 x = , and the value is
0.5
1 0.6487 e = . In order to get the mapping result in
the range[0,1] , Wen et al. (1998) defined new entropy:

0.5
1
1
( )
( 1)
m
e i
i
W w x
e
=

(7)

Assume there is a sequence { (1), (2),..................., ( )}
i i i i
r r r n = . Where, ( )
i
r j is the grey relational coefficient. Note that
1, 2,.............., ; 1, 2,.............., . i m j n = = eriments of number Total m exp = and responses of number Total n =
The steps for weight calculation are as follows (Wen, 2004; Datta et al., 2009).

7
(a) Calculation of the sum of the grey relational coefficient in all sequences for each quality characteristic

1
( ), 1, 2,............, .
m
j i
i
D r j j n
=
= =
(8)

(b) Evaluation of the normalized coefficient

0.5
1 1
( 1) 0.6487
k
e m m
= =

(9)

(c) Calculation of the entropy of each quality characteristics

1
( )
, 1, 2,................, .
m
i
j e
i
j
r j
e k w j n
D
=

= =

(10)

Here,
(1 )
( ) . (1 ) 1
x x
e
w x x e x e
= +

(d) Calculation of the sum of entropy

1
n
j
j
E e
=
=
(11)

(e) Calculation of the weight of each quality characteristic:

1
[1 ]
1
.
1
.[1 ]
j
j n
j
j
e
w
n E
e
n E
=
, here, 1, 2,................, . j n = (12)

7. Optimization of surface roughness and MRR in end milling process

Experimental data of R
a
value and MRR (material removal rate) corresponding to L
9
OA design of experiment has been
tabulated below (Table 2). Experimental data have been normalized first (grey relational generation), shown in Table 3. For
surface roughness (LB) and for MRR (HB) criterion has been used (equation (a) and (b) respectively).

Table 2: Experimental design and collected response data
Parametric combination (Design of experiment) Response features
Sl. No. Spindle Speed
(rpm)
Feed rate
(mm/min)
Depth of Cut
(mm)
R
a

(m)
MRR
(mm
3
/min)
1 300 30 0.2 1.167 62.500
2 300 50 0.5 1.544 229.743
3 300 70 0.8 1.720 428.803
4 450 30 0.5 0.9696 133.076
5 450 50 0.8 1.541 304.770
6 450 70 0.2 1.210 148.200
7 600 30 0.8 1.250 172.811
8 600 50 0.2 1.000 116.400
9 600 70 0.5 1.44 338.680


8
Table 3: Normalized response values (grey relational generation) and quality loss estimates
Response values (normalized) Quality loss estimates
Sl. No.
R
a
MRR R
a
MRR
Ideal sequence 1.0000 1.0000 0.0000 0.0000
1 0.7369 0.0000 0.2631 1.0000
2 0.2345 0.4566 0.7655 0.5434
3 0.0000 1.0000 1.0000 0.0000
4 1.0000 0.1927 0.0000 0.8073
5 0.2385 0.6614 0.7615 0.3386
6 0.6796 0.2340 0.3204 0.7660
7 0.6263 0.3011 0.3737 0.6989
8 0.9595 0.1471 0.0405 0.8529
9 0.3731 0.7540 0.6269 0.2460

Table 3 also represents quality loss estimates of individual responses. Grey relational coefficients of individual responses have
been calculated using equation (c), and tabulated in Table 4. From the knowledge of literature distinguishing coefficient has been
selected as 0.5. Table 5 represents overall grey relational grade (using equation (e)) for three sets of response weightages. In case
1, equal priority has been given to both roughness value and MRR. In case 2, 75% importance has been given to roughness value;
and rest 25% for MRR. Similarly in case 3, roughness is assigned a weightage of 0.25 and for MRR priority weight is 0.75.

Table 4: Grey relational coefficients of individual responses
Response values (normalized)
Sl. No.
R
a
MRR
1 0.6552 0.3333
2 0.3951 0.4792
3 0.3333 1.0000
4 1.0000 0.3825
5 0.3964 0.5962
6 0.6095 0.3949
7 0.5723 0.4170
8 0.9251 0.3696
9 0.4437 0.6702

Table 5: Overall grey relational grade and predicted optimal setting
Case 1 Case 2 Case 3
Sl. No.
1 2
0.5 w w = =
1 2
0.75, 0.25 w w = =
1 2
0.25, 0.75 w w = =
1 0.4943 0.5747 0.4138
2 0.4372 0.4161 0.4582
3 0.6667 0.5000 0.8333
4 0.6912 0.8456 0.5369
5 0.4963 0.4463 0.5463
6 0.5022 0.5558 0.4486
7 0.4947 0.5335 0.4559
8 0.6473 0.7862 0.5084
9 0.5570 0.5003 0.6136
Optimal setting A3 B3 C2 A2 B1 C1 A1 B3 C3
Rank of factors 2(A), 1(B), 3(C) 3(A), 2(B), 1(C) 3(A), 1(B), 23(C)

Optimal factor setting for the aforesaid three case studies have been shown in Table 5. These have been evaluated from Figure 2,
3 and 4 respectively. It has been observed that the optimal factorial combination is sensitive to the individual response weights.
But assignment of these weights highly depends on the decision maker. Therefore, it seems necessary to propose a tool which can
estimate these response weights mathematically so as to avoid variation of optimal setting due to various setting of response
priorities defined by the decision maker.
In view of the above fact, the study proposes application of entropy measurement technique for systematic calculation and
strategic evaluation of individual response weights. The evaluation procedure is given in detail.

9

Figure 2: S/N Ratio plot for evaluation of optimal setting (Case 1)



The sum of grey relational coefficients , 1, 2
j
D j = for both surface roughness and MRR, have been calculated using equation
(h). These are shown in Table 6. The value of the normalized coefficient has been calculated using equation (i). In the present case,
9 m = . Calculated value of the normalized coefficient becomes 0.1713 k = .


10
Table 6: Calculation of
j
D (Sum of grey relational coefficients)
Sum of grey relational coefficients of each responses
Surface roughness MRR
5.3306 4.6429

( )
i
j
r j
D

( )
i
j
r j
D

Sl. No.
1 0.1229 0.0718
2 0.0741 0.1032
3 0.0625 0.2154
4 0.1876 0.0824
5 0.0744 0.1284
6 0.1143 0.0851
7 0.1074 0.0898
8 0.1735 0.0796
9 0.0832 0.1443

The values of
( )
i
j
r j
D

and
( )
i
e
j
r j
k w
D

for surface roughness and MRR have been furnished in Table 7 and 8, respectively.
Entropy of the responses has been calculated using equation (j); the values have been furnished in Table 9. The sum of entropy
0.7966 E = has been calculated using equation (k). The individual response weights (Table 9) have been calculated using
equation (l). It has been found that both surface roughness and MRR are equally important
1 2
0.5 w w = = . It corresponds to Case
1. The overall grey relational grade has been calculated using equation (e), shown in Table 5 earlier. Thus, multi-criteria
optimization problem has been transformed into a single objective optimization problem using the combination of Taguchi
approach and grey relational analyses. Higher is the value of grey relational grade, the corresponding factor combination is said to
be close to the optimal. The optimal factor combination as evaluated using (Figure 2) is A3 B3 C2. After evaluating the optimal
setting, confirmatory test has been conducted. It showed satisfactory results. At optimal setting, experimentally obtained value of
overall grey relational grade became more compared to Taguchis prediction.

( )
i
e
j
r j
k w
D

( )
i
e
j
r j
k w
D

Sl. No.
1 0.0492 0.0306
2 0.0316 0.0424
3 0.0270 0.0763
4 0.0690 0.0347
5 0.0316 0.0510
6 0.0463 0.0357
7 0.0438 0.0375
8 0.0650 0.0337
9 0.0350 0.0562


11
j
e (entropy of each quality indexes)
Entropy of each responses
0.3985 0.3981

j
w (weightage value of each quality characteristics)
Response weights
Priority weight of surface roughness
1
( ) w Priority weight MRR
2
( ) w
0.50 0.50

8. Conclusions

The foregoing study deals with multi-criteria optimization of CNC end milling by applying grey based Taguchi method.
Application of grey relation theory is recommended to convert multiple objectives into a single objective function (overall grey
relational grade) to facilitate exploration of Taguchi method. Traditional Taguchi method cannot solve a multi-objective
optimization problem. That is why in the present work Taguchi method has been integrated with grey relation theory. Entropy
measurement technique has been proposed to calculate individual response weights according to their relative priority. The
integrated technique adapted in the present study may be efficiently applied for continuous quality improvement and off-line
quality control of process not only CNC end milling but also any other machining operations where multiple objectives (responses)
come under consideration.
In the said research it has been assumed that all responses are independent i.e. uncorrelated. But in practice this assumption may
deviate. How to tackle this situation seems really a challenging task. There exists enough scope to continue research in this
particular direction. Moreover, interaction effect of process parameters may also be considered in future work.

References

Alauddin M., El Baradie M.A. and Hashmi M.S.J., 1995. Computer aided analysis of a surface roughness model for end milling,
Journal of Material Processing Technology, Vol. 55, pp. 123-127.
Dae Kyun Baek, Tae Jo Ko and Hee Sool Kim, 1997. A dynamic surface roughness model for face milling, Precision Engineering,
Vol. 20, pp. 171-178.
Fuh Kuang-Hua and Wu Chiu-Fu, 1995. A proposed statistical model for surface quality prediction in end milling of Al alloy,
International Journal of Machine Tools & Manufacturing, Vol. 35, No. 8, pp. 1187-1200.
Ki Yong Lee, Myeong Chang Kang, Yung Ho Jeong, Deuk Woo Lee and Jeong Suk Kim, 2001. Simulation of surface roughness
and profile in high-speed end milling, Journal of Material Processing Technology, Vol. 113, pp. 410-415.
Tsai Yu-Hsuan, Chen Joseph C. and Lou Shi-Jer, 1999. An in-process surface recognition system based on neural networks in end
milling cutting operations, International Journal of Machine Tools & Manufacturing, Vol. 39, pp. 583-605.
Benardos P.G. and Vosniakos G.C., 2002, Prediction of surface roughness in CNC face milling using neural networks and
Taguchis design of experiments, Robotics and Computer Integrated Manufacturing, Vol. 18, pp. 343 - 354.
Ozcelik B. and Bayramoglu M., 2006, The statistical modeling of surface roughness in high-speed flat end milling, International
Journal of Machine Tools & Manufacturing, Vol. 46, pp. 1395-1402.
Back D.K., Ko T.J. and Kim H.S., 2001, Optimization of feed rate in a face milling operation using a surface roughness model,
International Journal of Machine Tools & Manufacturing, Vol. 41, pp. 451-462.
Alauddin M., El Baradie M.A. and Hashmi M.S.J., 1997. Prediction of tool life in end milling by response surface methodology,
Yang L. John and Chen C. Joseph, 2001. A systematic approach for identifying optimum surface roughness performance in end-
milling operations, Journal of Industrial Technology, Vol. 17, pp.1-8.
Ghani J.A., Choudhury I.A. and Hassan H.H., 2004. Application of Taguchi method in the optimization of end milling parameters,
Mansour A. and Abdalla H., 2002. Surface roughness model for end milling: a semi-free cutting carbon casehardening steel
(EN32) in dry condition, Journal of Material Processing Technology, Vol. 124, pp. 183-191.
Reddy N., Kumar S. and Rao P. Venkateswara, 2006. Experimental investigation to study the effect of solid lubricants on cutting
forces and surface quality in end milling, International Journal of Machine Tools & Manufacturing, Vol. 46, pp. 189-198.
Colak O., Kurbanoglu C. and Kayacan M.C., 2007. Milling surface roughness prediction using evolutionary programming
methods, Materials and Design, Vol. 28, pp. 657-666.
Oktem H., Erzurumlu T. and Kurtaran H., 2005. Application of response surface methodology in the optimization of cutting
conditions for surface roughness, Journal of Material Processing Technology, Vol. 170, pp. 11-16.

12
Lou M.S., Chen J.C. and Li C.M., 1999. Surface roughness prediction technique for CNC end-milling, Journal of Industrial
Technology, Vol. 15, No. 1, pp. 1-6.
Fuh K.H. and Chang H.Y., 1997. An accuracy model for the peripheral milling of aluminum alloys using response surface design,
Kopac J. and Krajnik P., 2007. Robust design of flank milling parameters based on grey-Taguchi method, Journal of Material
Processing Technology, pp. 1-4.
Wen K.L., Chang T.C. and You M.L., 1998. The grey entropy and its application in welding analysis, IEEE International
Conference on Systems, Man, and Cybernetics, Vol. 2, pp. 1842-1844.
Wen K.L., 2004. Grey system: Modeling and prediction, Yangs Scientific Press, Tucson.
Datta S., Nandi G. and Bandyopadhyay A, 2009. Application of entropy measurement technique in grey based Taguchi method for
solution of correlated multiple response optimization problems: A case study in welding, Journal of Manufacturing Systems, (in
press) DOI: 10.1016/j.jmsy.2009.08.001.
Mahapatra S.S. and Chaturvedi, V., 2009, Modeling and analysis of abrasive wear performance of composites using Taguchi
approach, International Journal of Engineering, Science and Technology, Vol. 1, No. 1, pp. 123-135.
Nandi G., 2009, Development of robust methodology for multi-response optimization and off-line quality control in submerged arc
welding, Ph. D. Thesis, Jadavpur University, Kolkata.
Moshat S., Datta S., Bandyopadhyay A. and Pal P.K., 2010, Optimization of CNC end milling process parameters using PCA
based Taguchi method, International Journal of Engineering, Science and Technology, Vol. 2, No. 1, pp. 92-102.

Biographical notes

Mr. Sanjit Moshat is an Ex. P. G. scholar of Department of Mechanical Engineering, Jadavpur University, Kolkata, India. He did his M. E. in Production
Engineering from Jadavpur University in the year 2007.

Dr. Saurav Datta (*) is an Assistant Professor in the Department of Mechanical Engineering, National Institute of Technology Rourkela India. He obtained his
BME (Hons), and PhD degrees in Mechanical Engineering from Jadavpur University. He has more than 6 years of experience in teaching and research. His current
area of research includes Welding Technology, Manufacturing Processes, Multi-Criteria Decision-Making, Quality Engineering, optimization & Simulation
modeling.

Dr. Asish Bandyopadhyay is a Professor of the Department of Mechanical Engineering, Jadavpur University, Kolkata, India. He has been serving at the university
for the last 23 years. He completed his undergraduate and postgraduate studies in Mechanical Engineering and was awarded PhD (Engg) degree from Jadavpur
University. Before joining Jadavpur University, he served in heavy industries in India for approximately six years. His fields of interest include manufacturing and
machining technology and heat transfer.

Dr. Pradip Kumar Pal is presently a Professor of the Department of Mechanical Engineering, Jadavpur University, India. He obtained his BME (Hons), MME
and PhD degrees in Mechanical Engineering from Jadavpur University. He has been involved with teaching and research since 1985 at said university. His teaching
and research areas include manufacturing science, machine tool vibration and welding technology.

Received December 2009
Accepted January 2010
Final acceptance in revised form February 2010

MultiCraft

Vol. 2, No. 2, 2010, pp. 23-30

INTERNATIONAL
JOURNAL OF
ENGINEERING,
SCIENCE AND
TECHNOLOGY

www.ijest-ng.com

A price based automatic generation control using unscheduled interchange
price signals in Indian electricity system

Saurabh Chanana*, Ashwani Kumar

Department of Electrical Engineering, National Institute of Technology Kurukshetra, INDIA
*
Corresponding Author: e-mail: saurabh@nitkkr.ac.in, Tel +91-1744-233401, Fax.+91-1744-238050

Abstract

The Availability Based Tariff (ABT) mechanism has been introduced in Indian system mainly to ensure grid security and to
deal with grid indiscipline prevailing in the system prior to its introduction. Unscheduled Interchange (UI) charge - one of the
components of ABT, acts a mechanism for regulating the grid frequency. At the same time, this mechanism offers opportunity to
participants to exchange as and when available surplus energy at a price determined by prevailing frequency conditions.
Although the underlying principle on which UI mechanism of ABT operates is quite different from the conventional load
frequency control mechanism, it can still be viewed as a price based secondary generation control mechanism. Presently, the
generators are responding to price signals manually. In this paper, a model for price based automatic generation control is
presented. A modified control scheme is proposed which will prevent unintended unscheduled interchanges among the
participants. The proposed scheme is verified by simulating it on a model of isolated area system having four generators. It has
been shown here that such control mechanism, if adopted by all generating stations, can improve the control of frequency and
bring down the UI obligation of participants.

Keywords: Availability based tariff, generation control error, price based automatic generation control, unscheduled interchange
price.

1. Introduction

India is one of the fastest growing economies in the world. Providing adequate electricity supply to fuel high growth rates has
been one of the major challenges before the country. Despite of steady increase in power generation capacity over last few
decades, demand growth has far outstripped supply growth. This has led to a continued energy shortage over the years. Even at
present, the energy shortage and peak demand shortage are estimated to be 9.3% and 12.6% respectively (CEA, 2009). The power
deficit situation in the country was further aggravated by problems like fuel supply bottlenecks, high transmission and distribution
losses, poor financial health of public utilities and a volatile electric grid with wide and rapid frequency fluctuations (Gupta and
Sathaye, 2009; Yadav et al., 2005). Government of India has taken some path breaking initiatives during the last decade to
overcome these problems. EA 2003 was enacted to introduce competition and efficiency in Indian power sector. The act envisages
de-licensing of generation, unbundling of vertically integrated public utilities, introducing open access and allowing private
participation in transmission and distribution sector (The Gazette of India, Extraordinary, 2003). Another important step has been
introduction of ABT mechanism for bulk power transactions. The ABT mechanism has been introduced mainly to ensure grid
security and deal with grid indiscipline prevailing in the system prior to its introduction (Bhushan, 2005).
Before the introduction of ABT scheme, grid operators in India faced a major problem in the form of grid indiscipline. A
glaring symptom of which was wide and rapid fluctuations in grid frequency from below 48.0 Hz to above 52.0 Hz on daily basis.
Abnormally low frequency during peak load hours was caused by inadequate generation capacity and attempts of meeting
consumer loads in excess of available generation by public distribution utilities. High frequency during off-peak hours was the
result of generation stations not backing down adequately when the consumer demand came down. The root cause of this problem
was the then prevailing single part tariff structure for bulk power supply which disregarded the withdrawal pattern, deviation from
schedule, system condition etc.
Chanana and Kumar / International Journal of Engineering, Science and Technology, Vol. 2, No. 2, 2010, pp. 23-30

24

ABT is a three-part tariff scheme. First part being a fixed component is linked to the availability of generating stations, second
part is a variable component linked to the energy charges for scheduled interchange and third part is a frequency dependent
component linked with the unscheduled interchange. In the given generation shortage scenario of Indian power system, the third
component of ABT the UI charge acts as a mechanism for regulating the grid frequency. At the same time, this mechanism offers
opportunity to participants to exchange as and when available surplus energy at a price determined by prevailing frequency
conditions (Bhushan et al., 2004). Although the underlying principle on which UI mechanism of ABT operates is quite different
from the conventional load frequency control mechanism, it can still be viewed as a price based secondary generation control
mechanism. Currently, the nature of this control is manual as generators see the price signal and respond to it by increasing or
decreasing their output manually.
An automatic generation control scheme based in UI price has been presented by Tyagi and Srivastava (2004). This paper
attempts further investigation on a price based automatic generation control (PBAGC) in Indian power system and how it can be
modeled accurately. A modified control scheme is proposed which will prevent unintended unscheduled interchanges among the
participants if PBAGC is introduced. It has been shown here that such mechanism, if adopted by all generating stations, can
improve the control of frequency and bring the UI price down.

2. Structure of Indian Power Sector

Before we give details of the constituents of ABT scheme, it is necessary to explain the backdrop in which this scheme was
introduced. The structure of ownership of generation and transmission facilities in India is based on the federal structure of the
country. In each of the states in the region, most of the generation is owned by the State Electricity Boards (SEBs), which are
vertically integrated utilities with generation, transmission and distribution under their control. Many of the SEBs are now
unbundled into separate generation, transmission and distribution corporations. The Union Government (also called the Central
Government) own generation utilities that supply bulk power to the SEBs based on allocations to the states made by the Union
Government. These utilities are known as Central Generating Stations (CGSs) and currently supply around 34% of the total
generation to the system. Their share in generation capacity is projected to increase to 39% by 2012.
The transmission grid is divided into five regional grids Northern, Western, Southern, Eastern and North-Eastern. All grids
except Southern are now inter-connected via synchronous links. A Regional Load Dispatch Center (RLDC) in each of the region
coordinates the daily scheduling process for dispatch of centrally generated power. Inter-regional exchanges are coordinated
through National Load Dispatch Centre (IEGC, 2006). After collecting the availability of power from CGS for the next day (in 96
slots of 15 min each), RLDC allocates this power to respective SEBs as per their percentage share in CGS pool. SEBs then carry
out an exercise to see how best they can meet the load of their consumers over the day, from their own generation stations along
with their entitlement in CGS. They submit their requisitions to the RLDC, which then decides the dispatch schedule for CGS and
withdrawal schedule for the SEBs.

3. Availability Based Tariff

To deal with the problems faced by grid operators a new tariff scheme: Availability Based Tariff was introduced in July 2002.
ABT comprises of three components: (a) Capacity Charge (b) Energy Charge (c) Unscheduled Inter-change (UI) Charge.

3.1 Capacity Charge: This component represents the fixed cost and is linked to the availability of the plant, i.e., its capability to
deliver MWs on a day-by-day basis. The total amount payable to the generating company over a year towards the fixed cost would
depend on the average availability of the plant over the year. In case the average actually achieved over the year is higher than the
specified norm for plant availability, the generating company would get a higher payment. In case the average availability
achieved is lower, the payment will be lower. Hence, the scheme is named Availability Based Tariff.

3.2 Energy Charge: This component of ABT comprises of the variable cost, i.e. the fuel cost of the power plant for generating
energy as per given schedule for the day. Therefore, this energy charge is not according to the actual generation but only for
scheduled generation.

3.3 Unscheduled Interchange Charge: In case there are deviations from schedule, this third component of ABT comes into picture.
Deviations from schedule are determined in 15-minute time blocks through special metering. They are priced according to the
system condition prevailing at that time. If the frequency is above 50 Hz (nominal frequency in Indian System), UI rate will be
small and if it is below 50 Hz, it will be high. As long as the actual generation/withdrawal is according to the given schedule, the
third component of ABT is zero. In case of over-drawal (withdrawal in excess of schedule), beneficiary has to pay UI charge
according to the frequency dependent rate specified.

Beside promoting competition, efficiency and economy and leading to more economically viable power scenario, ABT has been
able to pave way for high quality power with more reliability and availability through enhanced grid discipline.

25

By giving incentives for enhancing the output capability of power plants, it enables more consumer load to be met during
peak hours.
By separating fixed charges based on availability from variable charges, backing down during off peak hours no longer
results in financial loss to generating stations. Therefore, earlier incentive for not backing down and raising system
frequency during off-peak hours no longer exists.
By charging separately for unscheduled interchanges, the problem of over-drawal during peak load condition, resulting in
lowering of frequency, has been controlled. UI rate is high during the low frequency condition, which discourages the
over-drawal of power.
Apart from these intended benefits, the ABT mechanism has provided a vast scope of unscheduled interchange of as and when
available surplus energy in the grid.

4. Modeling of Frequency-UI Price Block

The shape of UI price vs. frequency curve has been a subject of much debate among the sector participants. Regular
modifications have been done in the shape of UI curve since it was introduced in 2000. The modifications have been ordered by
Central Electricity Regulatory Commission (CERC), so as to meet the stated objectives of ABT mechanism. Initially, the
frequency range in which UI prices vary was set between 49.0 and 50.5 Hz (CERC, 2000). In 2009, CERC has come up latest
regulations (CERC, 2009) which set the frequency range between 49.2 and 50.3 Hz. UI Price varies inversely with frequency. In
the original regulations, the minimum price was zero INR/kWh at 50.5 Hz and maximum price limit was 4.80 INR/kWh at 49.0
Hz. In the 2009 regulations, minimum price is zero INR/kWh at 50.3 Hz and maximum price is 7.35 INR/kWh at 49.2 Hz. This
curve is shown in Figure 1. The maximum price cap is set by CERC to accommodate the highest price generation in the system.
Now, CERC has adopted a process whereby the max UI price cap is to be reviewed six monthly. Additionally, there are kinks (or
dual slopes) in the UI curve. In the March 2009 UI curve shown in Figure 1, the price varies from 7.35 INR/kWh at 49.2 Hz to
4.80 INR/kWh at 49.5 Hz in steps of 0.17 INR/kWh per 0.02 Hz and from 4.80 INR/kWh at 49.2 Hz to zero INR/kWh at 50.3 Hz,
in steps of 0.12 INR/kWh per 0.02 Hz.
49 49.2 49.5 50 50.3 50.5
0
1
2
3
4
5
6
7
8
Frequency (in Hz)
U
I

C
h
a
r
g
e
(

i
n

I
N
R
/
k
W
h
)

Figure 1. UI Price vs. Frequency Chart (March, 2009)
We use a frequency to price conversion block for modeling the price responsive generation in this paper. Although the UI price
varies in discreet steps of 0.02 Hz, we assume continuous variation of frequency for this work. The block is implemented in
SIMULINK using embedded MATLAB function block. The code for the block is given in Figure 2.

if f <= 49.2
= 7350
elseif f <= 49.5
= 4800 + 8500 * (49.5 - f)
elseif f <= 50.3
= 6000* (50.3 - f)
else
= 0
end
end
end

Figure 2. Frequency to Price conversion block


26

5. Proposed Generation Control Model

As a result of successful implementation of UI mechanism in Indian electricity sector, a UI price signal is always available in
real-time. This price signal fluctuates with grid frequency and can easily be accessed by any participant (generator or load)
connected to the grid. This section explains a price based generation control mechanism, which can be adopted by generators by
utilizing the UI price signal.
Indian Electricity Grid Code (IEGC) stipulates a Free Governor Mode of Operation (FGMO) for all generation units connected
to the regional grid. According to IEGC, the droop of the governors should be set between 3 to 6 percent (IEGC, 2006). The
FGMO is a primary level control, which acts as a first line of defense against sudden frequency rise\fall. With only FGMO acting,
the system deviates from nominal frequency and generation units deviate from their respective schedules, in response to changes in
load. Conventionally, a secondary level control (LFC or AGC) is recommended to bring frequency back to nominal value.
Implementation of a successful secondary control mechanism is not possible in India under present circumstances, as there is a
generation shortage. However, the UI mechanism of ABT itself is meant to provide a secondary level control. The generation units
are expected to respond to the UI price signal in real-time. Although the wide fluctuations in frequency have been tamed through
implementation of UI mechanism, the frequency profile is still not as smooth as desirable. The Generation units respond to the UI
price signal manually, often resulting in a delayed response. This causes frequency to fluctuate rapidly. Sometimes, the generation
units may not act or may act out of merit. This results in a higher UI price than expected.

1
1+sT
g

1
1+sT
t

1
R
Frequency
to Price
Calculate
Marginal
Cost
K
i
s
f0
f

P
g
Pg0
GCE

Figure 3. Price based automatic generation control

This section describes a PBAGC that will ensure that generators respond to the UI price automatically and in a desirable manner.
The desirable properties of this controller are:
It should ensure that frequency control is as smooth as possible
It should ensure that UI price is minimum possible.
The basic principle of this control is illustrated in Figure 3. Each generator individually monitors the UI price and compares
with its marginal cost . It derives an error signal, which is the difference of current UI price and its own marginal cost. This error
signal, which can be termed as generation control error (GCE), is fed to an integral controller. A positive GCE indicates that the
generator will profit by increasing generation level. A negative GCE indicates that Generator will profit by decreasing the
generation level. Since under ABT, the payments received by generators for UI are separate from the payments for SI, the
generators earn profit in both cases.

6. Simulation Study and Results

The control scheme described in the previous section is similar to one suggested by Tyagi and Srivastava (2004). This scheme
has a shortcoming. It runs into problem due to fixed nature of UI curve. Under current regulations (CERC, 2009), UI price is
pegged at 1800 INR/MWh at 50 Hz frequency. This means that if everyone (Generators and Loads) adhere to the schedule, the
frequency should be 50 Hz and UI price 1800 INR/MWh. However, at 1800 INR/MWh UI price some generators get an error
signal causing them to deviate from their schedule. This may even cause the frequency to deviate from nominal value. This
outcome is undesirable, as it results in UI among generators even when load is as per schedule.
To illustrate our point, we simulated an isolated area system having a capacity of 5000 MW supplied by four generating stations.
The relevant data of isolated area and generating stations is given in Table 1 and Table 2 respectively. All models are created using
MATLAB/SIMULINK. Let us consider three scenarios:


27

Table 1. Area Data
Capacity 5000 MW
H 25000 MWs
D 100 MW/Hz
f
0
50 Hz

Table 2. Generator Data
Generator 1 Generator 2 Generator 3 Generator 4
Capacity (MW) 1500 1500 1000 1000
b
i
(INR/MWh) 800 1000 1600 2000 Cost
Coefficients c
i
(INR/MWh
2
) 0.3 0.3 0.4 0.4

Table 3. Generation Schedule (in MW)
Generator 1 Generator 2 Generator 3 Generator 4
Scenario 1 1500 1333.33 250 0
Scenario 2 1500 1500 83.33 0
Scenario 3 1500 1500 250 0

Scenario 1: The generators are scheduled in merit order and load level results in system marginal cost of 1800 INR/MWh.
This scenario represents the only case in which price based generation control works successfully. The scheduled generation of
this scenario is given in first row of Table 3. For this scenario, the generation is scheduled so that the overall system marginal cost
is 1800 INR/MWh. The load level does not change during the simulation. This means that none of the generators will get any error
signal. The outcome of simulation is shown in Figure 4. It is observed that there is no impact on either frequency/UI price or
scheduled generation.
Scenario 2: Load level results in system marginal cost of 1800 INR/MWh but generators are not scheduled in merit order.
The scheduled generation for this scenario is given in the second row of Table 3. In this case, the generation is not scheduled as per
merit order. Even if the load level is kept same, the generators scheduled out of merit will get error signal and will reschedule. The
results of simulation are shown in Figure 5. Although the frequency and UI price are restored, the generation of second and third
generator is rescheduled.
Scenario 3: Load level results in a system marginal cost higher that 1800 INR/MWh.
The scheduled generation for this scenario is given in third row of Table 3. Until now, the load has been kept at a level so that the
system marginal cost comes out to be 1800 INR/MWh. However, this would rarely be the case. The results of simulation are
shown in Figure 6. The outcome of simulation shows that even when there is no load change, neither the nominal frequency / UI
price nor the scheduled generation can be maintained.

0 20 40 60 80 100
49.99
49.995
50
50.005
F
r
e
q
u
e
n
c
y

(
in

H
z
)
0 20 40 60 80 100
1740
1760
1780
1800
1820
1840
1860
U
I

P
r
i
c
e

(
i
n

I
N
R
/
M
W
h
)
0 20 40 60 80 100
-200
-100
0
100
200
P
g

(
in

M
W
)
Time in s

P
g1
P
g2
P
g3
P
g4

Figure 4. Scenario 1
0 20 40 60 80 100
49.99
49.995
50
50.005
F
r
e
q
u
e
n
c
y

(
in

H
z
)
0 20 40 60 80 100
1740
1760
1780
1800
1820
1840
1860
U
I

P
r
ic
e

(
in

I
N
R
/
M
W
h
)
0 20 40 60 80 100
-200
-100
0
100
200
P
g

(
in

M
W
)
Time in s

P
g1
P
g2
P
g3
P
g4

0 20 40 60 80 100
49.99
49.995
50
50.005
F
r
e
q
u
e
n
c
y

(
i
n

H
z
)
0 20 40 60 80 100
1740
1760
1780
1800
1820
1840
1860
U
I

P
r
ic
e

(
in

I
N
R
/
M
W
h
)
0 20 40 60 80 100
-200
-100
0
100
200
P
g

(
i
n

M
W
)
Time in s

P
g1
P
g2
P
g3
P
g4


Therefore, there is a need to improve the proposed control mechanism so that no action is taken by generators if all the loads and
other generators stick to their respective schedules. Instead of computing GCE for each generator in a simple manner as shown in
Figure 3, a new algorithm for computing GCE is proposed. Flowchart of modified control scheme is shown in Figure 7. This
control scheme ensures that schedules are maintained even if there is no load change, and suitable action is taken if there is a load
change. The basic approach of the proposed control scheme is that it deals with generators with marginal cost higher than 1800
INR/MWh, and those with marginal cost less than equal to 1800 INR/MWh in a different manner. For the generators whose
marginal cost is greater than 1800 INR/MWh, the next step is to see if UI price is higher than its marginal cost, than GCE is set at
minus . In case UI price is less than 1800 INR/MWh, GCE is set at -1800 and in case UI price is in between the marginal cost
of generator and 1800, GCE is set at zero. This ensures that GCE would be positive if UI price is greater than the marginal cost of
generator and negative if UI price is less than 1800 INR/MWh and would be zero otherwise. Similarly, for generators having
marginal cost less than 1800 INR/MWh, GCE would be positive if UI price is greater than 1800 INR/MWh and negative if UI
price is less than the marginal cost of generator and would be zero otherwise.

Read ,
GCE = -
If
>1800
GCE = - 1800 GCE = 0
If
>
IF
< 1800
IF
>1800
IF
<
Y
Y
Y
Y
Y
N
N
N N

Figure 7. Flowchart for calculating GCE
To verify the outcome of proposed control, we apply this scheme to all three scenarios described before. The generation schedule
or frequency does not deviate in any of the three cases. The result of application of proposed control on third scenario is given in
Figure 8. We further test the operation of proposed control in Scenario 3 under application of a step load change of 100 MW. The
results are shown in Figure 9. In this case, Generator 1 and 2 are loaded to their maximum capacity, hence cannot absorb any load
increase. Only Generator 3 loaded at 250 MW and Generator 4 loaded at zero MW have a capacity to increase generation. As soon
as load increase is applied, the frequency falls and consequently UI price rises, reaching around 2400 INR/MWh. Since, the
current marginal cost of Generator 3 is 1800 INR/MWh and that of Generator 4 is 2000 INR/MWh, both generators get a positive
GCE. Generator 3 and 4 take corrective action and UI price finally settles at 1875 INR/MWh. At this UI price, Generator 3 should
absorb all the load change and Generator 4 should get a GCE equal to zero. We observe that Generator 3 has not completely
absorbed the load increment. Out of 100 MW, around five MW is taken by Generator 4. This small generation by Generator 4 is
the result of primary action (FGMO) of Generator 4. The final value of UI price is 1875 INR/MWh, which corresponds to 49.9875
Hz. The frequency settles at a value less than nominal, hence some generation of Generators 3 and 4 will be due to their FGMO or
primary control action. Ultimately, we can conclude that proposed price based control, unlike a conventional secondary, may not
restore frequency to nominal value. However, if compared to only FGMO, it reduces the frequency error considerably and
minimizes the UIs taking place in the system.

29

0 20 40 60 80 100
49.9
49.95
50
50.05
F
r
e
q
u
e
n
c
y

(
in

H
z
)
0 20 40 60 80 100
1400
1600
1800
2000
2200
2400
U
I

P
r
i
c
e

(
i
n

I
N
R
/
M
W
h
)
0 20 40 60 80 100
-100
-50
0
50
100
P
g

(
i
n

M
W
)
Time (in s)

P
g1
P
g2
P
g3
P
g4


0 20 40 60 80 100
49.9
49.95
50
50.05
F
r
e
q
u
e
n
c
y

(
i
n

H
z
)
0 20 40 60 80 100
1400
1600
1800
2000
2200
2400
U
I

P
r
i
c
e

(
in

I
N
R
/
M
W
h
)
0 20 40 60 80 100
-100
-50
0
50
100
P
g

(
in

M
W
)
Time (in s)

P
g1
P
g2
P
g3
P
g4

Figure 9. Scenario 3 (+100 MW step
load change)

0 20 40 60 80 100
49.9
49.95
50
50.05
F
r
e
q
u
e
n
c
y

(
i
n

H
z
)
0 20 40 60 80 100
1400
1600
1800
2000
2200
2400
U
I

P
r
i
c
e

(
i
n

I
N
R
/
M
W
h
)
0 20 40 60 80 100
-100
-50
0
50
100
P
g

(
i
n

M
W
)
Time (in s)

P
g1
P
g2
P
g3
P
g4

Figure 10. Scenario 3 (-100 MW step
load change)

A step load change of -100 MW is applied to check the performance of the proposed control under load decrement. The results
are shown in Figure 10. A rise in frequency is observed and consequently the UI price falls to around 1450 INR/MWh. Only
Generators 1, 2, and 3 are capable of reducing their outputs. At scheduled load, marginal cost of Generators 1, 2, 3 are 1700, 1900
and 1800 INR/MWh respectively. All generators including Generator 1, whose marginal cost is less than 1800 INR/MWh, get a
negative GCE. As a result of corrective action taken by these generators, the UI price rises to 1800 INR/MWh and frequency is
restored to 50 Hz. Since the generators were loaded out of merit initially, there is sufficient capacity available with Generator 2,
who has the highest marginal cost, to absorb reduction of 100 MW. Had the generators been loaded in merit order, a load reduction
of 100 MW would have certainly resulted in small frequency rise. We have seen that the proposed control scheme gives
satisfactory results in terms of frequency control and UI reduction for a variety of operational conditions.

7. Conclusions

This paper discusses UI mechanism of ABT as a price based secondary control, which is manual in nature. It presents a price
based automatic generation control that can be implemented in Indian system. It is shown that this control, if not suitably modified,
will result in undesirable UIs. A modified controller is proposed which is able to deal with fixed nature of UI curve. The working
of modified controller is verified through simulation of various scenarios and it is shown that it is able to avoid undesirable UIs.
The successful operation of modified PBAGC is further tested by applying a step load increase and a step load decrease. The
results of simulation show that the control is successful in bringing down the frequency deviation. The final frequency under this
control may not settle to nominal value, but to a value equivalent to system marginal cost (on UI price vs. frequency curve) while
serving the load.
Implementation of proposed control on all central and state generating stations will not only result in better control of frequency,
but merit order dispatch of generation can also be ensured at the same time. The UI obligations of participants can be drastically
reduced through this mechanism. In this paper, modified PBAGC is applied to an isolated area test system. In future, the impact of
such mechanism on frequency, UIs and tie-line exchanges can be observed by taking multi-area systems.

Nomenclature

f Frequency (Hz)
Unscheduled interchange price (INR/MWh)
Marginal cost (INR/MWh)
b
i
First order cost coefficient (INR/MWh)
c
i
Second order cost coefficient (INR/MWh
2
)
H Inertia constant of isolated area (MW-s)
D Load damping of isolated area (MW/Hz)
ABT Availability Based Tariff

30

AGC Automatic Generation Control
CERC Central Electricity Regulatory Commission
CGS Central Generating Station
FGMO Free Governor Mode of Operation
GCE Generation Control Error
IEGC Indian Electricity Grid Code
LFC Load Frequency Control
PBAGC Price Based Automatic Generation Control
RLDC Regional Load Dispatch Center
SEB State Electricity Board
UI Unscheduled Interchange

References

Bhushan B., Roy A. and Pentayya P., 2004. The Indian Medicine. Proc. of IEEE PES General Meeting, Denver, USA. Vol. 2, pp.
2236-2239.
Bhushan B., 2005. ABC of ABT: A primer on availability tariff. Available online: http://www.nrldc.org/docs/abc_abt.pdf.
Central Electricity Authority, 2009. Load Generation Balance Report 2009-10. CEA, New Delhi, India. Available online:
http://cea.nic.in/god/gmd/lgbr_report.pdf
Central Electricity Regulatory Commission, 2000. ABT Order. CERC, New Delhi, India. Available online:
http://www.cercind.gov.in/orders/2-1999GOIABT040100.pdf
Central Electricity Regulatory Commission, 2009. Unscheduled interchange charges and related matters regulation, 2009. CERC,
New Delhi, India. Available online: http://www.cerc.gov.in.
Gupta A.P. and Sathaye J., 2009. Electrifying India. IEEE Power and Energy Magazine. Vol. 7, No. 5, pp. 53-61.
Indian Electricity Grid Code, 2006. Available online: http://cercind.gov.in/Regulations/Indian-Electricity-Grid-Code-2006.pdf.
Roy A., Khaparde S.A., Pentayya P. and Pushpa S., 2005. Operating Strategies for Generation Deficient Power System. Proc.
IEEE PES General Meeting, San Francisco, USA. Vol. 3, pp. 2738-2745.
The Gazette of India, Extraordinary, 2003. The Electricity Act, 2003 Part II Section 3 Sub-section (ii) June 10, 2003. Ministry of
Power, Government of India, New Delhi., Available online: http://www.powermin.nic.in/acts_notification/electricity_act2003
/pdf/The%20Electricity%20Act_2003.pdf
Tyagi B. and Srivastava S.C., 2004. A mathematical framework for frequency linked availability based tariff mechanism in India.
National Power Systems Conference, IIT Madras, Chennai, India, Vol. 1, pp. 516-521.
Yadav R.G., Roy A., Khaparde S.A., Pentayya P., 2005. Indias fast-growing power sector. IEEE Power and Energy Magazine.
Vol. 3, No. 4, pp. 39-48.

Biographical notes

Saurabh Chanana received bachelors and master degree in technology from National Institute of Technology Kurukshetra, India in 1996 and 2002, respectively.
Currently, he is assistant professor in the Electrical Engineering, National Institute of Technology Kurukshetra, India. His research interests include power system
restructuring, power system optimization & control, demand side management and FACTS applications. He is a life member of ISTE (India) and a member of
IEEE.

Ashwani Kumar did his bachelors of technology in Electrical Engineering from G. B. Pant University of Agriculture and Technology, Pant Nagar in 1988 and
masters degree from Punjab University Chandigarh in 1994 in honors. He obtained his Ph.D. from IIT Kanpur, India in Oct. 2003. He has his interests in power
system restructuring, FACTS applications, power systems dynamics, distributed generation, demand side management, and price forecasting. He is member of
IEEE, life member of Indian Society of Technical Education, (ISTE), and life member of Institution of Engineers (IEI) India. Presently, he is working as associate
professor in the Department of Electrical Engineering, National Institute of Technology, Kurukshetra, India.

Accepted February 2010
Final acceptance in revised form March 2010

MultiCraft

Vol. 2, No. 2, 2010, pp. 13-22

INTERNATIONAL
JOURNAL OF
ENGINEERING,
SCIENCE AND
TECHNOLOGY

www.ijest-ng.com

Minimization of sink mark defects in injection molding process
Taguchi approach

D. Mathivanan
1
*, M. Nouby
2
and R. Vidhya
3

1
Director of CAE Infotech, Chennai-600020, INDIA
2
AU/FRG Institute for CAD/CAM, Anna University, Chennai-600025, INDIA
3
Institute of Remote Sensing, Anna University, Chennai-600025, INDIA
E-mail: mathvan@yahoo.com (Mathivanan D.); *Corresponding author

Abstract

Optimal setting up of injection molding process variables plays a very important role in controlling the quality of the injection
molded products. It is all the most important to control attribute defects like sink marks. Sink marks are basically a designed in
problem and hence it is to be attended during designs stages. Owing to certain conditions and constraints, sometimes, it is rather
ignored during design stages and it is expected to be handled by molders with only instruction to do the best. Handling of
numerous processing variables to control defects is a mammoth task that costs time, effort and money. This paper presents a
simple and efficient way to study the influence of injection molding variables on sink marks using Taguchi approach. Using the
Taguchi approach, optimal parameter settings and the respective sink depth were arrived. The sink depth based on the validation
trials was compared with the predicted sink depth and they are found to be in good agreement. The results demonstrate the
ability of this approach to predict sink depth for various combination of processing variables with in the design space.

Keywords: Sink mark, plastic injection molding, Taguchi optimization, process optimization, attribute defects in injection
molding

1. Introduction

Injection molding is one of the major net shape forming processes for thermoplastic polymers. Over 30% of all the plastic parts
manufactured are by injection molding. Injection molding is ideally suited for manufacturing large quantities of mass produced
plastic parts of complex shapes and sizes. In the injection molding process, hot melt of plastic is forced into a cold empty cavity of
desired shape called mold. Then, the hot melt is allowed to solidify. Solidified net shape product is ejected out of the mold upon
opening. Although the process is simple, prediction of final part quality is a complex phenomenon due to the numerous processing
variables. Common defects in injection molding process can be classified in to two ways. They are:

1. Dimensional related
2. Attribute related

Dimensional related defects can be controlled by correcting the mold dimensions. But, attribute related defects are generally
dependent on the processing parameters. Some of the common attribute related defects are splay marks, sink marks, voids,
weld/meld lines, poor surface finish, air traps, burn marks etc. Of all attribute defects, sink marks are considered to be perennial.
Sink marks can be defined as an unwanted depression or dimple on the surface of molding due to localized shrinkage. The sink
marks can be minimized by optimizing the process parameter settings. The process parameter settings were traditionally based on
operators experiences.
A great deal of research is being carried out to understand, identify critical factors and possibly to optimize the molding process.
Most of the work carried out in the last decade was based on: theoretical, computer aided engineering based simulation models and
practical experimental trials (Kazmer, 1997). Shi and Gupta (1998) tried to predict sink mark depths using localized shrinkage
Mathivanan et al. / International Journal of Engineering, Science and Technology, Vol. 2, No. 2, 2010, pp. 13-22

14

analysis through finite element methods. They also tried to establish approximate empirical equations based on the rib geometry,
packing time and packing pressure (Shi and Gupta, 1999). But, other parameters like melt temperature, mold temperature, etc were
not considered. Predicted Sink mark depths were observed to be smaller than the actual. Dan Tursi and Bistany (2000) attempted
to study the effect of tooling factors like kind of mold material, gate type in addition to some processing parameters. In their study,
barrel temperature was considered instead of melt temperature. It was observed that, gate design did not significantly contribute to
sink marks but choice of mold material did significantly influence sink marks. Iyer and Ramani (2002) in an attempt to study the
use of an alternate high thermal conductivity mold material, sink mark defect was taken up as quality control parameter. Using
finite element method, an attempt was made to a study sink marks. It was observed that thermal conductivity of the mold material
does influence sink marks.
DOE has been widely used by various researchers for optimization of injection molding process to control defects and improve
quality. Patel and Mallick (1998) applied DOE for defect reduction in injection molding. Sink index was included as one of the
quality indicators for investigation as part of their study. Processing variables like melt temperature, injection time, ejection
temperature, fill/pack switch over, pack time, injection rate and coolant temperature were considered. Effect of mold temperature,
rib-to-wall ratio and rib distance from feed point were ignored. Erzurumlu and Ozcelik (2006) used Taguchi technique to minimize
warpage and the sink index. In their study, certain processing variables like mold temperature, melt temperature, packing pressure,
rib cross section and rib layout (orientation) were considered. Shen et.al. (2007) made an investigation on effect of molding
variables on sink mark index using Taguchis fractional factorial design methodology. Shen et.al. considered melt temperature,
mold temperature, injection time, pack time, distance between gate and rib and global increase of thickness. Mathivanan and
Parthasarathy (2009a, 2009b) reported comprehensive modeling of sink marks using DOE based regressions.

The detailed literature survey indicates the following:
1. Though comprehensive studies on the effects of molding variables on sink marks do exist, a simple to use method for
the molders is still required on the same lines. An approach like Taguchi method by applying a comprehensive
approach as proposed (Mathivanan and Parthasarathy, 2009a, 2009b) will be of quick use to the molders.
2. Most of the Taguchi based studies used sink mark index or sink index as the parameter. It is an indirect measure for
the sink marks. The sink index is an indication of the potential shrinkage due to a hot core. However, whether or not
the shrinkage would result in sink mark depends on geometry characteristics (MPI user guide, MoldFlow). Hence,
need for a study on sink using sink mark depth as direct response does arise.

Hence the present work was aimed at:
1. Conducting a comprehensive study on effects of variables on sinks using sink mark depth as direct response.
2. Bringing out an easy to use methodology like Taguchi, suitable for molders as well as designers, for control of sink
marks.

Conducting comprehensive study on injection molding process using conventional practical approach is very expensive and also
time consuming. With the advent of CAE technology, numerical simulation of injection molding process, comparatively less
expensive and quicker trial runs can be experimented virtually (Mathivanan and Parthasarathy, 2008). Hence, in this research, it is
proposed to employ Taguchis design of experiments in combination with computer aided engineering (CAE) based simulated
experimental data for investigation.

2. Materials and methods

Different steps involved in the methodology are as follows:
1. Design of simple and scalable generic model
2. Selection of processing variables and their levels
3. Initial screening Taguchis experiments, data collection and analysis
4. Arriving at critical variables based on initial screening
5. Additional expanded Taguchis experiments for minimization of sink marks

2.1. Design of simple, scalable and generic model and machine selection: A simple and scalable disc part (Figure 1) was prepared
using Pro/Engineer. The model base wall was fixed at 3mm. The model was constructed in such a way that, it had 3 different rib
thicknesses (1.5mm,1.95mm and 2.4mm) having rib-to-wall ratios of 50%, 65% and 80%. The ribs were located at three levels
from the feed point (15mm, 40mm and 65mm). Distance between ribs (25mm) was calculated to maintain a minimum distance of
10 times the maximum thickness of rib (2.4mm). This is required to isolate effects of neighborhood ribs on sink mark.

2.1.1 Molding material and machine: Commercially available, amorphous, Cycolac AR ABS Co-Polymer from GE Plastics and a
generic injection molding machine with 7000T clamping tonnage capable of applying 180 MPa injection pressure were selected
for the study. Properties of the Cycolac resin are given in Table -1.

15

2.1.2 Taguchi methodology: Taguchi techniques were developed by Dr. Genichi Taguchi. Taguchi developed the foundations of
robust design and validated its basic philosophies by applying them in the development of many products (Phadke, 1989). Taguchi
method can be used for optimization methodology that improves the quality of existing products and processes and simultaneously
reduces their costs very rapidly, with minimum engineering resources and development man-hours. It achieves this objective by
making the product or process performance "insensitive" to variations in factors such as materials, manufacturing equipment,
workmanship and operating conditions. It also makes the product or process robust and therefore it is called as robust design.

Table-1 Properties of cycolac AR ABS Material
Properties of the Material
Commercial product name Cycolac AR
Solid Density (g/cm
3
) 1.0541
Melt Density (g/cm
3
) 0.94383
MoldFlow Viscosity index VI(240)0234
Recommended Mold Temperature C 60
Recommended Melt Temperature C 240
Material Characteristics Amorphous
Ejection Temperature C 108
Modulus of Elasticity Mpa 2240
Poisson ratio 0.392
Shear Modulus 804.6
Thermal Conductivity W/m-C 0.27 @ 2408C

All man-made machines or set-up are classified as engineering systems according to Taguchi. Engineering systems can be
classified in to two categories: 1. Static and 2. Dynamic. Dynamic system has signal factors (input from the end user) in addition to
control and noise factors, whereas in static system signal factors are not present. Optimization of injection molding process is a
static system (Refer Figure 2). Figure 2 is called the P-diagram. The P means process or product according to Taguchi.

Figure 1. Disc part

16

Injection Molding Process
Control factors
-Controllable processing variables based on pressure, temperature,
time etc
Noise factors
- Fixed processing parameters, Mold parameters, ambient
conditions, human factor etc.
Output
Quality,
Quantity

Figure 2. P-diagram of injection moulding process

Taguchi views design of any system as a three phase program: 1. System design, 2. Parameter design and 3. Tolerance design.
Genesis of new idea, concepts, processes etc., due to technological advancements, comes under system design. Technological
advantage gained by a new system design can be lost quickly when competitors produce the same idea in a more uniform manner.
Hence, as a holistic approach, one needs to incorporate parameter design as well as tolerance design. Parameter design improves
product/process uniformity and can be used to cost savings at no cost. This means that certain parameters are set to make the
performance less sensitive to causes of variations. Tolerance design phase improves quality at a minimal cost (Ross, 1996). Few
recent successful attempts using Taguchis approach for modelling and analysis of abrasive wear performance of composites and
parameter optimization of end milling can be seen from Mahapatra and Chaturvedi (2009) and Sanjit et.al. (2010).
In this present work, parameter design is utilized to arrive at the optimum levels of process parameters for minimization of sink
depth/mark during manufacturing. According to Taguchi, two major tools are employed to achieve any quality goal or any robust
design. They are: 1. Signal -to- Noise ratio (S/N ratio), which measures quality and 2. Orthogonal arrays, which are used to study
many parameters simultaneously (Phadke, 1989)
Taguchi uses the S/N ratio to measure quality characteristic deviating from the desired value. The S/N ratio characteristics can be
divided into three categories: the-nominal-the-best, the smaller-the-better, and the-larger-the-better when the quality characteristic
is continuous (Ross, 1996). Since, the objective of this study was to minimize the sink mark depth; smaller-the-better quality
characteristic was employed. Two orthogonal arrays (OA) were used for experiments. One OA is used for initial screening of
processing variables and the other to arrive at optimal process conditions.

2.1.3 Experimental set-up: In order to mold a component on the injection molding machine, a proper mold based on good mold
design is required. Mold design basically involves designing of feed system to feed the material from the machine nozzle into the
mold cavity, cooling systems to solidify the product after injection and clamping system to keep the mold closed during
pressurized injection. Feed system consists of sprue, runner and gate. Cooling system consists of cooling channels and it should be
capable of maintaining the required mold temperature. For the present study, Tapered central sprue (4mm diameter) feed point,
Disc type runner (4mm) and diaphragm gate (1mm) were designed to have uniform flow based on standard mould design guide
lines. Twelve diameter cooling channels were designed for efficient maintenance of mold temperature.
The 3D Model, made using Pro/E, was exported to computer aided Simulation tool (in this study MoldFlow was used). Mid
plane finite element model was created by meshing the 3D model with 1684 linear triangular elements. Average aspect ratio of the
mesh was found to be 1.528. Mesh was thoroughly checked to eliminate mesh related errors. Feed system and cooling channels
were created as designed earlier. This set-up was used for conducting trials. Meshed models are shown in Figure 3.


17

Figure 3. Meshed model of the disc part

2.2 Selection of processing variables and their levels: Based on the detailed literature survey, extensive discussion with molders
and through one initial trial, the following processing parameters were considered for the initial screening experiments (Table -2).

Table: 2 Initial screening parameters and their levels
Levels
Number
Coded
Parameters
Uncoded Parameters
Low (1) High (2)
1 A Melt Temperature (C) 220 260
2 B Mould Temperature (C) 40 80
3 C Injection Time (sec) 1.20 1.80
4 D Packing Time (sec) 8 12
5 E Packing Pressure (MPa) 23 29
6 F Rib-to-wall Ratio (%) 50 80
7 G
Rib Distance from gate
(mm)
15 65

3. Injection molding experiments

3.1 Initial screening Taguchis experiments, data collection and analysis: Taguchi L8 screening experiments were conducted to
identify the most significant input variables by ranking with respect to their relative impact on the sink mark. Table -3 shows the
Taguchis array for L8 experimental runs.

18

The S/N ratio is given by:
= -10log (MSD) (1)

Where MSD is the mean-square deviation for the output characteristic. MSD for the smaller-the-better quality characteristic is
calculated by the following equation,
=

=
n
i
i Y
N
MSD
1
2 1
(2)
Where Y
i
is the sink mark depth for the i
th
test, n denotes the number of tests and N is the total number of data points. The
function -log is a monotonically decreasing one, it means that we should maximize the S/N value. The S/N values were
calculated using equations (1) and (2). Table -4 shows the response table for S/N ratios using smaller-the-better approach.

Table-3 Taguchi L8 Array

Table -4 Response table for S/N ratios using smaller-the-better
Level
Melt
temperature
Mold
Temperature
Injection
Time
Packing
Time
Packing
Pressure
Rib-to-
Wall ratio
Rib
Distance
1 25.72 27.55 26.58 26.42 26.66 28.13 29.96
2 27.73 25.90 26.87 27.03 26.80 25.33 23.49
Delta 2.01 1.64 0.30 0.61 0.14 2.80 6.47
Rank 3 4 6 5 7 2 1

3.2 Parameters selection for follow-up experiments: It was found that, rib distance made significant contribution in the formation
of sinks followed by Rib-to-Wall ratio, melt temperature, mold temperature, packing pressure, packing time and injection time.
After this initial screening and ranking, it was decided to treat injection time and pack pressure as fixed parameters. The Injection
time was fixed at 1.2sec. The pack pressure was fixed at 26 MPa. These decisions were taken under the consideration of overall
quality and economics in mind.
Maintaining higher pack pressure requires additional power and cost. Packing a part with higher pressure normally leads to
higher residual stress and it was not desirable. Though the ranking for pack time was the lowest, it was included in the follow-up
experiments to study its impact.

3.3 Taguchi L27 follow-up experiments, data collection and analysis: During the follow-up experiments for minimization,
processing variables were considered at three levels. Table 5 shows the variables and its levels considered for the follow-up
experiments.

Run A B C D E F G
1 1 1 1 1 1 1 1
2 1 1 1 2 2 2 2
3 1 2 2 1 1 2 2
4 1 2 2 2 2 1 1
5 2 1 2 1 2 1 2
6 2 1 2 2 1 2 1
7 2 2 1 1 2 2 1
8 2 2 1 2 1 1 2

19

Table 5 Follow-up experiment variables and its levels
Levels
Number
Coded
Parameters
Uncoded Parameters
Low (1) Mid (2) High (3)
1 A Melt Temperature (C) 220 240 260
2 B Mold Temperature (C) 40 60 1.80
3 D Packing Time (sec) 8 10 12
4 F Rib-to-wall Ratio (%) 50 65 80
5 G
Rib Distance from gate
(mm)
15 40 65

Twenty seven experiments were conducted and all the sink mark data points were collected. Collected data points were analyzed
using the smaller-the-better approach. The S/N ratios were calculated using equations (1) and (2). Response table for signal to
noise ratio was constructed (Table 6). Main effects plot for S/N ratio is shown in Figure 4.

Table -6 S/N ratio table for follow-up experiments
Experimental
Run
Melt
Temperature
(A)
Mold
Temperature
(B)
Pack
Time
(D)
Rib-to-wall
Ratio
(F)
Rib
Distance
(G)
Sink
Depth
In mm
S/N ratio
1 220 40 8 50 15 0.025460 31.883003
2 220 40 10 65 40 0.056458 24.965459
3 220 40 12 80 65 0.088900 21.021965
4 220 60 8 65 65 0.088617 21.049620
5 220 60 10 80 15 0.036564 28.739021
6 220 60 12 50 40 0.053858 25.374947
7 220 80 8 80 40 0.065347 23.695474
8 220 80 10 50 65 0.083950 21.519555
9 220 80 12 65 15 0.038355 28.323470
10 240 40 8 50 15 0.020054 33.955980
11 240 40 10 65 40 0.043997 27.131460
12 240 40 12 80 65 0.074100 22.603636
13 240 60 8 65 65 0.072478 22.795864
14 240 60 10 80 15 0.030481 30.319444
15 240 60 12 50 40 0.042833 27.364450
16 240 80 8 80 40 0.058235 24.696393
17 240 80 10 50 65 0.068565 23.277988
18 240 80 12 65 15 0.032409 29.786687
19 260 40 8 50 15 0.022367 33.007923
20 260 40 10 65 40 0.037175 28.595051
21 260 40 12 80 65 0.063400 23.958215
22 260 60 8 65 65 0.061962 24.157519
23 260 60 10 80 15 0.031746 29.966247
24 260 60 12 50 40 0.035834 28.914167
25 260 80 8 80 40 0.062701 24.054469
26 260 80 10 50 65 0.060334 24.388815
27 260 80 12 65 15 0.033013 29.626353

4. Results and discussion

From the Table 6 and from main effects plot for S/N ratio (Figure 4), it is observed that, rib distance from the feed point is a
most influential variable on sink. This factor needs to be considered while designing the part as well as during mold design. If the
feed points cannot be provided near a rib, flow leaders can be designed in to the component. This could be an important input to
product designers.


20

Figure 4. Main effects plot

The prime objective of this study was to find optimum level for each of the variables and to arrive at a combination of these
factors that could result in minimum sink. From figure. 4, it can be observed that A3-B1-D2-F1-G1 is the optimum combination
for minimum sink depth. Similarly, A1-B3-D1-F3-G3 is the combination for maximum sink depth. These combinations were not
included in the experimental runs. Hence, additional two confirmation experiments were run at both combinations. The results are
shown in Table 7.

Table -7 Verification experimental results
Validation
Run
A B D F G
S/N
ratio
Predicted
Sink
Depth
Measured
Sink
Depth
%
Deviation
1 260 40 10 50 15 33.5847 0.0164416 0.0154293 6.2%
2 220 80 8 80 65 20.2139 0.0939485 0.0897736 4.4%

As is seen from the Table 7, the difference or the variation between the predicted and measured sink depth is well below 10%. It
shows the adequacy of the approach in prediction of the sink depth.
Authors have also continued the research with regression analysis and further analyses on the prediction and minimization of the
sink marks. Those analyses and findings are not included in this work, as they have been performed in a different study.

5. Conclusion

Manipulation of numerous processing variables of the injection moulding process to control defects is a mammoth task that costs
time, effort and money. This paper presents a simple and efficient way to study the influence of injection molding variables on
sink marks using Taguchi approach. Application of Taguchi approach also helps in arriving at optimal parameter settings. The
sink depth through the validation trials based on the optimal parameters and the predicted sink depth using Taguchis approach for
the same settings are found to be in good agreement. The results show the ability of this approach to predict sink depth for various
combination of processing variables with in the design space. It is observed that, increased distance of rib from the feed point
seems to produce deeper sinks. This could be an important input to product designers for designing alternatives or to give
effective and corrective solutions. This methodology can also be applied while designing parts. Though this study was meant for
the sink marks, it can be extended to other defects and also for improving overall quality.

260 240 220
0.07
0.06
0.05
0.04
0.03
80 60 40 12 10 8
80 65 50
0.07
0.06
0.05
0.04
0.03
65 40 15
Melt Temper atur e
M
e
a
n

o
f

M
e
a
n
s
Mold Temper atur e Pack Time
Rib- to- Wall r atio Rib Distance

21

Nomenclature

% - Percent
C - Degree centigrade
- The S/N ratio
3D - Three Dimension
ABS - Acrylonitrile Butadiene Styrene
ANN - Artificial Neural Network
ANOVA - Analysis of Variance
A - Melt Temperature in C
B - Mold Temperature in C
C - Injection Time in sec
CAD - Computer Aided Design
CAE - Computer Aided Engineering
D - Packing time in sec
DOE - Design of Experiments
E - Packing Pressure in MPa
F - Rib-to-wall Ratio in %
FE - Finite Element
FEA - Finite Element Analysis
G - Rib Distance from gate in mm
mm - millimetres
MPa - Mega Pascal
MSD - Mean square deviation
N - Total number of data points
sec - Seconds

References

Erzurumlu T. and Ozcelik B. 2006. Minimization of warpage and sink index in injection-molded thermoplastic parts using Taguchi
optimization method. Materials and Design, Vol. 27, pp. 853861.
Iyer N. and Ramani K. 2002. A study of localized shrinkage in injection molding with high thermal conductivity molds. Journal of
Injection Molding Technology, Vol. 6, No.2, pp. 7390.
Kazmer D., 1997. The foundation of intelligent process control for injection molding. Journal of Injection Molding Technology,
Vol. 1, No.1, pp. 4456.
Mahapatra S.S. and Chaturvedi V. 2009, Modelling and analysis of abrasive wear performance of composites using Taguchi
approach. International Journal of Engineering, Science and Technology, Vol. 1, No. 1, 2009, pp. 123-135
Mathivanan D. and Parthasarathy N.S. 2008. Sink mark prediction and optimization a review. Society of Plastics Engineers
ANTEC 2008, Milwaukee, USA
Mathivanan D. and Parthasarathy N.S. 2009a. Prediction of sink depths using non-linear modeling of injection molding variables.
International Journal of Advanced Manufacturing Technology, Springerlink, Vol. 43, pp. 654663.
Mathivanan D. and Parthasarathy N.S. 2009b. Sink-mark minimization in injection molding through response surface regression
modeling and genetic algorithm. International Journal of Advanced Manufacturing Technology, Springerlink, Vol. 45, pp. 867
874.
Moldflow MPI user guide. 2005. Moldflow, Waltham, MA, US.
Moshat S., Datta S., Bandyopadhyay A. and Pal P.K. 2010. Parametric optimization of CNC end milling using entropy
measurement technique combined with grey-Taguchi method, International Journal of Engineering, Science and Technology,
Vol. 2, No. 2, 2010, pp. 1-12
Patel S.A. and Mallick P.K. 1998. Development of a methodology for defect reduction in injection molding using process
simulations Journal of Injection Molding Technology, Vol. 2, No. 4, pp176-191.
Phadke M.S.. 1989. Quality Engineering Using Robust Design, Prentice Hall, NJ,US
Ross P.J.. 1996. Taguchi Techniques for Quality Engineering. McGraw-Hill, NY, US
Shen, C., Wang, L., Cao W. and Qian L. 2007. Investigation of the effect of molding variables on sink marks of plastic injection
molded parts using Taguchis DOE technique. Polymer -Plastics Technology and Engineering, Vol. 46, No. 3, pp. 219-225.
Shi L. and Gupta M. 1998. A localized shrinkage analysis for predicting sink marks in injection-molded plastic parts. Journal of
Injection Molding Technology, Vol. 2, No. 4, pp149-155.
Shi L. and Gupta M. 1999. An approximate prediction of sink mark depth in rib-reinforced plastic parts by empirical equations.
Journal of Injection Molding Technology, Vol. 3, No. 1, pp 1-10.

22

Tursi D. and Bistany S. P. 2000. Process and tooling factors affecting sink marks for amorphous and crystalline resins. Journal of
Injection Molding Technology, Vol. 4, No. 3, pp.114-119.

Biographical notes

Dr. D. Mathivanan is a Practicing Engineer in the field of Mechanical Engineering. He obtained his B.E. (Mechanical) from GCT, Coimbatore, India in the year
1990. He received his M.E. (Manufacturing) and Ph.D. from Anna University, Chennai, India. He has international, national journals and conference papers to his
credit. His research areas are CAD, CAM, CAE and Plastics.

M. Nouby is a Research Scholar in the Department of Mechanical Engineering, Anna University, India since 2007. He received his B.Sc. and M.S. degrees from
Department of Automotive and Tractor Engineering, Minia University, Egypt in 1999 and 2003 respectively. Prior to joining the faculty at Anna University, he
worked as an Assistant Lecturer in Minia University from 2003 to 2007. His research interests are in the areas of Vehicle Dynamics, Finite Element Methods,
Automotive Design, Noise and Vibration.

Dr. R. Vidhya is an Assistant Professor in the Institute of Remote Sensing, Department of Civil Engineering of Anna University. She has many international and
national journals and conference papers to her credit. She is currently dealing with numerous projects sponsored by Department of Space, Government of India.
Her current research interests are Climate change, Object identification, GIS, RS and Optimization techniques.

Accepted January 2010
Final acceptance in revised form February 2010

MultiCraft

Vol. 2, No. 2, 2010, pp. 31-42

INTERNATIONAL
JOURNAL OF
ENGINEERING,
SCIENCE AND
TECHNOLOGY

www.ijest-ng.com

Propagation of S-waves in a non-homogeneous anisotropic incompressible
and initially stressed medium

S. Gupta
1*
, S. Kundu
1
, A.K. Verma
2
and R. Verma
3

1
*Department of Applied Mathematics, I.S.M. Dhanbad, INDIA
2
Department of Mathematics, Hampton University, Hampton, VA, USA
3
Department of Mathematics, Norfolk State University, Norfolk, VA, USA
*Corresponding Author: e-mail: shishir_ism@yahoo.com, Tel +91-326-2235464

Abstract

In this paper we have studied the propagation of shear waves in a non-homogeneous anisotropic incompressible and initially
stressed medium. Analytical analysis reveals that the velocities of the shear waves depend upon the direction of propagation, the
anisotropy, the non-homogeneity of the medium and the initial stress. Numerical computation shows that the presence of initial
compressive stress in the medium reduces the velocity of propagation whereas, the tensile stress increases it. It is found that the
variation in parameters associated with anisotropy and non-homogeneity of the medium directly affects the velocity of the wave.
The velocity of wave also depends on the inclination of the direction of its propagation. An increase in the inclination angle
decreases the velocity in the beginning and takes a minimum value before increasing.

Keywords: Shear waves; anisotropic; stress; non-homogeneity; half-spaces.

1. Introduction

The term Initial stress is meant by stresses developed in a medium before it is being used for study. The earth is an initially
stressed medium, Due to presence of external loading, slow process of creep and gravitational field, considerable amount of
stresses (called pre-stresses or initial stresses) remain naturally present in the layers. These stresses may have significant influence
on elastic waves produced by earthquake or explosions and also in the stability of the medium. The propagation of surface waves
is well documented in the literature (e.g., Achenbach (1973), Bath (1968), Biot (1965), Ewing (1957)). Biot (1940) formulated the
dynamical equations for pre-stressed elastic medium and discussed the influence of pre-stresses on the propagation of elastic
waves in a body.
The problem of finite deformations of an elastic body and the effect of high initial stress on wave propagation were discussed in
a series of investigations by Kappus (1939), Murnaghan (1951) and others. Qian et al. (2004) have investigated the effect of initial
stress on the propagation behavior of SH-waves in multilayered piezoelectric composite structures. Chattopadhyay et al. (2009)
have studied the propagation of shear waves in an internal magnetoelastic monoclinic stratum sandwiched between two semi-
infinite isotropic elastic media and with a rectangular irregularity in lower interface. Chattopadhyay et al. (2010) have also
investigated the propagation of shear waves in a monoclinic layer with an irregularity lying between two isotropic semi infinite
elastic medium. The effect of inhomogeneous initial stress on Love wave propagation in layered magneto-electro-elastic structures
have been studied by Zhang et al. (2008). Sharma (2005) has demonstrated the effect of initial stress on the propagation of plane
waves in a general anisotropic poro-elastic medium.
The Edge wave propagation in an incompressible anisotropic initially stressed plate of finite thickness has been studied by Dey
et al. (2009). Addy et al. (2005) have studied Rayleigh waves in a viscoelastic half-space under initial hydrostatic stress in
presence of the temperature field. Liu et al. (2008) have demonstrated the propagation characteristics of converted refracted wave
and its application in static correction of converted wave. Moczo et al. (2007) provided mathematical modeling of seismic wave
propagation using the Finite-Difference time-domain method. Huber (2010) has explained the physical meaning of a nonlinear
evolution equation of the fourth order relating to locally and non-locally supercritical waves in his work. Duan1 et al. (2006, 2007)
Gupta et al. / International Journal of Engineering, Science and Technology, Vol. 2, No. 2, 2010, pp. 31-42

32

have investigated heterogeneous fault stresses from previous earthquakes and the effect on dynamics of parallel strike-slip faults
and non-uniform pre-stress from prior earthquakes and the effect on dynamics of branched fault systems.
Zhou and Chen (2005) have studied the influence of seismic cyclic loading history on small strain shear modulus of saturated
sands. Sharma et al. (2007) discussed about the wave velocities in a pre-stressed anisotropic elastic medium. Selim et al. (2006)
have demonstrated the propagation and attenuation of seismic body waves in dissipative medium under initial and couple stresses.
Seismology is the study of progressive elastic wave. But most of this studies and investigations do not include very important
factor viz, the influence of initial stress, anisotropy and non-homogeneity present in the body. In this paper, an attempt has been
made to show the effect of initial stress, the anisotropy and non-homogeneity of the medium on the propagation of shear wave.

2. Solution of the problem

Most materials behave as incompressible media and their influence on seismic waves are very high. (The velocities of
longitudinal waves in them are very high) The varieties of hard rocks present in the earth are also, almost incompressible. Due to
the factors like external pressure, slow process of creep, difference in temperature, manufacturing processes, nitriding, pointing
etc., the medium stay under high stresses. These stresses are regarded as initial stresses. Owing to the variation of elastic properties
and the presence of these initial stresses, the medium becomes anisotropic as well.
We consider an unbounded incompressible anisotropic medium under initial stresses S
11
and S
22
along the x-, y- directions
respectively. When the medium is slightly disturbed, the incremental stresses s
11
, s
12
and s
22
are developed and the equations of
motion given by Biot (1965) are

2
11 12
2
,
s s w u
P
x y y t

+ =

(1)

2
12 22
2
.
s s w v
P
x y x t

+ =

(2)
where P = S
22
S
11
,
1
2

=

v u
w
x y
, and represents the density of the medium. Also
j i
s , are incremental stresses, (u, v)
are incremental deformations, w is the rotational component about the z-axis.
The incremental stress-strain relations for an incompressible medium may be taken as

11 , 22 12
2 2 and 2 .
xx yy xy
s s N e s s N e s Q e = = = (3)
where
11 22
2
+
=
S S
s ,
j i
e are incremental strain components and N and Q are the rigidities of the medium.
The incompressibility condition 0,
xx yy
e e + = is satisfied by:
and u v
y x

= =

. (4)
Using eqs. (3) and (4) in eqs. (1) and (2), we obtain

2 2 2
2 2 2
2
2 2
s P P u
N Q Q
x y x y t

+ + =

, (5)

2 2 2
2 2 2
2
2 2
s P P v
N Q Q
y x y x t

+ + =

. (6)
We assume the non-homogeneity as

( )
( )
( )
0
0
0
1
1
1
Q Q ay
N N by
cy
= +
= +

= +

(7)
where N
0
and Q
0
are rigidities and
0
is the density in homogeneous isotropic medium. Eliminating s from eqs. (5) and (6) we
get

33

( ) ( ) ( )
( ) ( )
( )
4 4
0 0 0 4 2 2
4 3 3
0 0 0 0 4 2 3
4 4 3
0 0 2 2 2 2 2
1 4 1 2 1
2
1 4 2 2
2
1 .
P
Q ay N by Q ay
x x y
P
Q ay N b Q a Q a
y x y y
cy c
x t y t y t

+ + + +

+ + + + +

= + + +

(8)

3. Solution of the problem

For propagation of sinusoidal waves in any arbitrary direction we take the solution of eq.(8) as
( )
( )
1 2 1
, ,
ik p x p y c t
x y t Ae
+
= . (9)
where
1
p and
2
p are cosine of the angles made by the direction of propagation with the x- and y- axes, and
1
c and k are the
velocity of propagation and the wave number respectively.
Using eq.(9) in eq.(8) and equating real and imaginary parts separately, one gets

( )
( ) ( )
2
4 2 2 0 1
1 1 2
0 0
4
2
0
2 1
1 2 1 1
1 2
1 ,
2
N c P
ay p by ay p p
cy Q Q
P
ay p
Q

= + + + +

+

+ + +

(10)
and

2
2 2 0 1
1 2
0
2
2 2
N c b a a
p p
Q c c c

= +

. (11)
where
1
2
0
0
Q

=

, the velocity of shear wave in homogeneous isotropic medium. Eq. (10) gives the velocity of propagation of
shear wave and eq. (11) gives the damping.
Equation (10) shows that the velocity depends on the anisotropy factor
0
0
N
Q

, the initial stress factor
0
2
P
Q

and also on the
direction of propagation denoted by ( )
1 2
, p p .

4. Particular cases:

Following cases have been discussed to gain more insight information from eq.(10) and eq.(11):

Case I: When 0 a , i.e., rigidity along vertical direction is constant, eq. (10) reduces to

( )
( )
2
4 2 2 4 0 1
1 1 2 2
0 0 0
2 1
1 2 1 1 1
1 2 2
N c P P
p by p p p
cy Q Q Q

= + + + +

+

. (12)
The velocity of wave along x-direction ( )
1 2 1 11
1, 0, p p c c = = = , is obtained as

( )
2 2
11
0
1
1
2 1
P
c
Q cy

=

+

. (13)
This shows that velocity of wave along x-direction depends on initial stress.
If the medium is free from initial stress, i.e when 0 P and 0 c , the velocity of wave is given by
11
c = .

34

Similarly the velocity of propagation along y-direction( )
1 2 1 22

( )
2 2
22
0
1
1
2 1
P
c
Q cy

= +

+

, (14)
It is interesting to note that
( )
2 2
22 11
2
0
1
1
c c P
Q cy
=
+
, a function of initial stress and density.
It is also observed that if 0 P > , the effect of initial stresses on the body is compressive along x-direction and which reduces the
velocity of shear wave along x-direction while tensile stress increases the velocity of shear wave, where as along y-direction shear
wave velocity shows the reverse effect.
Case II: When 0 b , i.e., rigidity along horizontal direction is constant, eq. (10) reduces to

( )
( ) ( )
( )
2
4 2 2 0 1
1 1 2
0 0
4
2
0
2 1
1 2 1
1 2
1 .
2
N c P
ay p ay p p
cy Q Q
P
ay p
Q

= + + +

+

+ + +

(15)
The velocity of wave along x- direction ( )
1 2 1 11
1, 0, p p c c = = = , is given by
( )
( )
2 2
11
0
1
1
2 1
P
c ay
Q cy

= +

+

, (16)
which depends on the depth y and the wave is dispersive.
The velocity along y-direction is
( )
( )
2 2
22
0
1
1
2 1
P
c ay
Q cy

= + +

+

, (17)
In case of 0 P > , the velocity along y-direction may increase considerably at a distance y from free surface and the wave is
dispersive.

Case III: When 0 a , 0 b , i.e., the rigidity along horizontal direction is constant but density is linearly varying with depth,
eq. (10) transforms to

( )
2
4 2 2 4 0 1
1 1 2 2
0 0 0
2 1
1 2 1 1
1 2 2
N c P P
p p p p
cy Q Q Q

= + + +

+

. (18)
In the absence of initial stress the velocity of wave is

( )
2
2 2 0 1
1 2
0
1
1 4 1
1
N c
p p
cy Q

=

+

. (19)
This shows that velocity
( )
2
2
1
1
c
cy
=
+
, in x-direction( )
1 2 1 11
1, 0, p p c c = = = , and in
y -direction ( )
1 2 1 22
0, 1, p p c c = = = it does not depend on anisotropy. However, in other directions the anisotropy affects the
velocity.
For
0 0
N Q = , i.e., for isotropic medium with variable density the wave velocity is

( )
2
2 2
1 1 2
1
c p p
cy

=

+

, (20)
which depends on the direction of propagation.

Case IV : In the absence of initial stress i.e. 0 P , eq. (10) gives the velocity of wave as

35

( )
( ) ( ) ( ) ( )
2
4 2 2 4 0 1
1 1 2 2
0
1
1 2 2 1 1 1
1
N c
ay p by ay p p ay p
cy Q

= + + + + + +

+

. (21)
which for
0 0
N Q = , takes the form

( )
( ) ( ) ( ) ( ) { }
2
4 2 2 4 1
1 1 2 2
1
1 2 2 1 1 1 .
1
c
ay p by ay p p ay p
cy

= + + + + + +

+

(22)
Along y-direction( )
1 2 1 22
0, 1, p p c c = = = ,

2
22
1
1
c ay
cy
+
=

+

. (23)
Along x-direction ( )
1 2 1 11
1, 0, p p c c = = = ,

2
11
1
1
c ay
cy
+
=

+

. (24)
The wave is dispersive and velocities are same in two direction x and y.

Case V : When 0 a , i.e., rigidity along vertical direction is constant, eq. (11) transforms to

2
2 0 1
1
0
2
2
N c b
p
Q c

=

, (25)
this shows that velocity of shear wave is always damped.
The velocity of wave along x-direction ( )
1 2 1 11

2
0 11
0
2
2
N c b
Q c

=

, (26)
this shows that actual wave velocity in x-direction is damped by
0
0
2
2
N b
Q c

, whereas, no damping takes place along y-direction
( )
1 2 1 22
0, 1, p p c c = = = .

Case VI : When 0 b , i.e. rigidity along horizontal direction is constant, eq. (11) reduces to

2
2 2 1
1 2
2 2
c a a
p p
c c

= +

. (27)
The velocity of wave along x- direction ( )
1 2 1 11
1, 0, p p c c = = = , is given by

2
11
2
c a
c

=

. (28)
Existence of negative sign shows that damping does not takes place along x-direction for 0 b , whereas damping of magnitude
2a
c

, takes place along y-direction.

Case VII: When 0 a , 0 b , i.e. rigidity along horizontal direction is constant but density varying linearly with depth, eq.
(11) gives
2
1
0
c

=

, i.e. no damping takes place for 0 a , 0 b .


36

5. Numerical calculation

To get numerical information on the velocity of shear wave in the non-homogeneous initially stressed medium, the equation (10)
is non-dimensionalized as

( )
2
4 2 2 0 1
1 1 2
0 0
4
2
0
2 1
1 2 1 1
2
1
1 .
2
N c a P a
by p by by p p
c b Q Q b
by
b
a P
by p
b Q

= + + + +

+

+ + +

(29)
The numerical values of
1
c
has been calculated for different values of

a
b
,
0
0
N
Q
,
1
p ,
2
p and
0
2
P
Q
, and the results are
presented in Figures 1 through 6.

Figure-1 gives the variation in velocities of shear wave in the direction of = 30
0
and 60
0
with x-axis at different depth and
different values of density parameter
c
b

= 0.7, 0.8, and 0.9 for
a
b
= 4.0,
0
2
P
Q
= 0.5, and
0
0
N
Q
= 2.5. The velocity of the wave
increases as depth increases.

Figure 1a ( = 30
0
): by vs.
1
c
for v1:
c
b

= 0.7, v2:
c
b

= 0.8, v3:
c
b

= 0.9.


37

Figure 1b ( = 60
0
): by vs.
1
c
for v1:
c
b

= 0.7, v2:
c
b

= 0.8, v3:
c
b

= 0.9.

Figure. 2 gives the variation in velocities of shear wave in the direction of = 30
0
and 60
0
different values of
a
b
when
c
b
= 0.8,
0
2
P
Q
= 0.5, and
0
0
N
Q
= 2.5. The velocity of the wave increases as depth increases.

Figure 2a ( = 30
0
): by vs.
1
c
for v1:
a
b

= 3.0, v2:
a
b

= 3.5, v3:
a
b

= 4.0.


38

Figure 2b ( = 60
0
): by vs.
1
c
for v1:
a
b

= 3.0, v2:
a
b

= 3.5, v3:
a
b

= 4.0.

Figure. 3 gives the variation in velocities of shear wave in the direction of = 30
0
and 60
0
different values of
0
0
N
Q
when
c
b
= 0.8,
0
2
P
Q
= 0.5, and
a
b
= 4.0. Figure.3 gives the information of variation of velocity for
different values of anisotropic factor and reflects that with the increase in the values of
0
0
N
Q
, the velocity of shear wave
increases.

Figure 3a ( = 30
0
): by vs.
1
c
for v1:
0
0
N
Q

= 2.0, v2:
0
0
N
Q

= 2.5, v3:
0
0
N
Q

= 3.0.

39

Figure 3b ( = 60
0
): by vs.
1
c
for v1:
0
0
N
Q

= 2.0, v2:
0
0
N
Q

= 2.5, v3:
0
0
N
Q

= 3.0.

Fig.4 gives the variation in velocities of shear wave in the direction of = 30
0
and 60
0
with x-axis at different depth and different
values initial stress parameter
0
2
P
Q
when
c
b
= 0.8,
0
0
N
Q
= 2.5, and
a
b
= 4.0. The velocity of the wave increases as depth
increases.

Figure 4a ( = 30
0
): by vs.
1
c
for v1:
0
2
P
Q

= -0.8, v2:
0
2
P
Q

= 0.0, v3:
0
2
P
Q

= 0.8.

40

Figure 4b ( = 60
0
): by vs.
1
c
for v1:
0
2
P
Q

= -0.8, v2:
0
2
P
Q

= 0.0, v3:
0
2
P
Q

= 0.8.

Figure.5 gives the velocity of shear wave in an anisotropic initially stressed homogeneous medium for different values of initial
stress parameter
0
2
P
Q
and
0
0
N
Q
with
0
2
P
Q
= 0.5,
c
b
= 0.8,
0
0
N
Q
= 2.5, and
a
b
= 4.0.

Figure 5: by vs.
1
c
for v1: = 30
0
, v2: = 60
0

Figure.6 shows the variation of velocity of shear wave with respect to direction of propagation in non-homogeneous anisotropic
initially stressed medium with
0
2
P
Q
= 0.5,
c
b
= 0.8,
0
0
N
Q
= 2.5,
a
b
= 4.0, and by = 2.0;

41

Figure 6: (in degrees) vs.
1
c
.

6. Conclusion

From equation (10) it is concluded that:
1. When rigidity along vertical direction is constant then shear wave velocity is influenced by initial stress. We have derived the
velocity of wave in both x and y direction and we have seen both depend on initial stress. Compressive initial stress reduces
the velocity of shear wave along x-direction while tensile stress increases. Shear wave velocity shows the reverse effect along
y-direction.
2. If rigidity along horizontal direction is constant then shear wave velocity exists and we have obtained the velocity equation in
both x and y direction. In case 0 P > , the velocity along x-direction may decrease considerably and the velocity along y-
direction may increase considerably.
3. When the rigidity along horizontal direction is constant but density is linearly varying with depth then also shear wave
velocity is still influenced by initial stress and in absence of initial stress the velocity also exist. The velocity of wave in x-
direction and y-direction does not depend on anisotropy. However, in other directions the anisotropy affects the velocity. We
have also observed for isotropic medium with variable density the velocity depends on the direction of propagation.
4. In the absence of initial stress the shear wave velocity is still available. It also exists in isotropic medium. But in this case
velocities are same in two direction x and y.

From equation (11) it is concluded that:
1. If rigidity along vertical direction is constant then the velocity of shear wave is always damped. We have obtained the velocity
equation of wave along x-direction and it is also damped whereas no damping takes place along y-direction.
2. When rigidity along horizontal direction is constant then the velocity of shear wave is damped and in this case the damping
does not take place along x-direction whereas damping takes place along y-direction.
3. When rigidity along horizontal direction is constant but density varying linearly with depth then no damping takes place.

Thus it seen that the anisotropy, non-homogeneity , the initial stresses , the direction of propagation and the depth (in case of non-
homogeneous medium) have considerable effect in the velocity of propagation of shear wave and attracts the attention of earth
scientists in their work.

References

Achenbach, J.D. 1973. Wave propagation in elastic solids, North Holland Publishing Comp., New York.
Addy, S. K. and Chakraborty ,N. R., 2005. Rayleigh waves in a viscoelastic half-space under initial hydrostatic stress in presence
of the temperature field. International Journal of Mathematics and Mathematical Sciences, Vol. 24, pp. 38833894
Bath, M. A., 1968. Mathematical Aspects of Seismology, Elsevier Publishing Comp., New York.

42

Biot, M.A., 1940. The influence of initial stress on elastic waves, Journal of App. Phy., Vol.2, p. 522

Biot, M.A., 1965. Mechanics of incremental deformations, John Wiley and Sons Inc, New York.
Chattopadhyay, A., Gupta, S., Singh, A.K. and Sahu, S.A., 2009. Propagation of shear waves in an irregular magnetoelastic
monoclinic layer sandwiched between two isotropic half-spaces, International Journal of Engineering, Science and Technology,
Vol. 1, No. 1, pp. 228-244.
Chattopadhyay, A., Gupta, S., Sharma, V.K. and Kumari, P., 2010. Effects of irregularity and anisotropy on the propagation of
shear waves, International Journal of Engineering, Science and Technology, Vol. 2, No. 1, pp. 116-126.
Duan1, B. and Oglesby, D.D., 2006. Heterogeneous fault stresses from previous earthquakes and the effect on dynamics of
parallel strike-slip faults. Journal of Geophysical Research, Vol. 111, B05309.
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systems, Journal of Geophysical Research, Vol. 112, B05308.
Dey, S. and De, P. K. 2009. Edge wave propagation in an incompressible anisotropic initially stressed plate of finite thickness,
International Journal of Computational Cognition, Vol. 7, No. 3, pp. 55-60.
Ewing, W. M., Jardetzky, W. S. and Press, F. 1957. Elastic waves in layered media, McGraw Hill Book Comp., New York.
Huber, A., 2010. The physical meaning of a nonlinear evolution equation of the fourth order relating to locally and non-locally
supercritical waves, International Journal of Engineering, Science and Technology, Vol. 2, No. 1, pp. 70-79.
Kappus, R. 1939. Zeitschr. A ngew Math.Mech, Vol. 19, No. 5, p. 27.
Liu, Y.

and Wei , X. C. 2008. Propagation characteristics of converted refracted wave and its application in static correction of
converted wave, Science in China Series D: Earth Sciences, Vol. 51, No. 2, pp. 226-232.
Murnaghan, F. D. 1951. Finite Deformation of an Elastic Solids, John Willey and Sons, New York.
Moczo, P., Robertsson, J.O.A., and Eisner, L., 2007. The Finite-difference time-domain method for modeling of seismic wave
propagation, Advances in Geophysics, Vol. 48, pp. 421-516.
Qian ,Z., Jin, F., Kishimoto. K., and Wang, Z., 2004. Effect of initial stress on the propagation behavior of SH-waves in
multilayered piezoelectric composite structures, Sensors and Actuators A: Physical, Vol. 112, No. 2-3, pp. 368-375.
Selim.

M.M. and Ahmed. M.K., 2006. Propagation and attenuation of seismic body waves in dissipative medium under initial and
couple stresses, Applied Mathematics and Computation, Vol. 182, No. 2, pp. 1064-1074.
Sharma M. D. 2005. Effect of initial stress on the propagation of plane waves in a general anisotropic poroelastic medium, Journal
of Geophysical Research, Vol. 110, No. B11, pp. B11307.1-B11307.14
Sharma M. D. and Garg N., 2006. Wave velocities in a pre-stressed anisotropic elastic medium, Journal of Earth System Science,
Vol. 115, No. 2, pp. 257-265.
Zhang, J., Shen, Y.P. and Du J.K., 2008. The effect of inhomogeneous initial stress on Love wave propagation in layered
magneto-electro-elastic structures, Smart Mater. Struct. Vol. 17, No. 025026 (9pp)
Zhou, Y. and Chen, Y., 2005. Influence of seismic cyclic loading history on small strain shear modulus of saturated sands. Soil
Dynamics and Earthquake Engineering, Vol. 25, No. 5, pp. 341-353.

Biographical notes

Dr. Shishir Gupta is an Associate Professor in the Department of Applied mathematics, Indian School of Mines, Dhanbad. A Gold Medalist from Ranchi
University, he has had a brilliant career. He has more than 21 years of teaching experience at undergraduate and postgraduate levels in Indian School of Mines,
Dhanbad. He possesses experience of guiding students of MPhil and PhD. He has published more than 45 papers in International/National journals/Proceedings. He
has served as reviewer in renowned International/ National books and journals. He has also carried out several sponsored research projects.

Mr. Santimoy Kundu is a Junior Research Fellow (JRF) in the Department of Applied Mathematics, Indian School of Mines (ISM), Dhanbad, Jharkhand, India.
He is pursuing his PhD under the supervision Dr. Shishir Gupta of ISM in the field of Theoretical Seismology. He did his B.Sc. from University of Calcutta,
Kolkata in 2001 and then switched to ISM to earn M.Sc. in Maths & Computing (2004) and MPhil in Applied Mathematics (2006).

A.K. Verma is an Endowed University Professor of Mathematics at Hampton University, Hampton, Virginia, USA. In his teaching caereer of over twenty-five
years he has authored/co-authored research papers in fluid mechanics, controlled thermo-nuclear fusion and education technology. Dr. Verma had served as
director and consultant for state and federal projects, and reviewed federal proposals. He has earned several accolades at institution, regional, state and national
levels for his quality teaching and effective use of technology in instruction.

R. Verma is an Associate Professor in the Department of Mathematics, Norfolk State University, Norfolk, Virginia. She earned her Ph.D. from Indian Institute of
Technology, Kharagpur. Dr. Verma has taught mathematics in traditional way and online to technical and non-technical students for over twenty-years. Her
research focuses on the use of integral equations in crack problems of elasticity. She has several publications in this field in international journals. Dr. Verma has
also been involved in training school teachers to incorporate new teaching methods using technology.

Accepted March 2010
Final acceptance in revised form April 2010

MultiCraft

Vol. 2, No. 2, 2010, pp. 43-53

INTERNATIONAL
JOURNAL OF
ENGINEERING,
SCIENCE AND
TECHNOLOGY

www.ijest-ng.com

Explicit solutions of the Rand Equation

A. Huber
1,2

1
Address constantly: Prottesweg 2a, A-8062 Kumberg, AUSTRIA
2
Institute of Theoretical Physics Computational Physics, Technical University Graz, Petersgasse 16, A-8010 Graz, AUSTRIA
E-mail: soliton.alf@web.de

Abstract

In this paper the meaning of a nonlinear partial differential equation (nPDE) of the third-order is shown to the first time. The
equation is known as the Rand Equation and belongs to a class of less studied nPDEs. Both the explicit physical meaning as
well as the behaviour is not known until now. Therefore we believe it is indispensable to study this evolution equation in detail.
We perform a classical Lie Group analysis to analyze the point symmetries. By using a similarity reduction we are able to
deduce more classes of solutions of general character. Special nonlinear transformations are given in a most general form. In
addition, we also study Lies non-classical case relating to potential and generalized symmetries. Both the potential and
approximate symmetries are discussed to the first time leading to new results. So we expect a better understanding and concrete
physical as well as technical application in future.

Keywords: Nonlinear partial differential equations, evolution equations, symmetries, similarity solutions, Rand Equation.

PACS-Code: 02.30Jr, 02.20Qs, 02.30Hq.
AMS-Code: 35L05, 35Q53, 14H05.

1. Introduction - outline of the problem

The scaled nPDE in (1+1) dimension under consideration is given by:

3
3
2
3
3
x
u
u
t
u
, ) , ( t x u u = , ) , (
3
R u , 0 > t , (1)
where the function ) , ( t x u is related to a variation of a physical quantity depending upon the positive time t . We seek for classes
of solutions for which ) , ( t x F u = , where F R
3
and D R
2
is an open set and further we exclude
{ } 0 ) , ( :
~
)) , ( , ( : = t x u D t x u D . Suitable classes of solutions are I u an interval so that D I and I u : R
2
. Note:
We suppress the item classes, so that classes of solutions are simply solutions. Firstly, taking a look at eq.(1) concluding the
following: Unlike classical evolution equations (e.g. the Korteweg de Vries equation and many others (Whitham, 1974; Drazin and
Johnson, 1989; Eilenberger, 1983; Ablowitz and Clakson, 1991; Dodd et al., 1988; Huber, 2010)), where the nonlinear part is
counterbalanced by a linear part and therefore responsible for stable waves. Here, on the contrary, we have no such balance. That
means we cannot expect a priori classical wave motion where the steepening effect is counterbalanced by some linear parts since
both the l.h.s. and the r.h.s. of eq.(1) are nonlinear.
In other words, e.g. the effect of beach wave breaking cannot occur. This leads to the assumption that other types of waves might
appear (if we assume that the eq.(1) at least admits wave solutions).
This is the main task of the given paper whereby we are interested in questions about the meaning, validity and existence of
solutions. Another question of importance is how we can associate a concrete physical and/or technical application with the eq.(1).

Huber / International Journal of Engineering, Science and Technology, Vol. 2, No. 2, 2010, pp. 43-53

44

1.2. Classical symmetry analysis - algebraic group properties
We take up now the developments given in (Ibragimov, 1994a; Olver, 1986; Bluman and Kumei, 1989, Gaeta, 1994) omitting all
technical details.
To use symmetry groups in any application we first deduce the symmetries of eq.(1).
The result is a well-defined system of eight linear homogeneous PDEs (describing the point symmetries) for the infinitesimals
) , ( u x
i i
= and ) , ( u x
i i
= . These constitute the so-called determining equations for the symmetries of eq.(1) generated
by Frchets derivative (Ibragimov, 1994a; Huber, 2007a,b; Huber, 2008a,b; Huber, 2009):
0
2
2
2 2 1
=

u x u u
, (1.1)
0 3 9
2
3
3
1
3
1
=

+

u x x t
, (1.2)
0 9
3
3
=

x t
, (1.3)
0
2
1
2 2
=

x u x
, (1.4)
0 3
1 2
=

x t
. (1.5)
Solving the above given set of equations (1.1) to (1.5) we derive at the infinitesimals:

. ) , ( ) , (
3
1
4 2 2
4 3 1
t x F t x u k
t k k
x k k
+ =
+ =
+ =
(1.6)
The result shows that the symmetry group of eq.(1) constitutes an infinite four-dimensional point group where the group
parameters are denoted by
i
k , 3 , 2 , 1 i = . The infinite part of the group is generated by the function ) , ( t x F whereby the latter
function has to satisfy the linear third-order equation: 0 9 =
xxx t
F F . The arbitrary function ) , ( t x F does not satisfy any
further equation(s).
So, in what follows we have the freedom to set the function ) , ( t x F equal to zero (or individually otherwise). Eq.(1) admits the
four-dimensional Lie algebra L of its classical infinitesimal point symmetries related to the following vector fields:

u x t t x
u V x t V V V = + = = =
4 3 2 1
, 3 , , . (1.7)
This group of four vector fields contains translations in time and space so that { } + + x x t t ' , ' holds for { }
2 1
V , V
and the associated differential operators
3
V and
4
V are related to dilatation operations. The symmetry vector fields form a Lie
algebra L by:
[ ] [ ] [ ]
3 3 4 2 2 4 3 4 3 2 4 2
] , [ , 3 , , , , 3 , V V V V V V V V V V V V = = = = . (1.8)
For this four-dimensional Lie algebra the commutator table for the
i
V is a (4 x 4)- table whose
th ) j , i ( entry expresses the Lie Bracket [ ]
j i
V V , given in (1.8). The table is skew-symmetric and the diagonal elements vanish.
The coefficient
k j i
C
, ,
is the coefficient of
i
V of the th ) j , i ( entry of Table 1 and the related structure constants can be read from
Table 1:
1 , 3 , 1 , 3
3 , 3 , 4 2 , 2 , 4 3 , 4 , 3 2 , 4 , 2
= = = = C C C C . (1.9)


45

Table 1 The commutator table of the Rand Equation

1
V
2
V
3
V

4
V

1
V

0 0
0
0
2
V 0

0
0
2
3V
3
V
0 0
0
3
V
4
V
0 2
3V
3
V
0

Theorem: The Lie algebra of eq.(1) is solvable.
Proof: A Lie algebra L is called solvable if 0
) (
=
n
V for some n > 0. It can be shown that L is reducible to 0
) 4 (
= V starting by
the ideal { }
) 4 ( ) 1 (
...., , V V since the algebra is four-dimensional.
Other useful algebraic group properties are mentioned: Eq.(1) has the Casimir operator by
1
V , the group order is four containing
15 subgroups. These subgroups are important below to perform a similarity reduction deducing suitable solutions. The metric
( 4 4 Cartanian tensor ) satisfies:

=
12 0
0 0
L
M O M
L
ij
g , with det(g) = 0 , (1.10)
and, since the condition 0 ) g det( = holds, the given algebra is therefore degenerate and commutative. Note: Alternatively one
can write with eq.(1.9)
=
=
n
k i
k
mi
i
lk im
c c g
1 ,
.

2. Similarity solutions

Let us now discuss the most important three similarity solutions for special subgroups. If we set the
group parameters 1
3 2
= = k k and 0
4 1
= = k k , the following linear ODE of the third-order results:
0 9
3
3
=
d
dS
d
S d
, S : R R R , R, , { } 0 ) ( :
~
) , ( : = S D S D . (2)
The similarity variable together with the relevant transformation (Case H) reads as u S x t = = , which is closely related
to the case of traveling waves. Following Peanos theorem we expect that at least solutions exist (locally in this sense) and
secondly solutions are unique on the entire real axis. We calculate a superposition of harmonic wave trains by
[ ] [ ] { } + + = 3 sin 3 cos
3
1
) (
2 1 3
C C C S , (2.1)
where the
i
C , 3 , 2 , 1 = i are arbitrary constants of integration. A compact written form gives

( ) ( ) ( ) ( )
=
+ +
+
+
+ =
0
2 1 1
) 2 3 (
3 1 1 9 2
3
4
) (
k
k k k k
k
k
S , (2.2)
where (.) means the gamma function.
At this stage a question is of interest: What physical meaning can we associate with this solution, eq.(2.1) or otherwise, represent
this solution a solitary wave? If so, the following condition must hold: 0 S as . It is shown that S as
, that means no solitary motion is possible. So we have periodic wave trains on the entire real axis which is seen in
Figure 1.


46

-2 -1 1 2
-1.5
-1
-0.5
0.5
1
1.5

Figure 1 A planar sketch of the periodic wave train solution eq.(2.1) by using different values of the integration constants
i
C , 3 , 2 , 1 = i . We chose 1 1 < <
i
C for the domain of the constants and the periodic wave trains are stable.

The further behaviour strongly depends on the choice of the constant
3
C . If we set 0
3
= C the function vanishes R \
{ } 4 12 / , / , otherwise, if
N C
3
, especially 1
3
= C the function vanishes \ ( )

7 3
2
1
3
1
arccos ,
that is numerically ) 5 , 0 8 , 0 ( i + .
If we consider another choice for the group parameters, i.e. 1
4 3
= = k k and 0
2 1
= = k k (corresponding to Case C) the
transformation is =
+
3
) 1 ( x
t
, S u = and the following linear homogeneous ODE of the third-order with non-constant
coefficients result:
0 ) 3 20 ( 36 9
2
2
2
3
3
3
=
+ +
d
S d
d
S d
d
S d
, S : R R R , R, . (2.3)
This is solved explicitly by introducing the transformation ) ( ' = p S to get a second-order equation
0 ) 3 20 ( ' 36 ' ' 9
2 3
= + + + p p p , { } 0 ) ( :
~
) , ( : = p D p D (2.4)
where the prime means the derivation d d / . This is solved by Bessel functions of broken order:

=

3
2
3
2
) (
3 / 1
3
2
3 / 1
3
1
J
C
J
C
p , 0 . (2.5)
Finally we get the solution function after integrating once to

3
1
3
5
3
4
3
2
4
3 2 3 9
3
1
3
4
3
2
3
1
3 5
3 2
3
2
9
2
3
6
1
3
; , ; F
) / ( C
; , ; F
) / (
C
C ) ( S
q
p
q
p
. (2.6)
Here (.) means the gamma function and ) ; ; ; (
2 1
z b b a F
q
p
is the generalized hypergeometric function. In our case we
explicitly have the function { } { } [ ] ; ....., ; ....,
1 1
2
1 q p
b b a a F .
For further considerations we are interested in the asymptotic case . By using the asymptotic behaviour of the
hypergeometric function we have
{ } { } [ ]

+
1
1
) ( 2
) ( ) (
~ ; ....., ; ....,
2 2
1
2
1
1
2 1
1 1
2
1
2 1 1
O e
a
b b
b b a a F
b b a
q p
. (2.7)
The calculation for the real part leads to the asymptotic representation which is shown in Figure 2:

47

3
1
cos
) 3 / 1 ( 2
) 3 / 4 ( ) 3 / 2 (
~ ) (
6 / 7
S , as . (2.8)

Figure 2 A planar sketch of the asymptotic solution function eq.(2.8) with 1
3 2 1
= = = C C C . The asymptotic behaviour
is clearly seen. The point 0 = is the irregularity of the gamma function and the function decreases rapidly for
. Here, for relevant applications only the real part is considered.

Note: The solution function eq.(2.5) can be expressed in terms of Airy functions. Imagine the fact that Bessel functions of order
1/3 are expressible so that we have alternatively by putting together

= 3
3 / 4
6 / 5
3 3
) ( Ai p , 0 > . (2.9)
Both expressions are similar and do not describe any periodic or traveling wave motions. Finally, the Case N is of interest if we
use the following choice for the group parameters:
1
3 2 1
= = = k k k and 0
4
= k . The transformation reads as = x t and S u e
x
=
. This choice represents the case of

traveling waves and we have to solve the following nODE of the third-order:
0 12 3
3 2
2
2
2
3
3
=
S
d
dS
S
d
S d
S
d
S d
, S : R R R , R, . (2.10)
This equation cannot be solved explicitly so we decided to perform a power series representation up to order five:
( ) ( ) ( ) [ ]
5 4
2 0
2
1 1 0 0
3
1
2
0
3
0
2
2 1 0
8 8
8
1
3 12
6
1
) ( + + + + + + = O a a a a a a a a a a a a S , (2.11)
with arbitrary chosen coefficient
i
a , 2 , 1 , 0 = i whereby this polynomial solution is continuously differentiable on the entire real
axis. A graphical overview is given in Figure 3.

-4 -2 0 2 4
-6
-4
-2
0
2
4
6

Figure 3 The behaviour of the solution function eq.(2.11) for the similarity function S. This polynomial solution was
generated by the choice of the coefficients
i
a for the values 1 1
1
< < a and the same for
2
a and
3
a .

5 10 15 20
x
0.01
0.02
0.03
0.04
0.05
0.06
S


48

If we transform by = x t and S u e
x
=
we show a sequence of solution surfaces depending on the independent variable x

and t considering special values for the parameter in Figure 4.
This shows that a traveling wave solution does not appear.
If we introduce the notation ) ( P for the polynomial part of eq.(2.11), one can write the complete solution ) ( ) , ( = P e t x u
x
in
short and comparing with the animations given, we conclude:
-2
0
2
x
-2
0
2
t
-4000
-2000
0
u
-2
0
2
x
-2
0
2
t
-2
0
2
x
-2
0
2
t
-3 10
6
-2 10
6
-1 10
6
0
u
-2
0
2
x
-2
0
2
x
-2
0
2
t
-3 10
10
-2 10
10
-1 10
10
0
u
-2
0
2
x

Figure 4 An animation of different solution surfaces of eq.(2.11), left: 2 = , middle: 10 = , right: 10 = , all 1 =
i
a .

The exponential part influences the solution in the sense of a damping effect whereby the exponential part either does not
decrease or increase. So, this part covers a domain of saturation. After we have discussed all similarity cases of relevance we finish
this chapter to proceed further with the analysis.
For completeness, in Table 2 we show all relevant nonlinear transformations by considering special values of the group
parameters.

Table 2 Symmetry calculation and nonlinear transformations for the Rand Equation
Case Choice of the group parameters Transformation for Transformation for S
A 1 , 0
4 3 2 1
= = = = k k k k
=
1
tx
S u =
B 1 , 0
3 4 2 1
= = = = k k k k = t
S u =
C 1 , 0
4 3 2 1
= = = = k k k k
= +
3
) 1 ( x t S u =
D 1 , 0
2 4 3 1
= = = = k k k k = x S u =
E 1 , 0
4 2 3 1
= = = = k k k k
= +
3
3 ) 3 1 ( x t
S u =
F 1 , 0
4 3 2 1
= = = = k k k k
= + +
3
) 1 ( 3 ) 3 1 ( x t
S u =
G 1 , 0
1 4 3 2
= = = = k k k k non-solvable non-solvable
H 1 , 0
3 2 4 1
= = = = k k k k = x t S u =
I 1 , 0
4 1 3 2
= = = = k k k k
=
3
x t S x u =
1

J 1 , 0
3 1 4 2
= = = = k k k k = t
S e u
x
=

K 1 , 0
4 3 1 2
= = = = k k k k
= +
3
) 1 ( x t S x u = +
1
) 1 (
L 1 , 0
2 1 4 3
= = = = k k k k = x S u =
M 1 , 0
4 2 1 3
= = = = k k k k
= +
3
3 ) 3 1 ( x t S x u =
1

N 1 , 0
3 2 1 4
= = = = k k k k = x t
S e u
x
=

O 1
4 3 2 1
= = = = k k k k
= + +
3
) 1 ( 3 ) 3 1 ( x t S x u = +
1
) 1 (

3. Analysis by the dominant balance method

Again, consider the Rand Equation, eq.(1). If we introduce the similarity ansatz ) ( ) , ( = f t x u , t x = , we derive the
following nODE of the third-order:

49

0 3
3
3
3
2
=
d
df
d
f d
f , ) ( = f f , { } { } 0 ' ' ' , ' ' , ' , 0 ) ( :
~
) , ( : = f f f f D f D . (3)
Let the domain
1 3 1
R R R D D
~
= . We seek proper solutions on the interval I , D I and
2
R I : f . Unfortunately,
this nODE cannot be solved analytically in a closed form. Therefore, we apply the Dominant Balance Method in order to generate
new solutions. Generally, from eq.(3) follows that
3 2
' 3 ' ' ' f f f = and 0 ' ' ' 0 0 ' ' '
2 2
= = = f f f f . This is not possible
since we require both the existence of the function and their derivation. By balancing we have to treat the following cases
considering a two-term balance:
Case(i): 0
2
x x x
f f requiring that
2 3
/ ) ' ( 3 ' ' f f f >> otherwise the condition holds: 0 ) ' ( 3 0
3 2
< > f f f
x x x
from
eq.(3) for a suitable balance.
Case(ii): 0 ) ' ( 3
3
f requiring that 0 ) ' (
3
= f with the condition 0 0 ) ' (
2 3
< >
x x x
f f f .
The ODE for Case(i) is solved explicitly by
3
3 2 1
~ ) ( + + c c c f .
For proper of solutions (e.g. if ) R
it is seen that this solution contradicts the given inequalities. So we conclude that the
polynomial of the third-order represents a consistent balance solution and therefore we have

3
3 2 1
) ( ) ( ~ ) , ( t x c t x c c t x u + + , 0 , (3.1)
as proper solutions as before with suitable chosen coefficients
i
c , but 0
2
c , 0
3
c .
For practical calculations we perform a series representation of the nODE, eq.(3) with arbitrary constants
i
a , 2 , 1 , 0 = i up to
order four:

( )
[ ]
5 4
3
0
2
1 2 0
2
1 3
2
0
3
1 2
2 1 0
4
3
2
) ( +
+ + + + = O
a
a a a a
a
a
a a a f . (3.2)
For this series solution we give a graphical overview in Figure 5 by using suitable chosen values for the parameters
i
a .
-6 -4 -2 0 2 4 6
-300
-200
-100
0
100
200
300

Figure 5 A planar plot of the series solution, eq.(3.2) generated with the choice of the parameters for all
i
a so that the
domain of the parameters is given by 2 0 < <
i
a , the curves are all symmetrically to the x-axis.

4. The non-classical case I: Potential symmetries

For more technical details we refer to (Olver, 1986; Bluman and Kumei, 1989, Gaeta, 1994, Huber, 2009) respectively. For the
Rand Equation, eq.(1) we found the following: The equation admits only one possible potential system,
1
consisting of two
relations. The systems can be formulated for the dependent variable
1
V and can be treated in their derivations w.r.t. the
independent variables ) , ( t x denoted by subscripts:
0
2
1
2
1
=
+
x
u
t
V
u u
xx
, 0
2
9
2
1
= +
u
x
V
. (4)
Unlike other evolution equations having two or more potential systems, here we are confronted with an unexpected case:
Calculating the infinitesimals we see that no new potential symmetry occurs:

50

( )
1 2 1 2 5 2 1
5 4 2
5
3 1
3
6
1
3
V k k u k k
t k k
x k
k
+ = =
+ = + =
. (4.1)
It is of interest to compare with the classical case, eq.(1.6). The dimension of the group increases (we have a five-dimensional
group) and also an infinite group generated by the function ) , ( t x u is seen. Here no new potential symmetry could observe.

5. The non-classical case II: Generalized symmetries

We find it advisable to mention some basic notes. It is obvious from Lie theory that point
symmetries are a subset of generalized symmetries (Ibragimov, 1985; 1994c). The determination of the characteristics for the
general case follows by a similar algorithm as in the case of point transformations (PT) in the classical case.
Classical symmetries of a (n)PDE (assumed to be in a general form 0 = ) are PT which guarantee the invariance of the solution
space and so, PT are created by infinitesimal transformations.
The determining equations for the characteristics
GS are consequences of the relation

0
0
=
= GS
pr
r
, (5)
where
GS
pr
r
denotes the prolongation of the vector field
GS
and GS means generalize symmetry. The main difference
however is the fact that in general the characteristics depend on derivatives of an infinite order. If the order is equal to identity we
arrive at the so-called contact transformations. By increasing the order of derivatives 1 > n we shall find higher order GS.
In case of the Rand Equation, eq.(1) we found GS depending on the first derivative:
( )
x t x
u k u k u u u t x GS
1 2 1
, , , , + = . (5.1)
This symmetry also changes from the symmetries given in (1.6), (4.1). Here we are confronted with a two-dimensional finite group
of transformations where the second part x u / is related to dilatation operations. For the case 2 = n by assuming second
partial derivatives we further found
( )
x t x
u k u k u u u t x GS
1 2 2
, , , , + = . (5.2)
as a quite similar result.

6. Approximate symmetries

In this section we follow (Ibragimov, 1985, 1994c; Huber, 2009) respectively and our intension is to present new results without
referring too much theory. However, some remarks will be indicated.
Definition: Approximate symmetries:
We assume that ,..) (
2 1
x x x = are independent coordinates of functions which are analytic in their arguments. Let us further
assume that is a small parameter on which the functions additionally
depend. We will denote the involved infinitesimal small functions of order
1 +
p
by ) , ( x
p
, where
0 p and p is a positive constant. This condition is expressed by
p
p
O x ] [ ) , ( = . In addition an equivalent representation of
this condition can be written by

p
p
x

) , (
lim
0
. (6)
Let f and g be analytic functions in x . We define an approximation of order , p g f by the relation

p
O z g z f ] [ ) , ( ) , ( + = (6.1)
for some fixed value of 0 p .
This definition is the basis of all calculations we will carry out in the following.
Let us introduce as a small parameter measuring the influence of the nonlinear term of the eq.(1) so that we can write
x x x t
u u u
2 2
3 = . First order approximate symmetries follow by

51

.
) 1 (
) 1 (
1 4
3 2
2 1
+ =
+ =
+ =
k k
k
k
(6.2)
Here we have another unexpected situation comparing with the symmetries as above. The order remains equal (four-dimensional)
toward the classical case but the dimension is finite. The generating vector fields containing the perturbation parameter reads as

t x u t
V V V V = + = + = =
4 3 2 1
, ) 1 ( , ) 1 ( , , (6.3)
and the associated coefficients of these vector fields are given by
( ) ( ) { } ( ) ( ) { } ( ) ( ) { } ( ) ( ) { } 0 , 1 , 0 0 , 1 1 , 0 , 0 , 0 , , 0 + + . (6.4)
In total we have four possible combinations for the vector fields. Possible reductions can be calculated by combining several sub-
groups, that is
n m l
V V V with { } 4 , 3 , 2 , 1 , , = n m l .
We now restrict the analysis to the most important case, the case of traveling waves.
This case arises by calculating the combination
4 3
V V V
l
which gives the traveling-wave transformation for the similarity
variable x t = and S u = for the similarity function once again.
The relating linear ODE of the third-order is similar as in the classical case, eq.(2), however the
difference is the occurrence of a linear part:
0 9
3
3
= +
S
d
S d
, S : R R R , R, , 0 , (6.5)
which is solved explicitly by
[ ] [ ] [ ] + + =
3 / 2 3 / 1
3
3 / 2
2
3 / 2
1
3 ) 1 ( exp ) 3 ( exp ) 3 ( exp ) ( C C C S , (6.6)
where
2 1
, C C and
3
C are arbitrary constants of integration.
Considering special values of the constants, say, 1
3 2 1
= = = C C C the real part of the solution, eq.(6.6) is written as
[ ] [ ] [ ] + + =
6 / 1
2
3
3 / 2
2
1
3 / 2
3 cos ) 3 ( exp 2 ) 3 ( exp ) ( S . (6.7)
The function has a finite value at 0 = and it is further proven that 3 ) (
lim
0
=

S holds.
The limiting behaviour is =
+
) (
lim
S but vanishes for , that is 0 ) (
lim
=
+
S . Since the second derivative
vanishes as 0 = , takes positive real-valued as 1 = and negative real-valued as 1 = , one can conclude that the solution is
not stable at least in the domain 1 1 < < .
In addition a compact written form of eq.(6.7) follows by the representation

=
+

=
0
3 2 1
)! 3 (
3 ) 1 (
) (
k
k k k
k
S . (6.8)
In Figure 6 we give a graphical overview of the behaviour of the real-valued function, eq.(6.7) by considering special values of the
integration constants.
-2 0 2 4
-200
0
200
400

Figure 6 A planar plot of the real-valued solution, eq.(6.7) by using different values of the integration constants
i
C ;
that is 5 0
1
< < C , 9 1
2
< < C , 5 3
3
< < C . The solution is unstable in the domain 1 1 < < .

52

Marked maxima and minima could observe on the real positive domain and both the maxima and minima lay on a vertical
straight line. Consider the unusual behaviour in the range near the origin recognizing the instability.

7. Conclusion

The present paper represents a valuable contribution to the understanding of a rarely studied evolution equation, the so called
Rand Equation. Unlike many other evolution equations well known in this field, properties and behaviour of the Rand Equation are
not available. This paper however is suitable to extend the spectrum of knowledge to get a deeper insight in the solution manifold.
As a first step we performed a classical Lie Group analysis to study the point symmetries. Applying the procedure of similarity
reduction several cases of interest were shown especially the traveling wave reduction leading to periodic wave trains. Due to
complexity of the underlying nODEs asymptotic solutions were given as well as some series representations using in practical
calculations were shown. A complete symmetry table containing nonlinear transformations was performed. By using the Dominant
Balance Method further similar solutions could derive. Secondly, the non-classical cases were studied. We show how one can
derive potential as well as generalized symmetries. Here, interestingly the nPDE does not admit potential symmetries. Otherwise,
the nPDE behave in a same kind to other evolution equations relating to generalize symmetries. By increasing the order (remains
two-dimensional finite) the symmetry does not change and physically speaking the group transformation correlates with dilatation
operations.
As a last fact of interest approximate symmetries were studied in order to show how one can calculate new solutions. The special
case of traveling waves leads to unstable solutions at least in a certain domain. We also did not found any kinds of solitons, neither
line solitons nor loop or cusp solitons and actually, the highly nonlinear eq.(1) admits therefore no physical description correlating
to known processes. Further studies in future done by the author are necessary, especially concerning the following: We shall
stress some theoretical basic questions such like the complete integrability. If the eq.(1) can be integrated completely we further
can show the existence of a related Bcklund system. Another question of interest is the affiliation to a known hierarchy also
closely related to the integrability. Further it is of interest to know if the eq.(1) possesses the Painlev property. If so, one can proof
that the highly nonlinear eq.(1) can be solved in principle by the Inverse Scattering Method. Otherwise the Painlev algorithm is
suitable to solve the eq.(1) on the singular manifold. At this stage we can expect the limitation of calculating intensions, since, due
to the complexity of the eq.(1), future theoretically derivations might fail.

References

Ablowitz M., Clarkson P., 1991. Solitons, Nonlinear Evolution Equations and Inverse Scattering, Cambridge University Press
Bluman G., Kumei S., 1989. Symmetries and Differential Equations, Springer
Dodd R., Eilbeck J., Gibbon J., Morris H., 1988. Solitons and Nonlinear Wave Equations, Academic Press
Drazin P., Johnson R., 1989. Solitons: An Introduction, Cambridge University Press
Eilenberger G., 1983. Solitons, Springer-Verlag, Berlin, p.140
Gaeta G., 1994. Nonlinear Symmetries and Nonlinear Equations, Kluwer, Acad. Press
Huber A., 2010. The physical meaning of a nonlinear evolution equation of the fourth order relating to locally and non-locally
supercritical waves, Int. J. Engineering, Science and Technology, Vol.2, No.1, p.70
Huber A., 2007a. On class of solutions of a nonlinear partial differential equation of sixth order generated by a classical and non-
classical symmetry analysis, Int. J. Differential Equations and Dynamical Systems, Vol.15, Nos.1&2, p.27
Huber A., 2007b. A note on class of traveling wave solutions of a nonlinear third-order system Generated by Lies approach,
Chaos, Solitons and Fractals, Vol. 32, No. 4, p.1357
Huber A., 2008a. A note on class of solitary-like solutions of the Tzitzica-equation generated by a similarity reduction, Physica D
237, p.1079
Huber A., 2008b. A note on new solitary and similarity class of solutions of a fourth-order nonlinear evolution equation, Appl.
Math. and Comp. 202, p.787
Huber A., 2009. The Cavalcante -Tenenblat equation Does the equation admit a physical significance?, Appl. Math. and Comp.
212, p.14
Ibragimov N., 1985. Transformation Groups Applied to Mathematical Physics, Reidel Publ., Dortrecht
Ibragimov N., 1994a. Lie Group Analysis, Vol. III, CRC Press, Inc.
Ibragimov N., 1994b. Lie Group Analysis, Vol. II, CRC Press, Inc.
Ibragimov N., 1994c. Sophus Lie and harmony in mathematical physics, on the 150
th
anniversary of his birth, Math. Intel. 16, p.20.
Klein F., 1918. ber Differentialgesetzte fr die Erhaltung von Impuls und Energie in der EinsteinschenGravitationstheorie,
Nachr. Ges. Wiss. Gttingen Math. Phys. Vol. 2, p.171
Noether E., 1971. Invariante Variationsprobleme, Transport Theory Stat. Phys. Vol. 1, p.186
Olver P., 1986. Applications of Lie Groups to Differential Equations, Springer
Whitham G.B., 1974. Linear and Nonlinear Waves, J. Wiley, New York.


53

Biographical notes

Dipl.-Ing. Dr. techn. Huber Alfred is a distinguished lecturer at the Institute of Theoretical Physics Computational Physics at the Technical University Graz,
Austria following his habilitation treatise. He did his diploma thesis titled Systematic in the physics of elementary particles focusing the quarkonium states in the
field of elementary particle physics at the former Institute of Nuclear Physics at the Technical University Graz, Austria. He completed his scientific education with
the doctoral programme of technical sciences at the Institute of Chemical Technology of Inorganic Compounds at the Technical University Graz, Austria subject to
nuclear solid state physics and advanced electrochemistry. Thesis titled Synthesis and characterization of doped -manganese dioxides. Also the author has a
learnt vocation for a chemical assistant at the Research Centre of Electron Microscopy at the former Technical High School Graz, Austria. He is the author of 27
articles which have appeared in world-wide renowned scientific journals. His research interests are nonlinear partial differential equations (nPDE) of higher order
with applications especially in physics and chemistry. The author developed several new algebraic procedures for solving nPDE. Special interests are further given
in classical and non-classical symmetry methods, nonlinear transformations and the application of nonlinear methods in describing electrochemical interfaces,
nonlinear wave propagation and further nonlinear topics of advanced character.

Received February 2010
Accepted April 2009

MultiCraft

Vol. 2, No. 2, 2010, pp. 59-66

INTERNATIONAL
JOURNAL OF
ENGINEERING,
SCIENCE AND
TECHNOLOGY

www.ijest-ng.com


Rajashree Dash
1
,

Debahuti Mishra
*
, Amiya Kumar Rath
2
, Milu Acharya
3

1,*,3
Institute of Technical Education and Research, Bhubaneswar, Orissa, INDIA
2
Director, College of Engineering Bhubaneswar, Orissa, INDIA

*
Corresponding Authors e-mails: debahuti@iter.ac.in, rajashree_dash@yahoo.co.in ,amiyamiya@rediffmail.com, milu_acharya@yahoo.com

Abstract

Due to incredible growth of high dimensional dataset, conventional data base querying methods are inadequate to extract
useful information, so researchers nowadays is forced to develop new techniques to meet the raised requirements. Such large
expression data gives rise to a number of new computational challenges not only due to the increase in number of data objects
but also due to the increase in number of features/attributes. Hence, to improve the efficiency and accuracy of mining task on
high dimensional data, the data must be preprocessed by an efficient dimensionality reduction method. Recently cluster analysis
is a popularly used data analysis method in number of areas. K-means is a well known partitioning based clustering technique
that attempts to find a user specified number of clusters represented by their centroids. But its output is quite sensitive to initial
positions of cluster centers. Again, the number of distance calculations increases exponentially with the increase of the
dimensionality of the data. Hence, in this paper we proposed to use the Principal Component Analysis (PCA) method as a first
phase for K-means clustering which will simplify the analysis and visualization of multi dimensional data set. Here also, we
have proposed a new method to find the initial centroids to make the algorithm more effective and efficient. By comparing the
result of original and new approach, it was found that the results obtained are more accurate, easy to understand and above all
the time taken to process the data was substantially reduced.

Keywords: Cluster analysis, K-means Algorithm, Dimensionality Reduction, Principal Component Analysis, Hybridized K-means algorithm

1. Introduction

Data mining is a convenient way of extracting patterns, which represents knowledge implicitly stored in large data sets and
focuses on issues relating to their feasibility, usefulness, effectiveness and scalability. It can be viewed as an essential step in the
process of knowledge discovery. Data are normally preprocessed through data cleaning, data integration, data selection, and data
transformation and prepared for the mining task. Data mining can be performed on various types of databases and information
repositories, but the kind of patterns to be found are specified by various data mining functionalities like class/concept description,
association, correlation analysis, classification, prediction, cluster analysis etc.
Cluster analysis is one of the major data analysis methods widely used for many practical applications in emerging areas.
Clustering is the process of finding groups of objects such that the objects in a group will be similar (or related) to one another and
different from (or unrelated to) the objects in other groups. A good clustering method will produce high quality clusters with high
intra-cluster similarity and low inter-cluster similarity. The quality of a clustering result depends on both the similarity measure
used by the method and its implementation and also by its ability to discover some or all of the hidden patterns. A good survey on
clustering methods is found in Xu et al. (2005).
K-means is a commonly used partitioning based clustering technique that tries to find a user specified number of clusters (k),
which are represented by their centroids, by minimizing the square error function. Although K-means is simple and can be used for
a wide variety of data types, it is quite sensitive to initial positions of cluster centers. There are two simple approaches to cluster
center initialization i.e. either to select the initial values randomly, or to choose the first k samples of the data points. As an
alternative, different sets of initial values are chosen (out of the data points) and the set, which is closest to optimal, is chosen.
However, testing different initial sets is considered impracticable criteria, especially for large number of clusters Ismail et al
(1989). Therefore, different methods have been proposed in literature by Pena et al. (1999). Again the computational complexity
Dash et al. / International Journal of Engineering, Science and Technology, Vol. 2, No. 2, 2010, pp. 59-66

60

of original K-means algorithm is very high, especially for large data sets. In addition the number of distance calculations increases
exponentially with the increase of the dimensionality of the data. When the dimensionality increases usually, only a small number
of dimensions are relevant to certain clusters, but data in the irrelevant dimensions may produce much noise and mask the real
clusters to be discovered. Moreover when dimensionality increases, data usually become increasingly sparse, due to which data
points located at different dimensions can be considered as all equally distanced and the distance measure, which, essentially for
cluster analysis, becomes meaningless. Hence, attribute reduction or dimensionality reduction is an essential data-preprocessing
task for cluster analysis of datasets having a large no. of features/attributes.
Dimensionality reduction specified by Maaten et al. (2007) and Davy et al. (2007) is the transformation of high-dimensional
data into a meaningful representation of reduced dimensionality that corresponds to the intrinsic dimensionality of the data. It falls
into two categories i.e. Feature Selection (FS) and Feature Reduction (FR). Feature Selection algorithm aims at finding out a
subset of the most representative features according to some objective function in discrete space. The algorithms of FS are always
greedy. Thus, they sometimes cannot even find the optimal solution in the discrete space. Feature Extraction/ Feature Reduction
algorithms aim to extract features by projecting the original high-dimensional data into a lower-dimensional space through
algebraic transformations. It finds the optimal solution of a problem in a continuous space, but the computational complexity is
more comparative to feature selection algorithm. Various types of feature reduction methods have been developed. PCA is a
commonly used feature reduction method in terms of minimizing the reconstruction error.
Traditional K-means algorithm for cluster analysis developed for low dimensional data, often do not work well for high
dimensional data like microarray gene expression data and the results may not be accurate most of the time due to noise and
outliers associated with original data. Also the computational complexity increases rapidly as the dimension increases. Hence, to
improve the efficiency, we proposed a method to apply PCA on original data set, so that the correlated variables exist in the
original dataset would be transformed to possibly uncorrelated variables, which are reduced in size. Before applying PCA the
dataset needs to be normalized, so that any attribute with larger domain will not dominate attributes with smaller domain. The
resulting reduced data set obtained from the application of PCA will be applied to a K-means clustering algorithm. Here also we
have proposed a new method to find the initial centroids to make the algorithm more effective and efficient. The main advantage
of this approach stems from the fact that this framework is able to obtain better clustering with reduced complexity and also
provides better accuracy and efficiency for high dimensional datasets.
Section 1 of the paper deals with the introductory concepts of clustering, K-means clustering, its limitations, the need of
dimensionality reduction for clustering and the goal of the paper. Some recent related works and other preliminaries on K-means
algorithm, dimensionality reduction methods and some concepts of PCA have been discussed in section 2. Section 3 describes our
new proposed algorithm for K-means clustering. Section 4 describes our approach in various steps with experimental activities and
corresponding result discussion followed by conclusion in Section 5.

2. Related Work

Several attempts were made by researchers to improve the effectiveness and efficiency of the K-means algorithm. Yuan et al.
(2004) proposed a systematic method for finding the initial centroids. However, Yuans method does not suggest any improvement
to the time complexity of the K-means algorithm. Belal et al. (2005) proposed a new method for cluster initialization based on
finding a set of medians extracted from a dimension with maximum variance. Zoubi et al. (2008) proposed a new strategy to
accelerate K-means clustering by avoiding unnecessary distance calculations through the partial distance logic. Fahim et al. (2009)
proposed a method to select a good initial solution by partitioning dataset into blocks and applying K-means to each block. But
here the time complexity is slightly more. . Though the above algorithms can help finding good initial centers for some extent, they
are quite complex and some use the K-means algorithm as part of their algorithms, which still need to use the random method for
cluster center initialization. Deelers et al. (2007) has proposed an enhancing K-means algorithm based on the data partitioning
algorithm used for color quantization. The algorithm performs data partitioning along the data axis with the highest variance.
Nazeer et al. (2009) proposed an enhanced K-means algorithm, which combines a systematic method for finding initial centroids
and an efficient way for assigning data points to cluster. This method ensures the entire process of clustering in O (n
2
) time without
sacrificing the accuracy of clusters. Similarly Xu et al. (2009) specify a novel initialization scheme to select initial cluster centers
based on reverse nearest neighbor search. But all the above methods do not work well for high dimensional data sets. Yeung et al.
(2000) presented an empirical study on principal component analysis for clustering gene expression data. But here the initial
centroids are chosen randomly. Chao et al. (2005) also proposed a method for dimension reduction for microarray data analysis
using Locally Linear Embedding.

2.1 K-means Clustering Algorithm
The K-means algorithm is one of the partitioning based, nonhierarchical clustering methods. Given a set of numeric objects X
and an integer number k, the K-means algorithm searches for a partition of X into k clusters that minimizes the within groups sum
of squared errors. The K-means algorithm starts by initializing the k cluster centers. The input data points are then allocated to one
of the existing clusters according to the square of the Euclidean distance from the clusters, choosing the closest. The mean
(centroid) of each cluster is then computed so as to update the cluster center. This update occurs as a result of the change in the

61

membership of each cluster. The processes of re-assigning the input vectors and the update of the cluster centers is repeated until
no more change in the value of any of the cluster centers.

The steps of the K-means algorithm are written below:

1. Initialization: choose randomly K input vectors (data points) to initialize the clusters.
2. Nearest-neighbor search: for each input vector, find the cluster center that is closest, and assign that input vector to the
corresponding cluster.
3. Mean update: update the cluster centers in each cluster using the mean (centroid) of the input vectors assigned to that
cluster.
4. Stopping rule: repeat steps 2 and 3 until no more change in the value of the means.

2.2 Principal Component Analysis (PCA)
Principal Component Analysis by Valarmathie et al. (2009) and Yan et al. (2006) is an unsupervised Feature Reduction method
for projecting high dimensional data into a new lower dimensional representation of the data that describes as much of the variance
in the data as possible with minimum reconstruction error. PCA is mathematically defined as an orthogonal linear transformation
that transforms the data to a new coordinate system such that the greatest variance by any projection of the data comes to lie on the
first coordinate (called the first principal component), the second greatest variance on the second coordinate, and so on. It
transforms a number of possibly correlated variables into a smaller number of uncorrelated variables called principal components.
Hence, PCA is a statistical technique for determining key variables in a high dimensional data set that explain the differences in
the observations and can be used to simplify the analysis and visualization of high dimensional data set, without much loss of
information.

2.3 Principal Component (PC)
Technically, a principal component can be defined as a linear combination of optimally weighted observed variables which
maximize the variance of the linear combination and which have zero covariance with the previous PCs. The first component
extracted in a principal component analysis accounts for a maximal amount of total variance in the observed variables. The second
component extracted will account for a maximal amount of variance in the data set that was not accounted for by the first
component and it will be uncorrelated with the first component. The remaining components that are extracted in the analysis
display the same two characteristics: each component accounts for a maximal amount of variance in the observed variables that
was not accounted for by the preceding components, and is uncorrelated with all of the preceding components. When the principal
component analysis will complete, the resulting components will display varying degrees of correlation with the observed
variables, but are completely uncorrelated with one another.
PCs are calculated using the Eigen value decomposition of a data covariance matrix/ correlation matrix or singular value
decomposition of a data matrix, usually after mean centering the data for each attribute. Covariance matrix is preferred when the
variances of variables are very high compared to correlation. It would be better to choose the type of correlation when the variables
are of different types. Similarly the SVD method is used for numerical accuracy.

2.4 Elimination Methods of Unnecessary PCs
The transformation of the dataset to the new principal component axis produces the number of PCs equivalent to the no. of
original variables. But for many datasets, the 1
st
several PCs explain the most of the variances, so the rest can be eliminated with
minimal loss of information. The various criteria used to determine how many PCs should be retained for the interpretation is as
follows:
Using Scree Diagram plots the variances in percentage corresponding to the PCs, which will automatically
eliminate the PCs with very low variances.
Fixing a threshold value of variance, so that PCs having variance more than the given threshold value will be
retained rejecting others.
Eliminate PCs whose Eigen values are smaller than a fraction of the mean Eigen value.

3. Proposed Hybridized K-means Clustering Algorithm

As original K-means clustering algorithm often does not work well for high dimension, hence, to improve the efficiency, we
proposed to apply PCA on original data set, to obtain a reduced dataset containing possibly uncorrelated variables. Then the
resulting reduced data set will be applied to the K-means clustering algorithm to determine the precise no. of clusters. As quality of
the final clusters heavily depends on the selection of the initial centroids, here we proposed a new method to choose such data
objects as initial centroids whose squared Euclidian distance is maximum among all the data objects, to make the algorithm more
effective and efficient.


62

The proposed model is illustrated in Figure 1.

The steps of the hybridized k-means clustering algorithm are as follows.

Input: X = {d1, d2,..,dn} // set of n data items.
K // Number of desired clusters.
An array Cen [ ] having size k initially being empty.

Output: A set of k clusters

// Phase-1: Apply PCA to reduce the dimension of the data set
1. Organize the dataset in a matrix X.
2. Normalize the data set using Z-score.
3. Calculate the singular value decomposition of the data matrix.
4. Calculate the variance using the diagonal elements of D.
5. Sort variances in decreasing order.
6. Choose the p principal components from V with largest variances.
7. Form the transformation matrix W consisting of those p PCs.
8. Find the reduced projected dataset Y in a new coordinate axis by applying W to X.
//Phase-2: Find the initial centroids

9. Set m=1.
10. Compute the distance between each data points in the set Y.
11. Choose the two data points y
i
and y
j
such that distance (y
i
, y
j
) is maximum.
12. Cen[m] = y
i
; Cen[m+1] = y
j
; m=m+2 ;
13. Remove the two objects y
i
, y
j
from Y.
14. While (m <= k)
1. Find the distance of each object in Y to Cen[i], for i = 1 to m-1.
2. Find the average of all the distances to the centroid for each object in Y.
3. Choose the data object y
o
having maximum average distance from previous centroids.
4. Cen[m] = y
o
; m = m+1;
5. Remove the object y
o
from Y.
// Phase-3: Apply the K-means clustering with the initial centroids given in array Cen.

15. For each data point, in set Y, find the nearest cluster center from list Cen that is closest and assign that data point to the
16. Update the cluster centers in each cluster using the mean of the data points, which are assigned to that cluster.
17. Repeat the steps 15 and 16 until there are no more changes in the values of the centroids.

4. Experimental Activities and Result Discussion

Initially, we evaluated the proposed algorithm on a synthetic dataset with 15 data objects having 10 attributes as shown in table
1. Then three datasets, Pima Indian Diabetes data set, Breast Cancer data set and SPECTF Heart data set, taken from the UCI
T
UDV X =
Normalize the data
set using Z-score
method.
Apply the SVD
method of PCA to get
PCs.
Eliminate the
unnecessary
PCs.
Get the cluster index of
each object of the
reduced dataset by k-
means clustering.
Derive the initial
centroids for k-
means clustering.
Find the reduced
projected data set
using reduced
PCs.
Figure 1: A Hybridized model for K-means Clustering

63

machine learning repository are used for testing the accuracy and efficiency of the hybridized algorithm. Here the Sum of Squared
Error (SSE), representing distances between data points and their cluster centers have used to measure the clustering quality.
Among two solutions for a given dataset, the smaller the value of SSE and higher the accuracy, the better the solution.

Step 1: Normalizing the original data set
Using the Normalization process, the initial data values are scaled so as to fall within a small-specified range. An attribute value V
of an attribute A is normalized to V using Z-Score as follows:
V
=(V-mean(A))/std(A)
It performs two things i.e. data centering, which reduces the square mean error of approximating the input data and data scaling,
which standardizes the variables to have unit variance before the analysis takes place. This normalization prevents certain features
to dominate the analysis because of their large numerical values.

Table 1: The original data matrix X with 15 data objects having 10 attribute values.

Figure 2: Plotting of data along with the normalized data.

Step 2: Calculating the PCs using Singular Value Decomposition of the normalized data matrix
Applying the steps given in phase 1 of the new proposed algorithm, the no. of PCs obtained is same with the no. of original
variables. To eliminate the weaker components from this PC set we have calculated the corresponding variance, percentage of
variance and cumulative variances in percentage, which is shown in Table 2. Then we have considered the PCs having variances
less than the mean variance, ignoring the others. The reduced PCs are shown in Table 3.

Step 3: Finding the reduced data set using the reduced PCs
The transformation matrix with reduced PCs is formed and this transformation matrix is applied to the normalized data set to
produce the new reduced projected dataset, which can be used for further data analysis. The reduced data set is shown in Table 4.
We have also applied the PCA on three biological dataset and the reduced no. of attributes obtained for each dataset is shown in
Figure 3.

Step 4: Comparison of efficiency and accuracy of the original k-means clustering and proposed algorithm.
The clustering results shown in Figure 4 and 5 by applying the standard k-means clustering to the original synthetic dataset and the
proposed method to the reduced dataset are approximately same, but the time taken for clustering will be reduced due to less
number of attributes. Again we compared the clustering results obtained by the k-means algorithm using random initial centers and
initial centers derived by the proposed algorithm over 4 datasets with original dimension and with reduced dimension based on the
sum of squared error distances (SSE), which is shown in Figure 6 and 7. The clustering results of k-means using random initial
centers are the average results over 10 runs since each run gives different results. The SSE value obtained and the time taken in ms
for 4 datasets with original k-means and new proposed algorithm is given in Table 5.
v1 v2 v3 v4 v5 v6 v7 v8 v9 v10
Data1 1 5 1 1 1 2 1 3 1 1
Data2 2 5 4 4 5 7 10 3 2 1
Data3 3 3 1 1 1 2 2 3 1 1
Data4 4 6 8 8 1 3 4 3 7 1
Data5 5 4 1 1 3 2 1 3 1 1
Data6 6 8 10 10 8 7 10 9 7 1
Data7 7 1 1 1 1 2 10 3 1 1
Data8 8 2 1 2 1 2 1 3 1 1
Data9 9 2 1 1 1 2 1 1 1 5
Data10 10 4 2 1 1 2 1 2 1 1
Data11 11 1 1 1 1 1 1 3 1 1
Data12 12 2 1 1 1 2 1 2 1 1
Data13 13 2 1 1 1 2 1 2 1 1
Data14 14 5 3 3 3 2 3 4 4 1
Data15 15 1 1 1 1 2 3 3 1 1

64

Table 2: The variances, variances in percentage, cumulative Table 3: Reduced PCs having variance
variances in percentage corresponding to the PCs . greater than the mean variance.

Table 4: The reduced dataset containing 3 attributes

Figure 3: Plotting of original and reduced no. of attributes for
Synthetic, Pima Indian Diabetes, Breast Cancer and SPECTF Heart
datasets.

Figure 4: Clustering with original dataset by Figure 5: Clustering with reduced dataset by
standard K-means algorithm. proposed algorithm.
Variances Variances
in %
Cumulative
variances
in%
pc1 6.210578 62.10578 62.10578
pc2 1.054022 10.54022 72.646
pc3 1.016014 10.16014 82.80614
pc4 0.86546 8.654603 91.46075
pc5 0.455458 4.554576 96.01532
pc6 0.24649 2.464901 98.48022
pc7 0.108508 1.085079 99.5653
pc8 0.030248 0.302483 99.86779
pc9 0.010731 0.10731 99.9751
pc10 0.00249 0.024904 100
Pc1 Pc2 Pc3
0.161104 -0.70692 0.222666
-0.34575 0.06143 0.104589
-0.37811 -0.12852 0.225285
-0.37785 -0.12565 0.21828
-0.34923 0.061232 -0.09679
-0.34712 0.275694 -0.1149
-0.28668 0.21192 -0.29648
-0.34062 -0.24545 -0.14089
-0.34594 -0.26379 0.318984
0.091787 0.457921 0.780392
v1 v2 v3
data1 0.536985 1.045863 -0.56448
data2 -2.76212 1.914677 -1.15055
data3 0.858597 0.73036 -0.64746
data4 -2.78991 -0.43292 1.310152
data5 0.502757 0.444459 -0.51029
data6 -7.19228 -0.525 0.259885
data7 0.691562 0.513194 -1.21072
data8 1.149898 -0.19297 -0.28827
data9 2.060598 1.744708 2.866126
data10 1.08491 -0.31268 -0.00678
data11 1.749453 -0.8052 -0.20218
data12 1.620462 -0.6419 -0.08667
data13 1.656486 -0.79997 -0.03688
data14 -0.70786 -1.51675 0.500656
data15 1.540447 -1.16586 -0.23254

65

Table 5: SSE values obtained and time taken in ms with original k-means and new proposed algorithm

Dataset No of
Instances
Original
K-means Algorithm
SSE Time taken(ms)
Proposed Algorithm

SSE Time taken(ms)
Synthetic 15 608.446 78 47.8 65
Pima Indian
Diabetes
50 59255 158 182.39 122
Breast Cancer 80 29253 167 165.94 131
SPECTF Heart 40 97075 145 996.8 112

The above results show that the new algorithm provides better SSE values for all the cases. Hence, in this regard it increases the
efficiency of the original k-means algorithm. The accuracy of clustering determined by comparing the clusters obtained by the
experiments with the available clusters for three data sets in UCI data set is shown in Figure 8. In all the cases the proposed
algorithm provides better accuracy compared to the original k-means algorithm.

Figure 8: Clustering accuracy of PID, Breast cancer, SPECTF Heart datasets.

5. Conclusion

In this paper a hybridized K-means algorithm has been proposed which combines the steps of dimensionality reduction through
PCA, a novel initialization approach of cluster centers and the steps of assigning data points to appropriate clusters. Using the
proposed algorithm a given data set was partitioned in to k clusters in such a way that the sum of the total clustering errors for all
clusters was reduced as much as possible while inter distances between clusters are maintained to be as large as possible. The
experimental results show that the proposed algorithm provides better efficiency and accuracy comparison to original k-means
algorithm with reduced time. Though the proposed method gave better quality results in all cases, over random initialization
methods, still there is a limitation associated with this, i.e. the number of clusters (k) is required to be given as input. Again the
method to find the initial centroids may not be reliable for vary large dataset. Evolving some statistical methods to compute the
value of k, depending on the data distribution is suggested for future research. Methods for refining the computation of initial
centroids are worth investigating.

Figure 6: SSE results on synthetic, PID, Breast
cancer, SPECTF heart datasets with original
dimension.
cancer, SPECTF heart datasets with reduced
dimension.

66

References

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Vol. 4, pp. 74-76.
Chao Shi and Chen Lihui, 2005. Feature dimension reduction for microarray data analysis using locally linear embedding, 3
rd
Asia
Pacific Bioinformatics Conference, pp. 211-217.
Davy Michael and Luz Saturnino, 2007. Dimensionality reduction for active learning with nearest neighbour classifier in text
categorization problems, Sixth International Conference on Machine Learning and Applications, pp. 292-297.
Deelers S. and Auwatanamongkol S., 2007. Enhancing K-means algorithm with initial cluster centers derived from data
partitioning along the data axis with the highest variance, International Journal of Computer Science, Vol. 2, No. 4, pp. 247-
252.
Fahim A. M., Salem A. M., Torkey F. A., Saake G. and Ramadan M. A., 2009. An efficient k-means with good initial starting
points, Georgian Electronic Scientific Journal: Computer Science and Telecommunications, Vol. 2, No. 19, pp. 47-57.
Ismail M. and Kamel M., 1989. Multidimensional data clustering utilization hybrid search strategies, Pattern Recognition, Vol. 22,
No. 1, pp.75-89.
Maaten L.J.P., Postma E.O. and Herik H.J. van den, 2007. Dimensionality reduction: A comparative review, Tech. rep.
University of Maastricht.
Nazeer K. A. Abdul and Sebastian M.P., 2009. Improving the accuracy and efficiency of the k-means clustering algorithm,
Proceedings of the World Congress on Engineering, Vol. 1, pp. 308-312.
Pena J. M., Lozano J. A. and Larranaga P., 1999. An empirical comparison of four initialization methods for the k-means
algorithm, Pattern Recognition Letters, Vol. 20, No. 10, pp. 1027-1040.
Valarmathie P., Srinath M. and Dinakaran K., 2009. An increased performance of clustering high dimensional data through
dimensionality reduction technique, Journal of Theoretical and Applied Information Technology, Vol. 13, pp. 271-273.
Xu R. and Wunsch D., 2005. Survey of clustering algorithms, IEEE Trans. Neural Networks, Vol. 16, No. 3, pp. 645-678.
Xu Junling, Xu Baowen, Zhang Weifeng, Zhang Wei and Hou Jun, 2009. Stable initialization scheme for K-means clustering,
Wuhan University Journal of National Sciences, Vol. 14, No. 1, pp. 24-28.
Yan Jun, Zhang Benyu, Liu Ning, Yan Shuicheng, Cheng Qiansheng, Fan Weiguo, Yang Qiang, Xi Wensi, and Chen Zheng,
2006. Effective and efficient dimensionality reduction for large-scale and streaming data preprocessing, IEEE transactions on
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Yuan F., Meng Z. H, Zhang H. X and Dong C. R, 2004. A new algorithm to get the initial centroids, Proc. of the 3rd International
Conference on Machine Learning and Cybernetics, pp. 11911193.
Zhang Z., Zhang J. and Xue H., 2008. Improved K-means clustering algorithm, Proceedings of the Congress on Image and Signal
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American Journal of Applied Sciences, Vol. 5, No. 9, pp. 1247-1250.

Biographical notes

Rajashree Dash has completed her B.Tech in Computer Sc. & Engineering from KIIT University. Now she is perusing her M.Tech in Computer Sc. & Engg at
Institute of Technical Education & Research (ITER) under Siksh Ò` Anusandhan University, Bhubaneswar. Her research areas include Data mining, Computer
Graphics etc.

Debahuti Mishra is an Assistant Professor and research scholar in the department of Computer Sc. & Engg, Institute of Technical Education & Research (ITER)
under Siksh Ò` Anusandhan University, Bhubaneswar. She received her Masters degree from KIIT University, Bhubaneswar. Her research areas include Data
mining, Bio-informatics Software Engineering, Soft computing . She is an author of a book Aotumata Theory and Computation by Sun India Publication (2008).

Dr.Amiya Kumar Rath obtained Ph.D in Computer Science in the year 2005 from Utkal University for the work in the field of Embedded system. Presently
working with College of Engineering Bhubaneswar (CEB) as Professor of Computer Science & Engg. Cum Director (A&R) and is actively engaged in conducting
Academic, Research and development programs in the field of Computer Science and IT Engg. Contributed more than 30 research level papers to many national
and International journals. and conferences Besides this, published 4 books by reputed publishers. Having research interests include Embedded System, Adhoc
Network,Sensor Network ,Power Minimization, Biclustering, Evolutionary Computation and Data Mining.

Dr. Milu Acharya obtained her Ph.D at Utkal University. She is a Professor in Department of Computer Applications at Institute of Technical Education and
Research (ITER), Bhubaneswar. She has contributed more than 20 research level papers to many national and International journals and conferences Besides this,
published 3 books by reputed publishers. Her research interests include Biclustering,Data Mining , Evaluation of Integrals of analytic Functions , Numerical
Analysis , Complex Analysis , Simulation and Decision Theory.

Accepted March 2010

MultiCraft

Vol. 2, No. 2, 2010, pp. 54-58

INTERNATIONAL
JOURNAL OF
ENGINEERING,
SCIENCE AND
TECHNOLOGY

www.ijest-ng.com

Cycle multiplicity of total graph of C
n
, P
n
, and K
1,n

M.M. Akbar Ali
1
*, S. Panayappan
2

1*
Department of Mathematics,Sri Shakthi Institute of Engineering and Technology, Coimbatore, Tamil Nadu, INDIA
2
Department of Mathematics,Government Arts College,Coimbatore, Tamil Nadu, INDIA
*
Corresponding Author: e-mail: um_akbar@yahoo.co.in, Tel +91-9994279835.

Abstract

Cycle multiplicity of a graph G is the maximum number of edge disjoint cycles in G. In this paper, we find the cycle
multiplicity of total graph of cycles C
n
, paths P
n
, and star graph K
1
,
n
respectively.

Keywords: cycle multiplicity, total graph, cycle, path, star graph.

1. Introduction

Line partition number (Chatrand et al., 1971) of a graph G is the minimum number of subsets into which the edge-set of G can
be partitioned so that the subgraph induced by each subset has property P. Dual to this concept of line partition number of graph is
the maximum number of subsets into which the edge -set of G can be partitioned such that the subgraph induced by each subset
does not have the property P. Define the property P such that a graph G has the property P if G contains no subgraph which is
homeomorphic from the complete graph K
3
. Now the line partition number and dual line partition number corresponding to the
property P is referred to as arboricity and cycle multiplicity of G respectively. Equivalently the cycle multiplicity is the maximum
number of line disjoint subgraphs contained in G so that each subgraph is not acyclic. This number is called the cycle multiplicity
of G denoted by CM(G). The formula for cycle multiplicity of a complete and complete bipartite graph is given in (Chatrand et al.,
1971). In (Simes Pereira, 1972), the author found an upper bound for the line and middle graph of any graph. Also he proved that
the bound becomes the formula for line and total graph of any forest.
We consider finite, simple, undirected graph G(V(G), E(G)) where V(G) and E(G) represent vertex set and edge set of G
respectively. For any real number r, [r] and r

denote the largest integer not exceeding r and the least integer not less than r,
respectively. The other notations and terminology used in this paper can be found in (Harary, 1969).
Let G be a graph with vertex set V(G) and edge set E(G). The total graph (Michalak, 1981) of G, denoted by T(G) is defined as
follows. The vertex set of T(G) is V(G) E(G). Two vertices x, y in the vertex set of T(G) are adjacent in T(G) in case one of the
following holds: (i) x, y are in V(G) and x is adjacent to y in G. (ii) x, y are in E(G) and x, y are adjacent in G (iii) x is in V(G), y is
in E(G), and x, y are incident in G

2. Cycle multiplicity of total graph of C
n

It is obvious that cycle multiplicity of any cycle is one. We obtain a formula to find the cycle multiplicity of the total graph of a
cycle.

Theorem 2.1
Cycle multiplicity of Total Graph of n-Cycle, 1 )] ( [ + = n C T CM
n

Akbar Ali

and Panayappan / International Journal of Engineering, Science and Technology, Vol. 2, No. 2, 2010, pp. 54-58

55

Proof

Figure 1. n-cycle and its Total Graph

Let V(C
n
) = {v
1
, v
2
,.,v
n
} and E(C
n
) = { e
1
, e
2
,,e
n
, } in which e
i
= v
i
v
i+1
. By the definition of total graph,
V[T(C
n
)]= {v
1
, v
2
,,v
n
} { e
1
,e
2
,,e
n
} and E[T(C
n
)] = { e
i
e
i+1
/ ( n i 1 -1) } e
n
e
1
{ v
i
v
i+1
/ n i 1 -1} v
n
v
1

{ e
i
v
i+1
/ n i 1 -1} e
n
v
1
{v
i
e
i
/ n i 1 }. The cycles of T(C
n
) are C
i
= e
i
v
i+1
e
i+1
( n i 1 -1), C
n
= e
n
e
1
v
1
,
i i i i
e v v C
1
|
+
= ( n i 1 -1),
n n n
e v v C
1
|
= . Let C
n+1
= v
1
v
2
,,.v
n
v
1
, C
n+2
= e
1
e
2
..,e
n
e
1
, C
n+3
= v
1
e
1
v
2
e
2
v
3
,..,v
n
e
n
v
1
.
Now we collect set of line disjoint cycles, C
1
= {C
i
/ ( n i 1 -1)} { C
n
} {C
n+1
}, C
2
= } 1 1 / {
|
n i C
i
{
|
n
C }
{ C
n+2
}, C
3
= {C
n+1
, C
n+2
, C
n+3
}. Clearly C
i
( ) 3 1 i is a set of line disjoint cycles in T(C
n
) and |C
1
| = |C
2
| = n+1. Since n 3,
|C
1
| or |C
2
| |C
3
| and either C
1
or C
2
contains maximum number of line disjoint cycles of T(C
n
) and hence 1 )] ( [ + = n C T CM
n
.

3. Cycle multiplicity of total graph of P
n

As P
n
does not contain any cycle, its cycle multiplicity is zero. In the following theorem we states a formula to find the maximum
number of line disjoint cycles in the total graph of a path.

Theorem 3.1
Cycle multiplicity of total graph of path, n P T CM
n
= )] ( [
.Proof

Figure 2. Path and its Total Graph

Let V(P
n
) = { v
1
, v
2
,..,v
n+1
}and E(C
n
) = { e
1
, e
2
,,e
n
, } By the definition of total graph, V[T(P
n
)] = V(P
n
) E(P
n
),
E[T(P
n
)] ={v
i
e
i
/ ( n i 1 ) } {e
i
v
i+1
/ n i 1 } { v
i
v
i+1
/ n i 1 } { e
i
e
i+1
/ n i 1 -1} The cycles of T(P
n
) are
Akbar Ali


56

C
i
= v
i
v
i+1
e
i
( n i 1 ) and
|
i
C = e
i
ei
+1
v
i+1
( n i 1 -1) . Let C
1
= {C
i
/( n i 1 )} and C
2
= } 1 1 / {
|
n i C
i
. The cycles
in the set C
i
( i =1,2) are line disjoint cycles of T(P
n
). Also |C
2
| < |C
1
| = n and hence n P T CM
n
= )] ( [

4. Cycle multiplicity of total graph of K
1, n

Since the star graphs are acyclic its cycle multiplicity is zero. We find a formula for the cycle multiplicity of total graph of a star
graph

Theorem 4.1
Cycle multiplicity of total graph of K
m,n
,
+
=
even is n if
n n
odd is n if
n n
K T CM
n
6
) 4 (
6
5
)] ( [
2
, 1

Proof

Figure 3. Star graph and its Total Graph

Let V(K
1,n
) = {v
1
, v
2
,.,v
n
} and E(K
1,n
) = { e
1
, e
2
,,e
n
, } By the definition of total graph, we have
V[T(K
1
,
n
)] = {v} {e
i
/ ( n i 1 )} {v
i
/ ( n i 1 )}, in which the vertices e
1
, e
2
,,e
n
induces a cliques of order n (say
K
n
). Also the vertex v is adjacent with v
i
( n i 1 ).
Case (i)
If n is odd
We collect the set of line disjoint cycles of T(K
1
,
n
) as below.
C
1
= {ve
i
e
i+1
v

/ (i = 1, 3,..,n-2)}, C
2
= {ve
i
e
i+1
v

/ i = 2, 4,..,n-1}, C
3
= {set of line disjoint cycles in the clique K
n
}.
C
4
= {ve
i
v
i
v

/ ( n i 1 ) }, Clearly |C
1
| = |C
2
| =
2
1 n
.
To prove |C
3
| =

6
2
n n
, i.e., we have to prove the number of line disjoint cycles in C
3
is

6
2
n n
if n is odd. If n =1, the
number of line disjoint cycles in the clique K
1
is zero and

6
2
n n
= 0 for n =1. Similarly if n =3, then the number of line
Akbar Ali


57

disjoint cycles in the clique K
3
is one and

6
2
n n
= 1 for n =2. Therefore |C
3
| =

6
2
n n
if n = 1, 3. Assume that the result
is true for m = 2k-1 for some k. i.e., |C
3
| =
+
3
1 3 2
2
k k
, i.e., Number of line disjoint cycles in K
m
= |C
3
| =
+
3
1 3 2
2
k k
.
Now consider the clique K
n
where n = 2k + 1. Consider K
n-2
= K
n
{ e
2k
, e
2k+1
} = K
2k-1
= K
m
. Number of line disjoint cycles in K
n-2

is
+
3
1 3 2
2
k k
. Also the number of line disjoint cycles is decreased by

3
1 4k
. Therefore |C
3
| in K
n
is
+
3
1 3 2
2
k k
+

3
1 4k
. i.e., |C
3
| =
+
3
2
2
k k
, i.e. |C
3
| =

6
2
n n
, where n = 2k+1. Since n is odd there exist
no edges in the clique which are left out in the extraction of line disjoint cycles. Since 2 n ,
2
2 n

6
2
n n
. Therefore |C
1
|
= |C
2
| |C
3
| . The cycles in C
3
and C
4
are line disjoint. Therefore maximum number of line disjoint cycles in T(K
1
,
n
),
CM[T(K
1,n
)] = |C
3
| + |C
4
| =

6
2
n n
+ n =
+
6
5
2
n n
if n is odd.
Case (ii)
If n is even
In this case we collect the set of line disjoint cycles as below.
C
1
= {ve
i
e
i+1
v

/ i = 1, 3,..,n-1)}, C
2
= {ve
i
e
i+1
v

/ i= 2, 4,..,n-2}, clearly |C
1
| =
2
n
and |C
2
| =
2
2 n
C
3
= {set of line disjoint
cycles in K
n
}. C
4
= {ve
i
v
i
v

/ ( n i 1 ) }, We prove |C
3
| =
6
) 2 ( n n
. Maximum number of line disjoint cycles are extracted
from K
n
using the following steps.

Step 1:
Extract the line disjoint cycles c
i
= e
i
e
i+1
e
i+2
e
i
( i = 1, 3, 5,.n-1). Clearly c
1
, c
2
,,c
n-1
are line disjoint cycles.
Thus we got
2
n
line disjoint cycles.
Step 2:
Delete the edges e
i
+i
n
e
2
(i = 1, 2,,
2
n
) from K
n
.
Step 3:
Extract

6
5
2
n n
line disjoint 3cycles from K
n
{ e
i
+i
n
e
2
(i= 1, 2,,
2
n
) }.
Akbar Ali


58

Therefore
2
n
+
6
5
2
n n
=

6
) 2 (n n
. Since e
i
+i
n
e
2
(i = 1, 2, ,
2
n
) are mutually non adjacent edges in T(K
1
,
n
). Let C
5
= {v e
i
+i
n
e
2
v / (i = 1, 2, ,
2
n
)}. The cycles in C
5
are line disjoint. The cycles in C
3
and C
5
are line disjoint and also the
cycles in C
3
and C
4
are line disjoint . Since |C
5
|

|C
4
|. Therefore maximum number of line disjoint cycles in T(K
1
,
n
) ,
CM[T(K
1
,
n
)] = |C
3
| +

|C
4
| =

6
) 2 (n n
+ n =
+
6
) 4 (n n
.
Acknowledgement

The present version of this paper owes much to the referees for their comments, suggestions and remarks that have resulted in
the improvement of this paper.

References

Bondy J.A. and Murty U.S.R. 1976. Graph theory with Applications. London: MacMillan
Michalak D., 1981. On middle and total graphs with coarseness number equal 1, Springer Verlag Graph Theory, Lagow
proceedings, Berlin Heidelberg, New York, Tokyo, 139 -150.
Harary F., 1969. Graph Theory, Narosa Publishing home.
Chatrand G., Geller D. and Hedetniemi S., 1971. Graphs with forbidden Subgraphs, Journal of Combinatorial Theory, Vol. 10, pp.
12-41
Simes Pereira J.M.S., 1972. A note on the cycle multiplicity of line-graphs and total graphs, Journal of Combinatorial Theory,
Vol. 12, No. 2, pp. 194-200.

Biographical notes

M.M. Akbar Ali. is working as an Assistant Professor in the Department of Mathematics, Sri Shakthi Institute of Engineering and Technology, Coimbatore, India.
He received his M.Phil degree in Graph Theory from Bharathiar University in 2004 and his M.Sc from Government Arts College, Coimbatore and currently
pursuing PhD from Bharathiar University, Coimbatore. He has Published 16 papers in National and International Journals/Proceedings. He has participated in 15
National and International Conferences and presented more than 10 papers. Won the Best Paper Award at the International Conference on Mathematics and
Computer Science (ICMCS 2007), March 1-3, 2007, Loyola College, Chennai, India. Area of interest includes Graph Colorings and Decomposition of graphs.

Dr. S. Panayappan has 25 years of research experience and completed 5 research projects. He is presently serving as Principal investigator of University Grant
Commission's Major project at Government Arts College Coimbatore. 45 M.Phil and 5 PhD scholars have been awarded the degree under his supervision and he is
guiding 8 PhD scholars at present. He has Published 25 papers in National and International Journals/Proceedings. He has organized 3 conferences, including one
graph theory conference. Area of interest includes Graph theory and Operator Theory.

Accepted March 2010

MultiCraft

Vol. 2, No. 2, 2010, pp. 59-66

INTERNATIONAL
JOURNAL OF
ENGINEERING,
SCIENCE AND
TECHNOLOGY

www.ijest-ng.com


Rajashree Dash
1
,

Debahuti Mishra
*
, Amiya Kumar Rath
2
, Milu Acharya
3

1,*,3
Institute of Technical Education and Research, Bhubaneswar, Orissa, INDIA
2
Director, College of Engineering Bhubaneswar, Orissa, INDIA

*
Corresponding Authors e-mails: debahuti@iter.ac.in, rajashree_dash@yahoo.co.in ,amiyamiya@rediffmail.com, milu_acharya@yahoo.com

Abstract

Due to incredible growth of high dimensional dataset, conventional data base querying methods are inadequate to extract
useful information, so researchers nowadays is forced to develop new techniques to meet the raised requirements. Such large
expression data gives rise to a number of new computational challenges not only due to the increase in number of data objects
but also due to the increase in number of features/attributes. Hence, to improve the efficiency and accuracy of mining task on
high dimensional data, the data must be preprocessed by an efficient dimensionality reduction method. Recently cluster analysis
is a popularly used data analysis method in number of areas. K-means is a well known partitioning based clustering technique
that attempts to find a user specified number of clusters represented by their centroids. But its output is quite sensitive to initial
positions of cluster centers. Again, the number of distance calculations increases exponentially with the increase of the
dimensionality of the data. Hence, in this paper we proposed to use the Principal Component Analysis (PCA) method as a first
phase for K-means clustering which will simplify the analysis and visualization of multi dimensional data set. Here also, we
have proposed a new method to find the initial centroids to make the algorithm more effective and efficient. By comparing the
result of original and new approach, it was found that the results obtained are more accurate, easy to understand and above all
the time taken to process the data was substantially reduced.

Keywords: Cluster analysis, K-means Algorithm, Dimensionality Reduction, Principal Component Analysis, Hybridized K-means algorithm

1. Introduction

Data mining is a convenient way of extracting patterns, which represents knowledge implicitly stored in large data sets and
focuses on issues relating to their feasibility, usefulness, effectiveness and scalability. It can be viewed as an essential step in the
process of knowledge discovery. Data are normally preprocessed through data cleaning, data integration, data selection, and data
transformation and prepared for the mining task. Data mining can be performed on various types of databases and information
repositories, but the kind of patterns to be found are specified by various data mining functionalities like class/concept description,
association, correlation analysis, classification, prediction, cluster analysis etc.
Cluster analysis is one of the major data analysis methods widely used for many practical applications in emerging areas.
Clustering is the process of finding groups of objects such that the objects in a group will be similar (or related) to one another and
different from (or unrelated to) the objects in other groups. A good clustering method will produce high quality clusters with high
intra-cluster similarity and low inter-cluster similarity. The quality of a clustering result depends on both the similarity measure
used by the method and its implementation and also by its ability to discover some or all of the hidden patterns. A good survey on
clustering methods is found in Xu et al. (2005).
K-means is a commonly used partitioning based clustering technique that tries to find a user specified number of clusters (k),
which are represented by their centroids, by minimizing the square error function. Although K-means is simple and can be used for
a wide variety of data types, it is quite sensitive to initial positions of cluster centers. There are two simple approaches to cluster
center initialization i.e. either to select the initial values randomly, or to choose the first k samples of the data points. As an
alternative, different sets of initial values are chosen (out of the data points) and the set, which is closest to optimal, is chosen.
However, testing different initial sets is considered impracticable criteria, especially for large number of clusters Ismail et al
(1989). Therefore, different methods have been proposed in literature by Pena et al. (1999). Again the computational complexity

60

of original K-means algorithm is very high, especially for large data sets. In addition the number of distance calculations increases
exponentially with the increase of the dimensionality of the data. When the dimensionality increases usually, only a small number
of dimensions are relevant to certain clusters, but data in the irrelevant dimensions may produce much noise and mask the real
clusters to be discovered. Moreover when dimensionality increases, data usually become increasingly sparse, due to which data
points located at different dimensions can be considered as all equally distanced and the distance measure, which, essentially for
cluster analysis, becomes meaningless. Hence, attribute reduction or dimensionality reduction is an essential data-preprocessing
task for cluster analysis of datasets having a large no. of features/attributes.
Dimensionality reduction specified by Maaten et al. (2007) and Davy et al. (2007) is the transformation of high-dimensional
data into a meaningful representation of reduced dimensionality that corresponds to the intrinsic dimensionality of the data. It falls
into two categories i.e. Feature Selection (FS) and Feature Reduction (FR). Feature Selection algorithm aims at finding out a
subset of the most representative features according to some objective function in discrete space. The algorithms of FS are always
greedy. Thus, they sometimes cannot even find the optimal solution in the discrete space. Feature Extraction/ Feature Reduction
algorithms aim to extract features by projecting the original high-dimensional data into a lower-dimensional space through
algebraic transformations. It finds the optimal solution of a problem in a continuous space, but the computational complexity is
more comparative to feature selection algorithm. Various types of feature reduction methods have been developed. PCA is a
commonly used feature reduction method in terms of minimizing the reconstruction error.
Traditional K-means algorithm for cluster analysis developed for low dimensional data, often do not work well for high
dimensional data like microarray gene expression data and the results may not be accurate most of the time due to noise and
outliers associated with original data. Also the computational complexity increases rapidly as the dimension increases. Hence, to
improve the efficiency, we proposed a method to apply PCA on original data set, so that the correlated variables exist in the
original dataset would be transformed to possibly uncorrelated variables, which are reduced in size. Before applying PCA the
dataset needs to be normalized, so that any attribute with larger domain will not dominate attributes with smaller domain. The
resulting reduced data set obtained from the application of PCA will be applied to a K-means clustering algorithm. Here also we
have proposed a new method to find the initial centroids to make the algorithm more effective and efficient. The main advantage
of this approach stems from the fact that this framework is able to obtain better clustering with reduced complexity and also
provides better accuracy and efficiency for high dimensional datasets.
Section 1 of the paper deals with the introductory concepts of clustering, K-means clustering, its limitations, the need of
dimensionality reduction for clustering and the goal of the paper. Some recent related works and other preliminaries on K-means
algorithm, dimensionality reduction methods and some concepts of PCA have been discussed in section 2. Section 3 describes our
new proposed algorithm for K-means clustering. Section 4 describes our approach in various steps with experimental activities and
corresponding result discussion followed by conclusion in Section 5.

2. Related Work

Several attempts were made by researchers to improve the effectiveness and efficiency of the K-means algorithm. Yuan et al.
(2004) proposed a systematic method for finding the initial centroids. However, Yuans method does not suggest any improvement
to the time complexity of the K-means algorithm. Belal et al. (2005) proposed a new method for cluster initialization based on
finding a set of medians extracted from a dimension with maximum variance. Zoubi et al. (2008) proposed a new strategy to
accelerate K-means clustering by avoiding unnecessary distance calculations through the partial distance logic. Fahim et al. (2009)
proposed a method to select a good initial solution by partitioning dataset into blocks and applying K-means to each block. But
here the time complexity is slightly more. . Though the above algorithms can help finding good initial centers for some extent, they
are quite complex and some use the K-means algorithm as part of their algorithms, which still need to use the random method for
cluster center initialization. Deelers et al. (2007) has proposed an enhancing K-means algorithm based on the data partitioning
algorithm used for color quantization. The algorithm performs data partitioning along the data axis with the highest variance.
Nazeer et al. (2009) proposed an enhanced K-means algorithm, which combines a systematic method for finding initial centroids
and an efficient way for assigning data points to cluster. This method ensures the entire process of clustering in O (n
2
) time without
sacrificing the accuracy of clusters. Similarly Xu et al. (2009) specify a novel initialization scheme to select initial cluster centers
based on reverse nearest neighbor search. But all the above methods do not work well for high dimensional data sets. Yeung et al.
(2000) presented an empirical study on principal component analysis for clustering gene expression data. But here the initial
centroids are chosen randomly. Chao et al. (2005) also proposed a method for dimension reduction for microarray data analysis
using Locally Linear Embedding.

2.1 K-means Clustering Algorithm
The K-means algorithm is one of the partitioning based, nonhierarchical clustering methods. Given a set of numeric objects X
and an integer number k, the K-means algorithm searches for a partition of X into k clusters that minimizes the within groups sum
of squared errors. The K-means algorithm starts by initializing the k cluster centers. The input data points are then allocated to one
of the existing clusters according to the square of the Euclidean distance from the clusters, choosing the closest. The mean
(centroid) of each cluster is then computed so as to update the cluster center. This update occurs as a result of the change in the

61

membership of each cluster. The processes of re-assigning the input vectors and the update of the cluster centers is repeated until
no more change in the value of any of the cluster centers.

The steps of the K-means algorithm are written below:

1. Initialization: choose randomly K input vectors (data points) to initialize the clusters.
2. Nearest-neighbor search: for each input vector, find the cluster center that is closest, and assign that input vector to the
3. Mean update: update the cluster centers in each cluster using the mean (centroid) of the input vectors assigned to that
cluster.
4. Stopping rule: repeat steps 2 and 3 until no more change in the value of the means.

2.2 Principal Component Analysis (PCA)
Principal Component Analysis by Valarmathie et al. (2009) and Yan et al. (2006) is an unsupervised Feature Reduction method
for projecting high dimensional data into a new lower dimensional representation of the data that describes as much of the variance
in the data as possible with minimum reconstruction error. PCA is mathematically defined as an orthogonal linear transformation
that transforms the data to a new coordinate system such that the greatest variance by any projection of the data comes to lie on the
first coordinate (called the first principal component), the second greatest variance on the second coordinate, and so on. It
transforms a number of possibly correlated variables into a smaller number of uncorrelated variables called principal components.
Hence, PCA is a statistical technique for determining key variables in a high dimensional data set that explain the differences in
the observations and can be used to simplify the analysis and visualization of high dimensional data set, without much loss of
information.

2.3 Principal Component (PC)
Technically, a principal component can be defined as a linear combination of optimally weighted observed variables which
maximize the variance of the linear combination and which have zero covariance with the previous PCs. The first component
extracted in a principal component analysis accounts for a maximal amount of total variance in the observed variables. The second
component extracted will account for a maximal amount of variance in the data set that was not accounted for by the first
component and it will be uncorrelated with the first component. The remaining components that are extracted in the analysis
display the same two characteristics: each component accounts for a maximal amount of variance in the observed variables that
was not accounted for by the preceding components, and is uncorrelated with all of the preceding components. When the principal
component analysis will complete, the resulting components will display varying degrees of correlation with the observed
variables, but are completely uncorrelated with one another.
PCs are calculated using the Eigen value decomposition of a data covariance matrix/ correlation matrix or singular value
decomposition of a data matrix, usually after mean centering the data for each attribute. Covariance matrix is preferred when the
variances of variables are very high compared to correlation. It would be better to choose the type of correlation when the variables
are of different types. Similarly the SVD method is used for numerical accuracy.

2.4 Elimination Methods of Unnecessary PCs
The transformation of the dataset to the new principal component axis produces the number of PCs equivalent to the no. of
original variables. But for many datasets, the 1
st
several PCs explain the most of the variances, so the rest can be eliminated with
minimal loss of information. The various criteria used to determine how many PCs should be retained for the interpretation is as
follows:
Using Scree Diagram plots the variances in percentage corresponding to the PCs, which will automatically
eliminate the PCs with very low variances.
Fixing a threshold value of variance, so that PCs having variance more than the given threshold value will be
retained rejecting others.
Eliminate PCs whose Eigen values are smaller than a fraction of the mean Eigen value.

3. Proposed Hybridized K-means Clustering Algorithm

As original K-means clustering algorithm often does not work well for high dimension, hence, to improve the efficiency, we
proposed to apply PCA on original data set, to obtain a reduced dataset containing possibly uncorrelated variables. Then the
resulting reduced data set will be applied to the K-means clustering algorithm to determine the precise no. of clusters. As quality of
the final clusters heavily depends on the selection of the initial centroids, here we proposed a new method to choose such data
objects as initial centroids whose squared Euclidian distance is maximum among all the data objects, to make the algorithm more
effective and efficient.


62

The proposed model is illustrated in Figure 1.

The steps of the hybridized k-means clustering algorithm are as follows.

Input: X = {d1, d2,..,dn} // set of n data items.
K // Number of desired clusters.
An array Cen [ ] having size k initially being empty.

Output: A set of k clusters

// Phase-1: Apply PCA to reduce the dimension of the data set
1. Organize the dataset in a matrix X.
2. Normalize the data set using Z-score.
3. Calculate the singular value decomposition of the data matrix.
4. Calculate the variance using the diagonal elements of D.
5. Sort variances in decreasing order.
6. Choose the p principal components from V with largest variances.
7. Form the transformation matrix W consisting of those p PCs.
8. Find the reduced projected dataset Y in a new coordinate axis by applying W to X.
//Phase-2: Find the initial centroids

9. Set m=1.
10. Compute the distance between each data points in the set Y.
11. Choose the two data points y
i
and y
j
such that distance (y
i
, y
j
) is maximum.
12. Cen[m] = y
i
; Cen[m+1] = y
j
; m=m+2 ;
13. Remove the two objects y
i
, y
j
from Y.
14. While (m <= k)
1. Find the distance of each object in Y to Cen[i], for i = 1 to m-1.
2. Find the average of all the distances to the centroid for each object in Y.
3. Choose the data object y
o
having maximum average distance from previous centroids.
4. Cen[m] = y
o
; m = m+1;
5. Remove the object y
o
from Y.
// Phase-3: Apply the K-means clustering with the initial centroids given in array Cen.

15. For each data point, in set Y, find the nearest cluster center from list Cen that is closest and assign that data point to the
16. Update the cluster centers in each cluster using the mean of the data points, which are assigned to that cluster.
17. Repeat the steps 15 and 16 until there are no more changes in the values of the centroids.

4. Experimental Activities and Result Discussion

Initially, we evaluated the proposed algorithm on a synthetic dataset with 15 data objects having 10 attributes as shown in table
1. Then three datasets, Pima Indian Diabetes data set, Breast Cancer data set and SPECTF Heart data set, taken from the UCI
T
UDV X =
Normalize the data
set using Z-score
method.
Apply the SVD
method of PCA to get
PCs.
Eliminate the
unnecessary
PCs.
Get the cluster index of
each object of the
reduced dataset by k-
means clustering.
Derive the initial
centroids for k-
means clustering.
Find the reduced
projected data set
using reduced
PCs.
Figure 1: A Hybridized model for K-means Clustering

63

machine learning repository are used for testing the accuracy and efficiency of the hybridized algorithm. Here the Sum of Squared
Error (SSE), representing distances between data points and their cluster centers have used to measure the clustering quality.
Among two solutions for a given dataset, the smaller the value of SSE and higher the accuracy, the better the solution.

Step 1: Normalizing the original data set
Using the Normalization process, the initial data values are scaled so as to fall within a small-specified range. An attribute value V
of an attribute A is normalized to V using Z-Score as follows:
V
=(V-mean(A))/std(A)
It performs two things i.e. data centering, which reduces the square mean error of approximating the input data and data scaling,
which standardizes the variables to have unit variance before the analysis takes place. This normalization prevents certain features
to dominate the analysis because of their large numerical values.

Table 1: The original data matrix X with 15 data objects having 10 attribute values.

Figure 2: Plotting of data along with the normalized data.

Step 2: Calculating the PCs using Singular Value Decomposition of the normalized data matrix
Applying the steps given in phase 1 of the new proposed algorithm, the no. of PCs obtained is same with the no. of original
variables. To eliminate the weaker components from this PC set we have calculated the corresponding variance, percentage of
variance and cumulative variances in percentage, which is shown in Table 2. Then we have considered the PCs having variances
less than the mean variance, ignoring the others. The reduced PCs are shown in Table 3.

Step 3: Finding the reduced data set using the reduced PCs
The transformation matrix with reduced PCs is formed and this transformation matrix is applied to the normalized data set to
produce the new reduced projected dataset, which can be used for further data analysis. The reduced data set is shown in Table 4.
We have also applied the PCA on three biological dataset and the reduced no. of attributes obtained for each dataset is shown in
Figure 3.

Step 4: Comparison of efficiency and accuracy of the original k-means clustering and proposed algorithm.
The clustering results shown in Figure 4 and 5 by applying the standard k-means clustering to the original synthetic dataset and the
proposed method to the reduced dataset are approximately same, but the time taken for clustering will be reduced due to less
number of attributes. Again we compared the clustering results obtained by the k-means algorithm using random initial centers and
initial centers derived by the proposed algorithm over 4 datasets with original dimension and with reduced dimension based on the
sum of squared error distances (SSE), which is shown in Figure 6 and 7. The clustering results of k-means using random initial
centers are the average results over 10 runs since each run gives different results. The SSE value obtained and the time taken in ms
for 4 datasets with original k-means and new proposed algorithm is given in Table 5.
v1 v2 v3 v4 v5 v6 v7 v8 v9 v10
Data1 1 5 1 1 1 2 1 3 1 1
Data2 2 5 4 4 5 7 10 3 2 1
Data3 3 3 1 1 1 2 2 3 1 1
Data4 4 6 8 8 1 3 4 3 7 1
Data5 5 4 1 1 3 2 1 3 1 1
Data6 6 8 10 10 8 7 10 9 7 1
Data7 7 1 1 1 1 2 10 3 1 1
Data8 8 2 1 2 1 2 1 3 1 1
Data9 9 2 1 1 1 2 1 1 1 5
Data10 10 4 2 1 1 2 1 2 1 1
Data11 11 1 1 1 1 1 1 3 1 1
Data12 12 2 1 1 1 2 1 2 1 1
Data13 13 2 1 1 1 2 1 2 1 1
Data14 14 5 3 3 3 2 3 4 4 1
Data15 15 1 1 1 1 2 3 3 1 1

64

Table 2: The variances, variances in percentage, cumulative Table 3: Reduced PCs having variance
variances in percentage corresponding to the PCs . greater than the mean variance.

Table 4: The reduced dataset containing 3 attributes

Figure 3: Plotting of original and reduced no. of attributes for
Synthetic, Pima Indian Diabetes, Breast Cancer and SPECTF Heart
datasets.

Figure 4: Clustering with original dataset by Figure 5: Clustering with reduced dataset by
standard K-means algorithm. proposed algorithm.
Variances Variances
in %
Cumulative
variances
in%
pc1 6.210578 62.10578 62.10578
pc2 1.054022 10.54022 72.646
pc3 1.016014 10.16014 82.80614
pc4 0.86546 8.654603 91.46075
pc5 0.455458 4.554576 96.01532
pc6 0.24649 2.464901 98.48022
pc7 0.108508 1.085079 99.5653
pc8 0.030248 0.302483 99.86779
pc9 0.010731 0.10731 99.9751
pc10 0.00249 0.024904 100
Pc1 Pc2 Pc3
0.161104 -0.70692 0.222666
-0.34575 0.06143 0.104589
-0.37811 -0.12852 0.225285
-0.37785 -0.12565 0.21828
-0.34923 0.061232 -0.09679
-0.34712 0.275694 -0.1149
-0.28668 0.21192 -0.29648
-0.34062 -0.24545 -0.14089
-0.34594 -0.26379 0.318984
0.091787 0.457921 0.780392
v1 v2 v3
data1 0.536985 1.045863 -0.56448
data2 -2.76212 1.914677 -1.15055
data3 0.858597 0.73036 -0.64746
data4 -2.78991 -0.43292 1.310152
data5 0.502757 0.444459 -0.51029
data6 -7.19228 -0.525 0.259885
data7 0.691562 0.513194 -1.21072
data8 1.149898 -0.19297 -0.28827
data9 2.060598 1.744708 2.866126
data10 1.08491 -0.31268 -0.00678
data11 1.749453 -0.8052 -0.20218
data12 1.620462 -0.6419 -0.08667
data13 1.656486 -0.79997 -0.03688
data14 -0.70786 -1.51675 0.500656
data15 1.540447 -1.16586 -0.23254

65

Table 5: SSE values obtained and time taken in ms with original k-means and new proposed algorithm

Dataset No of
Instances
Original
K-means Algorithm
SSE Time taken(ms)
Proposed Algorithm

SSE Time taken(ms)
Synthetic 15 608.446 78 47.8 65
Pima Indian
Diabetes
50 59255 158 182.39 122
Breast Cancer 80 29253 167 165.94 131
SPECTF Heart 40 97075 145 996.8 112

The above results show that the new algorithm provides better SSE values for all the cases. Hence, in this regard it increases the
efficiency of the original k-means algorithm. The accuracy of clustering determined by comparing the clusters obtained by the
experiments with the available clusters for three data sets in UCI data set is shown in Figure 8. In all the cases the proposed
algorithm provides better accuracy compared to the original k-means algorithm.

Figure 8: Clustering accuracy of PID, Breast cancer, SPECTF Heart datasets.

5. Conclusion

In this paper a hybridized K-means algorithm has been proposed which combines the steps of dimensionality reduction through
PCA, a novel initialization approach of cluster centers and the steps of assigning data points to appropriate clusters. Using the
proposed algorithm a given data set was partitioned in to k clusters in such a way that the sum of the total clustering errors for all
clusters was reduced as much as possible while inter distances between clusters are maintained to be as large as possible. The
experimental results show that the proposed algorithm provides better efficiency and accuracy comparison to original k-means
algorithm with reduced time. Though the proposed method gave better quality results in all cases, over random initialization
methods, still there is a limitation associated with this, i.e. the number of clusters (k) is required to be given as input. Again the
method to find the initial centroids may not be reliable for vary large dataset. Evolving some statistical methods to compute the
value of k, depending on the data distribution is suggested for future research. Methods for refining the computation of initial
centroids are worth investigating.

cancer, SPECTF heart datasets with original
dimension.
cancer, SPECTF heart datasets with reduced
dimension.

66

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Conference on Machine Learning and Cybernetics, pp. 11911193.
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American Journal of Applied Sciences, Vol. 5, No. 9, pp. 1247-1250.

Biographical notes

Rajashree Dash has completed her B.Tech in Computer Sc. & Engineering from KIIT University. Now she is perusing her M.Tech in Computer Sc. & Engg at
Institute of Technical Education & Research (ITER) under Siksh Ò` Anusandhan University, Bhubaneswar. Her research areas include Data mining, Computer
Graphics etc.

Debahuti Mishra is an Assistant Professor and research scholar in the department of Computer Sc. & Engg, Institute of Technical Education & Research (ITER)
under Siksh Ò` Anusandhan University, Bhubaneswar. She received her Masters degree from KIIT University, Bhubaneswar. Her research areas include Data
mining, Bio-informatics Software Engineering, Soft computing . She is an author of a book Aotumata Theory and Computation by Sun India Publication (2008).

Dr.Amiya Kumar Rath obtained Ph.D in Computer Science in the year 2005 from Utkal University for the work in the field of Embedded system. Presently
working with College of Engineering Bhubaneswar (CEB) as Professor of Computer Science & Engg. Cum Director (A&R) and is actively engaged in conducting
Academic, Research and development programs in the field of Computer Science and IT Engg. Contributed more than 30 research level papers to many national
and International journals. and conferences Besides this, published 4 books by reputed publishers. Having research interests include Embedded System, Adhoc
Network,Sensor Network ,Power Minimization, Biclustering, Evolutionary Computation and Data Mining.

Dr. Milu Acharya obtained her Ph.D at Utkal University. She is a Professor in Department of Computer Applications at Institute of Technical Education and
Research (ITER), Bhubaneswar. She has contributed more than 20 research level papers to many national and International journals and conferences Besides this,
published 3 books by reputed publishers. Her research interests include Biclustering,Data Mining , Evaluation of Integrals of analytic Functions , Numerical
Analysis , Complex Analysis , Simulation and Decision Theory.

Accepted March 2010

MultiCraft

Vol. 2, No. 2, 2010, pp. 67-82

INTERNATIONAL
JOURNAL OF
ENGINEERING,
SCIENCE AND
TECHNOLOGY

www.ijest-ng.com

Effect of magnetic field on the blood flow in artery having multiple stenosis:
a numerical study

Gaurav Varshney
1
*, V.K. Katiyar
2
, Sushil Kumar
3

1*
Department of Mathematics, Government Degree College Karanprayag,Chamoli, INDIA
2
Department of Mathematics,Indian Institute of Technology Roorkee, INDIA
Department of Mathematics,S.V. National Institute of Technology Surat, INDIA
*
Corresponding Author: e-mail: gauravdips@gmail.com, Tel +91-9456717427, Fax.+91-1363-244129

Abstract

In the present study a mathematical model for the blood flow in stenosed artery in the presence of magnetic field is proposed.
The laminar, incompressible, fully developed, non-Newtonian flow of blood in an artery having multiple stenosis is numerically
studied under the action of transverse magnetic field. The governing equations are transformed by using a radial transformation
and the numerical results are obtained using a finite difference technique. Effect of overlapping stenosis and externally applied
magnetic field in the blood flow is discussed with the help of graph. All the flow characteristics are found to be affected by the
presence of multiple stenosis and exposure of magnetic field of different intensities.

Keywords: Blood flow, Magnetic Field, Overlapping Stenosis, generalized Power Law, Finite Difference Method

1. Introduction

Many cardiovascular diseases, particularly atherosclerosis, have been found to be responsible for deaths in both developed and
developing countries. The study of blood flow through a stenotic artery is very important because the nature of blood movement
and mechanical behaviour of vessel walls are causes of many cardiovascular diseases. Most of the authors (Bali and Awasthi,
2007; Chakravarty, 1987; Deplano and Siouffi, 1987; Haldar, 1985; Liu et al., 2004; Mandal, 2005; Shalman et al., 2002) studied
the pulsatile blood flow in the artery having single mild stenosis. The multiple stenosis is commonly found in the femoral and
pulmonary arteries, so the problem of blood flow becomes more acute in the presence of overlapping stenosis (Chakravarty and
Mandal, 1994; Ismail et al., 2007). The study of blood rheology and blood flow has several objectives such as not only
understanding health and disease but also in essence, what kind of fluid it is (Buchanan et al., 2000, Hernan and Gonzalez, 2007,
Ismail et al., 2007, Mandal, 2005). Some authors in the area of blood flow feel that blood can be assumed to be Newtonian in
nature especially in large blood vessels such as the aorta (Katiyar and Vasarajappa, 2002; Liepsch, 2002; Liu et al., 2004; Prakash
et al., 2004; Tashtoush and Magableh, 2008; Tzirtzilakis, 2005). In fact blood is a suspension of cells in plasma. The plasma which
is a solution of proteins, electrolyte and other substances, is an incompressible virtually Newtonian fluid. From biomechanical
point of view, blood is considered as an intelligent fluid, probably the most one in the nature, capable of adapting itself in a great
extent in order to provide nutrients to the organs.
It is well known that blood behaves differently when flowing in large vessels, in which Newtonian behaviour is expected and in
medium and small vessels where non-Newtonian effects appear (Buchanan et al., 2000; Chakravarty and Mandal, 1994; Deplano
and Siouffi, 1987; Ismail et al., 2007; Mandal, 2005). Blood can be regarded as magnetic fluid, in which red blood cells are
magnetic in nature. Liquid carriers in the blood contain the magnetic suspension of the particle (Tzirtzilakis, 2005).
Human body experiences magnetic fields of moderate to high intensity in many situations of day to day life. In recent times,
many medical diagnostic devices especially those used in diagnosing cardiovascular disease make use of magnetic fields.
It is known from the magneto-hydrodynamics that when a stationary, transverse magnetic field is applied externally to a moving
electrically conducting fluid, electrical currents are induced in the fluid. The interaction between these induced currents and the
Varshney et al. / International Journal of Engineering, Science and Technology, Vol. 2, No. 2, 2010, pp. 67-82

68

applied magnetic field produces a body forces (known as the Lorentz force) which tends to retard the movement of blood (Sud and
Sekhon, 1989)
Chester (1957) analyzed the interaction of the magnetic field with the electric current to propose the pressure of body forces in
stokes problem for the discussion of the motion of the fluids in the classical hydrodynamics. Low frequency, low intensity
magnetic energy has been employed for treating chronic pain secondary to tissue ischemia and slow healing and non healing ulcers
with satisfactory to excellent results. This type of energy appears to affect biological process, not through heat production but
through electrically induced changes in the environment of cells within the organism.
Jauchem (1997) studied the effects of low frequency electromagnetic energy on the peripheral blood circulation and concluded
that low frequency, low intensity magnetic field increased blood flow in the great majority.
Hypertension is one flight mechanics presumably exposed to radio frequency radiation at a level of 38 times above the
permissible exposure limit. There are a number of emerging technologies involving the use of Electro-Magnetic frequencies
including new types of cellular telephones, magnetically levitated trains and superconducting magnetic energy storage. The
possible effects of these particular Electro-Magnetic frequencies on health have not been studied directly.
Magnetic Resonance Imaging is a tool to study the blood flow phenomena in which magnetic field of large intensity is applied
on the body. Although existing guidelines on Magnetic Resonance Imaging magnetic fields have been adequate to preclude any
known biological problem to date, the Magnetic Resonance Imaging industry would like to have greater flexibility in developing
future designs. Simunic et al. used a model to simulate exposure of the human torso to switched magnetic field that would be
present during Magnetic Resonance Imaging (Jauchem, 1997)
Villoresi et al. (1994) proposed that when magnetic field exceed 0.05 T, it leads to real dangers connected with development of
heart fibrillation and further irreversible changes. He reported a large decrease in myocardial infarction rates on Saturday, Sundays
and public holidays and remarked that there were greater man made magnetic disturbances on workdays than during weekends.
Myocardial infarctions could be triggered by man made magnetic fields.
Time varying electromagnetic field produced by electrical currents are used to treat non-unified bone fractures. With regards to
sympathetic function, time varying electromagnetic fields can modify electrical activity in the brain. This change in electrical
activity of the central nervous system can inhibit muscle sympathetic nerve activity and increase skin sympathetic nerve activity
(Kinouchi et al., 1996; Kuipers et al., 2007).
Magnetic devices sold to patients commonly utilize static magnetic fields generated by permanent magnets and not time varying
electromagnetic fields. Like time varying electromagnetic field, there is some evidence to suggest that static magnetic fields alter
autonomic function in human. A 2.0 T static magnetic field can increase cardiac cycle length, which may be caused by changes
within the sinus node. A 0.4 T static magnetic field can alter skin blood flow in humans, possibly caused by alteration in calcium
dynamics (Bali and Awasthi, 2007; Chester, 1957; Gmitrov, 2007; Jauchem, 1997; McKay et al., 2007).
Kuipers et al. (2007) studied the influence of static magnetic fields on cardiovascular and sympathetic function at rest and during
physiological stress and also investigated the influence of static magnetic field on pain perception during noxious stimuli.
The biological effects of Magnetic fields have often been linked to nitric oxide (NO), which is responsible for the changes in
vessel diameter following magnetic field exposure. Recently magnetic fields have been shown to have positive effects on
numerous human systems. For instance, it is documented that magnetic field exposure can provide analgesia, decrease healing time
for fractures, increase the speed of nerve regeneration, act as a treatment for depression and provide other medical benefits
(McKay et al., 2007).
Magnetic force therapy could be useful for the reperfusion of ischemic tissue or during sepsis. When blood flow to a tissue
becomes blocked or reduced, necrosis will eventually occur. Local exposure of a magnetic field could potentially result in blood
vessel relaxation and increased blood flow. The effects of magnetism on blood vessels and the cardiovascular system are very
interesting. There is still no experiment that shows the effect of quite magnetic field on blood circulation.
In recent years some studies (Katiyar and Basavarajappa, 2002; Kinouchi et al., 1996; Sud and Sekhon, 1989; Tashtoush and
Magableh, 2008; Tzirtzilakis, 2005) have been reported on the analysis of blood flow through single arteries in the presence of
externally applied magnetic field. However there are very few studies focusing on the effect of magnetic field in the stenotic
artery.
Considering the influence of magnetic field on the stenotic artery, in this study, we look at the effect of transverse magnetic field
and multi-stenosis on the blood flow in blood vessel. It is assumed that the arterial segment is cylindrical tube with time dependent
multi-stenosis and the flowing blood is characterized by generalized Power-law model. Governing equations are solved by using
suitable finite difference method. The effect of externally applied magnetic field on velocity, flow rate, flow resistance and wall
shear stress is studied

2. Formulation of the problem

2.1 Mathematical model

It is well known that blood acts as an electrically conducting fluid. When solid material as F
e
is moving in a magnetic field, it
experiences an electromotive force and as a result an electric current may flow. If we apply a magnetic field on an electrically

69

conducting fluid like blood, an electromagnetic force will be produced due to the interaction of current with magnetic field. The
electromotive force is proportional to the speed of motion and the magnetic flux intensity B (Tashtoush and Magableh, 2008)

Maxwells relations are performed as follows:
The current density J is expressed by
( ) J E v B = + (1)
Where E is the electric field intensity, is the electrical conductivity, B is the magnetic flux intensity and v is the velocity vector.
In the momentum equation, the electromagnetic force F
m
is included and is defined as
( )
m
F J B v B B = = (2)
The Navier Stokes equations for blood flow including a Lorentz force is
( )
2
v
v v v B B p v
t

+ = +

(3)
Where is the density, is viscosity and p is the pressure.
The artery having stenosis is considered as a cylindrical elastic tube of the circular cross section containing an incompressible
non-Newtonion fluid. The blood flow is modeled to be laminar, unsteady, two-dimensional, axi-symmetric and fully developed.
Blood is characterized by generalized Power-law model. The flow is considered to take place under the influence of externally
applied magnetic field in axial direction. Under these assumptions, the governing equations may be written in the cylindrical
coordinates system (r, z, ) as
Equation of continuity
r r z
v v v
0
r r z

+ + =

(4)
Equation of axial momentum
( )
2
z z z
r z rz zz z
v v v 1 p 1 1 B
v v r ( ) v
t r z z r r z

+ + = +

(5)
Equation of radial momentum
( ) ( )
r r r
r z rr rz
v v v 1 p 1 1
v v r
t r z r r r z

+ + = +

(6)
Where the relationship between the shear stress and the shear rate in case of two dimensional motions are given by (Gerrard and
Taylor, 1977)
n 1
1
m ( )
2

=

& & (7)
With
2
2 2 2
r r z r z
v v v v v 1
( ) 2
2 r r z z r

= + + + +

& &
Here denotes the stress tensor, & , the symmetric rate of deformation tensor, m and n are the respective consistency and fluid
behavior parameters
n 1
1/ 2
2 2 2 2
r r z r r
zz
v v v v v
2 m
r r z z r

= + + + +

z
v
z

,
n 1
1/ 2
2 2 2 2
r r z r z z r
rz
v v v v v v v
m
r r z z r r z

= + + + + +

and
n 1
1/ 2
2 2 2 2
r r z r z r
rr
v v v v v v
2 m
r r z z r r

= + + + +

(8)
Here ( )
z
v r, z, t and ( )
r
v r, z, t represents the axial and the radial velocity components respectly p is the pressure and is the

70

density of blood. The pressure gradient p / z appearing in equation (5) , is given by
0 1
p
A A Cos t, t 0.
z
= + >
(9)
Where
0
A constant amplitude of the pressure gradient
1
A amplitude of the pulsatile component giving rise to systolic and diastolic pressure and
p
2 f = , where
p
f is the pulse
frequency .

2.2 Boundary conditions
(1) There is no radial flow along the axis of the artery and the axial velocity gradient of the streaming blood may be assumed to
be equal to zero i.e., there is no shear rate of fluid along the axis.
( )
r
v r, z, t 0 = ,
z
v (r, z, t)
0
r
and
rz
0 = at r 0 = (10)
(2) The velocity on the artery wall is taken as
( )
r
R
v r, z, t
t
and ( )
z
v r, z, t 0 = at ( ) r R z, t = (11)
(3) It is assumed that no flow takes places when the system is at rest.
( )
r
v r, z, t 0 = and ( )
z
v r, z, t 0 = at t 0 = (12)

2.3 Geometry of stenosed artery
The multiple stenosis is commonly found in the femoral and pulmonary arteries. The geometry of the arterial segment having
multiple stenosis is mathematically given by (Chakarvarty and Mandal, 1994)
( )
( ) ( ) ( ) ( )
2 3 4
3 2
1
1
11 47 1 3l
a 1 a (t) z d l z d l z d l z d , d z d
R z, t 32 48 3 2
a.a (t), ;otherwise

+ +

=

(13)

where a is the unconstricted radius of stenosed artery, d is the location of stenosis and l is the length of the stenosis.
The time variant parameter is given by ( )
b t
1
a t 1 b Cos( t 1) e

= ;
p
2 f = .

3. Solution procedure

3.1 Transformation of the governing equations
Let us introduce a radial coordinate transformation
r
x
R(z, t)

=

, which has the effect of immobilizing the vessel wall in the
transformed coordinate x .
Using this transformation, equations (4-8) together with boundary conditions (10-12) take the following form : -
r r z z
v v v v 1 x R
0
r x xR z R x z

+ + =

(14)

z r z z
z z
xz zz xz
xz z
v v v v x R x R 1 p
v v
t R t R R z x z z
1 1 1 x R
Mv
xR R x z R x z

= +

+ +

(15)
Where
2
B
M

=

Normal stress

71

n 1
1/ 2
2 2 2 2
r r z z r r 2
zz
z z
v v v v v v v 1 x R x R 1
2 m
R x xR z R z x z R z r x
x v x R
z R z x

= + + + +

(16)

Shear stress
n 1
1/ 2
2 2 2 2
r r z z r r z
xz
z r z
v v v v v v v 1 x R x R 1
m
R x xR z R z x z R z x r x
v v v 1 x R
,
R z z R z x

= + + + +

+

(17)

where n is the fluid behavior index parameter
3.2 Transformation of the Boundary Conditions
( )
r
v x, z, t 0 = ,
z
v (x, z, t)
0
r
and
xz
0 = an x 0 = (18)
( )
r
R
v x, z, t
t
and ( )
z
v x, z, t 0 = on x 1 = and (19)
( )
r
v x, z, t 0 = and ( )
z
v x, z, t 0 = at t 0 = . (20)

In order to get the radial velocity component, ( )
r
v x, z, t , we have to consider the equation (4) as
2 r z z
r
v v v R
x v xR x 0
x z x z

+ + =

(21)

Now, integrating the equation (21) with respect to x from the limits 0 x , we get (Mandal, 2005):
( )
( )
2
r z
R R
v x, z, t x v z x
z t

=

(22)

3.3 Discretization of the axial velocity component, ( )
z
v x, z, t
The discretization of axial velocity ( )
z
v x, z, t is written as
( )
z j i k
v x , z , t or ( )
k
z
i, j
v
We define
j
x j. x; j 0, 1, 2 . N = = where
N
x 1.0 =
i
z i. z; i 0, 1, 2 . M = =
( )
K
t K 1 t; K 1, 2, . = =
The Finite difference scheme is used to solve the governing transformed equation by using central difference approximations for
all the spatial derivatives in the following manner:
( ) ( )
( )
x
K K
z z
i, j 1 i, j 1
z
z
f
v v
v
V
x 2 x
+
= =

and
( ) ( )
( )
z
K K
z z
i 1, j i j, j
Z
z
f
v v
v
v
x 2 z
+
= =

(23)

and the time derivatives are approximated by
( ) ( )
K 1 K
z z
i, j i, j
z
v v
v
t 2 t
+
=

(24)

72

Similarly, the derivatives for
r zz xz
v , and are
( ) ( )
( )
x
K K
r r
i, j 1 i, j 1
r
r
f
v v
v
v
x 2 x
+
= =

and
( ) ( )
( )
z
K K
r r
i 1, j i 1, j
r
r
f
z
v v
v
v
2 z
+
= =

(25)
( ) ( )
( )
x
K K
zz zz
i, j 1 i, j 1
zz
zz
f
x 2 x
+

= =

,
( ) ( )
( )
z
K K
zz zz
i 1, j i 1, j
zz
zz
f
z 2 z
+

= =

,
and
( ) ( )
( )
x
K K
xz xz
i, j 1 i, j 1
xz
xz
f
x 2 x
+

= =

(26)
Using above discritization techniques equation (22-26) for axial velocity, equation (15) may be transformed to following
difference equations:
( ) ( )
( )
( )
K
K K
r
K 1 K K i, j j j
z z z
i, j i, j i, j k k K
i i t t i
v
x x
R R
v V t . v .
t z R R R
+

= + +

( ) ( ) ( ) ( ) ( ) ( )
K 1
K K
K K
z z z xz
fx i, j tz i, j K K
i, j i, j
i i i
1 p 1 1 1
v v v
z x R R
+

+
( ) ( )
K K
xz x zz z
i, j i, j
f f +

( ) ( )
K
K K
i
xz x z
i, j K i, j
i j
x R
f M v
Z R

(27)

The equation (16) and (17) has their discritized form as:
( ) ( ) ( )
( )
2
K
K r
K i, j
zz r
i, j fx K K
i, j
i j i
v
1
2 m v
R x R

= +

+
( )
( )
( )
( )
z x
2
K
K K
j
z z
f f K
i, j i, j
i i
x
R
v v
z R

+
( )
( )
( ) ( ) ( )
( )
z x
2
1/2 n 1 K
K K
K
j
r z x z
f f K k i, j
i, j i, j
i i j
x
R 1
v v f V
z R R

( )
( )
( )
( )
z z
k
K K
j
z z
f f K
i, j i, j
i i
x
R
v v
Z R

(28)
and
( ) ( )
( )
( )
x
2
K 2
K
r
K i, j
xz r
i, j f k k
i, j
i j i
v
1
2 m v
R x R

= +

+
( )
( )
( )
( )
z x
2
K
K K
j
z z
f f K
i, j i, j
i i
x
R
v v
z R

+

73

( )
( )
( )
( )
( )
( ) )
z x x
j
K
K K 1/ 2 n 1 2
j K
x r z i, j
f f f K K
i, j i j
i i i
x
R 1
v v v
z R R

+

( )
( )
( )
( )
( )
( )
z x x
K
K K K
j
r x z
f f f K K
i, j i, j i, j
i j i
x
R 1
v v v
z R R

+

(29)
The boundary conditions in discretized form are as follows:
( )
K
r
i, j
v 0 = , ( ) ( )
K K
z z
i,1 i, 2
v v , = ( )
K
xz
i, 1
0, = ( )
K
z
i, N 1
v
+
=0, ( )
K
K
r
i, N 1
i
R
v
t
+

=

and
( ) ( )
1 1
r z
i, j i, j
v 0 , v 0 = = (30)

The radial velocity can be calculated from the equation (22) and its discretized form is
( ) ( )
K K
K 1 K 1
2
r j z j
i, j i, j
i i
R R
v x v 2 x
z t
+ +

=

The flow rate can be obtained by
R
z
0
Q 2 rv dr =

by using the radial coordinate transformation, the discretized form of flow rate Q is given by
( )
( )
2 1
K
K K
i i z j
i, j
0
Q 2 R x v dx =

(31)
The Resistance of flow can be calculated from
| L( p / z) |
Q

=
Its discretized form is given by
K
K
i
K
i
| L( p/ z) |
Q

= (32)
The wall share stress is defined as
z x
w
v v
x z

= +

In the discretized from equation (41) can be written as
( ) ( )
( )
( ) ( ) ( )
( )
z x
K K
K K
K K j
w z r z r
f f K K i i, j
i, j i, j
i i i i
x 1
x
1 R R
v v f v cos arctan
Z z R R
=

= +

(33)

4. Result and discussion

Numerical computations have been carried out using the following parameter values (Chakravarty, 1987, Ismail et al., 2007;
Katiyar and Vasarajappa, 2002; Mandal, 2005).
0
3 2 2
p 0 1 0 m
a 0.08cm, L 5cm, l 1.6cm, d 1.3cm, b 0.1, m 0.1735P, 0.035P, n 0.639,
1.06gcm , f 1.2Hz, A 10gcm s , A 0.2A , 0.4*a, 2.4*pi,
x 0.02, z 0.1 and t 0.00001

= = = = = = = =
= = = = = =
= = =

The result appeared to converge with an accuracy of the order ~ 10
-5
when the time step was chosen to be 0.00001 t = .
Figure 1 shows the geometry of the moving arterial wall of the time variant multiple stenosis for different taper angles. It is clear
that the radius of artery increases during systole and as the diastolic phase start, the radius of the artery decreases.

74

Figure 1. Radius of constricted Artery at different time

The complete axial and radial velocity profile in the artery geometry is shown in Figures 2 and 3, respectively. In order to
analyze the flow field insensibly along the arterial segment under study, Figure 4 exhibits the axial velocity profiles at various
axial locations for M=2 and t =0.3sec. The axial velocity profile is parabolic at the upstream (z=10mm), the area without stenosis,
while a flattering trend is followed at the converging section (z=15mm) and subsequently it becomes much blunter at the locations
(z=24mm and z=28mm), the critical height of the stenosis than at the entry. The velocity appears to be enhanced at the diverging
section (z=35mm) and finally at the end of the stenosis, the axial velocity profile gets back again into parabolic patterns.
The Figure 5 shows the radial velocity profile at various locations for t = 0.3 sec. The radial velocity component varying radially
for different axial position, which is found to be increasing from zero on the axis with positive values as one moves away from it
and finally to attain some finite value on the wall surface. Radial velocity is higher in magnitude in the area without stenosis and
the presence of stenosis slows down radial velocity to a considerable extent.

Figure 2. Axial velocity profile at t=0.3 sec in stenosed artery

Figure 3. Radial velocity profile at t=0.3 sec in stenosed artery

75

Figure 4. Axial velocity profiles for different axial positions at t= 0.3s
(T
m
=0.4a, M=2, d=13mm, l
0
=16mm)

Figure 5. Radial velocity profiles for different axial positions at t= 0.3s
(T
m
=0.4a, d=13mm, M=2, l
0
=16mm)


76

Figure 6 shows the variation of the axial velocity profile at z = 23mm for different time periods. The flow profiles are directly
responsible for the pulsatile pressure gradient produced by the pumping action of heart. Whenever the time shifted increases from
0.1 sec to 0.3 sec, the curve shifts towards the origin. At t = 0.6 sec again the axial velocity increases because of the diastole. It is
also clear that the streaming blood is much higher than the non-Newtonian values. It is because of the fact that if flowing blood is
treated as Newtonian, it has a high shear rate flow, which increases the axial velocity profile. Thus the non-Newtonian
characteristics of the flowing blood affect the axial velocity profile. The results agrees qualitatively with Chaturani and
Palanisamy (1991) and Sud and Sekhon (1985) with their research on stenotic blood flow treated as Newtonian fluid.

Figure 6. Axial velocity profiles for different times at z=23mm
(T
m
=0.4a, d=13mm, M=2, l
0
=16mm)

In Figure 7, the radial velocity profile at different time period is shown. The radial velocity profile assume a positive value
during systole i.e. at t = 0.1sec and 0.3sec. and negative during diastole i.e. at t = 0.6sec and 0.75sec. This is due to the fact that in
systolic phase the heart muscle has fully contracted and blood is squeezed out and during diastole, the heart relaxes and becomes
full of blood.
Effect of magnetic field intensity on the axial velocity at the specific region z=23 mm and time t=0.3sec is shown in Figure 8.
The higher values of magnetic field intensity reduce the axial velocity in a larger extent. This is due to the fact that as magnetic
field applied on the body, the Laurentz force opposes the flow of blood and hence reduces its velocity.
The variation of fluid acceleration F at time t = 0.6 sec at the location z = 23mm, where the artery get maximum narrowing is
shown in Figure 9. The acceleration is maximum on the axis and attains some finite value on the wall. By increasing the magnetic
field intensity, the fluid acceleration decreases rapidly. Blood is accelerated more for the cases without magnetic field and the
magnetic field exposure slows down the fluid acceleration.
The variation of flow rate at the location z = 23mm over a period of nearly four cardiac cycle for various magnetic field intensity
is illustrated in Figure 10. The pulsatile nature of the flow rate has been found in all cases thought the time scale. One may note the
flow rate for an artery without applied magnetic field having higher magnitude than the flow rate for artery with applied magnetic
field. It is concluded that the presence of magnetic field affect the flow rate to considerable extent.
Figure 11 illustrates the variations of the flow rate Q with time t for different values of the frequency and amplitude of pressure
gradient for the magnetic field intensity M=2 at z=23mm. It is clear that by increasing the pulse frequency f
p
, the back flow
increases. The magnitude of flow rate increases with increasing
0
A with positive values i.e. no back flow occurs. Thus the
frequency as well as the amplitude of the pressure gradient affects the rate of flow to a considerable extent in the presence of
magnetic field.

77

Figure 7. Radial velocity profiles for different times at z=23mm
(T
m
=0.4a, d=13mm, M=2, l
0
=16mm)

The variations of the flow resistance with time for different magnetic field are shown in Figure 12. The resistance of flow gives
the reverse trend of the flow rate. This is because as the flow rate increases, resistance decreases. The values of resistance are
higher for the artery without having applied magnetic field than the artery having the effects of applied magnetic field.

Figure 8. Axial velocity profiles for different magnetic field at z=23mm
(T
m
=0.4a, d=13mm, l
0
=16mm)

78

The variation of the time dependent wall shear stress at a specific location of z = 23mm for various magnetic field intensity has
been shown in Figure 13. The stress yields all time higher values for an artery without applied magnetic field than the artery
having applied magnetic field. The values are negative by direction
Figure 14 illustrates the variation of wall shear stress .for several values of the frequency and the amplitude of pressure gradient.
The wall shear stress becomes more negative for small value of
p
f and an early separation can be noticed for large value of
p
f .
The wall shear stress is pulsatile in nature for all cases. The flow separation decreases by increasing the value of
0
A .

Figure 9. Radial variation of fluid acceleration at t=0.6 sec.
(

a
0
=100mm/s
2
,
z=23mm, T
m
=0.4a, d=13mm, l
0
=16mm)

Figure 10. variation of the rate of flow with time at z=23mm
(T
m
=0.4a, d=13mm, l
0
=16mm)

79

Figure 11. Variation of the rate of flow with time for different f
b
and a
0
at z=23mm
(f
p
=1.2 Hz,, a
0
=100mm/s
2
,
M=2)

Figure 12. Variation of the resistance of flow with time for different magnetic field at z=23mm
(f
p
=1.2 Hz, a
0
=100mm/s
2
)

80

Figure 13. Variation of the wall shear stress with time at z=23mm
(T
m
=0.4a, d=13mm, l
0
=16mm)

Figure 14. Variation of the wall shear stress with time for different f
p
and a
0
at z=28mm
(T
m
=0.4a, d=13mm, l
0
=16mm, M=2)


81

5. Conclusion

This analysis presented numerical results for an unsteady blood flow in an artery with multiple stenosis, using the generalized
power law model of blood viscosity under the influence of applied magnetic field. In this paper we used the time dependent radius
of the artery having multiple stenosis, which is an important factor considered in this paper. The advantage of this study is that
here we calculated effect of magnetic field on various fluid parameters like blood velocity, flow rate, wall shear stress, flow
resistance and flow acceleration with the presence of multiple stenosis in the artery. All the flow characteristics are found to be
affected by the influence of applied magnetic field as well as presence of multiple stenosis. Various physiological problems due to
the back flow and low shear stress can be caused by the sufficiently large applied magnetic field. The present study would be
helpful to analyze the effects of magnetic field on the human by various medical therapies like MRI, Catheter insertion and use of
many devices e.g. cellular phone.

Acknowledgement

One of the authors Gaurav Varshney is thankful to Dr. M. S. Rautela, Principal, Government Degree College Karanprayag,
Chamoli, India for his guidance, support and providing all facilities in the College for the preparation of this Manuscript.

References

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Biographical notes

Gaurav Varshney received Ph.D. from Indian Institute of Technology Roorkee, India in 2009. He is Assistant Professor in the Department of Mathematics,
Government Degree College Karanprayag, Chamoli, India. He has published 5 research papers in referred international journals and presented more than 15
research article in National and International Conferences. His area of research includes Bio-fluid Dynamics, Mathematical Modeling, Respiratory Mechanics,
Numerical Solutions of ODE and PDE.

Dr. V. K. Katiyar is a Professor in the Department of Mathematics, Indian Institute of Technology Roorkee, India. He has more than 30 years of experience in
teaching and research. His current area of research includes Biomechanics, Mathematical Modeling, Respiratory Mechanics, Heat and Mass Transfer, Industrial
Mathematics. He has published more than One hundred papers in referred international journals. He has also presented more than one hundred research articles in
national and international conferences and organized many National and International Conferences.

Sushil Kumar received M.Sc. and Ph.D. from Indian Institute of Technology Roorkee, India in 2001 and 2007 respectively. He is Assistant Professor in the
Department of Mathematics, S. V. National Institute of Technology Surat, India. He has published 5 research papers in referred international journals. His area of
research includes Heat and Mass Transfer, Computational Fluid Dynamics, Mathematical Modeling, Numerical Solutions of ODE and PDE.

Received March 2010
Accepted April 2010

MultiCraft

Vol. 2, No. 2, 2010, pp. 83-92

INTERNATIONAL
JOURNAL OF
ENGINEERING,
SCIENCE AND
TECHNOLOGY

www.ijest-ng.com

Effect of training algorithms on neural networks aided pavement diagnosis

Kasthurirangan Gopalakrishnan

Department of Civil, Construction, and Environmental Engineering, 354 Town Engineering Bldg., Iowa State University, Ames, IA 50011-3232, USA
e-mail: rangan@iastate.edu, Phone: (515) 294-3044 Fax: (515) 294-8216

Abstract

Routine pavement maintenance necessitates present structural diagnosis and condition evaluation of pavements by employing
non-destructive test equipment such as the Falling Weight Deflectometer (FWD). FWD testing of pavements involves measuring
time-domain surface deflections resulting from applied impulse loading on the pavement. Through inverse analysis of FWD
deflection data, the stiffness parameters of the individual pavement layers are, in general, determined using iterative
optimization routines. In recent years, Neural Networks (NN) aided inverse analysis has emerged as a successful alternative for
predicting pavement layer moduli from FWD deflection data in real-time. Especially, the use of Finite Element (FE) based
pavement modeling results for training the NN aided inverse analysis is considered to be accurate in realistically characterizing
the non-linear stress-sensitive response of underlying pavement layers in real-time. Efficient NN learning algorithms have been
developed and proposed to determine the weights of the network, according to the data of the computational task to be
performed. In this paper, the effect of training algorithms on the NN aided inversion process is analyzed and discussed.

Keywords: Neural networks; Non-destructive testing; Inverse analysis; Finite element; Flexible pavement.

1. Introduction

Roads deteriorate over time due to accumulated damage from vehicular traffic loading as well as environmental effects. Damage
assessment is routinely carried out by engineers from public works, road authorities, or other public bodies that build and maintain
the road system. According to recent statistics (ASCE 2009), poor road conditions cost U.S. motorists more than billions of dollars
a year in repairs and operating costs. Thus, to improve the performance and serviceability of pavements, to reduce the cost to
taxpayers, and to schedule proactive pavement repair and maintenance activities, consistent, cost-effective, and accurate
monitoring of pavement is necessary.
A major portion of the road networks in the United States are reported to be composed of flexible pavement (Highway Statistics
2000). Flexible pavements are multi-layered, heterogeneous structures that are designed to flex under repeated traffic loading. A
typical flexible pavement structure consists of the surface course (typically Hot-Mix Asphalt) at the top, underlying base and
subbase (optional) courses (typically unbound granular material), and a subgrade (typically soil) at the bottom. In the field, Non-
Destructive Testing (NDT) of in-service pavements using a Falling Weight Deflectometer (FWD) equipment is carried out to
measure the deflection response of the pavement structure to applied dynamic load that simulates a moving wheel (see Figure 1).
Using FWD test results, back-calculation of in-situ pavement layer moduli from measured deflections (inverse analysis) is carried
out. The backcalculated pavement layer moduli are indicators of pavement layer condition as well as necessary inputs for
mechanistic pavement structural analysis and thus remaining life calculations (Lytton, 1989; Ullidtz and Coetzee, 1995).
Most of the conventional commercial backcalculation programs involve Multi-Layer Elastic Theory (MLET) in their forward
calculation routines and assume that pavement materials are linear-elastic, homogenous, and isotropic resulting in unrealistic
backcalculated pavement layer moduli. Several research studies have shown that pavement geomaterials used in the underlying
pavement layers exhibit non-linear, stress-sensitive behavior under repeated traffic loading. Unbound aggregates used in pavement
base/sub-base course exhibit stress-hardening and fine-grained soils show stress-softening-type behavior (Brown and Pappin,
1981; Thompson and Elliot, 1985; Garg et al., 1998). Research studies have shown that non-linear analysis using Finite Element
(FE) based approach increases the precision of the forward model (Gopalakrishnan et al., 2010).
Gopalakrishnan / International Journal of Engineering, Science and Technology, Vol. 2, No. 2, 2010, pp. 83-92

84

Figure 1. Non-destructive testing of pavements using Falling Weight Deflectometer (FWD)

Recent research studies have focused on the development of Neural Networks (NN) based flexible pavement analysis models
trained using FE solutions database to predict critical pavement responses and layer moduli (Ceylan, Guclu, Bayrak, and
Gopalakrishnan 2007; Gopalakrishnan and Thompson 2004). The objective of this paper is to study the effect of different training
algorithms on the performance of FE-NN backcalculation models which has not been done in previous studies.

2. Neural networks aided inversion of pavement surface deflections

NNs are parallel connectionist structures constructed to simulate the working network of neurons in the human brain. They
attempt to achieve superior performance via dense interconnection of non-linear computational elements operating in parallel and
arranged in a pattern reminiscent of a biological neural network. The perceptrons or processing elements and interconnections are
the two primary elements which make up a neural network. A single perceptron is mathematically represented as follows (Hicks
and Monismith 1971):

= =

=
n
i
j ij i j k
b w x v y
1
) (
(1)
where x
i
is input signal, w
ij
is synaptic weight, b
j
is bias value, v
j
is activation potential, () is activation function, y
k
output signal,
n is the number of neurons for previous layer, and k is the index of processing neuron.
Multilayer perceptrons (MLPs), frequently referred as multi-layer feedforward neural networks, consist of an input layer, one or
more hidden layer, and an output layer and they have numerous applications in the engineering domain (Murali et al., 2010).
Learning in a MLP is an unconstrained optimization problem, which is subject to the minimization of a global error function
depending on the synaptic weights of the network. For a given training data consisting of input-output vectors, values of synaptic
weights in a MLP are iteratively updated by a learning algorithm to approximate the target behavior. This update process is usually
performed by backpropagating the error signal layer by layer and adapting synaptic weights with respect to the magnitude of error
signal (Goktepe et al., 2004). Rumelhart et al., (1986) presented the first backpropagation learning algorithm (referred to as
gradient-descent backpropagation) for use with MLP structures, which is typically employed in the development of FE-NN
backcalculation models.
In the backpropagation algorithm, the error energy used for monitoring the progress toward convergence is the generalized value
of all errors that is calculated by the least-squares formulation and represented by a Mean Squared Error (MSE) as follows (Haykin
1999):

( )
=
=
P M
k
k k
y d
MP
MSE
1 1
2
1
(2)
where y
k
are the actual outputs and d
k
are the desired outputs; M is the number of neurons in the output layer and P represents the
total number of training patterns. The objective of this research is to study the effect of various training algorithms on the
prediction performance of FE-NN backcalculation models.

85

A FE-NN backcalculation procedure was developed and implemented in MATLAB
to approximate the FWD backcalculation

function. Using the synthetic training and testing dataset generated using a 2-D axisymmetric pavement FE program considering
the nonlinear stress-dependent geomaterial characterization, the NN was trained to learn the relation between the synthetically
generated surface deflection basins (inputs) and the pavement layer moduli (outputs).
A generic three-layer flexible pavement structure consisting of Asphalt Concrete (AC) surface layer, unbound aggregate base
layer, and subgrade layer was modeled using the FE program. The top surface AC layer was characterized as a linear elastic
material with Youngs Modulus, E
AC
, and Poisson ratio, . The K- model (Hicks and Monismith 1971)was used as the stress-
dependent resilient modulus model for the unbound aggregate layer.

n
R
K E =
(3)
where E
R
is resilient modulus, =
1
+
2
+
3
=
1
+ 2
3
= bulk stress, and K and n are multiple regression constants obtained
from repeated load triaxial test data on granular materials. Previous research studies have shown that K and n model parameters
can be correlated to characterize the non-linear stress dependent behavior with only one model parameter.
Fine-grained subgrade soils were modeled using the commonly used bi-linear resilient modulus model (Thompson and Elliot
1985):

di d di d Ri R
di d di d Ri R
for K E E
for K E E

> + =
< + =
) .(
) .(
2
1
(4)
where E
Ri
is the breakpoint resilient modulus,
d
is the breakpoint deviator stress (
d
=
1
-
3
),
di
is the breakpoint deviator stress,
and K
1
and K
2
are statistically determined coefficients from laboratory tests. As indicated by Thompson and Elliot (1985), the
value of the resilient modulus at the breakpoint in the bilinear curve, E
Ri
, can be used to classify fine-grained soils as being soft,
medium or stiff. The E
Ri
is the main input for subgrade soils in ILLI-PAVE. The bilinear model parameters were set to default
values. Also, the Asphalt Institutes Thickness Design Manual MS-1 recommends E
Ri
as the subgrade modulus input for ELP
analysis.
Thus, asphalt concrete modulus, E
AC
, granular base K- model parameter K, and the subgrade break-point resilient moduli, E
Ri
,
were used as the layer stiffness inputs for all the FE runs. The 40-kN wheel load was applied as a uniform pressure of 552 kPa over
a circular area of radius 150 mm simulating the FWD loading. A comprehensive FE synthetic database was generated by varying
the AC layer thickness (in the range of 75 to 700 mm), aggregate base layer thickness (in the range of 100 to 550 mm), E
AC
(in the
range of 6.9 to 41.5 GPa), K (in the range of 21 to 82 MPa), and E
Ri
(in the range of 7 to 105 MPa) for NN training and testing. A
total of 3,000 and 1,000 independent datasets, respectively, was used for training and testing the FE-NN backcalculation model.
Two hidden layers were found to be sufficient in solving a problem of this size. Therefore the architecture was reduced to a four-
layer feedforward network. Before discussing the effect of different training algorithms on FE-NN aided inversion of pavement
deflection data for prediction of non-linear pavement layer stiffnesses, a brief review of the different training algorithms is
presented first.

3. Neural networks training algorithms

The ability to learn the mapping between inputs and outputs is one of the main advantages that make the NNs so attractive.
Efficient learning algorithms have been developed and proposed to determine the weights of the network, according to the data of
the computational task to be performed. The learning ability of the NNs makes them suitable for unknown and non-linear problem
structures such as pattern recognition, medical diagnosis, time series prediction, and others.
Considerable research has been carried out to accelerate the convergence of learning algorithms which can be broadly classified
into two categories: (1) development of ad-hoc heuristic techniques which include such ideas as varying the learning rate, using
momentum and rescaling variables; (2) development of standard numerical optimization techniques. The three types of numerical
optimization techniques commonly used for NN training include the conjugate gradient algorithms, quasi-Newton algorithms, and
the Levenberg-Marquardt algorithm (Hagan and Menhaj 1994).
Although numerous training algorithms appear in recent neural network literature, it is difficult to know which algorithm works
best, in terms of convergence speed and accuracy, for a given problem. A number of factors, including the complexity of the
problem, the number of datasets used in training, the number of weights and biases in the network, the error goal, and whether the
NN is used for function approximation or classification, etc., seem to have influence (Coskun and Yildrim 2003). The following
sub-sections briefly describe the various NN training algorithms considered in this study.

3.1Gradient Descent Backpropagation (GD)
The gradient descent backpropagation training algorithm is based on minimizing the mean square error between the networks
output and the desired output. Once the networks error has decreased to the specified threshold level, the network is said to have
converged and is considered to be trained. The GD backpropagation algorithm updates synaptic weights and biases along the
negative gradient of the error energy function (MATLAB Toolbox, Users Guide, 2010).


86

3.2 Gradient Descent with Momentum Backpropagation (GDM)
This is a batch steepest descent training algorithm that often provides faster convergence. Momentum allows a network to
respond not only to the local gradient, but also to recent trends in the error surface. Acting like a low-pass filter, momentum allows
the network to ignore small features in the error surface. Without momentum a network may get stuck in a shallow local minimum.
With momentum a network can slide through such a minimum (MATLAB Toolbox, Users Guide, 2010).

3.3 Gradient Descent with Adaptive Learning Rate Backpropagation (GDA)
In the standard steepest descent (GD) backpropagation algorithm, the learning rate parameter is held constant throughout
training. However, the performance of the algorithm is very sensitive to the proper setting of the learning rate parameter. For this
reason, the GDA algorithm was developed to allow the learning rate parameter to be adaptive to keep the learning step size as
large as possible while keeping learning stable. In GDA algorithm, the optimal value of the learning rate parameter changes with
the gradients trajectory on the error surface (MATLAB Toolbox, Users Guide, 2010).

3.4 Gradient Descent with Momentum and Adaptive Learning Rate Backpropagation (GDX)
The GDX training algorithm combines adaptive learning rate with momentum training. It is similar to GDA algorithm except
that it has a momentum coefficient as an additional training parameter. Thus, the weight vector update is carried out the same way
as in GDM except that a varying learning rate is used as in GDA (MATLAB Toolbox, Users Guide, 2010).

3.5 Resilient Backpropagation (RP)
To overcome the inherent disadvantages of pure gradient-descent, the RP training algorithm performs a local adaptation of the
weight-updates according to the behavior of the error function. In contrast to other adaptive techniques, the effect of the RP
adaptation process is not affected by the size of the derivative, but only by the temporal behavior of its sign leading to an efficient
and transparent adaptation process. Resilient Backpropagation is generally much faster than the standard steepest descent
algorithm although it requires only a modest increase in memory requirements (MATLAB Toolbox, Users Guide, 2010).

3.6 Conjugate Gradient Backpropagation with Fletcher-Reeves Update (CGF)
The basic backpropagation algorithm adjusts the weights in the steepest descent direction (negative of the gradient), the direction
in which the cost function is decreasing most rapidly. Although the function decreases most rapidly along the negative of the
gradient, this does not necessarily produce the fastest convergence. In the conjugate gradient algorithms a search is performed
along conjugate directions, which produces generally faster convergence than steepest descent directions (MATLAB Toolbox,
Users Guide, 2010).
All the conjugate gradient algorithms start out by searching in the steepest descent direction (negative of the gradient) on the first
iteration. A line search is then performed to determine the optimal distance to move along the current search direction. Then the
next search direction is determined so that it is conjugate to previous search directions. The general procedure for determining the
new search direction is to combine the new steepest descent direction with the previous search direction. The various versions of
the conjugate gradient algorithm are distinguished by the manner in which the constant associated with the determination of new
search direction is computed. For the Fletcher-Reeves update, this constant is computed as the ratio of the norm squared of the
current gradient to the norm squared of the previous gradient (MATLAB Toolbox, Users Guide, 2010).

3.7 Conjugate Gradient Backpropagation with Polak-Ribire Update (CGP)
For the Polak-Ribire update, the constant associated with the determination of new search direction is computed as the inner
product of the previous change in the gradient with the current gradient divided by the norm squared of the previous gradient. The
storage requirements for Polak-Ribire (four vectors) are slightly larger than for Fletcher-Reeves (three vectors) (MATLAB
Toolbox, Users Guide, 2010).

3.8 Conjugate Gradient Backpropagation with Powell-Beale Restarts (CGB)
For all conjugate gradient algorithms, the search direction is periodically reset to the negative of the gradient. The standard reset
point occurs when the number of iterations is equal to the number of network parameters (weights and biases), but there are other
reset methods that can improve the efficiency of training. One such reset method is the Powell-Beale Restarts. This technique
restarts if there is very little orthogonality left between the current gradient and the previous gradient. The storage requirements for
the Powell-Beale algorithm (six vectors) are slightly larger than for Polak-Ribire (four vectors) (MATLAB Toolbox, Users
Guide, 2010).


87

3.9 Scaled Conjugate Gradient Backpropagation (SCG)
The three conjugate gradient algorithms discussed so far require a line search at each iteration, which is computationally
expensive, since it requires that the network response to all training inputs be computed several times for each search. The SCG
training algorithm was developed to avoid this time-consuming line search, thus significantly reducing the number of
computations performed in each iteration, although it may require more iterations to converge than the other conjugate gradient
algorithms. The storage requirements for the SCG algorithm are about the same as those of CGF (MATLAB Toolbox, Users
Guide, 2010).

3.10 BFGS Quasi-Newton Backpropagation (BFGS)
Newton's method is an alternative to the conjugate gradient methods for fast optimization. The BroydenFletcherGolfarb
Shanno (BFGS) algorithm is one of the most popular of the quasi-Newton algorithms (Haykin 1999). The basic step of Newton's
method is to form the Hessian Matrix (second derivatives). This method often converges faster than conjugate gradient methods
but it is complex and expensive to compute the Hessian Matrix for feedforward neural networks. For smaller networks, however,
BFGS can be an efficient training function (MATLAB Toolbox, Users Guide, 2010).

3.11 One Step Secant Backpropagation (OSS)
Since the BFGS algorithm requires more storage and computation in each iteration than the conjugate gradient algorithms, there
is need for a secant approximation with smaller storage and computation requirements. The OSS training algorithm requires less
storage and computation per epoch than the BFGS algorithm. It requires slightly more storage and computation per epoch than the
conjugate gradient algorithms. Thus, the OSS method can be considered a compromise between full quasi-Newton algorithms and
conjugate gradient algorithms (MATLAB Toolbox, Users Guide, 2010).

3.12 Levenberg-Marquardt Backpropagation (LM)
The LM second-order numerical optimization technique combines the advantages of GaussNewton and steepest descent
algorithms. While this method has better convergence properties than the conventional backpropagation method, it requires O(N
2
)
storage and calculations of order O(N
2
) where N is the total number of weights in an MLP backpropagation. The LM training
algorithm is considered to be very efficient when training networks which have up to a few hundred weights. Although the
computational requirements are much higher for each iteration of the LM training algorithm, this is more than made up for by the
increased efficiency. This is especially true when high precision is required (MATLAB Toolbox, Users Guide, 2010).

3.13 Bayesian Regularization Backpropagation (BR)
The BR training algorithm is considered as one of the best approaches to overcome the over-fitting tendencies of NNs so that
their prediction accuracies for unseen data can be further enhanced. This approach minimizes the over-fitting problem by taking
into account the goodness-of-fit as well as the network architecture. The BR network training function updates the weight and bias
values according to Levenberg-Marquardt optimization. It minimizes a combination of squared errors and weights, and then
determines the correct combination so as to produce a network that generalizes well. This process is called Bayesian regularization
(MATLAB Toolbox, Users Guide, 2010).

4. Effect of Training Algorithms on NN Aided Inversion of Deflection Data

Twelve different training algorithms discussed in the previous section were considered in evaluating their effect on the prediction
performance of FE-NN based inversion of pavement deflection data. The network architecture was set to 8 input neurons (six
surface deflections at equal radial offsets, and AC surface and base layer thicknesses), two hidden layers with 60 hidden neurons
each and one output layer (layer modulus). The determination of optimum number of hidden neurons and hidden layers for the
pavement modulus backcalculation problem considered in this study is discussed elsewhere (Ceylan, Guclu, Bayrak, and
Gopalakrishnan 2007). Two different architectures, one for AC modulus, E
AC
, and one for subgrade break-point non-linear resilient
modulus, E
Ri
, were used. To enable easy comparison, the size of the networks and the learning parameters were held constant in
studying the effect of different training algorithms on prediction accuracies of FE-NN inversion models. The effect of gradient-
descent backpropagation training algorithms (GD, GDM, GDA, GDX, and RP) on the training performance of FE-NN E
AC

prediction model is captured in Figure 2.
While training the networks, a set of validation vectors were used to stop training early if further training on the primary vectors
will hurt generalization to the validation vectors. The effect of conjugate gradient training algorithms (CGF, CGP, CGB, and SCG)
on the training performances of FE-NN E
AC
prediction model is displayed in Figure 3. Similar results showing the effect of other
numerical optimization algorithms (BFGS, OSS, LM, and BR) on the training performance of FE-NN E
AC
prediction model are
shown in Figure 4. It is seen that the learning curves of gradient-descent backpropagation algorithms and conjugate gradient
training algorithms have different trends.

88

Figure 2. Effect of gradient-descent backpropagation learning algorithms on training performance of FE-NN AC modulus
prediction model.

Figure 3. Effect of conjugate gradient backpropagation learning algorithms on training performance of FE-NN AC modulus
prediction model


89

Figure 4. Effect of quasi-Newton and Levenberg-Marquardt backpropagation learning algorithms on training performance of FE-
NN AC modulus prediction model

Table 1. R
2
values with Various NN Training Algorithms
Algorithm Modulus Training Testing
E
AC
0.804 0.795 GD
E
Ri
0.829 0.822
E
AC
0.067 0.131
GDM E
Ri
0.115 0.078
E
AC
0.631 0.637
GDA E
Ri
0.696 0.699
E
AC
0.824 0.815
GDX E
Ri
0.839 0.829
E
AC
0.978 0.972
RP E
Ri
0.229 0.248
E
AC
0.992 0.990
CGF E
Ri
0.978 0.977
E
AC
0.864 0.861
CGP E
Ri
0.973 0.973
E
AC
0.978 0.975
CGB E
Ri
0.985 0.984
E
AC
0.915 0.906
SCG E
Ri
0.963 0.964
E
AC
0.995 0.994
BFGS E
Ri
0.987 0.987
E
AC
0.893 0.892
OSS E
Ri
0.980 0.980
E
AC
0.999 0.998
LM E
Ri
0.999 0.998
E
AC
1.000 1.000
BR
E
Ri
0.998 0.999

In Figure 2-4, the training performances of neural networks are displayed in terms of Mean Squared Error (MSE) for normalized
input-output values. Table 1 summarizes the prediction performance results using different training algorithms in terms of
coefficient of determination (R
2
) values obtained with the training and testing datasets.

90

Both in terms of training and testing, the LM algorithm seems to provide the best performance. It was also one of the fastest
algorithms in terms of speed of convergence. This result is also in agreement with the results of a previous research study which
evaluated the role of learning algorithms in NN based backcalculation models trained with elastic layered pavement analysis
program generated synthetic datasets (Goktepe, Agar, and Lav 2006).
Using the Bayesian Regularization (BR) approach, the performance is further enhanced although over-fitting tendency of the
network for this problem is likely to be minimal considering the relatively large number of datasets used in training the network.
The performance of FE-NN model trained with quasi-Newton BFGS algorithm is almost as good (with respect to the coefficient of
determination) as with the LM algorithm, although the BFGS algorithm took considerably longer time for training. The prediction
performance of the FE-NN models using LM and BFGS training algorithms on the 1,000 independent test datasets is displayed in
Figs. 5 and 6. These results indicate that the LM training algorithm could be used quite reliably with backpropagation NN for
predicting pavement layer modulus from FWD surface deflection basins. In terms of Average Absolute Errors (AAEs), the NN-
based backcalculation models trained with LM learning algorithm successfully predicted pavement layer moduli values with an
overall AAE value of less than 1.5%.
The adoption of NN-based approach can result in both a drastic reduction in computation time and a simplification of the
backcalculation approach from the viewpoint of a pavement designer/analyst. Rapid prediction ability of the NN models, capable
of analyzing 100,000 FWD deflection profiles in less than a second, provide a tremendous advantage to the pavement engineers by
allowing them to nondestructively assess the condition of the transportation infrastructure system in real time, including when the
FWD testing is conducted in the field.

Figure 5. Neural networks AC and non-linear subgrade moduli prediction accuracies using Lavenberg-Marquardt (LM) training
algorithm.


91

Figure 6. Neural networks AC and non-linear subgrade moduli prediction accuracies using BFGS training algorithm.

5. Conclusion

In the field, Non-Destructive Testing (NDT) of in-service pavements is routinely carried out using a Falling Weight
Deflectometer (FWD) equipment to measure the surface deflection response of the pavement structure to applied dynamic load
that simulates a moving wheel. Then, through an inversion procedure, referred to as backcalculation, the pavement layer stiffness
properties are determined from the pavement deflection data using parameter identification routines. In recent years, hybrid Finite
Element-Neural Networks (FE-NN) aided inverse analysis has emerged as a successful alternative for predicting non-linear
pavement layer moduli from FWD deflection data. The effect of different training algorithms on the performance of FE-NN
backcalculation models has been presented in this paper. The Lavenberg-Marquardt algorithm with Bayesian Regularization (BR)
procedure was found to be the most successful algorithm for non-linear pavement layer moduli backcalculation using hybrid FE-
NN inversion models. Elimination of the seed layer moduli selection step, combined with the integration of NN-based direct
backcalculation approach, can be invaluable for the state and federal agencies for rapidly analyzing a large number of pavement
deflection basins needed for routine pavement evaluation for both project-specific and network-level FWD testing.
Research studies have shown that to successfully backcalculate the pavement layer stiffness, or to predict the critical pavement
responses (maximum stresses, strains and deflections), accurate layer thickness information is needed, especially at the FWD
testing points. Future research efforts should focus on conducting sensitivity studies to determine the effect of pavement layer
thickness on pavement performance data using the mechanistic-empirical based pavement design concepts. This will help to
determine how much tolerance can be accommodated in assessing the pavement thickness by the means of NDT techniques and
devices.

92

References

ASCE. 2009 Report Card for Americas Infrastructure. Available:
http://www.infrastructurereportcard.org/sites/default/files/RC2009_full_report.pdf (accessed on Feb. 1, 2009) (URL).
Brown S. F. and Pappin J. W., 1981. Analysis of pavements with granular bases, Transportation Research Record 810, pp. 17-23.
Ceylan H., Guclu A., Bayrak M. B. and Gopalakrishnan K., 2007. Nondestructive evaluation of Iowa pavements-Phase I, CTRE,
Iowa State University, Ames, IA, CTRE Project 04-177, Dec.
Coskun N. and Yildrim T., 2003. The effects of training algorithms in MLP network on image classification, in Proc. Int. Joint
Conf. on Neural Networks, Vol. 2, pp. 1223-1226.
Garg N.E., Tutumluer E. and Thompson M. R., 1998. Structural modelling concepts for the design of airport pavements for heavy
aircraft, in Proc. Fifth International Conf. on the Bearing Capacity of Roads and Airfields, Trondheim, Norway.
Goktepe A.B., Agar E., and Lav A. H., 2006. Role of learning algorithm in neural network-based backcalculation of flexible
pavements, Technical Notes, Journal of Computing in Civil Engineering, Vol. 20, No. 5, pp. 370-373.
Gopalakrishnan K. and Thompson M.R., 2004. Backcalculation of airport flexible pavement non-linear moduli using artificial
neural networks, in Proc. 17th International FLAIRS Conference, Miami Beach, Florida, May.
Gopalakrishnan, K., Ceylan, H. and Attoh-Okine, N. O. (Eds.), 2010. Intelligent and Soft Computing in Infrastructure Systems:
Recent Advances, Springer, Inc., Germany.
Haykin S., 1999. Neural networks: A comprehensive foundation, Prentice-Hall, Inc., NJ, USA.
Hicks R. G. and Monismith C. L., 1971. Factors influencing the resilient properties of granular materials, Transportation Research
Record no. 345, TRB, pp. 15-31.
Hagan M. T. and Menhaj M. B., 1994. Training feedforward networks with the Marquardt algorithm, IEEE Transactions on
Neural Networks, Vol. 5, No. 6, pp. 989-993.
Lytton R.L., 1989. Backcalculation of layer moduli, state of the art, In: NDT of pavements and backcalculation of moduli, A. J.
Bush and G. Y. Baladi, editors., Vol. 1, ASTM Special Technical Publication (STP) 1026, pp. 738.
MATLAB Neural Network Toolbox
TM
. Users Guide. Available: http://www.mathworks.com/access/helpdesk/help/toolbox/nnet/
(accessed on Mar 3, 2010) (URL).
Murali, R. V., Puri, A. B., and Prabhakaran, G., 2010. Artificial neural networks based predictive model for worker assignment
into virtual cells, International Journal of Engineering, Science and Technology, Vol. 2, No. 1, 2010, pp. 163-174.
Office of Highway Policy Information. 2004. Highway Statistics 2000, Federal Highway Administration, Washington, DC.
Rumelhart D.E., Hinton G. E., and Williams R. J., 1986. Learning internal representation by error propogation in Rumelhart, D.E.
eds, Parallel Distributed Processing, MIT Press, Cambridge, MA, pp. 318-362.
Thompson M. R. and Elliot R. P., 1985. ILLI-PAVE based response algorithms for design of conventional flexible pavements,
Transportation Research Record 1043, pp.50-57.
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Record 1482, pp. 61-66.

Biographical notes

Dr. Kasthurirangan Gopalakrishnan is a Research Faculty in the Department of Civil, Construction and Environmental Engineering (CCEE)
at Iowa State University, Ames, Iowa and is also affiliated with the Ames Lab, US Department of Energy and the Iowa Bioeconomy Institute. He
obtained his Ph.D from University of Illinois at Urbana-Champaign in 2004 and M.S. from Louisiana State University in 2000. He is also a
recipient of the Federal Highway Administration (FHWA) Dwight D. Eisenhower Graduate Research Fellowship. He has more than 100 peer-
reviewed publications in the form of journal articles, articles in conference proceedings, and book chapters. He is also the lead editor of the
following Springer book publications: (1) Intelligent and Soft Computing in Infrastructure Systems Engineering: Recent Advances; (2)
Sustainable and Resilient Critical Infrastructure Systems: Simulation, Modeling, and Intelligent Engineering. His research interests include green
energy and technology in civil infrastructure, sustainable systems engineering, nanotechnology and MEMS in transportation structures,
knowledge discovery and intelligent data mining paradigms for civil engineering informatics.

Received April 2010
Accepted April 2010

MultiCraft

Vol. 2, No. 2, 2010, pp. 93-106

INTERNATIONAL
JOURNAL OF
ENGINEERING,
SCIENCE AND
TECHNOLOGY

www.ijest-ng.com

Permanent magnet synchronous motor dynamic modeling with genetic
algorithm performance improvement

Adel El Shahat
1
*, Hamed El Shewy
2

1
*Department of Electrical and Computer Engineering, Ohio State University, USA
2
Department of Electrical Power and Machines Engineering, Zagazig University, EGYPT
*Corresponding Authors: (e.mails: adel.elshahat@ieee.org; ahmed.210@osu.edu)

Abstract

This paper proposes dynamic modeling simulation for ac Surface Permanent Magnet Synchronous Motor (SPMSM) with the
aid of MATLAB Simulink environment. The proposed model would be used in many applications such as automotive,
mechatronics, green energy applications, and machine drives. The modeling procedures are described and simulation results are
presented. The validity of this dynamic model here is verified. Then, two genetic algorithm trials are presented to improve
SPMSM performance. Maximum torque per ampere genetic algorithm function with maximum efficiency constrained is
illustrated. Also, genetic algorithm maximum efficiency function constrained by GA maximum power factor is proposed.
Simulations are implemented using MATLAB with its genetic algorithm toolbox. Finally, the required voltage to drive the
motor at the desired improved characteristics is deduced for each case. All various characteristics are well depicted in the form
of comparisons with such ones from original characteristics at rated voltage.

Keywords- Permanent Magnet, Synchronous Motor, Simulink, Genetic Algorithm, optimization and MATLAB

1. Introduction

Permanent magnet (PM) motor drives have been a topic of interest for the last twenty years due to its suitability for many topics
like in automotive, mechatronics, green energy applications, and machine drives. Pillay and Krishnan (1988, 1989) presented PM
motor drives and classified them into two types such as permanent magnet synchronous motor drives (PMSM) and brushless dc
motor (BDCM) drives. Morimoto et al. (1994), in their paper, aimed to improve efficiency in permanent magnet (PM)
synchronous motor drives. The paper of Wijenayake and Schmidt (1997) described the development of a two-axis circuit model
for permanent magnet synchronous motor (PMSM) by taking machine magnetic parameter variations and core loss into account.
Jang-Mok and Seung-Ki (1997) proposed a novel flux-weakening scheme for an Interior Permanent Magnet Synchronous Motor
(IPMSM). Bose (2002) presented different types of synchronous motors and compared them to induction motors. Mademlis and
Margaris, (2002) presented an efficiency optimization method for vector-controlled interior permanent-magnet synchronous motor
drive. Jian-Xin, et al. (2004) applied a modular control approach to a permanent magnet synchronous motor (PMSM) speed
control. Onoda and Emadi (2004) had developed a modeling tool to study automotive systems using the power electronics
simulator (PSIM) software. Genetic algorithm is based on natural evolution. As a result, much of the terminology is drawn from
biology and evolution (Goldberg, 1989). Genetic algorithm is started by randomly generating a population of strings, representing
the encoded parameters. The strings are then evaluated to obtain a quantitative measure of how well they perform as possible
problem solution. Genetic operators are crossover and mutation. Crossover produces one pair of output strings for a given pair of
input string. Mutation is a unary operator which takes a binary string as its input and outputs a binary string that is almost identical
to the input string except at most at a single bit (Rudolph, 1994). Since Holland (1995) presented the GA as a computer algorithm,
a wide range of applications of GA has appeared in various scientific areas, and GA has been proved powerful enough to solve the
complicated problems, especially the optimal design problems. Some of the possible methods are to fix the number of generations
and to use the best individual of all generations as the optimum result; to fix the time elapsed and to select the optimum similarly;
or to let the entire population converge in to an average fitness with some error margin (Cvetkovski et al., 1998). El Shahat et al.
El Shahat and El Shewy / International Journal of Engineering, Science and Technology, Vol. 2, No. 2, 2010, pp. 93-106

94
(2010) used the genetic algorithm in an efficient manner in high speed PM synchronous motor flywheel design aspects. Finally,
noticeable efforts are introduced in the topic of PM machines modeling and improving the machine performance using artificial
intelligence like neural network, genetic algorithm, etc (El Shahat and El Shewy, 2009a,b,d,e, 2010; El Shahat et al., 2010; El
Shewy et al., 2008).

2. Dynamic Modeling of PMSM

Figure 1 presents equivalent circuit of PMSM in d-q axis to be used in both dynamic equations of PMSM, and static
characteristics.

Figure1. PMSM Equivalent Circuit

The two axes PMSM stator windings can be considered to have equal turns per phase. The rotor flux can be assumed to be
concentrated along the d axis while there is zero flux along the q axis. Further, it is assumed that the machine core losses are
negligible. Also, rotor flux is assumed to be constant. Variations in rotor temperature alter the magnet flux, but its variation with
time is considered to be negligible. A dynamic model of PMSM can be illustrated as follow (Krishnan, 2006):

v
q
= r
s
i
q
+ (
q
) +
r

d
(1)

v
d
= r
s
i
d
+ (
d
)
r

q
(2)

q
= L
q
i
q
(3)

d
= L
d
i
d
+
af
(4)

where
r
: Electrical velocity of the rotor;
af
: The flux linkage due to the rotor magnets linking the stator; v
d,
v
q
: d, q voltages;
d
,
q
: d, q flux (
af
) = 0,
af
= L
m
i
fr
; : Operator

The electromagnetic torque is given by:

T
e
=
2
3
) (
2
d q q d
i i
P
=
2
3
) ) ( (
2
d q q d q m
i i L L i
P
+ (5)
The electromechanical power
P
em
=
rm
T
e
=
2
3

r
(
d
i
q

q
i
d
) (6)
r
=
2
P

rm
(7)
where P: Poles No;
rm
: Rotor Mechanical velocity

The general mechanical equation for the motor is:

T
e
= T
l
+ T
d
+ B
rm
+ J
rm
(8)

where B: Viscous frictions coefficient; J: Inertia of the shaft and the load system; T
d
: Dry friction; T
l
: Load torque

3. Dynamic Modeling & Simulation Results

This dynamic simulation of PMSM is done with the aid of SIMULINK in MATLAB package.


95

Figure2. PMSM Dynamic Model Block

Figure 2 presents PMSM block in which, voltage and load torque are considered as inputs, with the speed and current as outputs.
In this model some assumptions included:

1) Saturation is neglected.
2) The induced EMF is sinusoidal.
3) Eddy currents and hysteresis losses are negligible.
4) There are no field current dynamics.
5) All motor parameters are assumed constant.
6) Leakage inductances are zero.

Ns
1
current in q -axis
u(1)/Lq
current in d -axis
f(u)
Te Calculation
f(u)
Sine Wave 3
Sine Wave 2
Sine Wave 1
Poles / 2
-K-
Mechanical
f(u)
Load Torque
T_L
Integrator 1
1
s
Integrator
1
s
Gain 4
-K-
Gain
B
From 3-phase to d -q-
In1
V_d
V_q
Flux in q -axis
V_q
i_q
Lambda_d
Omega_r
Lambda_q
Flux in d -axis
V_d
i_d
Lambda_q
Omega_r
Lambda_d
Constant 1
T_d
Constant
J
..
.

Figure 3. PM Synchronous Motor Model

Figure 3, introduces the PMSM more detailed model with the aid of Simulink, and its details are described below.

Some simulation performance characteristics of this model are presented in the following figures using scope; with the prescribed
inputs as in Figure 2.


96

Figure 4. Synchronous Speed with Time

Figure 5. Electromagnetic Torque with Time

Figure 6. Angle Delta with Time

The following figures deal with the frequency variations under v/f constant pattern to show the synchronous speed response of this
model as a simple check. From figures 7 to 10, it is clear that; each synchronous speed values are equal to 120 f / P.


97

Figure 7. Synchronous Speed at frequency = 50 Hz




98


4. Genetic algorithm

The genetic algorithm is a method for solving both constrained and unconstrained optimization problems that is based on natural
selection, the process that drives biological evolution. The genetic algorithm repeatedly modifies a population of individual
solutions. At each step, the genetic algorithm selects individuals at random from the current population to be parents and uses them
to produce the children for the next generation. Over successive generations, the population "evolves" toward an optimal solution.
We can apply the genetic algorithm to solve a variety of optimization problems that are not well suited for standard optimization
algorithms, including problems in which the objective function is discontinuous, non - differentiable, stochastic, or highly
nonlinear (Conn et al., 1991, 1997; El Shahat et al., 2009c, 2010).

The genetic algorithm uses three main types of rules at each step to create the next generation from the current population:

Selection rules select the individuals, called parents, which contribute to the population at the next generation.
Crossover rules combine two parents to form children for the next generation.
Mutation rules apply random changes to individual parents to form children.

The genetic algorithm differs from a classical, derivative-based, optimization algorithm in two main ways, as summarized in the
following:

Classical Algorithm: generates a single point at each iteration in which the sequence of points approaches an optimal solution, also
it selects the next point in the sequence by a deterministic computation.

Genetic Algorithm: generates a population of points at each iteration in which the best point in the population approaches an
optimal solution, moreover it selects the next population by computation which uses random number generators. The motor
characteristics equations, with the terminal voltage as optimizing variable (x1) are used; then the desired function (Matlab m-file)
is formulated. After that, the Genetic technique is used to maximize the function. This optimizing variable is constrained or
bounded by 0: 200. The aim of these examples is to deduce the required voltage to drive the motor at desired phenomena.

A. MATLAB GA with Nonlinear Constraint Description Solver

To use the genetic algorithm at the command line (the same results could be drawn from GUI), call the genetic algorithm
function ga with the syntax
[x fval] = ga (@fitnessfun, nvars, options)
Where
@fitnessfun is a handle to the fitness function.
nvars is the number of independent variables for the fitness function.
Options are structure containing options for the genetic algorithm. If we do not pass in this argument, ga uses its default options.
The results are given by
x Point at which the final value is attained
fval Final value of the fitness function
Using the function ga is convenient if we want to

99
Return results directly to the MATLAB workspace
Run the genetic algorithm multiple times with different options, by calling ga from an M-file.

The genetic algorithm uses the Augmented Lagrangian Genetic Algorithm (ALGA) to solve nonlinear constraint problems. The
optimization problem
solved by the ALGA algorithm is
min
x
f (x), such that

c
i
(x) 0, i = 1 .. m (9)
ceq
i
(x) = 0, i = m+1 mt
A . x b
Aeq . x = beq
lb x ub,

Where: c (x) represents the nonlinear inequality constraints, ceq (x) represents the equality constraints, m is the number of
nonlinear inequality constraints, and mt is the total number of nonlinear constraints.
The Augmented Lagrangian Genetic Algorithm (ALGA) attempts to solve a nonlinear optimization problem with nonlinear
constraints, linear constraints, and bounds. In this approach, bounds and linear constraints are handled separately from nonlinear
constraints. A sub problem is formulated by combining the fitness function and nonlinear constraint function using the Lagrangian
and the penalty parameters. A sequence of such optimization problems are approximately minimized using the genetic algorithm
such that the linear constraints and bounds are satisfied.
A sub - problem formulation is defined as

+ = + = =
+ + =
mt
m i
i
mt
m i
i i
m
i
i i i i
x c x c x c s s x f s x
1
2
1 1
) 10 ( ) (
2
) ( )) ( log( ) ( ) , , , (

Where the components
i
of the vector () are nonnegative and are known as Lagrange multiplier estimates. The elements s
i
of the
vector (s) are non negative shifts, and is the positive penalty parameter. The algorithm begins by using an initial value for the
penalty parameter (Initial Penalty).
The genetic algorithm minimizes a sequence of the sub problem, which is an approximation of the original problem. When the
sub - problem is minimized to a required accuracy and satisfies feasibility conditions, the Lagrangian estimates are updated.
Otherwise, the penalty parameter is increased by a penalty factor (Penalty Factor). This results in a new sub problem formulation
and minimization problem. These steps are repeated until the stopping criteria are met. For a complete description of the algorithm,
see the references (Conn et al., 1991, 1997).

Our genetic trials use the following prescribed terminologies:

Population type: Double Vector with Populations size = 20
Creation function, Initial population, Initial Score, and Initial range: Default
Fitness scaling: Rank
Selection function: Stochastic uniform
Reproduction; Elite Count: Default (3), Crossover fraction: Default (0.8)
Mutation function: Adaptive feasible (due to its benefits)
Crossover function: Scattered
Migration; Direction: Forward, Fraction: Default (0.2), Interval: Default (20)
Stopping criteria (Defaults): Generations: 100, Time limit: Inf., Fitness limit: Inf., Stall generations: 50, Stall time limit: Inf.,
Function Tolerance: 1e-6, nonlinear constraint tolerance: 1e-6

B. Maximum Torque per Ampere GA with Maximum Efficiency Constrained

Efficient example is introduced here, by maximizing the torque per ampere ratio with the voltage as optimizing variable, and
with bounds as previous. This is done with maximum efficiency function as constraint. By using the motor characteristics
equations, the maximum torque per ampere ratio function (Matlab m-file) is formulated. The maximum efficiency constraint
function is implemented using Matlab (m-file) too. The aim of this example is to deduce the required voltage to drive the motor at
maximum torque per ampere with the described constraints.

Maximum torque per ampere (Function MTAC) as Objective function to be maximized is presented in the following depending on
previous relations. The parameters in figure 11 are defined as the following: : load angle, : torque angle, : power factor angle.
(optimizing variable x(1): terminal voltage (V
s
))
.

100

Figure11. Phasor diagram of the PMSM

Function MTAC = f (x)

V
q
= x(1) cos (11)

V
d
= x(1) sin (12)

V
d
and V
q
are d and q axis stator voltages.

I
q
= (V
q
/ R
s
C
2
(
af
+ (L
d
/ R
s
) V
d
)) / C
3
(13)

I
d
= V
d
/ R
s
+ C
2
L
q
I
q
(14)
C
2
=(
r
/ R
s
).
C
3
=(1 + C
2
2
L
q
L
d
).

I
d
and I
q
are d and q axis stator currents (neglect core loss).
I
s
= (I
q
2
+ I
d
2
)
1/2
(15)
I
s
: Stator current value.

= tan
1
( I
q
/ I
d
) (16)

The mutual flux linkage (
m
), is the resultant of the rotor flux linkages and stator flux linkages. It is then given as

m
= (
q
2
+
d
2
)
1/2
. (Wb Turn) (17)

The core loss, stray loss etc are negligible, and so the copper loss P
cu
is in Eq. (19).

P
cu
= 3 I
s
2
R
s
(18)
P
in
, P
out
are the input and output power.
p.f = cos = cos ( /2 + ) (19)

P
in
= 3 x(1)

I
s
p.f = (3/2) (V
d
I
d
+ V
q
I
q
) (20)

P
out
= P
in
P
cu
(21)

The efficiency = P
out
/ P
in
(22)

Torque per ampere output function (MTAC) = T
e
/I
s
(23)

Function constraints:

This optimizing variable (x(1)) is bounded by [0 200].

The maximum efficiency function is used here as nonlinear constraint as follows:

101

Function [c,ceq] = f (x)

Using the machine characteristics relations in previous function

z = Efficiency = Pout / Pin
c = [ ]
ceq = [ z 0.99999 ]

The following figures present the various characteristics obtained from this function in comparable with such ones at rated
terminal voltage. This is to show how much saving in energy.

0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
Electromagnetic Torque (N.m)
T
o
r
q
u
e

P
e
r

A
m
p
e
r
e

R
a
t
i
o

(
N
.
m
/
A
m
p
.
)

Original Torque per Amp. Ratio
Maximum Torque per Amp. Ratio

Figure12. Maximum torque per ampere in both two cases

0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
0
1
2
3
4
5
6
7
8
9
S
t
a
t
o
r

C
u
r
r
e
n
t

(
A
m
p
.
)

At Max. Torque per Amp.
At Original Case

Figure13. Stator current value in both two cases


102
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
0
500
1000
1500
2000
I
n
p
u
t

P
o
w
e
r

(
W
a
t
t
)

At Original Case

Figure14. Input power in both two cases

0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
0
0.2
0.4
0.6
0.8
1
E
f
f
i
c
i
e
n
c
y

At Original Case

Figure15. Efficiency in both two cases

0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
0
20
40
60
80
100
120
140
R
e
q
u
i
r
e
d

V
o
l
t
a
g
e

(
V
o
l
t
)

Required Voltage
4th degree Eqn

Figure16. Required voltage to drive motor at maximum T per A

The relation between the electromagnetic torque (x-axis) and required voltage (y-axis) to drive the motor at maximum torque
per ampere could be deduced using the curve fitting facility in Matlab as in equation (24).

y = 0.03*x^{4} - 0.1*x^{3} + 0.23*x^{2} + 5*x + 1.2e+002 (24)

103
From this trials figures; it is clear that, the performance characteristics like torque per ampere ratio, stator current, losses, input
power and efficiency are highly improved.

C. GA maximum efficiency constrained by GA maximum power factor

This example improves motor performance by maximizing the efficiency with the voltage also as optimizing variable, and the
same bounds as the previous example. This is done with GA maximum power factor as constraint also. By using the motor
characteristics equations, the maximum efficiency function (Matlab m-file) is formulated. The maximum power factor constraint
function is implemented using Matlab (m-file) too, and then using the Genetic technique. The aim of this example is to deduce the
required voltage to drive the motor at maximum efficiency as possible with the described constraints.

Maximum efficiency (Function MEFC) as objective function to be maximized is presented in the following depending on previous
illustrated relations. (optimizing variable x(1): terminal Voltage (V
s
))
.
Function MEFC = f (x)

The same previous machine relations

MEFC = Efficiency = Pout/Pin

Function constraints:

This optimizing variable (x(1)) is bounded by [0 200].

The maximum power factor function is used here as nonlinear constraint as follows:

Function [c,ceq] = f (x)

Using the machine characteristics relations in previous functions

zz = Power factor = cos ( /2 + )

c = [ ]
ceq = [ zz 0.99999 ]

The following figures present the various characteristics obtained from this function in comparison with such ones from original
characteristics at rated voltage. This is to show how much performance improvement could be obtained using this example.

0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
0
0.2
0.4
0.6
0.8
1
E
f
f
i
c
i
e
n
c
y

Original Efficiency
Max. Efficiency

Figure17. Efficiency in the two cases

104
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
0
1
2
3
4
5
6
7
8
S
t
a
t
o
r

C
u
r
r
e
n
t

(
A
m
p
.
)

At Max. Efficiency
At Org. Condition

Figure18. Stator current in the two cases

0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
0
500
1000
1500
2000
I
n
p
u
t

P
o
w
e
r

(
W
a
t
t
)

At Max. Efficiency
At Orig. Condition

Figure19. Input power in the two cases

0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6 1.8 2
0
20
40
60
80
100
120
R
e
q
u
i
r
e
d

V
o
l
t
a
g
e

(
V
o
l
t
)

Required Voltage
5th degree Eqn

Figure20. Required voltage to drive motor at GA maximum efficiency

By the same way, the relation between the electromagnetic torque (x-axis) and required voltage (y-axis) to drive the motor at
maximum efficiency could be deduced using the curve fitting facility in Matlab as in equation (25).

y = - 0.916*x^{5} + 4.97*x^{4} - 9.85*x^{3} + 8.58*x^{2} - 3.04*x + 118 (25)

105
The resulting figures in this trial is very satisfied for overall characteristics especially in efficiency, stator current, losses, and
input power.

5. Conclusions

This paper addresses new simple dynamic SPMSM modeling to can be used in many topics like in automotive applications,
mechatronics, green energy applications, machine drives, etc. This simulation is done with the aid of MATLAB Simulink to
facilitate a good method for machine dynamic behavior prediction for the previous applications. The modeling procedures are
described and simulation results are presented. This dynamic model is developed by coupling electrical equations and mechanical
equations of the PMSM. Also, there are two proposed trials for performance improvement of PM synchronous motor using genetic
algorithm. This idea is done by implementing two genetic algorithm functions with different constraints, same optimizing variable
bounds and the same optimizing variable which is the voltage. The last one about GA maximum efficiency constrained by GA
maximum power factor has the most powerful effect on all various machine characteristics. Second rank for performance
improvement is in maximum torque per ampere GA with maximum efficiency constrained. All functions and simulations are
implemented using Matlab environment with the aid of genetic algorithm toolbox. For each trial; the required voltage relation to
drive the motor at the desired improved performance characteristics; with the aid of curve fitting facility in Matlab is presented.
These algebraic equations may be used directly later without doing the genetic algorithm work each time. All various
characteristics obtained are well depicted in the form of comparisons with such ones from original characteristics at rated voltage.

Appendix

SPMSM parameters: L
q
= 0.0115 H; L
d
= 0.0115 H;
af
= 0.283; P = 4; R
s
= 6.8 ; V
s
= 200 V; N
s
= 2000 rpm; B = 0.0005416; J =
0.0000144; T
d
= 0.1698

Acknowledgment

I would like to thank Ms. Shaza M. Abd Al Menem for her effort in this research editing

References

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Biographical notes

Adel El Shahat is a Research Scientist, ECE Dept., Mechatronics-Green Energy Lab, The Ohio State University, USA. His interests are: Electric Machines,
Artificial Intelligence, Renewable Energy, Power System, Control Systems, PV cells, Power Electronics, and Smart Grids. He has more than 30 papers between
journals and refereed conferences, and 15 abstracts and posters with one accepted book chapter. Member of IEEE, IEEE Computer Society, ASEE, IAENG,
IACSIT, EES, WASET and ARISE. He gains honors and recognitions from OSU, USA 2009, Suez Canal University, Egypt, 2006, ARE 2000, and EES, 1999,
Egypt.

Hamed El Shewy currently is a Professor of Electrical Machines in the Electrical Power and Machines Department, Faculty of Engineering, Zagazig University,
Zagazig, Egypt. He was the previous head of the same department. His research interests include Electric Machines, Power Systems, Power Electronics, and
Electric Drives.

Received March 2010
Accepted April 2010

MultiCraft

Vol. 2, No. 2, 2010, pp. 107-116

INTERNATIONAL
JOURNAL OF
ENGINEERING,
SCIENCE AND
TECHNOLOGY

www.ijest-ng.com

Waves, conservation laws and symmetries of a third-order nonlinear
evolution equation

A. Huber
1

1
Address constantly: Prottesweg 2a, A-8062 Kumberg, AUSTRIA

Abstract

In this paper a less studied nonlinear partial differential equation of the third-order is under consideration. Important properties
concerning advanced character such like conservation laws and the equation of continuity are given. Characteristic wave
properties such like dispersion relations and both the group and phase velocities are derived explicitly. In addition, we discuss
the non-classical case relating to potential symmetries for the first time. Further, for practical applications in several domains of
sciences we discuss in detail approximate symmetries. Finally, as a further new contribution we deduce new generalized
symmetries of lower order. Some important notes relating to future intensions are given.

Key Words: Nonlinear partial differential equations, evolution equations, symmetries.
PACS-Code: 02.30Jr, 02.20Qs, 02.30Hq, 03.40Kf.
AMS-Classification: 35K55, 35D35.

1. Introduction, outline the problem

Progresses in recent years in the study and analysis of nPDEs have made significant contributions to the understanding of many
physical systems. Modelling of physical systems often leads to nonlinear evolution equations of the general form [ ] u K u
t
= ,
where [ ] u K is a locally defined function (or a nonlinear operator in general) of the function u and its x -derivatives.
Well-known evolution equations describing physical phenomena could found in several domains of applied sciences. We restrict
the pool of equations to classical nPDEs, such like the Korteweg de Vries Equation (Drazin and Johnson, 1989; Witham, 1974;
Eilenberger, 1983) and its varieties, the cylindrical KdV (Drazin and Johnson, 1989) and the generalized KdV (Eilenberger, 1983)
modeling the propagation of weakly nonlinear waves in dispersive media. Otherwise a well known variety of the KdV is known
for a long time, the so-called modified KdV equation (Ablowitz and Clakson, 1991; Dodd et al., 1988), describing nonlinear
acoustic waves in anharmonic lattices (Zabusty, 1967 and Alfvn waves in a collisionless plasma (Kakutani, 1969).
Here we concentrate our intensions to a less studied unnamed variety of the mKdV Equation (Fung and Au, 1984; Au and Fung,
1984), which differs from the mKdV Equation by a first local-derivative term whereby this term changes basically the equations
property:
0 6 6
2
3
3
=
x
u
x
u
u
x
u
t
u
, (1)
with ) , ( t x u u = , ) , (
3
C u , { } 0 , ,
t x
u u u , R t x ) , ( ,
+
R t , 0 > t and is a non-vanishing parameter.
We assume that the function ) , ( t x u acts as the amplitude and is suitable therefore to describe wave propagation depending upon
time t in the sense of an evolution equation in which the steepening effect of the nonlinear term is counterbalanced by the (linear)
dispersion term(s).

Huber / International Journal of Engineering, Science and Technology, Vol. 2, No. 2, 2010, pp. 107-116 108
2. Physical properties concerning wave motion

Up till now no direct physical applications are known and this is the crucial purpose of study in this paper. In the following
without any loss of generality we can set the parameter 1 = .
Normally, the addition of an odd derivative term leads to the fact that the dispersion relation is real for real k , the wave vector.
To see this, we assume the linear eq.(1) and introduce the ansatz [ ] ) ( exp ) , ( x k t i A t x u into eq.(1) to derive the dispersion
relation ) 6 ( ) (
2
k k k = = for 1 = A .
This relation differs from the mKdV that is
3
) ( k k = = . We observe that a linear part of the wave vector is overlaid. Further,
we deduce two characteristic velocities: The phase velocity
p
c and the group velocity
g
c respectively by:
) 6 ( /
2
k k c
p
= = , k k d d c
g
2 / = = . (2.1)
g
c remains negative for all
+
R k and takes positive for all
R k .
Both velocities tends to ) , (
g p
c c as k . That means that all waves of large wave numbers (small wavelengths)
propagate in the negative x -direction for all
+
R k ; if they exist anyway (similar to the KdV equation). Introducing a velocity
field ) (x and the amplitude field ) (x u we deduce the equation of continuity
) 3 ( 2 ) ( , 0 ) (
2
+ = = + u
u
u
u u u
x x
x t
, (2.2)
where ) (x u and ) (x are sufficiently smooth functions. This equation can be linearized for small perturbations about the
equilibrium state
0
u u = and
0
= so that we can introduce ) , (
~
0
t x u u u + = and ) , (
~
0
t x + = .
Then the continuity equation (2.2) reduces to a first-order equation 0
~ ~
0
= +
x t
u u with solutions ) (
~
0
t x f u = representing
traveling waves.
Theorem I: A general equation of the form
0 =
x
X
t
T
(2.3)
is called a conservation law where T and X are known as the density and the flux.
If both T and X are integrable on ) , ( so that X tends to a constant as x , then (2.3) can be integrated to
0 =

x d T
t d
d
or equivalently

= . const x d T , (2.4)
where the latter integral is called a constant of motion. This leads to the following
Theorem II:
The nPDE (1) admits three constants of motion: (i) the conservation of mass, (ii) the conservation of the horizontal momentum and
(iii) the conservation of energy so that

= + +
) .( ) 6 2 (
3
i const dx u u u u
x
u
t
x x
, (2.5)

) .(
2
1
2
1
2
3
2
1
2 2 4 2
ii const dx u u u u u
x
u
t
x x x
, (2.6)

+ + +
) .(
4
1
) 6 6 (
4
1
4 2 4
iii const dx u u u u u u
x
u u
t
x x x x x x x
. (2.7)
All conservation laws are proven by a direct calculation .

3. Algebraic group properties (the classical case)

In this section we use the classical Lie group analysis in order to derive new classes of solutions otherwise we are interested in
the algebraic group behaviour of the nPDE (1).
Hint: In what follows we suppress the item classes; so classes of solutions are simply solutions.
We take up now the developments given in (Ibragimov, 1984; Olver, 1986; Bluman and Kumei, 1989; Gaeta, 1994; Huber, 2008;
Huber, 2009) omitting all technical details.
To use symmetry groups in any application, we first deduce the symmetries of eq.(1). The result is a system of eight linear
homogeneous PDEs for the infinitesimals ) , ( u x
i i
= and ) , ( u x
i i
= :
0
2
2
2 2 1
=

u
x u u
, (3.1)
0 3 6 6 6 6 12
2
3
3
1
3
2 2 2 1 2 1 1
=

+

u x t
t
u
t x
u
x t
u , (3.2)
0 3
1 2
=

x t
, (3.3)
0
2
1
2 2
=

x
u x
, (3.4)
0 6 6
3
3
2
=

x
x
u
x t
. (3.5)
The infinitesimals are given by solving the above set of equations (3.1) to (3.5) leading to

) , (
3
) 12 (
3
3 1 2
3 2 1
t x u k
t k k
t x k k
=
+ =
+ + =
. (3.6)
The result shows that the symmetry group of eq.(1) constitutes a finite three-dimensional point group containing translations in
the independent variables and scaling transformations.
In (3.6) the group parameters are denoted by
i
k , 3 , 2 , 1 = i . Eq.(1) admits the three-dimensional Lie algebra L of its classical
infinitesimal point symmetries related to the following vector fields

u x t x t
u x t t V V V + + = = = ) 12 ( 3 , ,
3 2 1
. (3.7)
These vector fields form a Lie algebra L by:
[ ]
2 1 3 1
12 3 , V V V V + = , [ ]
2 3 2
, V V V = , [ ]
2 1 1 3
12 3 , V V V V = , [ ]
2 2 3
, V V V = . (3.8)
For this three-dimensional Lie algebra the commutator table for
i
V is a ) 3 3 ( table whose
th j i ) , ( entry expresses the Lie Bracket [ ]
j i
V V , given in (3.8). The table is skew-symmetric and the diagonal elements all vanish.
The coefficient
k j i
C
, ,
is the coefficient of
i
V of the th j i ) , ( entry of Tab.1 and the related structure constants can be easily
calculated from Tab.1 to give:
1 , 12 , 3 , 1 , 13 , 3
2 , 2 , 3 2 , 1 , 3 1 , 1 , 3 2 , 3 , 2 2 , 3 , 1 1 , 3 , 1
= = = = = = C C C C C C . (3.9)

Tab.1 Commutator table for the Lie algebra V of the nPDE (1).

1
V
2
V
3
V
1
V
0 0
2 1
12 3 V V
2
V
0 0
2
V
3
V
2 1
12 3 V V +
2
V
0

Theorem III: The Lie algebra of eq.(1) is solvable.
Proof: A Lie algebra L is called solvable if 0
) (
=
n
V for some 0 > n .
) 1 (
V is an ideal containing { }
3 2 1
, , V V V ,
) 2 (
V is an ideal
containing } , {
2 1
V V ; this can be reduced to 0
) 3 (
= V .
These subgroups are important later to perform a similarity reduction deducing new solutions.
The metric ( 3 3 Cartanian tensor) satisfies:

=
12 0
0 0
L
M O M
L
j i
g with det(g) = 0 . (3.10)
Since the condition 0 ) det( = g holds the given algebra is degenerate.
Notes: Other useful algebraic group properties are worth to mention: Eq.(1) has no Casimir operator, the group order is three
containing seven subgroups.
Alternatively, one can write eq.(3.10) with eq.(3.9)

=
=
n
k i
k
mi
i
lk im
c c g
1 ,
.
3.1 The derivation of similarity solutions
Let us now discuss the most important similarity solutions for special subgroups to derive new solutions where we restrict the
analysis to the most important cases.
Case A: If we set the group parameters 1
1
= k and 0
3
= k , the similarity variable and the relevant transformation reads as
0 = x and u S = . The related nODE of the third-order is
0 6 6
2
3
3
=
d
dS
d
dS
S
d
S d
, S
3
( , ), ) , ( . (3.1.1)
Case B: (the case of traveling waves): Here we assume the parameters to be 1
2 1
= = k k and 0
3
= k respectively. This choice
means the traveling wave transformation by = x t and u S = .
The nODE of the third-order is calculated to
0 5 6
2
3
3
=
d
dS
d
dS
S
d
S d
, S
3
( , ), ) , ( (3.1.2)
which differs from eq.(3.1.1) by a constant factor only Remark: For the given nODEs we both assume the existence of solutions
and moreover, functions of the r.h.s. are continuously differentiable following a Lipschitz condition in the considered domain.
Also note that we enlarge the domain to ensure the possibility of complex-valued solutions.

4. The non-classical case I Potential symmetries

For more technical details we refer to Ibragimov (1984), Olver (1986), Bluman and Kumei (1989), Gaeta (1994) and Huber
(2009). For the nPDE (1) we found the following: The equation admits two possible potential systems
1
and
2
.
Both systems can be formulated for two dependent variables
i
V , 2 , 1 = i and both variables are treated in their derivations w.r.t.
the independent variables and are denoted by subscripts:

Potential system
1
Potential system
2

0
0 2 6
1
2
2
1 3
=
+
=
+
x
V
u
x
u
t
V
u u
(4)
0
2
0
2
1
2
3
3
2
2
2
2
2
2
4
2
=
+
=
+
x
V u
x
u
u
t
V
x
u u
u
(4.1)
The given systems are related to new symmetries which differ from the symmetry group (3.6) completely: In opposite to the
symmetry group (3.6), here, we are confronted with a finite four- dimensional PT; that means that the difference exists in the
dimension of the group as well as the number of the elements:

Symmetry 1 Symmetry 2

1 2
4 1
4 2 2
4 3 1
3
) 12 (
k
u k
t k k
x t k k
=
=
+ =
+ + =
(4.2)
2 4 1 2
4 1
4 2 2
4 3 1
3
) 12 (
V k k
u k
t k k
x t k k
=
=
+ =
+ + =
(4.3)

If we examine the infinitesimals upon the dependence of variables starting with capital letter , V we realize that these
infinitesimals are independent of the new potential variables.
Comparing this behavior with known results (e.g. the KdV Equation) we see that both systems do not contribute to potential
symmetries (further examples are also well-known; e.g. the nonlinear Reaction Diffusion Equation, the cylindrical Korteweg de
Vries Equation and the Burgers Equation) and tells us that potential symmetries are rare symmetries but can occur in connection
with some equations.

5. Approximate symmetries

In this section we follow Huber (2009), Ibragimov (1985) and Ibragimov (1994), respectively and our intension is to deduce new
results without referring too much theory. Let us introduce as a small parameter 1 0 << < determining the strength of the
nonlinearity of eq.(1) so that we can write without loss of generality 1 = :
0 6 6
2
3
3
=
x
u
x
u
u
x
u
t
u
, u
3
( , ), < < x , 0 > t (5)
to ensure the complete solution-manifold. Then, approximate symmetries follow by

, ) (
3
) (
3
4
3
4
4 8
3
7 6 3 2 2
7
7 5
3
3 1 1
u k k
u k
k k t k k
x k
k k
x k
t k k
+ + =
+ + + =
+ + + + + =
(5.1)
representing an eight-dimensional approximate symmetry group in the first-order approximation.
The generating vector fields for this model read:

. ,
3
4 , ,
, ,
3
4
3
, ,
8 7 6 5
4 3 2 1
x x t u t
u x u t t x
V
x
t t V V V
u V
x
t
u
t V V V
=
+ + = = =
=
+ +
+ = = =
(5.2)
Possible reductions can be calculated by combining several sub-groups of (5.2). For the present calculations we choose three
cases of interest:
Case A: Combining
5 2 1
V V V the transformation and the defining equation for S are:
0
1
=
+
x
t , S u = , 0 ' ) 6 5 ( ) 1 ( ' ' '
2 2
= + + + S S S , ) ( = S S , = d dS S / ' . (5.3)
Case B: Combining
6 2 1
V V V one derives at:
0 ) 1 ( = x t , S u = , 0 ' ) ) 1 ( 6 5 ( ' ' ' ) 1 (
2 3
= + + + S S S . (5.4)
Case C: Combining
6 5 1
V V V leads to the defining equation for ) ( S :
0
1
=
+
x
t , S u = , 0 ' ) 6 5 1 ( ) 1 ( ' ' '
2 2 2 3
= + + + + S S S , 0 . (5.5)
The result is a similarity representation of the solution(s) linearly depending upon the perturbation parameter and also in
second and fourth-order dependence. Note that for the given nODEs the same assumptions as in Chapter 3.1 have been made.

6. The non-classical case II: General symmetries (GS)

We find it advisable mentioning some basic notes. It is obvious from Lie theory that point symmetries are a subset of generalized
symmetries, Abramowitz and Stegun (1972) as well as Noether (1971) and Klein (1918). The determination of the characteristics
for the general case follows by a similar algorithm as in the case of point transformations (PT) in the classical case.
Classical symmetries of a (n)PDE (assumed to be in a general form 0 = ) are PT which guarantee the invariance of the solution
space and so, PT are created by infinitesimal transformations.
The determining equations for the characteristics
GS are consequences of the relation

0
0
=
= GS
pr
r
, (6)
where
GS
pr
r
denotes prolongation of the vector field
GS
and GS means generalize symmetry.
The main difference however is the fact that in general the characteristics depend upon derivatives of an infinite order. If the
order is equal to identity we arrive at the so-called contact transformations. By increasing the order of derivatives 1 > n we shall
find higher order GS.
In case of eq.(1) we found GS of the first order depending on the first derivative:
( )
x t x
u k u u u t x GS
1 1
, , , , = . (6.1)
This symmetry also changes from the symmetries given in (3.6), (4.3) and (5.1). Here we are confronted with a one-
dimensional finite group of transformations where the second part x u / is related to scaling and/or stretching operations (more
precisely dilatations). For the case 2 = n by assuming second partial derivatives we found
( )
x xt tt xx x
u k u u u u u t x GS
1 2
, , , , , , = (6.2)
as a quite similar result. At this stage we remark that higher cases are difficult to deal with.

7. Analysis and results

Now we use (3.1.1) and (3.1.2) respectively to derive new solutions. An analogues equation can be obtained if we investigate
solutions for which ) , ( t x F u = , , ) (
3
D C F
3
R D is a domain. Introducing the frame of reference
) ( ) , ( = U t x u , t x = ,
1
, R \ } 0 { into eq.(1) leads to 0 ' ' 6 ' 6 ' ' '
2
= + + U U U U U and the prime means derivation
w.r.t. .
Due to the similar structure of the latter nODE it is sufficient to consider (3.1.1) and it can be shown that the traveling wave
reduction results into eq.(3.1.2) exactly.
We summarize the analytical properties of eq.(3.1.1) resulting in a polynomial of the fourth-order in Tab.2. Thus we have to treat
four cases depending upon the choice of the integration constants
i
K leading to new solutions:
For the Case A, 1
2 1
= = K K appropriate numerical standard procedures are necessary.
Case B: 1
1
= K and 0
2
= K leads to a sine amplitude with a pure imaginary modulus:

+
+ +
+
+ + = k
x
sn x u ,
2 8 17 1 ) 2 2 2 ( 2
)) 2 2 ( 2 4 ( 2
1 2 10
2
21
11 ) (
3 / 2 3 / 1 3 / 2
3 / 2 3 / 1
3 / 2
3 / 2
, (7)
with ) 307 2 260 2 784 (
3 / 2 3 / 1
573
1
2
1
2
1
+ = k ; that is numerically i k 4362 , 0 = . The constant factor under the root sign is
approximately 73 , 0 and the first factor takes 5 , 2 .
Using a complex modulus transformation Abramowitz and Stegun (1972) we convert the function eq.(7) numerically into a real-
valued function so that we have finally a pure local dependence
[ ] k x sd x u , 8 , 0 3 , 2 ) ( = with the real modulus 9166 , 0 = k . (7.1)
A graphical plot for different values of the modulus shows Fig.1. In case of 1 = k the function degenerates to the hyperbolic sine
function as usual. For practical calculations a trigonometric series (Erdelyi, 1981), is sometimes useful so that one can write in a
more convenient form:

=
1
1 2
2
8 , 0
) 1 2 ( sin
1
) 1 (
'
6 , 4
) (
2
1
n
n
n
n
K
x
n
q
q
K k k
x u with the nome ) ( [ K / ' K exp q = , (7.2)
valid in every strip of the form < Im ) 2 / Im(
2
1
K x and K is the complete elliptic integral of the first kind.
Tab.2 Algebraic properties of the eq.(3.1.1) after converting. All zeros of the polynomial of the fourth-order ) (u P .

The relating nODE of the first-order becomes ) (
2 2 6
0
2 4
=
+ + +
u u u
du
and
0
is an arbitrary
constant of integration.

Case
Integration
constants
i
K

Polynomial ) (u P Zeros
i
u of ) (u P

A 1
2 1
= = K K
2 2 6
2 4
+ + + u u u
i u 56 , 0 18 , 0
2 , 1
= , i u 40 , 2 18 , 0
4 , 3
=
B 1
1
= K , 0
2
= K
u u u 2 6
2 4
+ + 0
1
= u ,
3 / 2 3 / 1
2
2 2 = u ,
3 / 2
3 / 1
4 , 3
2
) 3 1 ( 2 3 2 1 i i
u
+
=
C 0
1
= K , 1
2
= K
2 6
2 4
+ + u u 7 3
2 , 1
= i u , 7 3
4 , 3
+ = i u
D 0
2 1
= = K K
2 4
6u u + 0
2 , 1
= u , 6
4 , 3
i u =

A formal power expansion up to order three yields

4 3 2
] 1 [ ) 1 ( 11 , 0 ) 1 ( 18 , 0 ) 1 ( 36 , 1 28 , 2 ) ( + + + = x O x x x x u . (7.3)

0 0.5 1 1.5 2 2.5 3
0
1
2
3
4
5
0 0.5 1 1.5 2 2.5 3
0
1
2
3
4

Fig.1 Left: Some solution curves of the function (7) for different values of the modulus: 9166 , 0 = k (solid line),
5 , 0 = k (short dotted line), 1 = k (dotted line) - this case degenerates to the sinh function. Right: The undisturbed
solution eq.(7.1), (solid line) by comparison with the second-order approximation calculated from the power
expansion (7.3) respectively, (dotted line).

This can be compared with the exact solution in Fig.2 and therefore we conclude that the expansion is valid in the
domain 2 3 , 0 < < x . One can also make use of the Weierstrassian expansion [14].
Case C: 0
1
= K and 1
2
= K leads to complex-valued solutions for x
+
, 0 > x :

= k
x
i sn A
i
x u ,
2
) 5 17 (
4
) ( with
+
+
+
=
17 23 95
17
4
17 23 95
20
A . (7.4)
Note that the modulus is 1 > k , that is ( ) 2255 , 3 4 / 17 5 4 21
2 / 1
= + = k .
To proceed further one has to use suitable transformations so that 1 0 < < k holds. Refering to [19] we calculate

= ' ,
2
) 5 17 (
) ( k
x
tn A x u , (7.5)
where the new modulus ' k is given by 9954 , 0 1 '
2
= = k k .
We also note that for 1 < x , 0 x the function (6.6) takes real value. The development of this function in the complex plane shows
Fig.2 by using different initial values and Fig.3 shows the real-valued function considering the assumption 1 < x .

0 0.5 1 1.5 2 2.5 3
0
0.5
1
1.5
2
2.5
3
0 1 2 3 4 5 6
0
1
2
3
4
5
6
-4 -2 0 2 4 6 8
-4
-2
0
2
4
6
8

Fig.2. The behavior of the branch lines near a zero of the function (7.5) in the complex plane with 2 A . Different
values for the complete integral of the first kind are used: Right: The complete integral is assumed to 2 = K ,
middle: 4 = K and left: 6 = K .

0 0.5 1 1.5 2
0
0.5
1
1.5
2
2.5

Fig.3 The real-valued tn-function for different values for the modulus and 2 A ; solid line: 9954 , 0 ' = k ,
dotted line: 5 , 0 ' = k and short dotted line: 1 ' = k . Note: The tn-function degenerates to the sinh function.

Case D: 0
2 1
= = K K :

)) 6 2 ( cosh ) 6 2 ( sinh ( 6
))) 1 ( 6 ( sinh )) 1 ( 6 ( ( 12
6
12
) (
6 2 6 2
) 1 ( 6
x x c
x x Cosh
e e
e
x u
x
x
+
+ + +
=
=
+
, (7.6)
where c means ( ) ) 6 2 ( cosh ) 6 2 ( sinh and the constant
0
x is assumed to be the identity.
For this solution we calculate a closed-form analytical expression in terms of infinite series

k
k
k
k
x
k
e
c
x
k
e
x u
k
k
k k
=
+ +
=
+ +
+
=
0
6 1 2
0
6 1 2
!
3 2
!
3 2
) (
2 2
3
2 2
, (7.7)
where the convergence x can be proven by using the dAlembertian criterion immediately. For large values of the argument,
say x the following asymptotic formula holds:

3 2
3
6
2
6
1 1
) 6 (
) 36 ( 36 ( 36 1
) 6 (
) 6 ( 6 12
6
12
~ ) (
+
+
+
+

+
+ x
O
x
c
e c c
x
c
c
c
e
x u . (7.8)
It is proven that the following limiting behaviour holds:
0
1 ) ( lim

x
x u and

=
x
x u 0 ) ( lim ; the first and the second derivation are finite
at the point 0 = x .
It is remarkable that the analysis of eq.(3.1.2) also leads to similar results depending upon the choice of the integration constants.
Although eq.(3.1.2) admits the case of traveling motion which is concern to the appropriate similarity variable and no classical
wave propagation is observed.
Finally, we discuss the equations relating to approximate symmetries eq.(5.3), (5.4) and (5.5).
The first and the second equations lead to a linear ODE of the third-order by setting 0 = , that is 0 ' 5 ' ' ' = + S S and the prime
means derivation w.r.t. .
An analytical solution of the first-order approximation is therefore:
{ } ] [ 5 sin 5 cos
5
1
) (
3 2 1
+ + + = O c c c S , (7.9)
where the
i
c are arbitrary constants. This case covers the traveling wave solution for 0 ) 1 /( = + x t if we set 0 = . For
0 the function(s) takes a finite value but remains indefinite as . For solution eq.(6.5) a closed-form analytical
expression can be obtained:

=
+
+

+
=
0
2
1
2
) 2 2 (
) 5 (
)! 2 (
5 ) 1 (
) (
k
k
k
k
k
k k
S , (7.10)
where the convergence is also proven immediately. A graphical overview for the traveling motion represents Fig.4.
To analyze eq.(5.5) we expand about the fourth-order term by setting 1 = and a solution of the fourth-order approximation is
given:
[ ]
4 3 2 2 2
) 30 16 ( ) 6 11 ( 2 1 ) ( + + + + + + = O S , (7.11)
leading to a quadratic dependence. We show some solution curves by using different initial conditions in Fig.4. Here, the traveling
motion as well as the quadratic dependence is remarkable.

-3 -2 -1 0 1 2 3
-0.5
0
0.5
1
1.5
2
-3 -2 -1 0 1 2 3
0
100
200
300

Fig.4 Left: Solutions of eq.(7.9) representing traveling waves by using different values of the integration constant

i
c , especially 1
2 1
= = c c and 1
3
= c (solid line), 1
2 1
= = c c , 0
3
= c (dotted line); the perturbation parameter
is assumed to be 0 = . Right: The quadratic dependence of eq.(7.11) in fourth-order approximation.

8. Conclusion remarks main propositions - outlook

In this paper a less studied nPDE of the third-order is under consideration.
Let us emphasise in brief the results of the analysis. Usually by introducing special similarity variables, say ) ( ) , ( = U t x u
with t x = , one would expect traveling motion as a result. For this special nPDE we did not found such solutions in the
general case.
However, by choosing suitable values of the constants involved the traveling behaviour results. In addition the nPDE admits
conservation laws derived for the first time similar to the KdV and analogues equations. The derived conservation laws are
connected directly with physical measurable quantities like mass, the horizontal momentum and the energy. The dispersion
relation, the group and the phase velocity as further physically important quantities are in agreement with many other evolution
equations. It is important to point out that we apply a classical group analysis to generate new solutions for the first time. The non-
classical case, also performed for the first time leads to the expected traveling wave result. A further important contribution shows
that the nPDE (1) does not allow potential symmetries (similar to the KdV).
It is known that similarity anstze of the form t x = does not guarantee the existence of physically important wave
propagation; the nPDE (1) is a notable example for this behavior. We also show the existence of approximate and generalized
symmetries to the first time.Finally, it is seen that the nPDE(1) does not belong to the hierarchy of the KdV Equation. Naturally,
the next step is to prove the integrability by assuming that the nPDE(1) can be written in form of an equation of motion, the so-
called Lax equation [ ] B L u
t
, = , where L means the Schrdinger operator (as a first assumption) which commutate with the
commutator B . If so, we then can show that the nPDE(1) is integrable completely possessing infinitely many laws of conservation
and has a related Bcklund system.

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Huber A., 2008. A note on new solitary and similarity class of solutions of a fourth order nonlinear evolution equation, Appl.
Math. and Comp., Vol. 202, p.787
Huber A., 2009. The Cavalcante-Tenenblat equation Does the equation admit a physical significance? Appl. Math. and Comp.
212, p.14.
Ibragimov N., 1985. Transformation Groups Applied to Mathematical Physics, Reidel Publ., Dortrecht.
Ibragimov N., 1994. Sophus Lie and harmony in mathematical physics on the 150
th
anniversary of his birth, Math. Intel. 16, p.20.
Erdelyi A., 1981. Higher Transcendent Functions, N. Y., Krieger.
Abramowitz M., Stegun I., 1972. Handbook of Mathematical Functions, Tenth Printing.
Noether E., 1971. Transport Theory Stat. Phys. Vol. 1, p.186.
Klein F., 1918. ber Differentialgesetzte fr die Erhaltung von Impuls und Energie in der Einsteinschen Gravitationstheorie,
Nachr. Ges. Wiss. Gttingen Math. Phys.2, p.171.

Biographical notes

Dipl.-Ing. Dr. techn. Huber Alfred is a distinguished lecturer at the Institute of Theoretical Physics Computational Physics at the Technical University Graz,
Austria following his habilitation treatise. He did his diploma thesis titled Systematic in the physics of elementary particles focusing the quarkonium states in the
field of elementary particle physics at the former Institute of Nuclear Physics at the Technical University Graz, Austria. He completed his scientific education with
the doctoral programme of technical sciences at the Institute of Chemical Technology of Inorganic Compounds at the Technical University Graz, Austria subject to
nuclear solid state physics and advanced electrochemistry. Thesis titled Synthesis and characterization of doped -manganese dioxides. Also the author has a
learnt vocation for a chemical assistant at the Research Centre of Electron Microscopy at the former Technical High School Graz, Austria. He is the author of 27
articles which have appeared in world-wide renowned scientific journals. His research interests are nonlinear partial differential equations (nPDE) of higher order
with applications especially in physics and chemistry. The author developed several new algebraic procedures for solving nPDE. Special interests are further given
in classical and non-classical symmetry methods, nonlinear transformations and the application of nonlinear methods in describing electrochemical interfaces,
nonlinear wave propagation and further nonlinear topics of advanced character.

Received March 2010
Accepted April 2010

MultiCraft

Vol. 2, No. 2, 2010, pp. 117-135

INTERNATIONAL
JOURNAL OF
ENGINEERING,
SCIENCE AND
TECHNOLOGY

www.ijest-ng.com

Magnetic field effect on a three-dimensional mixed convective flow with
mass transfer along an infinite vertical porous plate

N. Ahmed
Department of Mathematics, Gauhati University, Guwahati -781014 , Assam, INDIA
E-mail: saheel_nazib@yahoo.com

Abstract

An analytical solution to the problem of the MHD free and forced convection three dimensional flow of an incompressible
viscous electrically conducting fluid with mass transfer along a vertical porous plate with transverse sinusoidal suction velocity
is presented. A uniform magnetic field is assumed to be applied transversely to the direction of the free stream. The expressions
for skin friction at the plate in the direction of the main flow and the rate of heat transfer and mass transfer from the plate to the
fluid are obtained in non-dimensional form. The amplitudes of the perturbed parts of these fields and the skin friction at the plate
are presented in graphs and the effects of different physical parameters like Hartmann number M, Reynolds number R and the
Schmidt number S on these fields are discussed and the results obtained are physically interpreted.

Keywords: Viscous , incompressible, electrically conducting, sinusoidal suction

1. Introduction

Many natural phenomena and technological problems are susceptible to MHD analysis. Geophysics encounters MHD
characteristics in the interactions of conducting fluids and magnetic fields. Engineers employ MHD principle, in the design of heat
exchangers pumps and flow meters, in space vehicle propulsion, thermal protection, braking, control and re-entry, in creating
novel power generating systems etc. From technological point of view, MHD convection flow problems are also very significant in
the fields of stellar and planetary magnetospheres, aeronautics, chemical engineering and electronics. Model studies of the above
phenomena of MHD convection have been made by many. Some of them are Sanyal and Bhattacharya (1992), Ferraro and
Plumpton (1966), Cramer and Pai (1973) and Nikodijevic et al. (2009). On the other hand, along with free convection currents,
caused by the temperature difference, the flow is also affected by the difference in concentrations on material constitutions. Many
investigators have studied the phenomena of MHD free convection and mass transfer flow of whom the names of Acharya et al.
(2000), Bejan and Khair (1985), Babu and Prasad Rao (2006), Raptis and Kafousias (1982), Singh and Singh (2000) as well as
Singh et al. (2007), etc. are worth mentioning.
Investigations of the problems of laminar flow control are being done by many researchers due to its importance in the field of
aeronautical engineering in view of its application to reduce drag and hence the vehicle power requirement by a substantial
amount. The development of this subject has been compiled by (Lachman 1961). Theoretical and experimental investigations
indicate that the transition from laminar to turbulent flow which causes the drag co-efficient to increase may be prevented by
suction of the fluid, by the application of transverse magnetic field and by heat and mass transfer from the boundary layer to the
wall. To obtain any desired reduction in the drag by increasing suction alone is uneconomical as the energy consumptions of the
suction pumps will be more. Therefore the method of cooling of the wall in controlling the laminar flow together with the
application of suction has become more useful and hence received the attention of many workers.
The effect of the flow caused by the periodic suction velocity perpendicular to the main flow when the difference between the
wall temperature and free stream temperature gives rise to buoyancy force in the direction of the free stream on heat transfer
characteristics has been investigated by Singh et al. (1978). Ahmed and Sarma (1997) have extended the work of Singh et al.
(1978) to the case when the medium is porous. Gupta and Johari (2001) have analyzed the effects of magnetic field on the three-
dimensional forced flow of an incompressible viscous fluid past a porous plate. Singh and Sharma (2001) have studied the effect
Ahmed / International Journal of Engineering, Science and Technology, Vol. 2, No. 2, 2010, pp. 117-135 118
of the porosity of the porous medium on the three-dimensional Couette flow and heat transfer. The same authors (Singh and
Sharma, 2002) have also studied the effect of the periodic permeability on the free convective flow of a viscous incompressible
fluid through a highly porous medium. The effect of transverse sinusoidal injection velocity distribution on the three dimensional
free convective Couette flow of a viscous incompressible fluid in slip flow regime under the influence of heat source has been
studied by Jain and Gupta (2006). Ahmed et al. (2006) have obtained an analytical solution to the problem of the three-
dimensional free convective flow of an incompressible viscous fluid past a porous vertical plate with the transverse sinusoidal
suction velocity taking into account the presence of species concentration. Singh (1991) has studied the effect of a uniform
transverse magnetic field on the free convection flow of an electrically conducting viscous incompressible fluid past an infinite
vertical porous plate with sinusoidal suction velocity and uniform free stream. As the present author is aware till now no attempt
has been made to study the effect of a transverse magnetic field on a mixed convective flow of an incompressible viscous
electrically conducting fluid with mass transfer along a vertical porous plate with transverse sinusoidal suction velocity taking into
account the effect of Ohmic and viscous dissipations together. Such an attempt has been made in the present work. Though the
flow geometry of the present work and that of the work of Singh (1991) are common, yet this paper is not a routine extension of
the paper (Singh, 1991). Both papers differ in several aspects such as the forms of suction velocities and the combinations of
dimensionless substitutions.

2. Basic equations

The equations governing the steady motion of an incompressible viscous electrically conducting fluid in presence of a magnetic
field are
the equation of continuity (law of conservation of mass) :
div q =0 (1)
the Gausss law of magnetism (law of conservation of magnetic flux) :
div 0 = B (2)
the momentum equation (law of conservation of momentum) :
( ) g q
B J
p q q + +
+ =
2
1
.

(3)

the energy equation (law of conservation of energy) :
( ) [ ]

2
2
.
J
T k T q C
p
+ + = (4)
the species continuity equation (law of conservation of species) :
( ) C D C q
2
. = (5)
the Ohms law ( Current density and electric field relation) :
[ ] B q E J + = 0 (6)
All physical quantities are defined in the Nomenclature.
We now consider the steady free and forced convection flow of an incompressible viscous electrically conducting fluid taking
into account the species concentration past a vertical porous plate with transverse sinusoidal suction velocity as mentioned earlier
by making the following assumptions.
(i) All the fluid properties except the density in the buoyancy force term are constants.
(ii) A magnetic field of uniform strength B
0
is applied transversely to the direction of the free stream.
(iii) The magnetic Reynolds number Rm is small so that the induced magnetic field can be neglected.
(iv) The level of species concentration in the fluid is very low so that the Soret and Dufour effects can be neglected.
(v) w T T > and w C C >

We introduce a coordinate system ( ) z y x , , with X-axis vertically upwards along the plate, Y-axis perpendicular to it and
directed into the fluid region and Z-axis along the width of the plate.
Let w k v j u i q

+ + = be the fluid velocity at the point ( ) z y x , , and j B B
0
= be the applied magnetic field.
The transverse sinusoidal suction velocity is taken as follows:
( )

+ =
L
z
Cos V z vw
1
0
(7)
which consists of basic steady distribution
0
V with superimposed weak distribution
0
z
V Cos
L
confined in the boundary layer

only. Here negative sign indicates that the direction of the suction velocity is towards the plate. . This suction velocity
( )
w v z is
applied transversely to the plate and weak distribution
0
z
V Cos
L
will have no role in the outer edge of the boundary layer. Due
to application of suction at the surface, the fluid particles at the edge of the boundary layer will have a tendency to get displaced
towards the plate surface. Therefore
0
v V at y . This phenomenon is clearly supported by the equation of continuity.
The velocity ,temperature and concentration fields are independent of x , because an asymptotic flow has been considered but
the flow itself is three dimensional due to cross flow.

Fig. 1 The flow configuration

Z
T T
U u
C C
p p
y
0 = u
Y
O
0
V v
0 w
g
0 = w
w
v v =
j B B
0
=
u
v
w
j
w C C =
w T T =
k

X

i

With the foregoing assumptions and under the usual boundary layer and Boussinesq approximations, the equations (1), (3), (4)
and (5) reduce to:
Equation of continuity 0 =
z
w
y
v
(8)
x-component of momentum equation
2 2
2
0
2 2
u u p u u
v w g B u
y z y z x

+ = + +

(9)

At the outer edge of the boundary layer the parallel component u U = , the free stream velocity. Since there is no large velocity
gradient here, the viscous term in the equation (9) vanishes for small and hence for the outer flow, we have
2
0
0
p
g B U
x

(10)

It is emphasized by (Schlichting 1950) that in case of hot vertical plate, the pressure in each horizontal plane is equal to the
gravitational pressure. That is p p
= . Hence (10) reduces to

2
0
0
p
g B U
x

(11)
By eliminating the pressure term from the equations (9) and (11), we obtain
( )
( )
2 2
2
0
2 2
u u u u
v w g B U u
y z y z

+ = + + +

(12)
The Boussinesq approximation gives
( ) ( )
T T C C

= + (13)
On using (13) in the equation (12) and noting that
is approximately equal to , we obtain the momentum equations as follows:

x -component: ( )

+ + =
2
2
2
2
) (
z
u
y
u
C C g T T g
z
u
w
y
u
v ( ) u U
B
+
2
0
(14)
y -component:
2
2
2
2
1
z
v
y
v
y
p
z
v
w
y
v
v
(15)
z -component:
z
w
w
y
w
v
w B
z
w
y
w
z
p
2
0
2
2
2
2
1
= (16)
Energy equation:
2
2
2
2
z
T
y
T
z
T
w
y
T
v

2
2
2
+
y
w
z
v
z
u
y
u
C
p
+
2
2
2
z
w
y
v

( )
2
2
2 0
p
B
U u w
C

+ +

(17)
Species continuity equation:

2
2
2
2
z
C
y
C
D
z
C
w
y
C
v
(18)
The symbols involved have been defined in the Nomenclature.

The relevant boundary conditions are:
: 0 = y , 0 = u , w v v = 0 = w , ,
w
T T = w C C = , (19)
: y , U u = ,
0
V v = , 0 = w ,
= T T
= C C , p p
= (20)
We introduce the following non-dimensional quantities:
,
L
y
y = ,
L
z
z =
0
V
u
u = , ,
0
V
v
v =
0
,
U
U
V
=
0
V
w
w =
,
=
T T
T T
w

w
C C
C C
, Pr

= , Sc
D
= ,
( )
2
0
w Lg T T
Gr
V

= ,
2
=
L
p
p

( )
2
0
w Lg C C
Gm
V

= ,
( )
=
T T C
V
E
w
p
2
0
,
2
0
2
0
V
B
M

= ,
0
Re
V L
= ,
2
L
p
p

The non-dimensional forms of (8), (14), (15), (16), (17) and (18) are:
0

+ =

v w
y z
(21)
( )
2 2
2 2
1 u u u u
v w Gr Gm MRe U u
y z Re y z

+ = + + + +

(22)

2 2
2 2 2
1 1
+ = + +

v v p v v
v w
y z Re y Re y z
(23)

2 2
2 2 2
1 1
+ = + +

w w p w w
v w MRe w
y z Re z Re y z
(24)

2 2
2 2
2 2
2 2
1 2

+ = + + + + +

E u u E v w
v w
y z PrRe y z Re y z Re y z

( )
{ }
2
2
2

+ + + +

E v w
MERe U u w
Re z y
(25)

2 2
2 2
1
e

+ = +

v w
y z ScR y y
(26)
With relevant boundary conditions:
: 0 = y , 0 = u ( ), 1 z Cos v + = 0 = w , 1 = 1 = , (27)
: y , U u = , 1 = v , 0 = w , 0 = 0 = , p p
= (28)

3. Method of solution

We assume the solutions of the equations (21) to (26) to be of the form:
( ) ( ) ( )
2
1 0
0 , + + = z y u y u u (29)
( ) ( ) ( )
2
1 0
0 , + + = z y v y v v (30)
( ) ( ) ( )
2
1 0
0 , + + = z y w y w w (31)
( ) ( ) ( )
2
1 0
0 , + + = z y p y p p (32)
( ) ( ) ( )
2
1 0
0 , + + = z y y (33)
( ) ( ) ( )
2
1 0
0 , + + = z y y (34)
with ,
0
= p p 0
0
= w
Substituting these in the equations (21) to (26) and equating the co-efficient of same degree terms and neglecting ,
2
we get the
following sets of the differential equations.
Zeroth-order equations:
0
0
=
dy
dv
(35)
( )
2
0 0
0 0 0 0 2
1 du d u
v Gr Gm MRe U u
dy Re dy
= + + + (36)
( )
2
2
2 2 0 0
0 0 0 0 2
1 2 d d E E
v v u MERe U u
dy PrRe dy Re Re

= + + + (37)
2
0 0
0 2
1 d d
v
dy Sc Re dy

= (38)
First order equations:
0
1 1
=
z
w
y
v
(39)
2 2
0 1 1 1
1 1 1 1 2 2
1 u u u u
v Gr Gm MReu
y y Re y z

+ = + + +

(40)
2 2
1 1 1 1
2 2 2
1 1 v p v v
y Re y Re y z

= + +

(41)
2 2
0 0 1 1 1 1
1 2 2
1 2 d du du E
v
y dy PrRe y z Re dy dy

+ = + +

( )
0 1
0 1
4
2
dv v E
MERe U u u
Re dy y
+ +
(42)
2 2
1 1 1 1
1 2 2 2
1 1 w p w w
MRew
y Re z Re y z

= + +

(43)
2 2
1 1 1
0
1 2 2
1 d
v
y dy ScRe y z

+ = +

(44)
With conditions:
: 0 = y , 0
0
= u , 1
0
= v , 1
0
= 1
0
= , , 0
1
= u ,
1
z Cos v =
, 0
1
= w , 0
1
= 0
1
= (45)
: y
,
0
U u =

, 1
0
= v

, 0
0
=

0
1
=
,
, 0
1
= u

, 0
1
= v

, 0
1
= w

0
1
= p , 0
1
= 0
1
=
(46)
The solutions of the equations (35) and (38) subject to boundary conditions (45) and (46) are respectively

1
0
= v
(47)

Re
0
Sc y
e

= (48)
In order to solve the coupled equations (36) and (37) under the above boundary conditions, we note that E<1 for all the
incompressible fluids and it is assumed that the solutions of these equations to be of the form:

( ) = y u
0
( ) ( ) ( )
2
01 00
0 E y Eu y u + +
(49)

( ) = y
0
( ) ( ) ( )
2
01 00
0 E y E y + +
(50)
Substituting from (49) and (50) in the equations (36) and (37) and equating the co-efficients of the same degree terms and
neglecting the term of 0(E
2
), the following differential equations with corresponding boundary conditions are derived.

2 2
00 00 00 00
ScRey
u Reu MRe u MRe U Gr Re GmRee

+ = (51)

2
01 01 01 01
u Reu MRe u Gr + = (52)

00 00
0 PrRe

+ = (53)
( )
2
2 2
01 01 00 00
PrRe Pru MPrRe U u + = (54)
Subject to the boundary conditions:

: 0 = y

, 0
00
= u

, 0
01
= u

, 1
00
=

0
01
=
(55)

: y

,
00
U u =

, 0
01
= u

, 0
00
=

0
01
=
(56)
The solutions of these equations under the boundary conditions (55) and (56) are as follows:

00
PrRey
e

= (57)

00 1 2 3
Pr Re y ScRe y Re y
u U Ae A e A e

= + + + (58)

2 2 2
01 0 1 2 3
Pr Rey Pr Rey ScRey Rey
E e E e E e E e

= + + +

( ) ( ) ( )
4 5 6
Re Pr Sc y Re Sc y Re Pr y
E e E e E e
+ + +
+ + + (59)

2 2
01 0 1 2 3
Re y Pr Re y Pr Re y ScRe y
u Gr F e Fe F e F e

=

( )
( ) ( )
2
4 5
6 7
Re Pr Sc y Rey
Re Sc y Pr Re y
F e F e
F e F e

+
+ +
(60)
where
2
4 1 1 M + +
= ,
( )
1
2
Gr
A
Re Pr Pr M
=

,
( )
2
2
Gm
A
Re Sc Sc M
=

, U A A A =
2 1 3
,
2
2
1
1
A
B = ,
2
2
2
4 2
A Sc
B
Sc Pr
=
,
2
3
3
4 2
A
B
Pr
,
6
B
( )
1 3
2A A Pr
Pr
=
+
,
4
B
( )
1 2
2A A PrSc
Sc Pr Sc
=
+
,
5
B
( )( )
2 3
2A A Sc
Sc Sc Pr

=
+ +
2
1
1 2 2
,
2
A
D
Re Pr
= ,
( )
2
2
2 2
2 2
A
D
ScRe Sc Pr
=
,
( )
2
3
3 2
2 2
A
D
Re Pr
=
,
4
D
( )
1 2
2
2A A
ReSc Pr Sc
=
+
,
5
D
( )( )
2 3
2
2A A
Re Sc Sc Pr
=
+ +
,
6
D
( )
1 3
2
2A A
Re Pr
=
+
,
2
1 1 1
, E MPr Re D PrB =
2
2 2 2
E PrB MPr Re D =
2
3 3 3
E PrB MPr Re D = ,
2
4 4 4
E PrB MPrRe D = ,
2
5 5 5
E PrB MPrRe D = ,
2
6 6 6
E PrB MPr Re D = ,
( )
6 5 4 3 2 1 0
E E E E E E E + + + + + = ,
1
F
( )
0
2 2
E
Re Pr Pr M
=

,
2
F
( )
1
2 2
4 2Pr
E
Pr M Re
=

,
4
F
( )
3
2 2
4 2
E
M Re
=

,
5
F
( ) ( )
{ }
4
2
2
E
Re Pr Sc Pr Sc M
=
+ +
,
3
F
{ }
2
2 2
4 2
E
Re Sc Sc M
=

6
F
( ) ( )
{ }
5
2
2
E
Sc Sc M Re
=
+ +
,
( ) ( )
{ }
6
7
2
2
E
F
Pr Pr M Re
=
+ +
,

=
=
7
1
0
k
Fk F

4. Cross flow solution

We shall first consider the equations (39), (41) and (42) for ( ) z y v ,
1
, ( ) z y w ,
1
and ( )
1
, p y z which are independent of main
flow component
1
u , temperature field
1
and concentration field
1
.The suction velocity.
( ) z Cos v
w
+ = 1 consists of a basic uniform distribution 1 with superimposed weak sinusoidal distribution z Cos .
Hence the velocity components p and w v, are also separated into mean and small sinusoidal components
1 1 1
, p and w v . We
assume
1 1 1
, p and w v to be of the following form:

( ) z Cos y v v
11 1
=
(61)

( ) z Sin y v w
11 1
=
(62)
( )
2
1 11
p Re p y Cos z = (63)
On substitution of (61), (62) and (63), the equation (39) is satisfied and the equations (41) and (42) reduce to the
following differential equations:

2 11
11 11 11
Re p
v Rev v

+ = (64)

( )
2 2
11 11 11 11
v Rev MRe v Re p + + = (65)
The relevant boundary conditions for these equations are:
: 0 = y ,
1
11
= v 0
11
= v (66)

: y

, 0
11
= v

0
11
= v
(67)
The solution of the equations (64) and (65) subject to the boundary conditions (66) and (67) is

( )
[ ]
y y
e e v

=
1
11
(68)
Where
2 2 2
4
2
Re Re
+ +
= ,
2 2 2
4
2
Re Re
+ +
=
1 1 4
,
2
M
+
=
1 1 4
2
M
+ +
=
Hence the solutions for the velocity components
1
v ,
1
w and pressure
1
p are as follows:

1
v
( )
[ ] z Cos e e
y y

=
1
(69)

1
w
( )
[ ] z Sin e e
y y
= (70)

( )
1 1 1 2
y y
Re
P e e

(71)
Where,
2
2 2
1
MRe Re = + + ,
2 2 2
1
MRe Re = + +

5. Solutions for flow, concentration, and temperature field

We shall now consider the equations (40), (43) and (44). The solutions for the velocity component u, concentration field and
temperature field are also separated into mean and sinusoidal components
1 1 1
, , u . To reduce the partial differential equations
(40), (43) and (44) into ordinary differential equations, we consider for the following forms for
1 1 1
, , u .

( ) z Cos y u u
11 1
=
(72)

( ) z Cos y
11 1
=
(73)

( ) z Cos y
11 1
=
(74)
Using the expressions for
1 1 1 1
, , , u v in (40), (43), (44), we get the following ordinary differential equations
( )
2 2
11 11 11
u Reu MRe u + +
11 0 11 11
Rev u Gr Re GmRe = (75)
2
11 11 11
PrRe + ( )
2
11 0 0 11 0 11
2 2 PrRev EPr u u EMRe Pr U u u = + (76)
2
11 11 11
ScRe +
11 0
ScRe v = (77)
with the boundary conditions

: 0 = y

0 , 0 , 0
11 11 11
= = = u
(78)

0 , 0 , 0 :
11 11 11
= = = u y
(79)
The solution of the equation (77) subject to the boundary conditions (78) and (79) is

( ) ( )
11 0 1 2
ScRe y ScRe y ay
H e H e H e

+ +
= + + (80)
Where
2 2 2
4
2
ScRe Sc Re
a
+ +
= ,
( )( )
2 2
1
2 2
Sc Re
H
Sc Re

=
+

( )( )
2 2
2
2 2
Sc Re
H
ScRe
=
+
, ( )
2 1 0
H H H + =
Now in order to solve the coupled equations (75) and (76), the solutions of these two equations are assumed to be of the
form:

( ) ( ) ( ) ( )
2
1 0 11
0 E y Ef y f y u + + =
(81)

( ) ( ) ( ) ( )
2
1 0 11
0 E y E y y + + =
(82)
Substituting these in the equations (75) and (76) and equating the coefficients of similar terms and neglects E
2
, we get the
following differential equations:

( )
2 2
0 0 0
f Ref MRe f + +
11 00 0 11
Rev u GrRe GmRe = (83)

( )
2 2
1 1 1
f Ref MRe f + +
1 11 01
GrRe Rev u = (84)

2
0 0 0
PrRe +
11 00
PrRev = (85)

2
1 1 1
PrRe + ( )
2
00 0 00 0
2 2 Pru f MRe Pr U u f = +
11 01
PrRev (86)
with boundary conditions:

: 0 = y
, 0
0
= f

, 0
1
= f

, 0
0
=

0
1
=
(87)

: y
, 0
0
= f

, 0
1
= f

, 0
0
=

0
1
=
(88)
The equations (83) to (86) are solved subject to the boundary conditions (87) and (88), but not presented here for the
sake of brevity.

6. Skin friction and heat and mass flux.

The non-dimensional skin-friction in the direction of the free stream at the wall y = 0 is given by
U v
y
u
y
0
0
=
0
1
y
u
Re y
=

=

= ( ) ( )
0 11
1
0 0 u u Cos z
Re
+

( )
0 1
, , , , , , Q Pr Sc Re Gr Gm E M Cos z = + (89)
Where
( )
11
1
0 u
Q
Re
= ,
( )
0
0
0 u
Re

=
The heat flux from the plate to the fluid in terms of Nusselt number is given by
( )
0
0 0
1
p w
y y
k T
Nu
y Pr Re y v C T T

= =

= =

( )
0 2
, , , , , , Nu Q Pr Re M E Gr Gm Sc Cos z = + (90)
where ( )
( )
11
0 0 2
0
1
0 , Nu Q
PrRe Pr Re

= =
The mass flux at the wall y = 0 in terms of Sherwood number Sh is given by
( )
0 0 w y
D C
Sh
y V C C
=

=

0
1
y
ScRe y
=

=

( ) ( )
0 11
1
0 0 Cos z
ScRe

= +

( )
3
1 , , Q Sc Re M Cos z = + (91)
where
( )
11
3
0
Q
ScRe
=

7. Discussion of results

In order to get the physical insight into the problem, the numerical values for
2 1
, , Q Q
and
3
Q
which are respectively the skin
friction and the amplitudes of the first order skin friction, first order Nusselt number and first order Sherwood number at the plate
are obtained for different values of the physical parameters involved in the problem and these are demonstrated in graphs. The
investigation is restricted to Prandtl number Pr equal to 0.7 which corresponds to air . The value of each of G and G
m
has been
chosen as 10. The Schmidt number S are chosen in such a way that they represent the diffusing chemical species of common
interest in air and water (for example S = 0.24 for H
2
, S = .60 for H
2
O, S = 0.78 for NH
3
and S = 1 for CO
2
). That is in the present
investigation the air is considered as the diffusing medium (solvent) and H
2
, H
2
O, NH
3
and CO
2
as diffusing species (solutes). The
free stream velocity U is taken to be equal to 1 and E is selected to be 0.05. The values of the other physical parameters namely M
and Re are chosen arbitrarily.
Figures 2 and 3 depict the variation of the skin friction
at the plate under the influences Re, M, and Sc. It is observed from
Figure 2 that an increase in M leads to a decrease in the magnitude

of the skin friction. That is there is a reduction in the
viscous drag (shearing stress) on the plate due to the application of the transverse magnetic field. This result has a good agreement
with the physical realities. Because the application of a transverse magnetic field to a flow of an electrically conducting fluid has a
retarding effect to the fluid motion and hence the increase of the velocity gradient in the direction normal to the plate is prevented
due to imposition of magnetic field for which the sharing stress at the plate is reduced.
It is inferred from Figure 3 that an increase in Schmidt number results in a decrease in

. That is the mass diffusion causes the
viscous drag on the plate to increase and it clearly supports the physical situation as the mass diffusion accelerates the fluid motion
for which the velocity gradient at the plate increases causing growth in drag on the plate. It is also seen from these two figures
that

, the magnitude of the skin friction at the plate

becomes very large for small Reynolds number whereas there is a fall in

for large
R
. In other words the frictional force on the plate becomes high for high viscosity. This result is clearly supported by the
Newtons law of viscosity. There is a clear indication from the Figures 2 and 3 the magnetic field as well as mass diffusion ceases
to affect the sharing stress at the plate for low viscosity or large suction.
The change of behaviour of
1
Q
, the amplitude of the first order skin friction

at the plate against the Reynolds number R under the
effects of M and S is presented in Figures 4 and 5. . Figure 4 shows that the magnitude of
1
Q
decreases due to application of the
magnetic field. It is seen that
1
Q
is negative for small and moderate values of R and it takes its positive values for large R. That is
the direction of the first order shearing stress at z=0 for large R is opposite to that of the first order skin friction at z=0 for small
and moderate R. Fig.5 clearly shows that an increase in the Schmidt number S leads to a decrease in
the
magnitude of
1
Q
. There is
an indication from figure 5 that the magnitude of
1
Q

first decreases as R increases for small R and then it slowly and steadily
increases as R.
The variation of the amplitude Q
2
of the first order Nusselt number
1
Nu is demonstrated in Figure 6. It is observed from Figure
6 that Q
2
decreases under effect of the magnetic field. The same figure also shows that Q
2
is diminished by the frictional property
of the fluid. In other words the rate of first order heat transfer (for z=0) from the plate to the fluid drops due to application of the
transverse magnetic field or due to small suction..


M = 1
M = 0
M = 3
M = 5
M = 7
Re
Fig .2: Skin friction versus Re for Pr = 0.7, Sc = 0.60, Gr=10, G

m= 10, U = 1, E = 0.05

-70
-60
-50
-40
-30
-20
-10
0
0.5 1 1.5 2 2.5 3 3.5 4 4.5 5


-45
-40
-35
-30
-25
-20
-15
-10
-5
0
0.5 1 1.5 2 2.5 3 3.5 4 4.5 5
Re

S= 0.22
S= 0.60
S= 0.78
S= 1
Fig. 3: Skin friction versus Re for Pr =0.7, M = 1, Gr=10, Gm

= 10,
U = 1, E = 0.05


The effects of the Reynolds number R, the Hartmann number M and the Schmidt number S on Q
3
, the amplitude of the first order
Sherwood number are shown in figures 7 and 8. These two figures show that there is a steady fall in
3
Q
when M and R are
increased whereas
3
Q
steadily increases for increasing Schmidt number.
Fig.4: The amplitude Q
1
of the first order skin friction
1
versus Re for
P =0.7, S = 0.60, G=10, G
m
= 10, U = 1, E = 0.05

-4.5
-4
-3.5
-3
-2.5
-2
-1.5
-1
-0.5
0
0.5
1
0.5 1 1.5 2 2.5 3 3.5 4 4.5 5
Re

1
Q

M = 3
M = 5
M = 7

1
of the first order skin friction
1
versus Re for
P =0.7, M = 1, G=10, G
m
= 10, U = 1, E = 0.05

0
0.5
1
1.5
2
2.5
0.5 1 1.5 2 2.5 3 3.5 4 4.5 5
Re

Q
2
M=3
M=5
M=7
2
of the first order Nusselt number
1
Nu versus Re for P
=0.7, S = 0.60, G=10, G
m
= 10, U = 1, E = 0.05

S = 0.22
S = 0.60
S = 0.78
S = 1

-9
-8
-7
-6
-5
-4
-3
-2
-1
0
0.5 1 1.5 2 2.5 3 3.5 4 4.5 5
Re
Q
1


Q
3
M=0
M=1 M=3

-0.6
-0.5
-0.4
-0.3
-0.2
-0.1
0
0.1
0.5 1 1.5 2 2.5 3 3.5 4 4.5 5

M=7
M=5
Re

3
of the first order Sherwood number
1
Sh versus Re for
S=0.60, G = 10, G
m
= 10, U = 1, E = 0.05

That is to say that low viscosity or magnetic field effect or an increase in mass diffusivity leads to a steady drop in the first order
mass flux (for z=0) from plate to the fluid. The same figures further indicate that

Q
3
is not affected by the Prandtl number Pr .

7.1 Comparison of results

To compare the results of our paper with those cited in the references, we choose the paper by Gupta and Johari (2001)

Table 1: The variation of the numerical values of the first order skin friction F
1
at the plate against the Hartmann number M and
the velocity ratio for the paper by Gupta and Johari (2001) for Re=1

M =0 M =2 M =4
0.5
1.0
1.5
1.6999
3.6796
5.9675
1.6967
3.6655
5.9341
1.6939
3.6524
5.9032

From the above table it is observed that the first skin friction F
1
at the plate decreases as the Hartmann number M increases for
Re=1.In the present paper also it is seen that for Re=1, the magnitude of the first order skin friction at the plate decreases as M
increases (fig.4).Thus we see that the results concerning first order skin friction under effect of the parameter M are in a good
agreement for both the papers. It may be mentioned that in the velocity ratio does not appear in the present work. It is adjusted in
the boundary conditions of the flow problem under consideration.

8. Conclusions

The results obtained from our investigation lead to the following conclusions:

i) The transverse magnetic field or low viscosity or high Schmidt number causes a reduction to the viscous drag on
the plate.
Fig. 8: The amplitude Q
3
of the first order Sherwood number versus Re for M =1, G = 10, G
m
= 10, U = 1, E = 0.05

-0.4
-0.35
-0.3
-0.25
-0.2
-0.15
-0.1
-0.05
0
0.5 1 1.5 2 2.5 3 3.5 4 4.5 5
Re
3
Q

22 . 0 = S
1 = S
78 . 0 = S
60 . 0 = S
Q
3
ii) The transition from laminar to turbulent flow may be prevented up to a certain extent due to the application of a
transverse magnetic field.
iii) The application of the transverse magnetic field or a reduction in mass diffusivity for small R causes the
magnitude of amplitude of the perturbed part of the skin friction at the plate to fall.
iv) The rate of first order heat transfer (for z=0) from the plate to the fluid drops due to application of the transverse
magnetic field or due to small suction..
v) The low viscosity or magnetic field effect or an increase in mass diffusivity leads a steady drop in the first order
mass flux(for z=0) from plate to the fluid.

Nomenclature

B [-] magnetic induction vector
0
B [Tesla] intensity of the applied magnetic field
p
C [
J
kg K
] specific heat at constant pressure
C [ kmol/m
3
] species concentration
C [ kmol/m
3
] concentration of the fluid at infinity
w C [ kmol/m
3
] concentration of the fluid at the plate
D [ m
2
s
-1
] coefficient of chemical molecular mass diffusivity
E [ -] Eckert number
0 E [ - ] electric field
Gr [ - ] Grashof number for heat transfer
Gm [ - ] Grashof number for mass transfer
g [m s
-2
] acceleration due to gravity

, , i j k [-] unit vectors along the co-ordinate axes
J [-] electric current density
B J [-] Lorentz force per unit volume
2
J
[W m
-3
] Ohmic dissipation per unit volume
k [ W/mK] thermal conductivity
L [m] wave length of the periodic suction velocity
M [ -] Hartmann number
Pr [ -] Prandtl number
p [ N m
-2
] pressure
p
[ N m
-2
] gravitational pressure
q [- ] velocity vector
Re [ -] Reynolds number
Sc [- ] Schmidt number
T [K] temperature
T [K] temperature of the fluid at infinity
w T [K] temperature of the fluid at the plate
U [m s
-1
] free stream velocity
( ) w v u , , [m s
-1
] components of q
u [-] dimensionless velocity in x-direction
v [-] dimensionless velocity in y-direction
w v [ m s
-1
] suction velocity
0
V [ m s
-1
] mean suction velocity
w = dimensionless velocity in z-direction
( ) z y x , , [m] Cartesian coordinates
z y, [-] dimensionless co-ordinates perpendicular to the free stream velocity
Greek Symbols
[m
2
K
-1
] thermal diffusivity
[ K
-1
] co-efficient of volume expansion for thermal expansion
[m
3
/k mol] the volumetric co-efficient of expansion with concentration
[-] small reference parameter ( 1 << )
[-] dimensionless concentration
[W m
-3
] viscous dissipation per unit volume
[-] dimensionless temperature
[kg/ m
3
] density of the fluid
[kg/ m
3
] density of the fluid in the free stream
[
-1
m
-1
] electrical conductivity
[ m
2
s
-1
] kinematic viscosity

Acknowledgement: The author is thankful to UGC for supporting this work under MRP(F. No. 36-96/2008(SR))

References

Ahmed, N. and Sarma, D.,1997. Three-dimensional free convective flow and heat transfer through a porous medium, Indian J.
Pure Appt. Math., Vol .28, No.10,pp.1345-1353.
Ahmed, N., Sarma, D. and Barua, D.P., 2006. Three dimensional free convective flow and mass transfer along a porous vertical
plate; Bulletin of the Allahabad Mathematical Society, Vol.21, pp.125-141.
Acharya, M. , Dash, G.C. and Singh, L.P.,2000. Magnetic field effects on the free convection and mass transfer flow through
porous medium with constant suction and constant heat flux; Indian J: Pure Appl. Math.,Vol. 31 ,No.1, pp.1-18,
Babu, D.C. and Prasad Rao, D.R.V.,2006. Free convective flow of heat and mass transfer past a vertical porous plate, Acta
Cienica Indica, Vol.32M, No.2, pp.673-684.
Bejan, A. and Khair,K.R. ,1985. Mass transfer to natural convection boundary layer flow driven by heat transfer, ASME, J. Heat
Transfer, Vol.107, pp.1979-1981.
Cramer, K.P. and Pai, S.I., 1973. Magneto Fluid Dynamics for Engineers and Applied Physics, New York: McGraw-Hill Book Co.
Ferraro, V.C.A and Plumpton, C., 1966. An introduction to Magneto Fluid Mechanics, Oxford, Clarendon Press.
Gupta, G.D. and Johari, Rajesh.,2001. MHD three dimensional flow past a porous plate, Indian J. Pure Appl. Math., Vol.32,
No.3,pp. 371-386.
Jain, N.C. and P. Gupta, P. , 2006. Three dimensional free convection Couette flow with transpiration cooling, Journal of Zhejiang
University Science A, Vol.7, No.3, pp. 340-346.
Lachman, G.V. ,1961.Boundary Layers and flow control, its principles and application, Vol. I and II, Pergamon Press,.
Nikodijevic, D., Boricic,Z., Milenkovic,D. and Stamenkovic, Z. ,2009. Generalized similarity method in unsteady two-
dimensional MHD boundary layer on the body which temperature varies with time, Int.J.Eng.Sci.Tech., Vol.1, No.1, pp.206-
215.
Raptis, A and Kafousias, N.,1982 . Magneto hydrodynamic free convective flow and mass transfer through a porous medium
bounded by an infinite vertical porous plate with constant heat flux, Can. J. Phys., Vol. 60, pp.1725-1729.
Sanyal, D.C and Bhattacharya, S. ,1992. Similarly solutions of an unsteady incompressible thermal MHD boundary layer flow by
group theoretic approach, In. J. Eng. Sci. Vol. 30, pp. 561-569.
Schlichting, H.,1950. Boundary- Layer Theory, Mc Graw-Hill, Inc,New York
Singh, N.P. and Singh, Atul Kr. , 2000. MHD effects on Heat and mass transfer in flow of a viscous fluid with induced magnetic
field, Indian. J. Pure Appl. Phys. ,Vol.38, pp.182-189.
Singh, N. P., Singh Atul Kr. and Singh, Ajay Kr. , 2007.MHD free convection MHD mass transfer flow part of flat plate, The
Arabian Journal for Science and Engineering, Vol.32, No. 1A, pp.93-112.
Singh, P., Sharma, V.P. and Misra, U.N, 1978. Three-dimensional free convection flow and heat transfer along a porous vertical
plate, Appl. Sci. Res., Vol. 34, pp. 105-115.
Singh, K.D. and Sharma, Rakesh, 2001. Three dimensional Couette flow through a porous medium with heat transfer, Indian J.
Pure, Appl. Math., Vol.32, No.12, pp.1819-1829.
Singh, K.D. and Sharma, Rakesh, 2002.Three dimensional free convective flow and heat transfer through a porous medium with
periodic permeability, Indian J. Pure. Appl. Math., Vol.33, No.6, 941-949.
Singh,K.D.,1991. Hydro magnetic free convective flow past a porous plate, Indian. J. Pure Appl.Math.,Vol. 22, No.7, pp.591-599.

Biographical notes

Dr. N. Ahmed is a Reader (Associate Professor) in the Department of Mathematics, Gauhati University, Guwahat-781014, INDIA. He has been doing his research
work in the field of Fluid Dynamics and Magneto Hydrodynamics since 1985. More than 50 research papers have been published in internationally reputed journals
to his credit. Three research scholars have obtained Ph. D degree under his supervision. He is the principal investigator of a UGC major research project.

Received, March 2010
Accepted, March 2010
Final acceptance in revised form, April 2010

MultiCraft

Vol. 2, No. 2, 2010, pp. 136-154

INTERNATIONAL
JOURNAL OF
ENGINEERING,
SCIENCE AND
TECHNOLOGY
www.ijest-ng.com
2010 Multicraft Limited. All rights reserved

Five-phase induction motor drive for weak and remote grid system

1
Shaikh Moinoddin,
2
Atif Iqbal* and
3
Elmahdi M. Elsherif

1,3
Department of Electronics & Computer Engineering, Sebha University, Sebha, LIBYA
2
*Department of Electrical Engineering, Aligarh Muslim University, Aligarh, INDIA
*
Corresponding Author (e-mail: atif_iqbal1@rediffmail.com, Atif Iqbal; Tel. +919411210372)

Abstract

Multi-phase (more than three-phase) motor drive systems have attracted much attention in recent years due to some inherent
advantages which they offer when compared to the three-phase counterpart. Presently the grid power available is only limited to
three-phase so the supply to multi-phase motors is invariably given from power electronic converters. Thus the paper focuses on
the inverter controlled five-phase induction motor drive system for variable speed applications. The paper presents inverter
control method for five-phase variable speed induction motor drives. The proposed solution may be employed in the applications
not requiring very precise position and speed control such as water pumping especially in weak grid system with poor power
quality. The inverter is operated in different operating modes with conduction angle varying from 180 to 108 conduction
modes and the performance is evaluated in terms of the harmonic contents in the output phase voltages . It is shown that
optimum performance is achieved by operating inverter at 144 conduction mode. Experimental and analytical results are
included in the paper.

Keywords: Voltage source inverter, ten-step operation, conduction modes, power grid, Induction motor drive

1. Introduction

Variable speed electric drives predominately utilise three-phase machines. However, since the variable speed ac drives require a
power electronic converter for their supply (in vast majority of cases an inverter with a dc link), the number of machine phases is
essentially not limited. This has led to an increase in the interest in multi-phase ac drive applications, since multi-phase machines
offer some inherent advantages over their three-phase counterpart. Interesting research results have been published over the years
on multi-phase drives and detailed review is available in Singh (2002), Jones and Levi (2002), Bojoi et al. (2006), Levi et al.
(2007), Levi (2008a) and Levi (2008b). Major advantages of using a multi-phase machine instead of a three-phase machine are
higher torque density, greater efficiency, reduced torque pulsations, greater fault tolerance, and reduction in the required rating per
inverter leg (and therefore simpler and more reliable power conditioning equipment). Noise characteristics of multi-phase drives
are better when compared three-phase drive as demonstrated by Hodge et al. (2002) and Golubev and Ignatenko (2000) . Higher
Phase number yield smoother torque due to the simultaneous increase of the frequency of the torque pulsation and reduction of the
torque ripple magnitude, as presented byWilliamson and Smith (2006) and Apsley (2006).
Higher torque density in a multi-phase machine is possible because fundamental spatial field harmonic and space harmonic fields
can be used to enhance total torque as presented by Xu et al. (2001a) and Xu et al. (2001b), Shi et al. (2001), Lyra and Lipo
(2002), Duran et al. (2008) and Arahal and Duran (2009). This advantage of enhanced torque production stems from the fact that
vector control of the machines flux and torque, produced by the interaction of the fundamental field component and the
fundamental stator current component, requires only two stator currents (d-q current components). In a multi-phase machine, with
at least five phases or more, there are therefore additional degrees of freedom, which can be utilised to enhance the torque
production through injection of higher order current harmonics. The stability analysis of five-phase drive system for harmonic
injection scheme is carried out by Duran et al. (2008) for both concentrated winding and distributed winding machines. It was
concluded that the 3
rd
harmonic injection not only enhances the torque production but also offers a more stable control structure.
The studies on multi-phase drive system carried out so far is for high performance variable speed applications. Multi-phase drive
is seen as a serious contender for niche applications such as ship propulsion, traction, electric vehicles and in safety critical
Moinoddin et al. / International Journal of Engineering, Science and Technology, Vol. 2, No. 2, 2010, pp. 136-154 137
applications requiring high degree of redundancy. However, general purpose drive applications using multi-phase machines are not
yet investigated in detail. This paper advocates the use of a five-phase drive system for general purpose applications such as water
pumping in remote and weak grid locations where the power quality is not adequate for operating sophisticated microprocessor
based controllers due to their stringent power quality requirements. Further, the costs of such high performance drive systems are
too high to be borne by poor farmers in remote locations. The question then arises why five-phase drive is at all required not
conventional three-phase drive. The answer lies in the fault tolerant characteristic, reliable and higher efficiency of five-phase
drive compared to three-phase drive (detailed by Apsley et al. (2006), Arhal and Duran (2008)). The power electronic converters
supplying multi-phase drives are controlled using advanced digital signal processors (DSP) and Field programmable Gate Arrays
(FPGA). Many modulation techniques implemented using DSPs and FPGAs are proposed in the literature for controlling the
multi-phase power electronic converters, Iqbal and Levi (2005). In contrast this paper proposes simple, reliable and cheap
controller circuit using analogue components and square wave operation of a five-phase voltage source inverter (VSI). In
environment of weak grid with poor power quality, stepped operation of voltage source inverter may be considered as more viable
solution in comparison to PWM mode. This paper thus analyses the performance of a five-phase induction motor drive supplied by
a five-phase VSI operating in square wave mode. Conduction angle is varied from 180 leading to ten-step operation to 108. A
detailed comparison of inverter performance on various conduction angles is elaborated. It will be shown that a trade off exist
between the fundamental output voltage and their harmonic content. Analytical, simulation and experimental results are provided.
The paper is organised in ten different sections; first section details the literature review and laid down the need of the proposed
drive topology, modelling of a five-phase VSI is illustrated in the second section, third section elaborates the proposed five-phase
induction motor drive structure. Fourth section describes the gate drive circuit for the five-phase VSI and fifth section discusses the
experimental results obtained for testing of the fabricated inverter, the analysis of results, and compares the magnitude of torque
pulsation in a three-phase and a five-phase drive system then sixth section concludes the finding followed by the references.
2. Modelling of a five-phase VSI-review
Power circuit topology of a five-phase VSI, is shown in Figure 1. Each switch in the circuit consists of two power semiconductor
devices, connected in anti-parallel. One of these is a fully controllable semiconductor, such as a bipolar transistor or IGBT, while
the second one is a diode. The input of the inverter is a dc voltage, which is regarded further on as being constant. The inverter
outputs are denoted in Figure 1 with lower case letters (a,b,c,d,e), while the points of connection of the outputs to inverter legs
have symbols in capital letters (A,B,C,D,E), The shift between each phase voltage is (360/5)=72.

V
d
c
v
a
v
b
v
e
V
A V
B
V
E
a
e
b
e
e
e
n
N

Figure 1. Five-phase voltage source inverter power circuit.

Phase-to-neutral voltages of the star connected load are most easily found by defining a voltage difference between the star point
n of the load and the negative rail of the dc bus N. The following correlation then holds true:
nN e E
nN d D
nN c C
nN b B
nN a A
v v v
v v v
v v v
v v v
v v v
+ =
+ =
+ =
+ =
+ =
(1)

Since the phase voltages in a star connected load sum to zero, summation of the equations (1) yields

( )( )
E D C B A nN
v v v v v v + + + + = 5 1 (2)

Substitution of (2) into (1) yields phase-to-neutral voltages of the load in the following form:

( ) ( )( )
E D C B A a
v v v v v v + + + = 5 1 5 4
( ) ( )( )
E D C A B b
v v v v v v + + + = 5 1 5 4
( ) ( )( )
E D B A C c
v v v v v v + + + = 5 1 5 4 (3)
( ) ( )( )
E C B A D d
v v v v v v + + + = 5 1 5 4
( ) ( )( )
D C B A E e
v v v v v v + + + = 5 1 5 4

3. Five-phase drive structure

A simple open-loop five-phase drive structure is elaborated in Figure 2. The dc link voltage is adjusted from the controlled
rectifier by varying the conduction angles of the thyristors. The frequency of the fundamental output is controlled from the IGBT
based voltage source inverter. The inverter is operating in the quasi square wave mode instead of more complex PWM mode. Thus
the overall control scheme is similar to a three-phase drive system. Since the inverter is operating in square wave mode the
analogue circuit based controller is much simpler and cheaper compared to more sophisticated digital signal processor based
control schemes. This type of solution is very cheap and convenient for use in coarse applications such as water pumping. These
types of applications do not require fast dynamic response of drive systems and thus the need of high performance control schemes
do not arise. The power quality of the remote locations in developing countries such as Indian subcontinents are not adequate for
reliable and durable operation of sensitive microprocessors/microcontrollers/digital signal processors based controllers. It is thus
intended to develop cheap and robust controller based on simple, and reliable analogue circuit components for such locations. The
subsequent section describes the implantation issues of control of a five-phase voltage source inverter. The motivation behind
choosing this structure lies in the fault tolerant nature of a five-phase drive system (Apsley et al., 2006).

5
-
p
h
a
s
e
I
M D
C
L
I
N
K
dc
V f
L
f
C
f
Controlled
Rectifier Inverter

Figure 2. Five-phase induction Motor Drive structure.

4. Analogue circuit based five-phase voltage source inverter

To test the stepped operation in various conduction modes, a five-phase IGBT based prototype inverter is built in the laboratory,
the block diagram of the control circuit of the Inverter is presented in Figure 3.

Phase
Shifting
Circuit
230V
50Hz
9-0-9V
To gates
of N-bank
Mosfets
+
-
Leg-Voltages
Non-Inv.
Sh. Tr.&
Wave
Shaping
Ckt-1
Isolation
& Driver
Circuit
P-1
st
Non-Inv.
Sh. Tr.&
Wave
Shaping
Ckt-n
Isolation
& Driver
Circuit
P-n
th
To gates
of P-bank
IGBTs
Inverting
Sh.Tr.&
Wave
Shaping
Ckt-1
Isolation
& Driver
Circuit
N-1
st
Inverting
Sh.Tr.&
Wave
Shaping
Ckt-n
Isolation
& Driver
Circuit
N-n
th

Figure 3. Block diagram of the complete control circuit.

Electric supply is taken from a single-phase grid and is converted to 9-0-9 V using a transformer, which is fed to the phase
shifting circuit, to provide appropriate phase shift (i.e. 72 between each phase) for operation at various conduction angles. Here
the phase shift is achieved at 50 Hz. However, for other than 50 Hz the required phase shift can be achieved using variable
resistances in RC network of phase shifting circuit. The phase shifted signal is then fed to the inverting/non-inverting Schmitt
trigger circuit and wave shaping circuit block which contains zero crossing detector. The processed signal is then fed to the
isolation and driver circuit which is then finally given to the gate of IGBTs. There are two separate circuits for upper and lower
legs of the inverter. NOT gates are not used to give complemented gate drives for lower leg devices, because complement of 144
is 216 i.e. lower devices shall be ON for 216.

5. Results and discussion

5. 1. Five-phase VSI testing
Experiment is conducted for stepped operation of five-phase voltage source inverter with 180 (classical) and 144 (proposed)
conduction modes for star connected five-phase resistive load at first. A single-phase supply is given to the control circuit through
the phase shifting network. The output of the phase shifting circuit provides the required five-phase output voltage by
appropriately tuning it as shown in Figure 4. These five-phase signals are then further processed to generate the pulses to the gate
drive circuit. It is important to emphasise here that the poor power quality of the supply can be seen from the distorted waveforms
of Figure 4. This is the power quality available in the laboratory setup, and thus the importance of the proposed solution can be
understood at the remote locations.

Figure 4. Five-phase output obtained from phase shifting network.

5. 1.1. 180 Conduction mode
Each switch is assumed to conduct for 180, leading to the operation in the ten-step mode. Phase delay between firing of two
switches in any subsequent two phases is equal to 360/5 = 72. The corresponding phase voltages thus obtained are shown in
Figure 5, keeping the dc link voltage at 60 V. The waveform is in ten step and is in full compliance with the finding of Ward and
Harer (1969).

Figure 5. Output phase a-d voltages for 180 conduction mode.

There are two systems of line voltages in a five-phase system namely adjacent and non-adjacent with phase shifts of 72 and
144, respectively. Adjacent line voltages have lower magnitudes compared to the non-adjacent line voltages. Non-adjacent line
voltage thus obtained is shown in Figure 6. All currents are measured using ac/dc current probe giving output of 100 mV/A.

Figure 6. Non-adjacent line voltage for 180 conduction mode with dc link voltage equal to 180 V.

5. 1.2. 144 conduction mode
The gate drive signal is such that each power switch remains on for 144 (or 80% duty cycle) and remains floating for 36 (or
20% duty cycle). This mode thus provides an inherent dead band in the switching of two power switches of the same leg. The
output from the wave shaping circuit and the gate drive for two legs are shown in Figure 7 and Figure 8, respectively. The
corresponding phase-to-neutral output voltage for phase a is shown in Figure 9. Non-adjacent line voltage is presented in Figure
10.

Figure 7. Output of wave shaping circuit for 144 conduction mode for leg A-B.

Figure 8. Gate Drive signals for leg A-B for 144 conduction mode.

Figure 9. Output phase a-d voltage for 144 conduction mode.

Figure 10. Non-adjacent line voltage for 144 conduction mode with dc link voltage equal to 180 V.

5. 2. Harmonic profile and torque pulsation reduction

5. 2.1. Inverter output waveform analysis
This section presents the comprehensive analysis of experimental results. The performance of two different conduction modes
are elaborated in terms of the harmonic content in the phase voltages, line voltages and the distortion in the ac side line current.
The Fourier series of the phase-to-neutral voltage for 180 conduction mode is obtained as;
(
+ + + + + + = ...... 13 sin
13
1
11 sin
11
1
9 sin
9
1
7 sin
7
1
3 sin
3
1
sin
2
) ( t t t t t t V t v
DC

(4)
From (4) it follows that the fundamental component of the output phase-to-neutral voltage has an RMS value equal to
DC dc
V V V 45 . 0
2
1
= =
. (5)
The Fourier series of the phase-to-neutral voltage for 144 conduction mode is obtained as;
( )
( ) ( ) ( )
=
(
(
(
(
\
|

=
.. 3 , 2 , 1
1 2
1 2 sin
10
1 2 cos
2
n
dc
n
t n n
V
t v
(6)
From (6) it follows that the fundamental component of the output phase-to-neutral voltage has an RMS value equal to
DC dc
V V V 428 . 0
10
cos
2
1
= |
\
|
=

(7)
The loss in fundamental voltage in 144 conduction mode is of the order of 4.89% compared to 180 conduction mode. This loss
will affect the loss of torque in the driven machine and subsequently the laod will be affected. However, the drop in the torque is
not very significant compared to the benefits obtained due to better harmonic performance. The harmonic analysis of, line voltage
and input ac side line current is carried out for different conduction modes and the resulting waveforms are shown in Figures 11-
14. The input side AC current of converter contains odd and even harmonics (Figure 14) for 144 conduction mode while a typical
spectrum is depicted for 180 conduction mode.

Figure 11. Spectrum of non-adjacent line voltage (Vac) for 180 conduction mode for dc link voltageof 180 V.

.
Figure 12. Spectrum of input side current for 180 conduction mode.


Figure 13. Spectrum of non-adjacent line Vac voltage for 144 conduction mode for dc link voltage of 180 V.

Figure 14. Spectrum of input side current for 144 conduction mode.

Performance comparison in terms of harmonic content in output phase voltage, output non-adjacent line voltage and input ac side
current for different conduction modes are presented in Figures 15-17. It is clearly seen that the harmonic content reduces
significantly with reduction in conduction angle. The harmonic content is largest in 180 degree conduction mode and it is least in
144 degree conduction mode. However, the best utilisation of available dc link voltage is possible with conventional ten step mode
(180 degree conduction mode). It can thus be concluded that a trade-off exist between the loss in fundamental and corresponding
gain in terms of lower harmonic content in output waveform is obtained by using 144 degree conduction mode.

Phase Voltage Harmonic Comparison
0
5
10
15
20
25
30
35
40
1 2 3 4 5 6 7 8 9 10 11 12 13
Order of Harmonics
P
e
r
c
e
n
t

o
f

F
u
n
d
a
m
e
n
t
a
l
180
144

Figure 15. Harmonic content in output phase voltage for different conduction mode.

LL-nonadj-Harmonics Comparison
0
5
10
15
20
25
30
35
40
1 2 3 4 5 6 7 8 9 10 11 12 13
Order of Harmonics
p
e
r
c
e
n
t

o
f

F
u
n
d
a
m
e
n
t
a
l
180
144

Figure 16. Harmonic content in output phase voltage for different conduction mode.

Input Current Harmonics comparison
0
10
20
30
40
50
60
70
80
90
1 2 3 4 5 6 7 8 9 10 11 12 13
Order of Harmonics
P
e
r
c
e
t

o
f

F
u
n
d
a
m
e
n
t
a
l
180
144

Figure 17. Harmonic content in input side ac current for different conduction mode.

A comparison of total harmonic distortion in the output phase voltages of five-phase voltage source inverter for different
conduction angle is presented in Figure 18. The conduction angles considered are 180, 162, 144, 126, and 108. Thus two
more conduction states are included when compared to Figure 16 and Figure 17, to further prove the superiority of control at 144
conduction mode. It is observed from Figure 18 that the lowest THD is obtained for 144 conduction mode.
Comparison of Harmonics and THD
0
5
10
15
20
25
30
35
40
45
2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 THD
Harmonics + THD
P
e
r
c
e
n
t

o
f

F
u
n
d
a
m
e
n
t
a
l
180 deg
162 deg
144 deg
126 deg
108 deg

Figure 18. Comparison of Total Harmonic distortion at various conduction angles.
5. 2.2 Five-phase induction motor drive using the quasi square wave
5.2.2.1180 degree Conduction Mode
A Five-phase induction motor is supplied using the custom built five-phase inverter operating at 180 conduction mode and the
dc link voltage is set to 200 V. The motor is allowed to run at one speed corresponding to 50 Hz output. The resulting non adjacent
line voltage and the line current is depicted in Figure 19. It is observed from the waveform that current I
b
leads the voltage Vac by
54 (approximately), that means I
b
is lagging V
b
by 36 because phase difference between Vac and V
b
is 90. The spectrum of the
line voltage and current are shown in Figure 20 and Figure 21, respectively.

Figure 19. Non-adjacent line voltage Vac and I
b
(180 conduction mode).

Figure 20. Line Current (I
b
) harmonics (180 conduction mode)

Figure 21. Non-adjacent Voltage (Vac) Harmonics (180 conduction mode)

5.2.2.2144 degree Conduction Mode
The five-phase induction motor is further tested with the inverter operating at 144 conduction mode. The resulting line voltage
and current waveforms are presented in Figure 22. The corresponding harmonic spectrum are shown in Figures 23 and 24.

Figure 22. Non-adjacent L-L (Vac) Voltage and Line Current (I
b
) (144 conduction mode)

Here, current Ib leading the voltage Vac by about 36, that means I
b
is lagging V
b
by 54. Here, even harmonics are negligible
and 5
th
harmonics is not zero. It is because of current flowing through the freewheeling diodes on inductive load. But harmonics
are reduced in comparison to 180 conduction mode. These experimental results are in full agreement with that of simulated and
analytical findings.

Figure 23. Harmonics Spectrum of Non-adjacent L-L (Vac) Voltage (144 conduction mode)

Figure 24. Harmonic Spectrum of Line Current I
b
(144 conduction mode)

5. 2.3. Torque pulsation comparison
Pulsating torques are produced in an induction motor drive system when harmonic current interact with the fundamental air gap
flux and also when the harmonic air gap flux interact with the fundamental rotor current, Bose (2002) and Krishnan (2001). The
pulsating torques causes undesirable effects in the drive system by producing losses, vibration and noise. A quantitative
assessment of torque pulsation in a three-phase drive and five-phase drive for stepped operation is done and presented in this
section.

5.2.3.1 Three-phase drive
The predominant harmonics in a three-phase induction motor drive are 5
th
and 7
th
, with 5
th
being backward rotating and 7
th
being
forward rotating both leading to 6
th
harmonic pulsating torques, Bose (2002) and Krishnan (2001). The expression for the sixth
harmonic pulsating torque is given as;
( ) ( ) ( ) ( )
6 1 7 5 1 7 5
3
sin 6 cos 6
2
e m r r s r m m s
T P I I t I t = + + (

(8)
An expression is derived for the sixth harmonic pulsating torque in terms of fundamental voltage and equivalent circuit parameter
and is obtained as;
( )
(
+ |
\
|
+
(
\
|
= ) 6 cos(
25
) 5 sin(
49
) 7 sin(
2
1
) 6 sin(
25
) 5 sin(
49
) 7 sin(
2
3
180
6
t
t t
t
t t
K Te
s
s s
s
s s

(9)
Where |
\
|
|
|
\
|
=

DC
eq s
V
X
PV
K
2
1
, and
mk
is the peak of k
th
harmonic mutual flux, V
1
is the fundamental applied voltage, X
eq

is the equivalent leakage reactance and P is the number of poles of induction machine
5.2.3.2 Five-phase drive
The predominant harmonics in a five-phase machine are 9
th
and 11
th
, with 9
th
being backward rotating and 11
th
being forward
rotating both leading to 10
th
harmonic torques, Iqbal et al. (2008). The detailed derivation of the torque pulsation is presented in
Appendix 1.
The tenth harmonic pulsating torque for 180 conduction mode is obtained as;
( ) ( ) ( ) [ ] ) 10 ( ) 10 (
2
5
9 11 1 9 11 1 180 10
t Cos I t Sin I I P T
m m r r r m e
+ + = o
(10)
The tenth harmonic pulsating torque for 144 conduction mode is obtained as;
( ) ( ) ( ) [ ] ) 10 ( ) 10 (
2
5
9 11 1 9 11 1 144 10
m m r r r m e
+ + = o
(11)
An expression is derived for the tenth harmonic pulsating torque in terms of fundamental voltage and equivalent circuit parameter
and is obtained as;
( ) [ ] ) 10 ( ) (
2

2
5
2
180
10

+
|
|
\
|
|
|
\
|
= t Sin t Sin
V
X
PZ
T
Dc
eq s
e
o

( ) [ ] ) 10 ( ) (
10
2

2
5
2
2
144 10

+ |
\
|
|
\
|
|
|
\
|
= t Sin t Sin Cos

V
X
PZ
T
Dc
eq s
e
o
(12)
Where;
|
|
\
|
+ =
|
|
\
|
=
= = = + =

) 9 (
) 9 (
1
) 11 (
) 11 (
1
2
1
) 9 (
) 9 (
1
) 11 (
) 11 (
1
, ), ( ), ( ,
2 2
2 2
1 2 2
t Sin t Sin B
t Sin t Sin A
A
B
Tan ZSin B ZCos A B A Z
s s
s s

Thus the ratio of pulsating torques for a typical motor in two conduction modes is obtained as;
( )
( )
9045084972 . 0
10
2
180
10
144
10
= |
\
|
=

Cos
T
T
e
e
o
o
(13)
( )
( )
0 . 7
10 2
10 4 . 1
16
15
180
10
180
6
= =
x
x
Te
Te
(14)
( )
( )
78 . 7
10 8 . 1
10 4 . 1
16
15
144
10
180
6
= =
x
x
Te
Te
(15)
The relations (13-15) show, there is reduction in torque ripples in five phase motor at 144 conduction mode by 10% (approx)
when compared with 180 conduction mode of five phase motor, 700% when compared with 180 conduction modes of five phase
motors, and 778% when compared with 180 conduction mode of three phase motor and 144 conduction mode of five phase
motor.

6. Conclusion

The paper presents a solution of electric drive system supplied from weak grid with poor power quality. The proposed solution
lies in the use of inverter fed five-phase induction motor drive system with stepped operation of the inverter. The inverter is
proposed to operate in newly proposed 144 conduction mode. This offers better harmonic performance and thus lower losses,
higher efficiency and better running cost. A comparison in torque pulsation is also presented which suggest significant reduction
in torque pulsation by adopting the proposed 144 conduction mode. Analytical and experimental approach is used to validate the
findings.

Nomenclature
10 e
T Tenth Harmonic torque
6 e
T Sixth Harmonic torque
1
V Fundamental Voltage
dc
V DC Link Voltage
nN
v Common mode voltage
a
v Phase voltage
A
v Leg Voltage
Flux Linkage

Appendix I: Torque Pulsation for 180 conduction mode in a five-phase induction motor drive
( ) ( ) ( ) [ ]
(
(
|
|
\
|
+
|
|
\
|
=
+ + =
) 10 (
9 11 2
) 10 (
9 11 2
5
) 10 ( ) 10 (
2
5
9 11 1 9 11 1
9 11 1 9 11 1
180
10
t Cos
V V
X
V
t Sin
X
V
X
V V
P
s
s s eq
s
eq eq s
s m m r s r r m e
o
(AI.1)
The above equation is the defining equation of the tenth harmonic pulsating torque as given in equation (9). After substituting the
equations for V
11
(magnitude of the eleventh harmonic voltage component), the following equation results;
(
(
(
(
(
|
|
|
|
|
\
|
+
+
|
|
\
|
|
|
\
|
|
|
\
|
= ) 10 (
) 9 (
) 9 (
2
) 11 (
) 11 (
2
2
1
) 10 ( ) 9 (
) 9 (
2
) 11 (
) 11 (
2
) (
2
2
5
2
2
2 2
1
t Cos
t Sin
V
t Sin
V
t Sin t Sin
V
t Sin
V
t Sin
V
X
P
s
s
DC
s
DC
s s
DC
s
DC
s
DC
eq s

(AI.2)
Where the fluxes and currents are further given as;
,
11
,
9
, ,
11 2
,
9 2
.
2
11
11
9
9
1
1
11
11
9
9
1
1
eq
r
eq
r
eq
r
s
m
s
m
s
m
X
V
I
X
V
I
X
V
I
V V V
= = =
= =
(AI.3)
After substituting the flux and current relations from A3 to A2, the equation can be written as;
(
(
(
(
(
|
|
\
|
+ +
|
|
\
|
|
|
\
|
|
\
|
|
|
\
|
=
) 10 ( ) 9 (
) 9 (
1
) 11 (
) 11 (
1
2
1
) 10 ( ) 9 (
) 9 (
1
) 11 (
) 11 (
1
) (
2
2
5
2 2
2 2 2
t Cos t Sin t Sin
t Sin t Sin t Sin
t Sin
V
X
P
s s s
s s s
s
DC
eq s

(AI.4)

) 11 (
11
2
V ), 9 (
9
2
V ), (
2
V
11 9 1
t Sin
V
t Sin
V
t Sin
V
where
s
DC
s
DC
s
DC
= = = (AI.5)
( ) ( ) [ ]
A
B
Tan B A Z ZSin B ZCos A where
t Cos ZSin t Sin ZCos t Sin
V
X
P
t Sin t Sin B t Sin t Sin A where
s s s
DC
eq s
s s s s
1 2 2
2
2 2 2 2
, ), ( ), (
) 10 ( ) ( ) 10 ( ) ( ) (
2
2
5
) 9 (
) 9 (
1
) 11 (
) 11 (
1
2
1
, ) 9 (
) 9 (
1
) 11 (
) 11 (
1

= + = = =
+
|
|
\
|
|
|
\
|
|
|
\
|
=
|
|
\
|
+ =
|
|
\
|
=

(AI.6)
Finally the equation for the tenth harmonic pulsating torque is obtained as;

( ) [ ] ; ) 10 ( ) (
2
2
5
2
180
10

+
|
|
\
|
|
\
|
|
|
\
|
= t Sin t Sin
V
X
PZ
T
s s
DC
eq s
e
o (AI.7)
Similarly the tenth harmonic torque pulsation for 144 conduction mode in a five-phase induction motor drive is derives as;
( ) ( ) ( ) [ ] ) 10 ( ) 10 (
2
5
9 11 1 9 11 1
144
10
s m m r s r r m e
+ + = o
(AI.8)
The above equation is the defining equation for the pulsating torque. After substituting the fluxes the following equation results;
(
(
(
(
(
(
|
|
\
|
|
\
|
+ |
\
|
+
|
|
\
|
|
\
|
|
\
|
|
\
|
|
\
|
|
|
\
|
=
(
(
|
|
\
|
+
|
|
\
|
=
) 10 ( ) 9 (
10
9
) 9 (
2
) 11 (
10
11
) 11 (
2
2
1
) 10 ( ) 9 (
10
9
) 9 (
2
) 11 (
10
11
) 11 (
2
) (
10
2
2
5
) 10 (
9 11 2
) 10 (
9 11 2
5
2 2
2 2
1
9 11 1 9 11 1
t Cos t Sin Cos
V
t Sin Cos
V
t Sin t Sin Cos
V
t Sin Cos
V
t Sin Cos
V
X
P
t Cos
V V
X
V
t Sin
X
V
X
V V
P
s s
DC
s
DC
s s
DC
s
DC
s
DC
eq s
s
s s eq
s
eq eq s

( AI.9)
) 11 (
10
11
11
2
V ), 9 (
10
9
9
2
V ), (
10
2
V
11 9 1
t Sin Cos
V
t Sin Cos
V
t Sin Cos
V
where
s
DC
s
DC
s
DC
\
|
= |
\
|
= |
\
|
=
(AI.10)
,
11
,
9
, ,
11 2
,
9 2
.
2
11
11
9
9
1
1
11
11
9
9
1
1
eq
r
eq
r
eq
r
s
m
s
m
s
m
X
V
I
X
V
I
X
V
I
V V V
= = =
= =
(AI.11)
Substituting equations A10 and A11 into equation A9 yield;

(
(
(
(
(
(
|
|
\
|
+ +
|
|
\
|
|
|
\
|
|
\
|
|
\
|
|
\
|
|
|
\
|
=
) 10 ( ) 9 (
) 9 (
1
) 11 (
) 11 (
1
2
1
) 10 ( ) 9 (
) 9 (
1
) 11 (
) 11 (
1
) (
10
9
10
2
2
5
2 2
2 2 2
t Cos t Sin t Sin
t Sin t Sin t Sin
t Sin Cos Cos
V
X
P
s s s
s s s
s
DC
eq s

(AI.12)
( ) ( ) [ ]
( ) ( ) [ ] ) 10 ( ) ( ) 10 ( ) ( ) (
10
2
2
5
) 9 (
) 9 (
1
) 11 (
) 11 (
1
2
1
, ) 9 (
) 9 (
1
) 11 (
) 11 (
1

) 10 ( ) ) 10 ( ) (
10
9
10
2
2
5
10
11
10
9

2
2
2 2 2 2
2
t Cos ZSin t Sin ZCos t Sin Cos
V
X
P
t Sin t Sin B t Sin t Sin A where
t Cos B t Sin A t Sin Cos Cos
V
X
P
Cos Cos Since
s s s
DC
eq s
s s s s
s s s
DC
eq s

+
|
|
\
|
|
\
|
|
\
|
|
|
\
|
=
|
|
\
|
+ =
|
|
\
|
=
+
|
|
\
|
|
\
|
|
\
|
|
\
|
|
|
\
|
=
|
\
|
= |
\
|
(AI.13)

|
\
|
= |
\
|
= + = = =

10 10
9
, , ), ( ), (
1 2 2

Cos Cos
A
B
Tan B A Z ZSin B ZCos A where
(AI.14)
Finally the torque equation for tenth harmonic pulsation for 144 conduction is obtained as
( ) [ ] ; ) 10 ( ) (
10
2
2
5
2
2
144
10

+
|
|
\
|
|
\
|
|
\
|
|
|
\
|
= t Sin t Sin Cos
V
X
PZ
T
s s
DC
eq s
e
o (AI.15)
Appendix II:
Switching diagram for the two conduction mode:
0
5
3
5
5
2
5
4
5
6
5
7
5
8
5
9
2
s
1
s
2
s
3
s
4
s
5
s
6
s
7
s
8
s
9
s
10
Switching Diagram For 180Conduction Mode

0
5
3
5
5
2
5
4
5
6
5
7
5
8
5
9
2
s
1
s
2
s
3
s
4
s
5
s
6
s
7
s
8
s
9
s
10
Switching Diagram For 144Conduction Mode

Appendix III
Photograph of the entire set-up:
IGBTs
Isolating Transformers
Phase shifter
Snubber Circuit
Driver Circuit

Appendix IV:

Table of components and their cost (For Driver Circuit Only)
Name of components Specifications Quantity
Cost
(in Indian Rupees)

Step down Transformer 230 V to 12-0-12, 100mA 8 240/-
Operational Amplifier uA-741 10 50/-
Voltage Regulator IC 7812 7 50/-
Opto-couplers 4N35 10 50/-
Presets 47K 10 20/-
Resistances 1K, 10K, etc (1/4 W) 100 20/-
Capacitors 0.1 microF, 1000 microF, etc 20 100/-
Printed Circuit Boards general 6 60/-
Hardware Screws, nuts & bolts, etc - 20/-
Wooden board - - 30/-
Terminals 5 amp 20 100/-
Total Cost (in Indian Rupees) 740/-
Total Cost (in US$) 16.44

Acknowledgements
Authors greatfully acknowledge the support provided by CSIR, New Delhi, India project no. 22(0420)/EMR-II/07 for the work.

References

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Arahal, M.R. and Duran, M.J., 2009. PI tuning of Five-phase drives with third harmonic injection, Control Engg. Practice, Vol.
17, pp. 787-797, Feb.
Bojoi, R., Farina, F., Profumo, F., and Tenconi, 2006. Dual three induction machine drives control - A survey, IEEE Tran. On Ind.
Appl.,Vol. 126, No. 4, pp. 420-429.
Bose, B.K., 2002. Power Electronics and AC Drives, Prentice Hall, New Jersey.
Duran, M.J., Salas, F., Arahal, M.R., 2008. Bifurcation analysis of five-phase induction motor drives with third harmonic injection,
IEEE Trans. on Ind. Elect. Vol. 55, No. 5, pp. 2006-2014, May.
Golubev, A.N., and Ignatenko, S.V., 2000. Influence of number of stator-winding phases on the noise characteristics of an
asynchronous motor, Russian Electrical Engineering, Vol. 71, No. 6, pp. 41-46, 2000.
Hodge, C., Williamson, S., and Smith, S., 2002. Direct drive propulsion motors, Proc. Int. Conf. on Electrical Machines ICEM,
Bruges, Belgium, Paper no. 087.
Iqbal, A., and Levi, E., 2005. Space vector modulation scheme for a five-phase voltage source inverter, Proc. European Power
Electronics and Appl. Conf., EPE, Dresden, Germany, CD-ROM paper 0006.
Iqbal, A., Moinuddin, S., and Moin, A, Sk. 2008. Quantitative assessment of torque pulsation in inverter fed five-phase induction
motor drive system, Proceedings of IEEE Region 10 Conference (TENCON 2008), University of Hyderabad, Hyderabad,
Andhra Pradesh, India. Paper No. 1569126802.
Jones, M., and Levi, E., 2002. A literature survey of state-of-the-art in multiphase ac drives, Proc. 37
th
Int. Universities Power
Eng. Conf. UPEC, Stafford, UK, pp. 505-510.
Krishnan, R., 2001. Electric Motor Drives-Modelling, Analysis, and Control, Prentice Hall, New Jersey.
Levi, E., Bojoi, R., Profumo, F., Toliyat, H.A and Williamson, S., 2007. Multi-phase induction motor drives-A technology status
review, IET Elect. Power Appl. Vol. 1, No. 4, pp. 489-516.
Levi, E., 2008a. Guest editorial, IEEE Trans. Ind. Electronics, Vol. 55, No. 5, May, pp. 1891-1892.
Levi, E., 2008b. Multi-phase machines for variable speed applications, IEEE Trans. Ind. Elect., Vol. 55, No. 5, May, pp. 1893-
1909.
Lyra, R.,O., C., and Lipo, T., A. 2002. Torque density improvement in a six-phase induction motor with third harmonic current
injection, IEEE Trans. Ind. Appl., Vol. 38, No. 5, pp. 1351-1360, Sept./Oct.
Singh, G.K., 2002. Multi-phase induction machine drive research a survey, Electric Power System Research, Vol. 61, pp. 139-
147.
Shi, R., Toliyat, H.A., and El-Antably, A., 2001. Field oriented control of five-phase synchronous reluctance motor drive with
flexible 3
rd
harmonic current injection for high specific torque, Conf. Rec. IEEE IAS Annual Meeting, Chicago, IL, pp. 2097-
2103.
Ward, E.E., and Harer, H., 1969. Preliminary investigation of an inverter-fed 5-phase induction motor, Proc. IEE Vol. 116, No. 6,
pp. 980984.
Xu, H., Toliyat, H.A, and Petersen, L. J., 2001a, Five-phase induction motor drives with DSP-based control system, Proc. IEEE
Int. Elec. Mach. And Drives Conf. IEMDC2001, Cambrdige, MA, pp. 304-309.
Xu, H., Toliyat, H.A, and Petersen, L. J., 2001b. Rotor field oriented control of a five-phase induction motor with the combined
fundamental and third harmonic injection, Proc. IEEE Applied Power Elec. Conf. APEC, Anaheim, CA, pp. 608-614, 2001.
Williamson, S., and Smith, S., 2003. Pulsating torque and losses in multiphase induction machines, IEEE Trans. On Ind. Appl.
Vol. 39, No. 4, pp. 986-993.

Biographical notes

Shaikh Moinuddin received his B.E. and M.Tech (Electrical), PhD on multi-phase inverter modeling and control, degrees in 1996, 1999 and 2009 respectively,
from the Aligarh Muslim University, Aligarh, India. He is recipient of University Gold Medals for standing first in Electrical branch and in all branches of
Engineering in 1996 B.E. exams. He has served Indian Air Force from 1971 to 1987. He is employed in the University Polytechnic, Aligarh Muslim University
since 1987 where he is currently working as a Assistant Professor. His principal area of research interest is Power Electronics and Electric Drives.

Atif Iqbal received his B.Sc. and M.Sc. Engineering (Electrical) degrees in 1991 and 1996, respectively, from the Aligarh Muslim University, Aligarh, India and
PhD in 2006 from Liverpool John Moores University, UK. He has been employed as Lecturer in the Department of Electrical Engineering, Aligarh Muslim
University, Aligarh since 1991 and is working as Associate Professor in the same university. He is presently with Texas A&M University at Qatar on research
assignment. He is recipient of Maulana Tufail Ahmad Gold Medal for standing first at B.Sc. Engg. Exams in 1991 at AMU, and EPSRC, Govt. Of UK, fellowship
from 2002-2005 for pursuing PhD studies. His principal research interest is Modelling and Control of Power Electronics Converters & Drives.

Elmahdi M. Elsherif received his B. Sc. on Electrical and Electronics Engineering degree in 1987 from the Garyounes University, Benghazi, Libya, M.Sc. on
Electrical Power Engineering and Management and PhD on load frequency control, in 1994 and 2002 respectively, from Dundee University Scotland. He is
working as Head of Department of Electronics and Computer Engineering, Sebha University, Libya. His principal research interest is load flow analysis, control of
automatic generation & drives.

Received, January 2010
Accepted, February 2010

MultiCraft

Vol. 2, No. 2, 2010, pp. 155-164

INTERNATIONAL
JOURNAL OF
ENGINEERING,
SCIENCE AND
TECHNOLOGY

www.ijest-ng.com

Influencing parameters on performance of a mantle heat exchanger for a
solar water heater - a simulation study

G. Naga Malleshwara Rao
1*
, K. Hema Chandra Reddy
2
, M. Sreenivasa Reddy
3

1*
Intell Engineering College, Ananthapur, INDIA,
2
Academics and Planning, JNTUA, Ananthapur,INDIA
3
JNTUCollege of Engineering, Ananthapur, INDIA
*Corresponding Author, Email: mallesh@teachers.org, Mobile: +91-9441222930

Abstract:

Thermal performance of a solar water heater mainly depends on the thermal stratification. Thermal stratification in solar water
tanks is essential for a better performance of energy storage systems where these tanks are integrated. In this research work, the
performance of a solar water heater with a mantle heat exchanger is investigated experimentally. The heat exchanger is assessed
for a range of operating conditions to quantify both the mantle side and the tank side heat transfer coefficients and the effect of
thermal stratification in the tank. The experiments arte simulated and validated by using CFD tool ANSYS-CFX and a good
agreement is obtained between experiments and simulations. The objective of this paper is to investigate the influence of location
of hot fluid inlet, mass flow rate of mantle fluid and type of hot fluid on the performance of the mantle heat exchanger.

Keywords: Performance of mantle heat exchanger, mantle side heat transfer coefficient, tank side heat transfer coefficient,
operating conditions, ANSYS-CFX, hot fluid inlet, mass flow rate, type of hot fluid

1. Introduction

There are many good methods and sources used to store warm thermal energy. These include solar heaters, solar ponds,
geothermal storage methods, and many others. The advantage of warm thermal energy storage is that usually, the warm thermal
energy storage is obtained from an abundant and ecologically friendly source, such as the sun. As a result, heat storage is usually
very cost friendly and good for the environment.
The main aim of this paper to investigate the influence of certain operating parameters which can affect the performance of the
mantle heat exchangers. Location of hot fluid inlet into the mantle heat exchanger, mass flow rate of mantle fluid, heat transfer
fluid are the three parameters that influence the performance of a mantle heat exchanger. An effort is made through this work to
study the effect of the above parameters on the performance of mantle heat exchanger. Further details on the parameters
considered are discussed in section 3.
Figure 1 shows a solar domestic hot water system with a vertical mantle heat exchanger. The mantle fluid is slowly pumped
down through the mantle in order to exchange heat between the mantle fluid and the water in the tank.

2. Solar water heater with mantle heat exchanger

A mantle tank is a cylindrical storage tank surrounded by an annulus through which hot liquid from the collector flows thereby
transferring energy to the tank contents. The separating wall is the heat exchange surface. Wrap-around coil and tank-in-tank
systems are similar in this respect. Wrap-around coil designs usually have a smaller fluid inventory than mantle tanks and operate
with higher flow rates to produce turbulent conditions within the coil. Tank-in- tank systems allow the top and bottom of the water
storage tank, in addition to the sides, to serve as heat exchanger surface. Mantle heat exchangers are an interesting alternative to
external heat exchangers because they reduce the complexity of the system by combining the heat exchanger and the storage unit
in one element. In a mantle heat exchange system, fluid flow from the heat source does not pass through the tank. A possible
Rao et al. / International Journal of Engineering, Science and Technology, Vol. 2, No. 2, 2010, pp. 155-164

156

advantage of this flow configuration is reduced internal tank mixing and, as a consequence, improved temperature stratification
resulting in higher solar collector efficiency (Furbo and Knudsen, 2005; Knudsen and Furbo, 2004).

Figure 1: Solar water heater with mantle heat exchanger

2.1. Salient Features of the Mantle Heat Exchanger System:
A). Thermal Stratification: The mantle tank system is one of the simplest ways of producing high heat exchanger effectiveness
while promoting thermal stratification. The mantle configuration provides a large heat transfer area and effective distribution of the
collector loop flow over the wall of the tank. Most of the incoming mantle fluid seeks the thermal equilibrium level in the mantle,
and thermal stratification in the mantle and the inner tank is not disturbed (Shah and Furbo, 1998).
B). Cost: The cost of tank is less compared to the increased performance initiated by the fine thermal stratification (Shah, 2000).
C). Size limitation: The mantle tank design is not suitable for large low flow SDHW systems, as the heat transfer area gets too
small for tanks with volumes over 800-1000 lts. (Shah et al., 1999).

3. Experimental equipment, procedures and experimental parameters

3.1. Description of experimental equipment
In this paper, the convective heat transfer at the mantle wall and at the tank wall is investigated under operation conditions. In
this study, the convective heat transfer in the mantle and in the inner tank is analysed by means of dimensionless heat transfer
theory in order to obtain heat flux and heat transfer coefficients for vertical mantle heat exchangers. It is not enough only to be able
to predict the heat transfer at the mantle wall and at the tank wall to model the thermal stratification in the inner tank, it is also
necessary to know the heat transfer at different levels due to the heat flows inside the inner tank.
An effort is also made to model heat transfer in energy storage tank with mantle heat exchanger. A schematic diagram of a solar
domestic water heater with a mantle heat exchanger as shown in Figure 1.
An experimental arrangement of a vertical mantle heat exchanger for the solar water heater as illustrated in Figure 2. The
purpose of this experimentation is to evaluate the overall heat transfer characteristics of the mantle heat exchanger over a range of
mantle flow rates and thermal boundary conditions. These experiments are carried out at heat transfer laboratory of JNTU College
of Engineering, Ananthapur, Andhra Pradesh, India.
The mantle is constructed with an annular spacing of 30 mm wrapped around the bottom half of a stainless steel (SS 304 grade)
tank. The tank is insulated with glass wool. In the experiments hot water is supplied to the hot side of the heat exchanger from a
conventional hot water tank as the heat source and the cold water is supplied from the bottom side of the storage tank.
Eight thermocouples (copper-constantan) are fitted at different levels inside the core of the tank and four thermocouples (copper-
constantan) are mounted on the mantle tank wall side of the heat exchange surface, to measure tank temperatures at different
locations as shown in Figure 3 to know the stratification. The inlet and outlet temperatures and flow rate of the hot water (mantle
fluid) through the heat exchanger are also measured. A 3 1/2 digit digital display unit is used to display the temperatures. All the
instruments used in these experiments are well calibrated with standard instruments.


157

Figure 2: Photographic view of Experimental set-up. Figure 3: Temperature measuring points for
Solar water tank with mantle heat exchanger.

The details of mantle type heat exchanger fabricated for the purpose of experimentation are given in Table 1.

Table 1. Details of Mantle heat exchanger
Data Of Mantle Tank Stainless Steel Properties: Grade: SS304
Volume in inner tank [m
3
] 0.5585 Specific heat [ J/Kg.K ] 460
Volume in inner tank above mantle [m
3
] 0.246 Density[Kg/m
3
] 7820
Tank height [m] 0.900
Thermal
Conductivity[W/m
2
.K]
15
Inner diameter of tank [m] 0.1976
Thickness of tank wall [m] 0.0012
INSULATION:
Mantle height [m] 0.400 Material Glass Wool
Mantle tank diameter[m]
0.260
Insulation top, [m]
0.006
Mantle top (distance from bottom of tank) [m]
0.500
Insulation side above/below
mantle, [m]
0.006
Mantle bottom(distance from bottom of tank) [m]
0.100
Mantle gap width [m]
0.030
Insulation side mantle,[m] 0.006
Mantle inlet position from top of mantle[m] 0.05 / 0.10/
0.15
Mantle inlet size [ inner diameter ] [m]
0.012
Hot water tank volume[m
3
]
0.073
Insulation bottom, [m] 0.006
Inner tank inlet size[m]
0.0254 Mantle Fluid Water

3.2. Experimental procedures
In this study, with a mantle inlet size of 12 mm, tests with two different locations of the mantle inlet port are carried out, that is
top inlet position and lower inlet position. The top (first) inlet is positioned 50 mm below from the top of mantle tank and that of
lower (second) inlet is positioned at 100 mm below the top of the mantle tank (one fourth of the total mantle height). All the
experiments are performed with two mass flow rates of mantle fluid at 0.5 lit/min (0.00833 kg/sec) and 0.75 lit/min (0.0125
kg/sec). Two heat transfer fluids viz., water and 30%propylene glycol and 70% water mixture are used to study the effect of the

158

heat transfer fluid on the performance of mantle heat exchanger. All these experiments are performed at two inlet temperatures of
mantle fluid i.e., 50C and 70C respectively.

Table 2. Description of experiments conducted in Laboratory
Experiment Mantle
inlet
position
Mantle flow
rate(Kg/sec)
Mantle fluid Mantle
fluid inlet
temp
o
C
F
i
-M
0.5
-T
50
Fi 0.00833 Water 50
F
i
-M
0.5
-T
70
Fi 0.00833 Water 70
S
i
-M
0.5
-T
50
Si 0.00833 Water 50
S
i
-M
0.5
-T
70
Si 0.00833 Water 70
F
i
-M
0.75
-T
50
Fi 0.0125 Water 50
F
i
-M
0.75
-T
70
Fi 0.0125 Water 70
F
i
-M
0.5
-T
50
-G Fi 0.00833 Glycol/Water Mix. 50
F
i
-M
0.5
-T
70
-G Fi 0.00833 Glycol/Water Mix. 70

Note: The abbreviations EXP and CFD used in these experiments represent experiment and simulation respectively.
The details of the experiments that are performed in the laboratory are given in the Table 2. All the experiments are
specified with a specific notation as shown in the table 2. The first digit in the specification F
i
or S
i
represents the first inlet or
the second inlet, the second digit M
0.5
or M
0.75
represents mass flow rate of mantle fluid (0.5 lit/min or 0.75 lit/min). The letter
T
50
or T
70
gives the mantle fluid inlet temperature i.e., 50C or 70C. The letter G stands for 30% glycol/water mixture.

3.3. Measurement of experimental parameters
In the heat storage test facility it is possible to control the flow rate in the mantle and mantle inlet temperature. During the
experiments the following parameters are measured.

a) The mantle flow rate
b) The mantle inlet temperature
c) The mantle outlet temperature
d) The temperature of the domestic water in the inner tank at eight points inside the tank
e) The temperature at four points on the outside of the mantle wall
f) The ambient temperature.

3.4. Specifications of measuring devices: The specifications of the equipment used I these experiments are as follows.
Tank with mantle heat exchanger: Stainless Steel of grade SS 304.
Thermocouples: copper constantan with the specifications of P-200C (PT100)
Digital temperature indicator panel: 216Y0811DTI
Measuring jar: 1000 ml made up of glass to measure mantel flow rate.

4. CFD Modeling

The CFD code used in this work uses CFX-5 11.0 (Ansys, 2003) and is based on a finite volume method which uses an
unstructured mesh containing tetrahedral and prism elements. This has the advantage that local numerical diffusion is reduced and
is therefore suitable for complex flows with e.g. flow reversal. To reduce the number of iterations required for convergence, a
false-time stepping method is imposed which guides the approximate solutions in a physically based manner to a steady-state
solution. Buoyancy is modeled using the Boissinesq approximation in which the forces are modeled as source terms in the
momentum equations (Cruickshank and Harrison, 2006).
Various models exist in CFX-5 code for modeling turbulent flow. Two-equation models based on the eddy-viscosity concept
include the - (Launder and Spalding, 1974), - (Wilcox, 1998) and Shear Stress Transport (SST) - based models (Menter,
1994). Compared to the commonly used - turbulence model, the - model implies a new formulation for the near wall
treatment which provides an automatic switch from a wall-function to a low-Reynolds number formulation based on the near-wall
grid spacing. This makes it more accurate and more robust. The turbulence viscosity is assumed to be linked to the turbulence
kinetic energy (-equation) and turbulent frequency (-equation) instead of the turbulence dissipation rate (-equation in the -
model). To overcome the sensitivity of the k- model to free stream conditions, the SST model is developed. It blends the k-
model near the surface with the k- model in the outer region. In contrast, Reynolds Stress Turbulence models such as the standard
Launder-Reece-Rodi Isotropic Production (LRR-IP) model (Launder et al., 1975) and Second Moment Closure- (SMC-) model
(Wilcox, 1998), do not use the eddy-viscosity hypothesis, but solve transport equations for all components of the Reynolds

159

stresses. This makes Reynolds Stress models more suited to complex flows. However, practice shows that they are often not
superior to two-equation models because convergence difficulties often occur. The LRR-IP model is based on the k- model,
whereas the SMC- is based on the k- model with the advantages already explained.
The influence of mesh resolution on temperatures and velocities in the wall boundary layer and on heat transfer at the heated
plate are investigated by varying three key parameters for prism layer sizing: first prism size (use of 0.1mm, 0.2mm, 0.4mm,
1.0mm and 2.0mm), core prism size (use of 1.33mm, 2mm, 3mm and 4mm) and prism inflation (use of 1.5, 2.0 and 2.5). For
investigations of constant core prism scales (by setting the prism inflation factor to unity) and prism inflation, a first prism size of
0.1mm is used (refer Figure 5). In the sensitivity study of first prism sizes, a constant core prism scale of 2.0mm is chosen. The
first prism size determines the prism edge length in conversed direction of the surface normal for the first prism layer adjacent to
the wall. The core prism size determines the prism edge length for the other prism elements towards the edge of the wall boundary
layer and the outer region. A high mesh quality with finite element scales similar to the neighbouring elements reduces the risk of
convergence problems. Therefore, with prism inflation, the prism layer size can be increased gradually towards the core such that
the last prism layer size has a similar scale to the edges of the neighbouring tetrahedral elements.
The experiments are first simulated by taking into account the steady state natural convective flow on the tank side. A 3-D CFD
model of a mantle heat exchanger coupled with a storage tank is developed with the same dimensions as the prototype unit. The
CFD modeling of this type of heat exchanger would lead to very time consuming CFD simulations. In order to make the
computational solution viable, the computational domain is simplified by modeling the mantle tank system into three regions
which makes the problem simpler. Although, the model appears symmetric, grid restrictions require a full three dimensional
analysis of the model. The purpose of the configuration is to investigate the influence of the flow on the stratification in the tank,
the heat transfer inside the tank and the natural convection in the tank loop. The buoyancy for an incompressible fluid with
constant properties except density and viscosity is modeled by using the Boussinesq approximation in ANSYS CFX 11.0. No slip
and adiabatic boundary conditions are applied to the walls of the tank. The Boussinesq approximation uses the thermal expansion
coefficient () to capture natural convection. Thus, if is presumed to be constant, a linear dependency of the density of water on
temperature is used.
The computational domain is simplified by modeling the top and bottom of the tank as flat walls, and the mantle-tank volume as
the same as that of the prototype unit. High concentration mesh is used in the high temperature gradient regions near the heat
transfer wall between the mantle and the storage tank. A total of 537077 grid points are used in the computational domain within
the mantle gap and the inner tank. The number of grid points is given in Table 3.
For each simulation, the inlet temperature, flow rate of mantle fluid and flow rate of cold fluid from the experiments are
specified as inputs to the CFD model. The typical running time for simulation is approximately 3 days. On the tank side, the
temperature profile along the tank height is initialized based on the measured data. Heat loss from the tank is modeled using a
constant convective heat transfer coefficient on the outer surfaces of the tank. All physical properties of water and glycol/water
mixture are assumed to be constant except the density and viscosity in the buoyancy term in order to obtain faster numerical
convergence. In order to have sufficient number of grid points for solving the flow and heat transfer in mantle (steady state model)
particularly near the inlet jet impingement region and the high temperature gradient near the heat transfer wall, a mesh sensitivity
check is undertaken by comparing the numerical results for different mesh sizes. Figures 4 and 5 show the geometry and mesh
models of the work respectively.

Figure 4: 3-D modeling of solar water tank with mantle Figure 5: 3-D mesh model of solar water tank
heat exchanger with mantle heat exchanger.


160

Table 3. Mesh information
Domain Nodes Elements
Region1 47456 256660
Region2 486540 1352471
Region3 3081 11108

4.1. Validation of models
In order to examine the validity of the CFD simulation models used for heat transfer studies in mantle heat exchangers, simulated
results are compared to experimental data. Figures 6 & 7 show a comparison of tank temperature stratification between
experiments and simulations of the cold start test with inlet temperatures of 50
o
C & 70
o
C with a flow rate of 0.5lit/min (0.00833
kg/sec). As observed, the predicted tank temperature stratification is in reasonable agreement with the measured temperature
profiles.
0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
24 25 26 27 28 29 30 31 32
H
e
i
g
h
t

o
f

T
a
n
k
[
M
]
Temperature profile CFD-Fi-M0
EXP-Fi-M0

0
0.1
0.2
0.3
0.4
0.5
0.6
0.7
0.8
0.9
25 27 29 31 33 35
H
e
i
g
h
t

o
f

T
a
n
k
[
M
]
Temperature profile
CFD-Fi-M0
EXP-Fi-M0

Figure 6 Figure 7
Figures 6 and 7: Simulated and measured core tank temperature distribution along the height of the storage tank for mantle inlet
temperatures of 50
o
C and 70
o
C and at the flow rate of 0.5 lit/min at top inlet.

5. Heat transfer coefficients
Heat Transfer between the hot fluid in the mantle heat exchanger and cold fluid in the storage tank is governed by convective
heat transfer on the hot side of the heat exchanger, conduction through the tank wall and natural convection circulation inside the
tank (Baur et al., 1993).
The mean convective heat transfer coefficients (h) for the two convection processes in the mantle heat exchanger are determined
using equations 1 and 2 based on the measured mantle side wall temperatures and the core temperatures (Soo Too et al., 2004).
Heat transfer coefficient on the mantle side,

,
( )
m w m
Q
hm
A T T
=
(1)
Heat transfer coefficient on the tank side,

,
( )
w j t
Q
ht
A T T
=
(2)
where A is the available heat transfer area of the mantle heat exchanger(m
2
),
T
w,t
is the measured inner wall temperature on the tank side (C),

, ,
w
w m w t
w
Qt
T T
k A
= + is the wall temperature on the mantle side of the wall (C),
t
w
, k
w
are the thickness(m) and thermal conductivity(W/mk) of the tank wall (Mercer et al., 1967; Morrison et al., 1999).


161

6. Results and discussions

Investigating the process of heat transfer inside the storage tank for various governing parameters is the main objective of the
present study. In this paper, the effect of following three parameters on heat transfer in energy storage systems are considered in
order to study and quantify the thermal stratification in energy storage tanks.
1. Location of inlet position of mantle heat exchanger.
2. Mass flow rate of mantle fluid.
3. Type of heat transfer fluid.

6.1. Effect of Location of Mantle Inlet Position on Heat Transfer Coefficients

60
80
100
120
140
160
180
H
e
a
t

T
r
a
n
s
f
e
r

C
o
e
f
f
(
w
/
m
2
K
)
Mantle side
heat transfer coeff.hm
EXP-Fi-M
EXP-Si-M

50
70
90
110
130
150
H
e
a
t

T
r
a
n
s
f
e
r

C
o
e
f
f
.
(
w
/
m
2
k
)
Tank side
heat transfer coeff. ht
EXP-Fi-M
EXP-Si-M

Figure 8 Figure 9
Figures 8 & 9: Mantle and Tank side heat transfer coefficients, h
m
& h
t
for 50C mantle fluid inlet temperature at both top and
lower inlets.

By observing the mantle side heat transfer coefficient (h
m
) graph (Figure 8), it can be noticed that, h
m
value is less in the
beginning for the top inlet and increases continuously, where as h
m
value (Figure 8) is almost constant for the second inlet. From
the tank side heat transfer coefficient ht graph (Figure 9), it is observed that, h
t
values are greater for the second inlet flow than the
first (top) inlet as there is a more heat transfer at the bottom of the mantle tank. It can be observed that, higher mantle fluid inlet
temperature transfers more heat to the tank contents.

6.2. Effect of mantle flow rate on heat transfer coefficients

Figures 10 and 11 show the heat transfer coefficients on the mantle side and tank side of the heat exchanger for cold start test
with mantle flow rates of 0.5 and 0.75 lit/min for inlet fluid temperatures of 50C. The mantle side heat transfer coefficient h
m
is
found to be 165.4 w/m
2
k (Figure 10) while the tank side heat transfer coefficient ht varies from 72.17 w/m
2
k to 96.47 w/m
2
k due
to change of viscosity with temperature. The results obtained from cold start test with a mantle flow rate of 0.5 lit/min show that
heat transfer coefficient on the mantle side h
m
is a factor which is 1.5 times higher than that on the tank side. When the mantle flow
rate is increased to 0.75 lit/min, the h
m
increases due to the impingement effect near the inlet and better flow distribution across the
mantle at high flow rate. Even though higher mantle side heat transfer coefficients remain unchanged (Figure 10) the limiting
factor on the performance of the mantle heat exchanger is primarily the natural convection in the storage tank.
As the inlet flow rate is increased, the mixing due to impingement could extend over the mantle, hence increasing the heat
transfer coefficients.


162

90
110
130
150
170
190
210
230
H
e
a
t

T
r
a
n
s
f
e
r

C
o
e
f
f
.
(
w
/
m
2
k
)
Mantle side heat
transfer coeff. hm
EXP-Fi-M
EXP-Fi-M

40
60
80
100
120
140
160
180
200
0 30 60 90 120
H
e
a
t

T
r
a
n
s
f
e
r

C
o
e
f
f
.

(
w
/
m
2
k
)
Tank side heat
transfer coeff. ht
EXP-Fi-M0
EXP-Fi-M0

Figure 10 Figure 11
Figures 10 & 11:Mantle and Tank side heat transfer coefficient, h
m
& h
t
for 50C mantle inlet temperature for 0.5 lit/min and 0.75
lit/min at top inlet.

6.3. Effect of type of heat transfer fluid heat transfer coefficients
0
50
100
150
200
250
e
a
t

T
r
a
n
s
f
e
r

C
o
e
f
f
.

(
w
/
m
2
k
)
Mantle side heat
transfer coeff. hm
EXP-Fi-M0.
EXP-Fi-M0.

40
60
80
100
120
e
a
t

T
r
a
n
s
f
e
r

C
o
e
f
f
.

(
w
/
m
2
k
)
Tank side heat
transfer coeff. ht
EXP-Fi-M0.5
EXP-Fi-M0.5

Figure 12 Figure 13
Figures 12 and 13: Mantle and Tank side heat transfer coefficient, h
m
& h
t
for 50c mantle inlet temperature for water and glycol-
water mixture.

In practice, a 30% propylene glycol-water mixture with high Prandtl number (21.77 at 45c) and viscosity is typically used in the
heat exchanger in order to provide freeze protection for solar water heaters. By utilising propylene glycol-water mixture as the
mantle fluid, the lower range of Reynolds numbers can be extended. From the Figures 12 and 13, it can be seen that, the higher
viscosity of glycol mixture decreases the Reynoldss number when compared to water. Higher specific heat and thermal
conductivity of glycol-water mixture results in higher values of mantle side and tank side heat transfer coefficients. The viscosity
of glycol is more in the beginning of the experiment which means that the flow will tend to become laminar and heat transfer is
less. As the experiment is continued, the viscosity of glycol is reduced by absorbing heat and then the flow becomes turbulent and
thus heat transfer is increased. It is observed that the heat transfer rate is more for the glycol-water mixture irrespective of mantle
fluid inlet temperature.


163

7. Conclusions

The heat transfer characteristics of a mantle heat exchanger with a single pass flow arrangement are investigated under
controlled indoor conditions. Measurements showed that the tank is well mixed above the mantle level of the heat exchanger. The
influence of mantle inlet location, the mantle fluid flow rate and the type of mantle fluid on the flow and heat transfer coefficients
in a mantle is investigated using experimental and CFD simulated temperatures.
It can be noticed that, mantle side heat transfer coefficient (h
m
) value is low (110 w/m
2
K) for the first 30 minutes from the
beginning of the experiment for the top inlet (50 mm below the top of the mantle) and is found to be increasing continuously up to
160 w/m
2
K between 30 minutes and 150 minutes, where as, the h
m
value is observed to be almost constant 140 w/m
2
K for the
second inlet i.e., 100 mm below the top of the mantle tank throughout the test duration. In both the cases it is observed that heat
exchange is taking place effectively from 0.1 m to 0.5 m height only. The heat transfer coefficients on either side of mantle heat
exchanger are noticed to be higher for 70C mantle fluid inlet temperature. The difference in heat transfer coefficients for 70C
and 50C inlet temperatures is found to be marginal on mantle side whereas it is considerable on tank side. The tank side heat
transfer coefficient, h
t
values are greater for the second inlet than the first (top) inlet as there is a more heat transfer at the bottom
of the mantle tank. It can also be observed that, at higher mantle fluid inlet temperature (70C), more heat is transferred to the tank
contents.
The increased mass flow rate from 0.5 lit/min to 0.75 lit /min is resulting in increased mantle side heat transfer coefficients. The
experimental results showed that h
m
value is 190 w/m
2
K for 0.75 lit/min flow rate and 120 w/m
2
K for 0.5 lit/min 90 minutes after
the beginning of the experiment. This can be for the reason that the inlet jet impingement on the back wall adjacent to the inlet
induces a region of localized turbulent flow.
With propylene glycol-water mixture as the mantle fluid, the Reynolds number is found to be low due to the higher viscosity of
glycol mixture when compared to water. However higher specific heat and thermal conductivity of glycol-water mixture results in
higher values of mantle side and tank side heat transfer coefficients 200 w/m
2
K and 130 w/m
2
K respectively. The disadvantage
with the glycol-water mixture is that, glycol should be removed as hazardous waste at regular intervals.
The second inlet position (100 mm below the top of the mantle tank) for the mantle heat exchanger at high inlet temperature of
70C, high mass flow rates of mantle fluid and the mantle fluid with high thermal properties can improve the performance of the
mantle heat exchangers. It is also observed that both experimental and simulated temperatures are in good agreement with each
other.

Nomenclature

SDHWS Solar domestic hot water system
T
i
heat exchanger inlet temperature (
0
K)
T
o
Heat exchanger outlet temperature (
0
K)
T
w
Tank wall temperature (
0
K)
T
t
Temperature of fluid in tank (
0
K)
A Available heat exchange area (m
2
)
h
m
Mantle side convective heat transfer coefficient (w/m
2
K)
h
t
Tank side convective heat transfer coefficient (w/m
2
K)
m Mantle fluid mass flow rate (kg/sec)
Q Heat supplied to the system (W)
T
lm
log-mean temperature difference (
0
K)
T Time (sec)
t
w
tank material wall thickness (m)
k
w
thermal conductivity of tank material(w/m.k)

References

Ansys CFX, 2003: CFX-5 Solver Models and Theory User Manuals, Version 5.6.
Baur, J.M., Klein, S., Beckman, W.A., 1993. Simulation of water tanks with mantle heat exchangers. Proceedings, ASES Solar
Vol. 93, pp. 286 291.
Cruickshank, C.A. and Harrison, S.J. 2006. Simulation and testing of stratified multi-tank, thermal storages for solar heating
systems. Proceedings of the Euro Sun 2006 Conference, Glasgow, Scotland.
Furbo, S., Knudsen, S., 2005. Heat transfer correlations in mantletanks, ISES Solar World Congress, Orlando, USA.
Knudsen, S., Furbo, S., 2004. Thermal stratification in vertical mantle heat exchangers with application to solar domestic hot water
systems. Applied Energy, Vol.78, pp. 257272.
Launder B.E., Spalding D.B., 1974. The numerical computation of turbulent flows, Comp. Meth. in Applied Mech. Eng., Vol 3, pp
269-289.

164

Launder B., Reece G. and Rodi W., 1975. Progress in the development of a Reynolds-stress turbulence closure, J. Fluid Mech.,
Vol. 68, No. 3, pp 537-566.
Mercer, W.E., Pearce, W.M., Hitchcock, J.E., 1967. Laminar forced convection in the entrance region between parallel flat plates.
ASME Journal of Heat Transfer, Vol. 89, 251257.
Menter, F.R., 1994. Two-equation eddy viscosity turbulence models for engineering applications, AIAA Journal, Vol. 32, No. 8,
pp. 1598-1605.
Morrison, G.L., Rosengarten, G., Behnia, M., 1999. Mantle heat exchangers for horizontal tank thermosyphon solar water heaters,
Solar Energy, 67, 5364.
Shah, L.J., Furbo, S., 1998. Correlation of experimental and theoretical heat transfer in mantletanks used in low flow SDWH
systems. Solar Energy, Vol. 64, 245256.
Shah, L.J., 2000. Heat transfer correlation for vertical mantle heat exchangers. Solar Energy, Vol. 69, 157171.
Shah, L.J., Morrison, G.L., Behnia, M., 1999. Characteristics of vertical mantle heat exchangers for solar water heaters. Solar
Energy, Vol. 67, pp. 7991.
Soo Too Y.C., Morrison GL and Behnia M, 2004. Vertical mantle heat exchangers for solar water heaters, Proceedings of ANZSES
Annual Conference, December, Perth, Australia.
Wilcox D.C., 1998: Turbulence modeling for CFD, 2nd edn., DCW Industries Inc., Canada.

Biographical notes

G. Naga Malleshwara Rao is an Associate Professor in the Department of Mechanical Engineering at Intel Engineering College, Ananthapur of Andhra Pradesh
State, India. His current area of research includes Heat transfer and Renewable energy. He has presented many articles in national and international conferences. He
also worked as Training and Placement Officer at Intel Engineering College between 2006 and 2009. He is a life member of IE (India). He is having a total
experience of 17 years of which 6 years is Industrial and 11 years academic.

Dr K. Hema Chandra Reddy received MTech and PhD. from Jawaharlal Nehru Technological University (JNTU), Hyderabad, India. He is a Professor in the
Department of Mechanical Engineering, JNTU College of Engineering Ananthapur. He also worked as Training and Placement Officer at JNTU College of
Engineering Ananthapur and during this tenure many of their students are globally placed. Currently he is the Director of Academics and Planning at Jawaharlal
Nehru Technological University, Ananthapur. He is a Fellow of IE (India), and life member of various professional bodies. Many research scholars are pursuing
their PhDs under his esteemed guidance and some of them have been awarded.

M. Sreenivasa Reddy is working as a Technical Assistant at JNTU College of Engineering, Ananthapur. He received his MTech from JNTU, Hyderabad. He
submitted his PhD in JNTU, Ananthapur and waiting for the final viva-voce. His area of research includes Internal Combustion Engines.

Received, March 2010
Accepted, April 2010

MultiCraft

Vol. 2, No. 2, 2010, pp. 165-173

INTERNATIONAL
JOURNAL OF
ENGINEERING,
SCIENCE AND
TECHNOLOGY

www.ijest-ng.com

Evaluation of thermal characteristics of oscillating combustion

J. Govardhan
1*
, G.V.S. Rao
2

1*
PRRM Engineering College, Shabad-509 217, JNTUH, Hyderabad, A.P.,INDIA
2
PIRM Engineering College, Chevella, JNTUH, Hyderabad, A.P. 509 217, INDIA
*
Corresponding Author: e-mail: govardhan58@yahoo.co.in Tel +91-95735 94984

Abstract

In view of the economy and environmental impacts of the energy utilization, most of the heat transfer industries such as steel
mills, glass plants and forging shops, foundry process and furnaces are focusing on energy efficient strategies and implementing
new technologies. Gas Technology Institute (GTI) and Air Liquide Chicago Research Centre (ALCRC) have applied Oscillating
Combustion Technology (OCT) on high temperature forged furnaces and reheat furnace for melting steel. The oscillating
combustion requires a new hardware to incorporate on the fuel flow ahead of the burner. Solid State Proportionate (SSP) valves
were used to create oscillations in the fuel flow. Natural gas was used as fuel and the technology was applied with air-gas,
oxygen-gas, and excess level of air during the oscillating combustion. The present work deals with the implementation of OCT
on liquid fuels at ambient conditions for melting aluminum metal in a fuel-fired crucible furnace which is of importance to
foundry. Also, carrying out a study over the enhanced performance characteristics of oscillating combustion and comparing its
thermal effects with those of the conventional combustion mode. The oscillating device, developed by the author, unlike other
oscillating valves used earlier is a cam operated electro mechanical valve cause oscillations on the fuel flow. Experiments were
conducted at varying air-fuel ratio, aluminum stocks, frequency and amplitude of the oscillating valve. The results when
compared to the conventional combustion led to low fuel and specific energy consumption, enhanced heat transfer rate,
increased furnace efficiency with visibly low volumes of flue gases with reduced emissions. The increased heat transfer rate and
furnace efficiency was found to be in agreement with the results of GTI and ALCRC experiments. The reasons for such
improvements in performance characteristics were verified by conducting experiments in the furnace by measuring the
temperature distribution at designated point and calculating the heat transfer rate both for conventional and oscillating
combustion mode. The analyses presented in this paper are for two levels of air-fuel ratios above and below the stoichiometric
ratio, three different loads at 10
0
& 20
0
amplitude and 5 & 10Hz frequency of oscillating valve.

Key words: Furnace efficiency, fuel fired furnace, heat transfer, oscillating combustion, specific energy consumption

1. Introduction

Energy is one of the most critical input resources in the heat transfer industries requires new combustion concepts to increase the
thermal efficiency with reduced emissions and alternate sources of energy (Im et al., 1996; Kim et al., 2002). The increased
demand, depleted energy resources, rising cost of fossil fuels and considerable environmental impacts are to be viewed and
attempts must be made for higher energy utilization of fuel and thermal energy (Fadare et al., 2009). The furnaces which operate at
high temperature produce large quantities of emissions are sometimes less productive and less efficient. The aim of steady state
combustion technology is to enhance the energy efficiency and consequential fuel cost savings as well to reduce emission levels
(www.energy.com). Industrial manufactures are to implement new technologies to increase the thermal efficiency and stringent
pollution norms require development of new combustion concepts (Gupta, 1977). Oscillating combustion system is a low-cost, low
NO
x
, high efficient technology and can be integrated in any combustion system, whose principle is based on a cyclical perturbation
of the gas line (Delabroy et al., 2001). Oscillating combustion sometimes referred as the derivative of pulse combustion. Pulse
combustion occurs when fuel and oxidizer react chemically in the presence of a standing acoustic wave. Although fuel and oxygen
generally admitted to the combustion can be applied to gaseous, liquid and solid fuels (Research in pulse combustion). Oscillating
combustion is a retrofit technology that involves forced oscillations of the fuel flow rate to a furnace. The oscillations of the fuel
Govardhan and Rao / International Journal of Engineering, Science and Technology, Vol. 2, No. 2, 2010, pp. 165-173 166
create successive, fuel-rich and fuel-lean zones within the furnace. The fuel rich zone flames are more luminous and longer causes
more heat transfer from the flame to the load. This act of increased heat transfer to the load is the result of break up of the thermal
boundary layer (Energy matters, 2002). Oscillating flames results in lower peak temperature of the furnace since the fuel- rich and
fuel-lean zones mix only when the thermal energy of the fuel rich zone flame transferred the heat to the load thereby causing low
peak furnace temperature and reduction in additional NO
x
formation (John C and Wagner, 2004). Modeling at Air Liquide by
Wagner and John C showed that oscillation flames have lower peak temperature and longer length than non-oscillating flames,
which corroborates the burner test results. OCT has led to increased heat transfer and the increased heat transfer results in
improved furnace productivity and efficiency (Wagner, C John, 2002). In order to optimize the furnace few parameters are
mentioned as amplitude, frequency, duty cycle and phasing (gti.osc.combus.com). Oscillating combustion can be applied to many
types of furnaces used in steel and high-temperature process industries such as glass, petrochemical, aluminum, cement and metal
heating. OCT has been extensively tested and evaluated by Institute of Gas Technology, Air-Liquide, Ceram Physics.Inc. Gas
Research Institute, GT Development Corporation etc.(Energy matters, 2002). The tests have shown enhanced furnace efficiency in
terms of low fuel consumption with visibly low volumes of flue gases.
The concept of heat transfer or so called film co-efficient was introduced by Newton which depends on the properties of
flowing fluid, thermal conductivity, viscosity, density and specific heat are termed as transport properties which play crucial role
for better heat transfer (Arora.).
When oscillations occur, the pressure amplitude is sufficient enough to produce significant variations in axial velocity within the
nozzle annulus. These axial velocities can vary during the oscillating combustion. The swirl vanes on the surface of the fuel gun of
the burner would provide a variation in tangential velocity. Due to this the flow around the nozzles annulus is having high and
low regions of tangential velocity convected along the main axial flow of the fuel. The magnitude of heat transfer in any furnace
from hot gases to load depends upon the temperature distribution inside the furnace. Generally, the temperature distribution
through out a body varies with location and time. Temperature distribution in the crucible of a furnace is an important operation
variable that is a function of the materials used in construction, temperature in the metal-refractory interface etc.(Luis Felip
Verdeja, Roberto Gonzales et al, 2002). Also, the amount of heat release depends upon the variations in the axial velocity of the
fuel due to the oscillations introduced by the oscillating valve and the variations in the tangential velocity of combustion air.
Oscillating combustion is a retrofit technology that involves forced oscillations of the fuel flow rate to a furnace. When
temperature gradient exist within, it is experienced that heat is transferred from high temperature to the low temperature region and
the heat transfer is proportional to the temperature gradient and the area normal to the direction of flow of heat. The heat flux to
the load from the temperature distribution inside the furnace is analyzed and calculated for non-oscillating and oscillating mode of
combustion.
During the oscillating combustion mode the turbulent flame travels rapidly upward in radial direction (in y direction) greater
than the axial direction (x direction towards the load) to the location of designated temperature points. When a load is heated up,
generally its corners are heated faster than any other region. Heat penetrates into the load in all the directions or x, y, z directions.
However, highest temperature spots are located at the corners of the load than in the inner area of the load surfaces. Therefore, the
temperature gradient also exists in the surfaces of the load at different zones is due to the fast heating of the corners at the surface.
In this mode of combustion, the radiation heat flux or the temperature of hot gases at the stack zone found to be less in comparison
to steady state. It is because the load at its position has received large portion of radiation flux or heat from the gases and radiation
from the furnace wall. Thereby the temperature found to be low at higher position. However the gases escape with high
temperature into the stack. The cumulative heat transfer from hot gases to the load directly or indirectly via refractory to loads is a
function of time. Higher velocity shortens the time for heat transfer to be accomplished within a given flow path length or furnace
size.
The radiation emitted by hot gases impinges on the furnace refractory brick wall as well as stock or load. Temperature gradient
is the main cause for driving radiation flux from the furnace wall as well from the convective and radiative heat transfer from the
hot gases to the load or stock. When large radiation flux is prevailing between hot gases and load it is understood that large heat
flux is formed around the crucible or load. Since the thermal gradient between the load and hot gases is bigger than that of between
furnace wall and hot gases, most of the radiation flux from hot gases flows into the load, thereby load heats up faster. So, the
thermal gradient is found between the furnace wall and hot gases and hot gases and load. The oscillating combustion mode results
in successive fuel-rich zone which enables to break up the thermal boundary layer developed around the furnace load due to
thermal gradient between hot gases and load.
The main aim of the research is to implement the concept of Oscillating Combustion Technology on liquid fuels with ambient
conditions on a crucible furnace installed with an Oscillating Valve. The oscillating valve should be simple, low cost and highly
reliable during the operation. It should be a retrofit into the furnace and should necessitate no major modifications. With the
oscillating valve installed in the experimental setup exclusive analyses was carried out on temperature distribution and heat
transfer for optimization of thermal efficiency with less emission.

2. Materials and methods

2.1. Description of the Experimental Equipment
The experimental setup shown in Figure1 (A) has a small furnace with different crucibles, a blower with motor and an air-box.
Air-box is connected to U tube manometer to calculate the amount of air flow in to the furnace. A gun type burner was used has
an adjustment to vary the amount of fuel and air passing through the nozzle is shown as schematic Figure 1 (B). Test equipment is
equipped with digital temperature indicators and thermocouples placed at different positions in the furnace to record the
temperatures and to analyze the heat transfer rate from the experimental data by using the empirical equations. An oil drum located
at approximately 2.5 m above the level of burner has a 3-way cock and piezometer tubes to measure the fuel consumption from
time to time during the operation for consistent values. An oscillating valve installed on the fuel line ahead of the burner to create
oscillations in the fuel is shown as Figure 1(C).

A B C
Figure 1. Experimental setup (A), Schematic of gun type burner (B), Oscillating valve (C)

2.1.1 Specifications of Instrumentation
Electrical ratings and settings:
Manufacturer: Lucky Industries, Model: 3 PH Induction Motor; Speed: 2880 rpm, Power: 2.2 kW, 3 HP, 4.5 A, 415 V.
Burner data: Manufacturer: Bajaj Engineering; Model: Gun Type
Blower data: Manufacturer: Bajaj Engineering; Nominal Motor Power: 2.2 kW
Furnace dimensions: i) Inner diameter of the furnace = 0.47m : ii) Height of the furnace (L) = 0.45m ;
iii) Total inner volume = 0.0829 m
3
Fuel drum: Inner diameter = 0.457m : Area of cross section of drum = 0.164 m
2
.
Chromel-Alumel (K-type) thermocouples used - Temperature range of -18
0
C to 1372
0
C; Accuracy = 0.5 % ; Sensitivity = 40
V/
0
C. These thermocouples have long life and low thermal conductivity and suitable for aluminum alloys. Digital temperature
indicators are connected with the thermocouples measure and display the designated furnace temperatures All the thermocouples
and sensing probe used in this instrumentation system are properly calibrated in the range of investigation.

2.1.2 Brief description of oscillating valve
The proposed oscillating valve which is simple, reliable, low cost, easily installed as retrofit has a swivel disc incorporated on the
fuel flow pipe and the whole oscillating valve unit was installed in the fuel flow ahead of the burner is shown Figure 2 with
different schematic views.

A B C
Figure 2. Schematic of oscillating valve in different views.

The axis of the swivel disc is perpendicular to the axis of fuel flow through the pipe. When the swivel disc is actuated, it rotates
either side of its axis and controls the volume of the pipe. When the swivel disc is oscillated from its position, due to the cam and
follower action it causes reduction in the volume. Thereby, restricts the fuel flow through the valve to the burner. When the cam
resumes its normal position, the spring attached to the follower brings back the swivel disc to its original position or to its starting
point. The swivel valve could open and close in 1/10
th
of a second, and can vary according to the control by potentiometer. The
oscillations of the swivel disc are adjusted electromechanically and the amplitude of the swivel disc is adjusted according to the
size of the cam or cam profile. The motor consumes 4mA of current during its operation.

2.1.3 Description of experimental variables
1) Frequency (Hz): Number of oscillation cycles per unit time. The oscillating valve was operated at 5 and 10Hz of
frequency.
2) Amplitude (Degree): The relative change in mass of fuel flow rate above or below the average flow rate. It is the magnitude
of closing of the swivel disc from its initial position. Valve was operated at 10
0
and 20
0
of amplitude.
3) Load: Aluminum used (10, 15 and 20 kg.).
4) Air-fuel ratio: Above and below the stoichiometric ratio. Two levels of air- fuel ratios above and below the
stoichiometric ratio.( !3:1,14:1. 15:1, 16:1 and 17:1)

2.3. Experimental procedure
The experimental work on oscillating combustion was carried out on liquid fuel fired crucible furnace. Prior to the testing of
oscillating combustion, few modifications were carried out on the furnace and incorporated the oscillating valve in the
experimental set up. Adjustment for variation of fuel flow into the burner is provided to set up required air- fuel ratios during the
experiments. A custom valve control was used to oscillate the air-fuel ratio around the stochiometric ratio creating alternate fuel-
rich and fuel-lean zones in the furnace during the oscillating combustion for any assumed air- fuel ratio. Initially, experiments
were carried out on conventional mode of combustion. Tests include different air-fuel ratios, mass of stocks or loads. Oscillating
combustion experiments were carried out with the same parameters with the oscillating valve incorporated as retrofit system. The
data gathered during the experiments were used to find out the fuel consumption, specific energy consumption, melting time,
temperature distribution, heat transfer rate and thermal efficiency for 13:1 and 15:1 air fuel ratios. Since the thermal
characteristics were found to be good during the oscillating combustion at 13:1 air fuel ratio, 20
0
amplitude, 5 Hz frequency and 20
kg load, the results were compared with those of stochiometric air fuel ratio i.e. 15:1(approx.). Analysis is made with the available
experimental data for such improvements in the performance characteristics.

2.4. Measurement of experimental parameters.
The consumption of air supplied during the combustion was measured with an air box measurement apparatus. For consistent
measurement of fuel consumption during the operation a three way cock burette was used. Also a piezometer tube fixed to the fuel
drum provides the fuel consumption. Aluminum melting time was recorded by logging it with starting to melting time at equal
intervals of time. Thermocouples, sensing probe with digital temperature indicators were used to measure the temperature at
designated points in the furnace. A weighing machine was used to weigh the aluminum load for the experiments.

3. Results and discussions
Experiments were performed for conventional and oscillating combustion mode for the evaluation of thermal characteristics. The
oscillating valve was operated at different air-fuel ratios, at 13:1, 14:1, 15:1, 16:1 and 17:1. Optimum results were found at 13:1
and 15:1 air-fuel ratio for both modes of combustion. This can be explained as the higher heat release rate around the
stoichiometric ratio resulting higher thermal energy available in the furnace. The temperature variation at the aluminum load at
13:1 and for stoichiometric ratio (15:1 appx.) for conventional and oscillating combustion mode was observed and presented. The
effect of varying temperatures on the fuel consumption, specific energy consumption, thermal efficiency of furnace and reasons for
such improvements due to the enhanced heat transfer rate for both modes of combustion was analyzed. The results and discussions
are broadly based on 13:1 and 15:1 air-fuel ratio at different parameters. They are discussed here and are shown in as graphical
representations.

3.1 Temperature Profile at Load in the Furnace
Here the manifestation of temperature distribution for the stock of 20 kg load inside the furnace at stoichiometric ratio and at a
fuel rich condition of air-fuel ratio 13:1 is represented in the Table 1 and shown as Figure 2 for 20
0
amplitude and 5 Hz frequency.
From the Figure 3 for 13:1 air-fuel ratio the point T
1,
the oscillating combustion mode shows increase in the temperature
magnitude than the non-oscillating mode and the higher temperature is observed at the end of 40 to 50 minutes of operation. The
temperature difference between oscillating and non-oscillating mode found to be around 130
0
C at the end of 20 minutes of
operation and 76
0
C after 40 minutes of operation. It shows that the maximum difference prevails till the point the furnace attains
steady state and high radiant condition. The difference is decreased at the end due to the minimum thermal gradient at the position
irrespective of the combustion mode. However, the temperature obtained during the oscillating mode must have ensured the
process operation of melting the aluminum due to increased heat transfer and thermal conductivity in the load.

T1= Temperature measured at the load during melting operation

Table 1.Temperature profile at the Load (T1)
0
100
200
300
400
500
600
700
800
10 20 30 40 50
Time interval (minutes)
T
e
m
p
e
r
a
t
u
r
e

(
0
C
)
13:1 T1 Without Oscillations
15:1 T1 Without Oscillations
13:1 T1 With Oscillations
15:1 T1 With Oscillations

Figure 3. Graphic display of factors effects on
temperature distribution

The temperature distribution and heat transfer in the furnace can be seen from the Table I and Figure 3 for 15:1 air-fuel ratio that
the temperature point T
1
is in increasing trend during the oscillating combustion mode. There is a spurt in the temperature for both
modes of operation during the time interval of 20 to 30 minutes. The magnitude of temperature at the load found to be greater in
the oscillation mode. The temperature difference was around 140
0
C after 20 minutes of time interval and gradually reduced after
40 minutes of time interval. The maximum difference in T
1
prevails till the point in the furnace attains radiant condition. The high
degree of temperature during the oscillating combustion mode is an indication of high thermal gradient between the gases and load
resulting greater absorption of heat by the load especially due to the fuel-rich flame. As the fuel-rich zone flame is more luminous
and longer in length enhances heat transfer to the load. It can be seen that for any assumed interval of time the magnitude of
temperature was found to be higher during the oscillating mode than the steady state mode for both air-fuel ratios. This can be
attributed that enhanced heat transfer rate depends upon the temperature gradients inside the furnace which are generally found
that the top surface temperature always stays higher than the bottom surface temperature. Oscillating combustion is a novel retrofit
and efficient method makes use of oscillating flow field with different zones of flames thereby enhanced heat transfer to the load.
This causes decrease in energy consumption and can directly reduce the emission levels.

3.2 Effect of Mass on Fuel Consumption
0
1
2
3
4
5
6
10 15 20
Mass of stock (kg)
F
u
e
l

c
o
n
s
u
m
p
t
i
o
n

(
k
g
)
13:1 n.o
13:1 max
13:1 min
14:1 n.o
14:1 max
14:1 min
15:1 n.o
15:1 max
15:1 min
16:1 n.o
16:1 max
16:1 min
17:1 n.o
17:1 max
17:1 min

0
1
2
3
4
5
6
10 15 20
Mass of stock (kg)
F
u
e
l

c
o
n
s
u
m
p
t
i
o
n

(
k
g
)
13:1 n.o
13:1 max
13:1 min
14:1 n.o
14:1 max
14:1 min
15:1 n.o
15:1 max
15:1 min
16:1 n.o
16:1 max
16:1 min
17:1 n.o
17:1 max
17:1 min

A B
Figure 4. Graphic display of factor effects on fuel consumption at 10
0
amplitude (A) and 20
0
amplitude (B)

From Figure 4(A), it can be seen that conventional mode of combustion the fuel consumption tends to increase marginally at
higher loads. Optimum fuel consumption was observed at 15:1 air-fuel ratio for 10 kg, 15 kg, and 20 kg of aluminum load stocks.
The same trend was continued for other air-fuel ratios but the melting time was found to be longer. In the oscillating combustion
Time interval
(minutes)
Air-
fuel
ratio

Condition-
(Temp.
0
C)
After
10
min.
After
20
min.
After
30
min.
After
40
min.
After
50
min.
13:1
Without
Oscillation
205 375 553 625 705
15:1
Without
Oscillation
197 342 480 578 650
13:1
With
Oscillation
302 505 648 701 --
15:1
With
Oscillation
288 474 612 680 723
mode the fuel consumption came down drastically for 10
0
of amplitude operation at 10 Hz & 5 Hz frequency. Low fuel
consumption was observed among the oscillating combustion for 13:1 air-fuel ratio for a 20 kg of load. However, there is only
marginal increase in the fuel consumption for other air-fuel ratios for any given load. This can be considered to be a minor factor.
The fuel consumption during the conventional mode of combustion for the same 13:1 air-fuel ratio and 20 kg was found to be 3.98
kg when compared to the oscillating mode fuel consumption which was 2.92 kg. A variation of almost 1.0 kg of fuel was less
consumed. This can be discussed as heat is always lost from flame to the furnace walls and the propagation of the flame becomes
slower as the flame gets closer to the quenching position and the flame velocity is reduced with the reduced flame temperature.
Gradually heat is lost to the furnace walls during the steady state combustion mode. In the oscillating combustion mode, within a
reasonable short time the furnace wall temperature becomes more or less uniform because time scale of the flame propagating is
less and its velocity is faster due to more luminous flame from the fuel-rich zone of the flame. Fuel consumption tends to become
low due to less time taken for the load to melt.
Figure 4(B) shows the fuel consumption during the oscillating combustion mode for 20
0
amplitude for all air-fuel ratios and
especially at 5Hz frequency operation was found to be at its lower value. The restriction of fuel passage by the swivel valve of the
oscillating combustion valve at 20
0
amplitude plays an important role in creating greater amplitude with lower frequency. The
lower frequency gives enough time to match the higher amplitude in perturbing the fuel flow to introduce oscillations. This causes
the air-fuel ratio to oscillate above and below the stoichiometric ratio, thereby producing alternating fuel-rich and fuel-lean zones
in the flame. This increases the heat transfer rate from flame to the load, hence significantly less fuel consumption

3.3. Effect of Mass on Specific Energy Consumption (SEC)
Specific energy consumption (SEC) is the ratio of quantity of fuel or energy consumed to the quantity of metal processed.
Furnace utilization factor and standby losses plays important role in achieving the low SEC. Utilization has a critical effect on SEC
and is a factor that is often neglected. If the furnace is at a temperature then standby losses of a furnace occur whether or not a
product is in the furnace. Energy is also lost from the charge or its enclosure in the way of heat.

0
0.05
0.1
0.15
0.2
0.25
0.3
0.35
0.4
0.45
0.5
10 15 20
Mass of stock (kg)
S
p
e
c
i
f
i
c

e
n
e
r
g
y

c
o
n
s
u
m
p
t
i
o
n

(
1
x
4
1
,
8
0
0
k
J
/
k
g
)
13:1 n.o
13:1 10Hz
13:1 5Hz
14:1 n.o
14:1 10Hz
14:1 5Hz
15:1 n.o
15:1 10Hz
15:1 5Hz
16:1 n.o
16:1 10Hz
16:1 5Hz
17:1 n.o
17:1 10Hz
17:1 5Hz
I

0
0.05
0.1
0.15
0.2
0.25
0.3
0.35
0.4
0.45
0.5
10 15 20
Mass of stock (kg)
S
p
e
c
i
f
i
c

e
n
e
r
g
y

c
o
n
s
u
m
p
t
i
o
n

(
1
x
4
1
,
8
0
0
k
J
/
k
g
)
13:1 n.o
13:1 10Hz
13:1 5Hz
14:1 n.o
14:1 10Hz
14:1 5Hz
15:1 n.o
15:1 10Hz
15:1 5Hz
16:1 n.o
16:1 10Hz
16:1 5Hz
17:1 n.o
17:1 10Hz
17:1 5Hz
I

A B
Figure 5. Graphic display of factor effects on specific energy consumption at 10
0
0
amplitude (B)

The effect of oscillations on SEC for different air-fuel ratios and loads has been shown in Figure 5(A). For the steady state
combustion mode without oscillations the SEC was found to be more for the rich mixtures and in decreasing trend for lean
mixtures. But when compared for the same air-fuel ratio for different loads the SEC was lower for higher loads and lean air-fuel
ratios. However the time taken for the melting operation for these low SEC loads was marginally higher during the steady state
mode operation. But when compared the same with oscillating mode combustion, the SEC has dramatically found to be at its lower
side and especially for 20kg of load i.e. 0.146 kJ/kg at 5 Hz frequency at 13:1 air-fuel ratio and 0.163 kJ/kg at 5 Hz frequency at
14:1 air-fuel ratio. The significant reduction in oscillating combustion can be stated as the oscillated fuel, creating successive fuel-
rich and fuel-lean zones during which the heat transfer rate from the flame to the load is maximum for a higher load and due to
maximum utility of the furnace.
Here, the effect of oscillations especially during the oscillating combustion mode for all air-fuel ratios and loads operating at 20
0

amplitude and 5 Hz frequency is seen in Figure 5(B). SEC has been low among the oscillating combustion for all air-fuel ratios.
This was due to the enhanced rate of heat transfer to the loads due to radiation and convection of hot gases to load and internal
conduction in the load during oscillating combustion. Noticeable difference was observed in SEC at 15:1 air-fuel ratio. This was
found to be low among the oscillating conditions i.e.0.156 kJ/kg. Significant reduction in SEC was observed from steady state to
oscillating combustion from 0.400 kJ/kg to 0.156 kJ/kg. However for all other air-fuel ratios the SEC was found to be less at 20
0

amplitude operation. At 20
0
amplitude the restriction of the fuel quantity was more and due to smaller frequency of the swivel disc
operation causing more time for the restricted fuel to flow with oscillations to the burner. This resulted in optimum release of
energy during the fuel-rich zone and higher heat transfer. There was a slight variation among the oscillating mode of operation but
the difference was significant when compared to the steady state combustion.

3.4 Effect of Air-fuel ratio on Efficiency
0
2
4
6
8
10
12
14
16
18
10 15 20
Mass of stock (kg)
E
f
f
i
c
i
e
n
c
y

(
%
)
13:1 n.o
13:1 10
13:1 20
14:1 n.o
14:1 10
14:1 20
15:1 n.o
15:1 10
15:1 20
16:1 n.o
16:1 10
16:1 20
17:1 n.o
17:1 10
17:1 20
I

0
5
10
15
20
25
10 15 20
Mass of stock (kg)
E
f
f
i
c
i
e
n
c
y

(
%
)
13:1 n.o
13:1 10
13:1 20
14:1 n.o
14:1 10
14:1 20
15:1 n.o
15:1 10
15:1 20
16:1 n.o
16:1 10
16:1 20
17:1 n.o
17:1 10
17:1 20
I

A B
Figure 6. Graphic display of factor effects on efficiency 10Hz (A) and 20Hz (B)

The relation between air-fuel ratio and efficiency for different mass of stocks at different amplitudes and frequencies with and
without oscillations has been shown in Figures 6(A) & (B). For oscillating modes the efficiency was found to be increasing from
13:1 to 15:1 and there is marginally decreasing for lean air-fuel ratios. This is due to the release of optimum energy at nearly
stoichiometric ratio and further the mixture was lean which tend to decrease the efficiency at 16:1 and 17:1 air-fuel ratios. But the
efficiency was on the increasing trend for the higher loads due to the maximum utility of the furnace capacity and absorption of
heat energy. In the same oscillating modes of operations, again it was demonstrated that the efficiency was in increasing trend up
to 16:1 air fuel ratio and higher loads. The efficiency was found to be remarkable at air-fuel ratio 13:1 and 20 amplitude, 5 Hz
frequency and 20 kg of load during oscillating combustion.

3.5 Effect of Mass on Melting Time

A B
Figure 7. Graphic display of factor effects on melting time 10
0
0
amplitude (B)

The effect of different loads of mass of stock on melting time is shown in Bar Chart as Figure 7(A) for 10 amplitude at
different air-fuel ratios and frequencies with and without oscillations. Melting time for all the masses was found to be less for
lower frequencies. It took less time for 10 kg at 13:1 air-fuel ratio but marginally took more time for 15 and 20 kg for the same
13:1 air fuel ratio. Though, the time taken for melting 10 kg of mass was less than 15 and 20 kg but the maximum heat energy
available in the furnace due to oscillating combustion could not be used. However, the melting time for other masses was
marginally high but processed larger amounts of mass
The relation between mass of the stock and melting time at 20amplitude is shown Bar Chart as Figure.7 (B) at different air-fuel
ratios and frequencies with and without oscillations. Different air-fuel ratios gave different melting times. It is seen that the time
taken for melting different masses was reduced further due to oscillations of lower frequency at 20amplitude. This was again due
to the radiant heat which was existing already and the optimum use of available heat energy in the furnace. In oscillating modes of
operation the oscillating valve is able to open and close steadily at higher amplitude and lower frequency facilitating break up of
thermal boundary layer which shortens heat up time.

4. Conclusions
Experimental investigation was performed to investigate the temperature distribution and radiative heat transfer characteristics
of aluminum loads in a fuel fired crucible furnace with conventional and oscillating combustion modes of operations at different
parameters. The temperature measurements inside the furnace at load were recorded using thermocouples with digital indicators
and the data has been used to analyze the heat transfer rate inside the furnace. Thermal boundary layer was a major concern during
the normal combustion mode in a furnace. It has ill effect on the heat transfer rate to the load. The break up of thermal boundary
layer is the result of increased heat transfer rate in the oscillating combustion from hot gases to load.
Oscillating combustion results were compared with conventional combustion results. The results showed that due to oscillations
in the fuel flow by the oscillating valve there are improvements in the performance characteristics in the oscillating combustion.
Also, the oscillating combustion results were compared with the work carried out by the GTI and ALRC. The results were found to
be in good agreement in terms of furnace efficiency, heat transfer rate and fuel costs. The results obtained during the oscillating
combustion are promising.
2% to 6% increase in efficiency,
7% to 27% of fuel savings
reduction in specific energy consumption (SEC) from 16.5% to 32%
reduced melting time and increased productivity rate with reduced flue gas volumes
It can be concluded that successful testing of oscillating combustion which recorded improvements in the performance
characteristics would directly facilitate the deployment of this technology in the process industries, heat transfer industries.

Acknowledgment

The author is grateful to the management of P.R.R.M. Engineering College, Shabad, R. R. Dist., Andhra Pradesh, India, for
providing the facilities for the execution of this experimental analysis in the Production Technology Laboratory of the Department
of Mechanical Engineering
References
Arora C.P, Text book, Heat and Mass Transfer.
Delabroy O., Louedin O., Tsiava R., Gouefflec G. Le, and Bruchet P., 2001. Oxycombustion for reheating furnaces: major benefits
based on ALROLLTM, a mature technology, AFRC/JFRC/IEA 2001 Joint Int. Combust. Symp., Hawaii, Sep. 9-12, Vol. 5, pp.
217-240.
Energy Matters, 2002. Spring Office of Industrial Technologies.
Energy Matters. 2002. National Renewable Energy Laboratory; DOE/GO-102002-1573
Fadare D.A, Bamiro, O.A., and Oni, A.O, 2009. Energy analysis for production of powered and palletized organic fertilizer in
Nigeria. ARPN Journal of Engineering and Applied Science, Vol.4, No.4, pp. 75-82.
Gupta A.K, 1997. Gas turbine combustion prospects and challenges, Energy Converts, Mgmt,Vol.38. No.10-13, pp 1311-1318.
gti-osc. combus.com.
Im H.G., Bechtold J.K. and Law C.K., 1996. Response of counter flow pre-mixed flames to oscillating strain rates. Combustion
and Flame, Vol. 105, No. 3, pp. 358-372.
John ,C and Wagner, 2004, NOx emission reduction by oscillating combustion, GTI.
Kim J., Won S.H., Shin M.K. and Chung S.H., 2002. Numerical simulation of oscillating lifted flames in co-flow jets with highly
diluted propane. Proceedings of Combustion Institute, Vol. 29, No. 2, pp. 1589-1595.
Ruiz, Roberto. et al.Oscillating combustion: An innovative NO
x
emission control approach. International Gas Research
Conference 1995: V2: 2242-2249.
Verdeja L.F, Gonzales R. and Ordonez A.. 2000. Using FEM to determine temperature distribution in a blast furnace crucible.
JOM Journal of the Minerals, Metals and Materials Society, Vol. 52, No. 2, pp. 74-77.
Wagner, C. John. 2002. Demonstration of oscillating combustion on a reheat furnace. Final Report, Reports, Publications and
Software Vol. 56: GRI- 02/0144.
www.chaos.engr.utk.edu/index.html- Research in pulse combustion (Accessed 27 April, 2010)
www. clean energy.com (Accessed 27 April, 2010).
Zheng M., Asad U., Reader G.T., Tan Y., Wang M. 2009. Energy efficiency improvement strategies for a diesel engine in low-
temperature combustion. International Journal of Energy Research, Vol. 33, No. 1, pp. 8-28.

Biographical notes

Dr.G.V.S.Rao graduated in Science and Engineering from Andhra University in 1966 and 1969 respectively. He received his Masters degree (M.E) with Thermal
Science as specialization from Regional Engineering College, Warangal in 1972 under Osmania University. He pursued in Doctorial Work and received Ph.D from
Indian Institute of Technology, Madras in 1978. He served in Research and Development of Bharath Heavy Electricals Limited (BHEL) and designed, developed
combustion system for M.H.D Power generation of a pilot plant, and National Project with participation of BHEL and BARC of DAE. For 23 years in BHEL
served in different Engineering areas and R&D. His main areas of interest are combustion, gasification and new energy developments.

J.Govardhan is a Ph.D candidate at the Department of Mechanical Engineering, Osmania University. He got his Bachelors degree in Mechanical Engineering
from Institution of Engineers (India) and Masters degree in Thermal Engineering from Delhi University. His area of research is Oscillating Combustion. He
developed an oscillating valve and incorporated it in the test equipment and studied the effects of oscillations during the combustion and its performance
characteristics such as processing time, specific energy consumption, thermal efficiency and emissions.

Received November 2009
Accepted March 2010

MultiCraft

Vol. 2, No. 2, 2010, pp. 174-190

INTERNATIONAL
JOURNAL OF
ENGINEERING,
SCIENCE AND
TECHNOLOGY

www.ijest-ng.com

Persistence and stability of a two prey one predator system

T. K. Kar
a*
and Ashim Batabyal
b

a
Department of Mathematics, Bengal Engineering and Science University, Shibpur, Howrah-711103, INDIA
b
Department of Mathematics, Bally Nischinda Chittaranjan Vidyalaya, Bally Ghoshpara, Howrah, INDIA
E-mails:(tkar1117@gmail.com, T. K. Kar),
*
Corresponding author); ashim.bat@gmail.com (Ashim Batabyal)

Abstract

The purpose of this work is to offer some mathematical analysis of the dynamics of a two prey one predator system in the
presence of a time delay due to gestation. We derived criteria which guarantee the persistence of the three species and the global
dynamics of the model system. Our study also shows that, the time delay may play a significant role on the stability of the
system. Lastly, some numerical simulations are given to illustrate analytical results.

Keywords: Prey predator, persistence, extinction, global stability, Hopf bifurcation.
AMS Subject classifications: 34C07, 34D23, 92D25.

1. Introduction

The dynamic relationship between predators and their prey has long been and will continue to be one of the dominant themes in
both ecology and mathematical ecology due to its universal existence and importance. Over the past decades, mathematics has
made a considerable impact as a tool to model and understand biological phenomena. In return, biologists have confronted the
mathematicians with a variety of challenging problems, which have stimulated developments in the theory of nonlinear differential
equations. Such differential equations have long played important role in the field of theoretical population dynamics, and they
will, no doubt, continue to serve as indispensable tools in future investigations. Differential equation models for interactions
between species are one of the classical applications of mathematics to biology. The development and use of analytical techniques
and the growth of computer power have progressively improved our understanding of these types of models. Although the
predator-prey theory has seen much progress, many long standing mathematical and ecological problems remain open.
Theoretical ecology remained silent about the astonishing array of dynamical behaviors of three species models for a long time.
Of course, the increasing number of differential equations and the increasing dimensionality raise considerable additional problems
both for the experimentalist and theoretician. Freedman and Waltman (1984) considered three level food webs two competing
predators feeding on a single prey and a single predator feeding on two competing prey species. They obtain criteria for the system
to be persistent. Kar and Chaudhuri (2004) considered a two-prey one-predator harvesting model with interference. The model is
based on Lotka-Volterra dynamics with two competing species which are affected not only by harvesting but also by the presence
of a predator, the third species. Optimal harvesting policy and the possibility of existence of a bioeconomic equilibrium is
discussed. Dubey and Upadhyay (2004) proposed a two predator one prey system with ratio dependent predator growth rate.
Criteria for local stability, instability and global stability of the non-negative equlibria are obtained. They also discussed about the
permanent co-existence of the three species. Braza (2008) considered a two predator; one prey model in which one predator
interferes significantly with the other predator is analyzed. The analysis centers on bifurcation diagrams for various levels of
interference in which the harvesting is the primary bifurcation parameter. Zhang et al. (2006) studied the stability of three species
population model consisting of an endemic prey (bird), an alien prey (rabbit) and an alien predator (cat).
It may be pointed out here that all the above studies are based on the traditional prey dependent models. Recently, it has been
observed that in some situations, especially when a predator have to search for food and have two different choice of food, a more
suitable predator-prey theory should be based on the so-called ratio-dependent theory, in which the per-capita growth rate should
be function of the ratio of prey to predator abundance, and should be the so-called predator functional response (Abrams and
Ginzburg, 2000; Akcakaya et al., 1995; Arditi et al., 1991; Arditi and Saiah, 1992).
Kar and Batabyal / International Journal of Engineering, Science and Technology, Vol. 2, No.2, 2010, pp. 174-190

175
Recently, Kesh et al. (2000) proposed and analyzed a mathematical model of two competing prey and one predator species
where the prey species follow Lotka-volterra dynamics and predator uptake functions are ratio dependent. They derived conditions
for the existence of different boundary equilibria and discussed their global stability. They also obtain sufficient conditions for the
permanence of the system. Hsu et al. (2001) studied the qualitative properties of a ratio dependent predator-prey model. They
showed that the dynamics outcome of interactions depend upon parameter values and initial data.
Three general forms of functional response are commonly used in ecological models: linear, hyperbolic, and sigmoidal. How
predators respond to changes in prey availability (functional response) is an issue of particular importance. There is evidence from
several models that the type of functional response specified can greatly affect model predictions (Gao et al., 2000; Kar and
Chaudhury, 2004).
To have a perfect model we would need to consider so many factors, namely, growth rate, death rate, carrying capacity, stage
structure, predation rate, stochasticity etc. However, it is obvious that a perfect model can not be achieved because even if we
could put all these factors in a model, the model could never predict ecological catastrophes of Mother Nature caprice. Therefore,
the best we can do is to look for analyzable model that describes as well as possible the reality.
In this paper, we shall study the dynamical behaviors of a two prey one predator system. Before we introduce the model and its
analysis we would like to present a brief sketch of the construction of the model which may indicate the biological relevance of it.

(i) There are three populations namely, two prey whose population densities are x and y, the predator whose population density
is denoted by z.
(ii) In the absence of the predator the prey population density grows according to logistic law of growth.
(iii) Two prey species are competitive in nature.
(iv) One prey is much higher in abundance and more vulnerable compare to other.
(v) Handling time for one prey is negligible, where as the predator needs sufficient handling time for other prey. These are
incorporated using Holling type I and II functional response.
(vi) There is a reaction time for predator.

On the basis of the above assumptions, our proposed model is as follows:
.
) (
) (
) (
,
) (
1
, 1
2 2 1 1
2
2
1 1
cz
t y m
z t y
b z t x b
dt
dz
y m
yz
xy a
L
y
sy
dt
dy
xz xy a
K
x
rx
dt
dx
+

+ =
+

(1)
In model (1), r and s are the intrinsic growth rate of two prey species, K and L are their carrying capacities, c is the mortality rate
coefficient of the predator, a
1
, a
2
are inter-species interference coefficient of two prey species,
1
is the first prey species
searching efficiency and
2
is the second type prey species searching efficiency of the predator, b
1
and b
2
are the conversion
factors denoting the number of newly born predators for each captured of first and second prey respectively, and m is the half
saturation co-efficient. A discrete time delay ( 0 ) is introduced to the functional response term involved with the growth
equation of predator to allow for a reaction time (Liu, 1994).
Section 2 deals with the determination of plausible steady states and their existence conditions. Dynamical behavior of these
steady states is discussed in section 3. Global stability and persistence of the system is studied in section 4. Section 5 deals with
simulation and discussion of the problem.

2. Equilibrium analysis

It can be checked that the system (1) has seven non-negative equilibria and three of them namely E
o
(0, 0, 0), E
x
(K, 0, 0), E
y
(0,
L, 0) always exist. We show the existence of other equilibria as follows:
Existence of E
xy
(x
4
*
, y
4
*
, 0)
Here x
4
*
, y
4
*
are the positive solution of the following algebraic equations.
0 1 , 0 1
2 1
=
x a
L
y
s y a
K
x
r (2)
Solving (2), we get

176

KL a a rs
K a s rL
y
KL a a rs
L a r sK
x
2 1
2
*
4
2 1
1
*
4
) (
,
) (

= (3)
Thus, the equilibrium E
xy
(x
4
*
, y
4
*
, 0) exists if ( ) L a r
1
and ( ) K a s
2
are of same sign, that is either
L a r
1
> and K a s
2
> (4a)
Or, L a r
1
< and K a s
2
< (4b)

Existence of E
yz
(0, y
5
*
, z
5
*
)
Here y
5
*
, z
5
*
are the positive solution of the following algebraic equations.
. 0 , 0 1
2 2 2
=
+
=
+

c
y m
y b
y m
z
L
y
s

(5)
Solving (5), we get
( )
*
5
*
5
2
*
5
2 2
*
5
1 and y m
L
y s
z
c b
cm
y +
=

(6)
It can be seen that E
yz
(0, y
5
*
, z
5
*
) exists if
( ) .
2 2
cm c b L > (7)
Existence of E
xz
(x
6
*
, 0, z
6
*
)
Here x
6
*
, z
6
*
are the positive solution of
. 0 , 0 1
1 1 1
= =
c x b z
K
x
r (8)
Solving (8), we get
= =
1 1 1
*
6
1 1
*
6
1 ,
Kb
c r
z
b
c
x (9)

It can be seen that E
xz
(x
6
*
, 0, z
6
*
) exists if
.
1 1
c Kb > (10)
Existence of E
xyz
(x
7
*
, y
7
*
, z
7
*
)
Here ( )
*
7
*
7
*
7
, , z y x is the positive solution of the system of algebraic equations given below:
, 0 1
1 1
=
z y a
K
x
r (11a)
, 0 1
2
2
=
+

y m
z
x a
L
y
s

(11b)
. 0
2 2 1 1
=
+
+ c
y m
y
b x b (11c)
Solving (11a) & (11b), we get
( ) , 0 , = z y f (12)
where
). ( ) ( ) )( ( ) ( ) , (
2 1 2 1 2 2
y m KLz a y m KLy a a Lz r y m y L rs y m L rKa z y f + + + + + =
Also solving (11a) & (11c), we obtain
( ) , 0 , = z y g (13)
where
( ) . ) ( ) ( } ) ( { ) ( ,
1
2
1 1 1 1 2 2 1 1
z y m b K y m y b Ka y b y m c r y m Krb z y g + + + + =
From (12) we note the following.
When z 0, then y y
a
, where

177
.
) (
2 1
2
KL a a rs
K a s rL
y
a

= (14)
We note that y
a
> 0, if the inequality (4a) holds.
Also from the equation (12), we have
1
1
B
A
dz
dy
= , where
, ) (
2 2 1 1
L r y m KL a A + =
and z a KL a a
KL
rs
y m KL
K
s
a rKL B
2 1 2 1 2 1
) 2 ( ) (
+ + = .
It is clear that 0 >
dz
dy
, if either

hold B and A ii
or B and A i
0 0 )
, 0 0 )
1 1
1 1
< <
> >
(15)
Again from (13), we note that when z 0, then y y
b
, where
,
2
4
2
2 2
2
2 2
A
C A B B
y
b
+
=
K b a A
1 1 1 2
= ,
) ( ) ( ) (
2 2 1 1 1 2 2 1 1 1 2
c b r K m a r b rc rb K m a r b B + = + = ,
( ) c K b mr C =
1 1 2
.
Clearly A2 < 0 and C
2
> 0 if the inequality (10) is satisfied.

We also have
y
g
z
g
dz
dy
= .
We note that 0 <
dz
dy
, if either

. 0 0 ) (
, 0 0 ) (
hold
z
g
and
y
g
ii
z
g
and
y
g
i
<
<
>
>
(16)
From the above analysis we note that two isoclines (12) and (13) intersect at a unique (y
7
*
, z
7
*
) if in addition to conditions (4a),
(10), (15) and (16), the inequality
y
a
< y
b
(17)
holds.
Knowing the value of y
7
*
and z
7
*
, the value of x
7
*
can be calculated from
.
) (
) (
) (
) (
1 1
*
7
*
7 2 2
1 1
*
7
*
7 2 2
*
7
*
7
b y m
y c b cm
b y m
y b y m c
x
+

=
+
+
= (18)
It may be noted that for x
7
*
to be positive, we must have
. ) (
*
7 2 2
y c b cm > (19)
This completes the existence of ) , , (
*
7
*
7
*
7
z y x E
xyz
.

3. Linear stability analysis

178

The characteristic equation for the model (1) is given by 0 = +

I e B A
,
where,
3 3
) (

=
ij
a A , z y a
K
x
r a
1 1 11
2
1
= , , ,
1 13 1 12
x a x a a = =
,
) (
2
1 ,
2
2 2
2 22 2 21
y m
yz
y m
z
x a
L
y
s a y a a
+
+
+

= =

y m
y
a
+
=
2
23

0
33 32 31
= = = a a a
1 3 3 11 12 13 21 22 23
( ) , 0, 0,
j
B b b b b b b b
= = = = = = =
z
ze b b

=
1 1 31
. c
) y m (
y b
x b b , e
) y m (
z mb
b ,
+
+ =
+
=
2 2
1 1 33
2
2
32

We first consider the case where =0:
At ( ) 0 , 0 , 0
0
E the characteristic equation becomes ( r) ( s) ( +c) =0. So, we arrive at a conclusion:
Theorem 3.1. E
o
is always a saddle node and there can not be total extinction of the system (1) for positive initial conditions
For ) 0 , 0 , (K E
x
the characteristic equation becomes ( )( )( ) , 0
1 1 2
= c Kb K a s r
and for ) 0 , 0 ( L E
y
, the characteristic equation becomes 0 ) )( (
2 2
1
=
c
L m
L b
s L a r
Observing the sign of eigenvalues we can state the following theorem:
Theorem 3.2 a) E
x
is a saddle point with locally stable manifold in x directions and with locally unstable manifold in y z plane
if s a
2
K > 0 and Kb
1
1
< c hold, but if s a
2
K < 0 and Kb
1
1
< c, then E
xz
does not exist and in that case E
x
is locally
asymptotically stable in x y z space.
b) If inequalities r a
1
L > 0 and ( ) .
2 2
cm c b L > hold then E
y
is a saddle point with locally stable manifold in y
direction and with locally unstable manifold in x z plane. But if r a
1
L < 0 and 0
2 2
<
+
c
L m
L b
, then E
yz
does not exist and in
that case E
y
is locally asymptotically stable in x y z space
For, , 0 ,
) (
,
) (
2 1
2
2 1
1

KL a a rs
K a s rL
KL a a rs
L a r sK
E
xy
the characteristic equation becomes

( ) ( )
( ) ( ) ( )
( ) ( )
( ) ( )
( ) ( )
0
0 0
2 2 1
2 1 1
2 1
1 1 1
2 2 1
2 1
2 1
2
2 1
2 2
2 1
1 1
2 1
1 1
2 1
1
=

+

+
c
Ka s rL KL a a rs m
Ka s rL b
KL a a rs
L a r sK b
Ka s rL KL a a rs m
Ka s sK
KL a a rs
s Ka rs
KL a a rs
Ka s rL a
KL a a rs
L a r sK
KL a a rs
L a r sK a
KL a a rs
) r La ( rs

One of the eigenvalue of the system is c
Ka s rL KL a a rs m
Ka s rL b
KL a a rs
L a r sK b
+

+

) ( ) (
) ( ) (
2 2 1
2 2 2
2 1
1 1 1

and sum and product of other two eigenvalues are

KL a a rs
s Ka rs
KL a a rs
r La rs
2 1
2
2 1
1
) ( ) (
and
) (
) )( (
2 1
2 1
KL a a rs
Ka s La r rs

respectively. Clearly, when the inequality (4a) holds, the sum of other two eignevalues is negative and
product is positive. But when the inequality (4b) holds then the product of other two eignevalues is negative. Hence we state out
the following theorem:
Theorem 3.3. If the inequality (4a) holds then E
xy
exists and is asymptotically stable in x y plane but if the inequality (4b) holds
then E
xy
exists and in that case it will be unstable in x-y plane. Moreover, it will be stable in x y z space if

179
c
Ka s rL KL a a rs m
Ka s rL b
KL a a rs
L a r sK b
<
+

+

) ( ) (
) ( ) (
2 2 1
2 2 2
2 1
1 1 1

(20)
For, ,
) )( / 1 (
, where ), , , 0 (
2
*
5
*
5
*
5
2 2
*
5
*
5
*
5

y m L y s
z
c b
cm
y z y E
yz
+
=
=
we state out the following theorem:
Theorem 3.4 E
yz
exists and is asymptotically stable in y z plane if the inequality

2 2 2 2
) ( mb mc c b L cm + < < (21)
holds. Also if the inequality 0 z y a r
*
5 1
*
5 1
< holds, then it will be asymptotically stable in x y z space
For ), , 0 , (
*
6
*
6
z x E
xz
where , 1 ,
1 1 1
*
6
1 1
*
6

= =
Kb
c r
z
b
c
x , the characteristic equation becomes
0
1 1
0 1 0
1 1 1
2 2
1 1
1
1 1 1
2
1 1
2
1 1 1
1
1 1
=
Kb
c
m
b
Kb
c
rb
Kb
c
m
r
b
c a
s
b
c
b
c a
Kb
rc

So as before we state out the following theorem:
Theorem 3.5 If E
xz
exists, then it is asymptotically stable in x y z space if the following inequality holds.
s
Kb
c
m
r
b
c a
>
+
1 1 1
2
1 1
2
1

(22)

Now, to investigate the local stability of interior equilibrium, we first linearize the system (1) using the following transformations
Z z z , Y y y , X x x
*
7
*
7
*
7
+ = + = + = , (23a)
where X, Y, Z is small perturbation about ( )
*
7
*
7
*
7
, , z y x E
xyz
, and then the linear form of (1) is given by

.
) (
) (
,
) (
, ) ( ) (
2 *
7
*
7
*
7 2 2
*
7
*
7 2 2
1 1
*
7
*
7 *
7
2
2 *
7
*
7 2
*
7
*
7
*
7 2
1
*
7 1
*
7
*
7
Y
y m
z y b
y m
z b
X b z Z
Z y
y m y m
Y z y
Y y
L
s
X y a Y
Z x Y a x X x
K
r
X
+
+ =
+
+
+ =
+ +
(23b)
We consider the following positive definite function
2
*
7
2 2
*
7
1 2
*
7
2 2 2
1
Z
z
d
Y
y
d
X
x
U + + = , where d
1
, d
2
are positive constants to be chosen later.
Differentiating U with respect to time t along the solution of linear model 23(b) it can be seen that
U is negative definite if we
choose ( ) . 0
) (
4 and
) (
,
1
2 *
7
*
7 2 1 2
1 2 1
*
7 1
2
1
1
2

+
+
+
= =
y m
z
L
s
K
d r
d a a
y m b
mb
d
b
d

23(c)
Hence we arrive at a conclusion:

180
Theorem 3.6 If ( ) , 0
) (
4
2 *
7
*
7 2 1 2
1 2 1

+
+
y m
z
L
s
K
d r
d a a

then ) z , y , x ( E
*
7
*
7
*
7 xyz
is locally
asymptotically stable

4. Global stability and persistence of the system

Theorem 4.1 a) If the equilibrium E
xy
exists and is locally asymptotically stable in the interior of positive quadrant of x y plane
then it will be globally asymptotically stable there.
b) If E
yz
exists and is locally asymptotically stable in y-z plane then it will be globally asymptotically stable in the region
2
+
R of y-
z plane, where . 0 ) ( , 0 , 0 : ) , (
2
2 2
> + > >

+
z
s
L
y m z y z y R
c) If E
xz
exists and is locally stable then it will be globally asymptotically stable in the positive

quadrant of x z plane
Proof. For E
xy
, let xy a
K
x
rx y x h
xy
y x H
1 1
1 ) , ( ,
1
) , (
= = and
xy a
L
y
sy y x h
2 2
1 ) , (
= .
Clearly H(x,y) > 0 in the interior of positive quadrant of x y plane. Then we have
. 0 ) ( ) ( ) , (
2 1
< =
=
xL
s
yK
r
H h
y
H h
x
y x
Clearly (x, y) does not change sign and is not identically zero in the positive quadrant of x y plane. Therefore, by
Bendixson-Dulac criterion there exists no limit cycle in the positive quadrant of x-y plane. So, if E
xy
is locally asymptotically
stable then it will be globally asymptotically stable in the interior of positive quadrant of x y plane (Hale, 1969).
For E
yz
, let
y m
yz
L
y
sy z y h
yz
z y H
+
= =
2
'
1
) 1 ( ) , ( ,
1
) , (

and
. ) , (
2 2
'
2
cz
y m
yz b
z y h
+
=

Clearly H(y, z) > 0 in the interior of the positive quadrant of y-z plane. Then we have
0
) y m (
Lz
s
) H h (
z
) H h (
y
) z , y (
2
2 '
2
'
1
<
+
+ =
= when . 0 ) (
2 2
> + z
s
L
y m

Hence E
yz
is globally asymptotically stable in the region
2
+
R of y-z plane, where
> + > >

+
0 ) ( , 0 , 0 : ) , (
2
2 2
z
s
L
y m z y z y R .
For E
xz
, let xz
K
x
rx z x h
xz
H
1
"
1
1 ) , ( ,
1

= = and z c xz b ) z , x ( h
1 1 1
"
1
= .
Clearly H(x, z) > 0 in the interior of the positive quadrant of x-z plane. Then we have
0
zK
r
) H h (
z
) H h (
x
) z , x (
"
2
"
1
< =
= in the positive quadrant of x - z plane. Hence E

xz
is globally asymptotically
stable in the positive quadrant of x - z plane
Theorem 4.2 Let the following hold
,
) )( (
4 ) (
*
7
*
7 2 1 1 2
2 1 1

+ +
+
y m y m
z d
L
s d
K
r
a d a

(24)

181
where d
1
, d
2
are same as defined in 23(c), then the positive equilibrium E
xyz
is globally asymptotically stable with respect to all
solutions initiating in the interior of
3
+
R
Proof. Consider the following positive definite function about ). , , (
*
7
*
7
*
7
z y x E
xyz

. ln ln ln
*
7
*
7
*
7 2 *
7
*
7
*
7 1 *
7
*
7
*
7

=
z
z
z z z d
y
y
y y y d
x
x
x x x V
Differentiating V with respect to t along the solution of model (1), we get

z
z
z z d
y
y
y y d
x
x
x x V

+ + = ) ( ) ( ) (
*
7 2
*
7 1
*
7
.
Using the system of equation (1), we get
) )( )( ( ) ( ) (
*
7
*
7 2 1 1
2 *
7 1
2 *
7
y y x x a d a y y
L
s
d x x
K
r
V + =

. ) (
) )( (
) )( (
) )( (
) )( (
) )( (
) (
) )( )( (
2 *
7 *
7
*
7 2 1
*
7
*
7 *
7
*
7 2 1
*
7
*
7 *
7
2 2 1 2
*
7
*
7 2 1 1 1
y y
y m y m
z d
z z y y
y m y m
y d
z z y y
y m y m
b d d m
z z x x d b
+ +
+
+ +

+ +

The above equation can further be written as

[ ]
, ) )( ( ) )( (
) ( ) )( ( ) (
*
7
*
7 23
*
7
*
7 13
2 *
7 22
*
7
*
7 12
2 *
7 11
z z y y b z z x x b
y y b y y x x b x x b V
+ +
+ + =

where, ) 1 ( ), ( ,
2 1 1 13 2 1 1 12 11
d b b a d a b
K
r
b = + = =
*
7
*
7 2 1 1 2 2 2
23 *
7
*
7 2 1 1
22
) )( (
) (
,
) )( ( y m y m
y d d b d m
b
y m y m
z d
L
s d
b
+ +

=
+ +
=

Let us choose
1
2
1
b
d = , and
) (
*
7 1
2
1
y m b
mb
d
+
= , then the sufficient condition for
.
V to be negative definite is 0
11
> b , and
0 4
22 11
2
12
b b b . (25)
We note that b
11
> 0 always. Also (24) (25),
Hence V is a Lipunov function with respect to E
xyz
.
To examine the permanence of the system (1) we shall use the method of average lyapunov function
( Gard and Hallam, 1997; Hafbauer, 1981). This method was first applied by Hutson and Vickers (1983) to ecological problems.
Let the average Liapunov function for the system (1) be (X) =
2 1
p p p
z y x , where p, p
1
and p
2
are positive constants. Clearly
in the interior of R
+
3
we have

=
+ + = =

y m
z
x a
L
y
s p z y a
K
x
r p
z
z
p
y
y
p
x
x
p
X
X
X
2
2 1 1 1
2 1
1 1
) (
) (
) (

.
2 2
1 1 2
+
+ + c
y m
y b
x b p

Let us assume that inequalities (4a), (7) and (10) hold. Also the hypothesis of theorem 4.1 holds.

182
Then E
xy
, E
yz
and E
zx
exist, further there are no periodic orbits in the interior of x y plane, x z plane and in the region R
+
2
of y
z plane.
Thus to prove the uniform persistence of the system, it is enough to show that (X) > 0 in the domain D of R
+
3
where

> + > > > 0 ) ( , 0 , 0 , 0 : ) , , (

2 2
z
s
L
y m z y x z y x D

for a suitable choice of p, p
1
and p
2
> 0.
That is one that has to satisfy the following conditions.
0 ) (
2 1
> + = c p s p pr E
o
, 26(a)
0 ) ( ) ( ) (
1 1 2 2 1 2 1 1 2 2 1 1
> + = + = c K b p K a s p c p K b p K a p s p E
x
, 26(b)
0 ) ( ) (
2 2
2 1
2 2
2 1
>

+
+ =

+
+ = c
L m
L b
p L a r p c
L m
L b
p L pa pr E
y

, 26(c)
0
) ( ) (
) ( ) (
) (
2 2 1
2 2 2
2 1
1 1 1
2
>

= c
Ka s rL KL a a rs m
Ka s rL b
KL a a rs
L a r sK b
p E
xy

, 26(d)
0
) (
1 ) (
2 2 2 2 2
1
2 2
1
>
=
c b
cm
m
c b L
cm s
c b
cm a
r p E
yz

, 26(e)
0 1 ) (
1 1 1
2
1 1
2
1
>
Kb
c
m
r
b
c a
s p E
xz
. 26(f)
We note that by increasing p to sufficiently large value, (E
o
) can be made positive. Thus inequality 26(a) holds. Inequalities (4a)
& (10) imply that 26(b) holds. So we state out the following theorem.
Theorem 4. 3 In addition to inequalities (4a) and (10) let the hypotheses of theorem 4.1 hold, and then the system (1) is
uniformly persistent if the following inequalities hold
c
Ka s rL KL a a rs m
Ka s rL b
KL a a rs
L a r sK b
>

+

) ( ) (
) ( ) (
2 2 1
2 2 2
2 1
1 1 1

, 27(a)

>
c b
cm
m
c b L
cm
s
c b
cm a
r
2 2 2 2 2
1
2 2
1
) (
1

, 27(b)
0 1
1 1 1
2
1 1
2
>
Kb
c
r
m b
c a
s 27(c)

Theorem 4. 4. If 23(c) holds, then the equilibrium E
xyz
is asymptotically stable for <
o
and unstable for >
o
. Further, as
increases through
o,
, E
xyz
(x
7
*
, y
7
*
, z
7
*
) bifurcates into small amplitude periodic solutions, where
o
=
on
as n = 0

.
Proof. The characteristic equation for the case where 0 is given by
3
+
2
(A + B) + (AB -C) + e
-
{ (D+E) + AD + BE F} = 0 28(a)
where A= ( r/K )x
*
7
, B= , , ) /( ) ( ) / (
*
7
*
7 2 1
2 *
7
*
7
*
7 2
*
7
y x a a C y m z y y L s = +
( ) ( ) . ) /( } ) ( ){ ( , , /
2 *
7
*
7 1 1 2 2 1 1
*
7
*
7
*
7 2 1
*
7
*
7
2
1 1
3
*
7
*
7
*
7
2
2 2
y m y b a b a b a m z y x F z x b E y m z y mb D + + + = = + =
Now = i (> 0) in 28(a) gives

-i
3
-
2
(A + B) + i (AB -C) + (cos - i sin ){i(D+E)+ AD + BE F} = 0.

Comparing real and imaginary parts we get,

3
+ (AB -C) = (AD + BE F) sin - (D+E) cos , 28(b)

2
(A + B) = (D+E) sin (AD + BE F) cos . 28(c)
Squaring and adding 28(b) and 28(c) we get,
6
+ Q
1
4
+ Q
2
2
+ Q
3
= 0, 28(d)
where, . ) ( }, ) ( ) {( ), 2 (
2
3
2 2
2
2 2
1
F BE AD Q E D C AB Q C B A Q + = + = + + =

183
So equation 28(d) has unique positive solution
o
2
irrespective of the sign of
2
Q , as
1
Q > 0
and
3
Q < 0. Now, from 28 (b) and 28 (c) we get,
2 2 2
2 4
) ( ) (
)} )( ( ) )( {( ) (
cos
F BE AD E D
E D C AB F BE AD B A E D
+ + +
+ + + + +
=

. 28(e)
So, corresponding to = i
0
, there exists
0n
such that,

0
2 2 2
2 4
0
0
2
) ( ) (
) )( ( ) )( {( ) (
cos
1
n
F BE AD E D
E D C AB F BE AD B A E D
arc
n
+
+ + +
+ + + + +
= . 28(f)
n= 0, 1, 2, - - - - -

Now differentiation of 28(a) with respect to gives,

+ + +
+
+
+ + +
+ + +
=
} ) ( { } ) ( {
) ( ) ( 2 3
2
1
F BE AD E D
E D
F BE AD E D e
C AB B A
d
d

+ + +
+
+
+ + +
+ + +
=

} ) ( { } ) ( {
) ( ) ( 2 3
2
2 3
F BE AD E D
E D
F BE AD E D e
C AB B A

=
+ + +
+
+
+ + +
+ + + + +
} ) ( { } ) ( {
} ) ( { ) ( 2
2
2 3
F BE AD E D
E D
F BE AD E D e
F BE AD E D e B A

=

+ + +
+
+
+ + +
+ +
2 2 3 2
2 3
1
} ) ( { )} ( ) ( {
) ( 2
F BE AD E D
E D
C AB B A
B A

=

+ + +
+
+ + +
+ +
} ) ( { )} ( ) ( {
) ( 2
2 2 { 2
2
F BE AD E D
F BE AD
C AB B A
B A

0 0
2
0 0
2
0 0
0
1
)} ( ) {( )} ( ) ( {
) ( 2
0

i E D i F BE AD
F BE AD
C AB B A i
B A i
d
d
i
+ + +
+
+
+ + +
+ +
=

=

=
0
2
0
2 2 2
0
0
2 2
0
2 2
0 0
0
2
0 0
} ) ( ) {(
)} ( ) ){( (
} ) ( ) {(
)} ( )}{ ( 2 {

i
E D F BE AD
E D i F BE AD F BE AD
B A C AB
B A i C AB B A i
+
+ + +
+ + +
+
+ +
+ + +
.
+ + +
+
+
+ +
+ + +
=

=
} ) ( ) {(
) (
) ( ) (
2 ) 2 (
Re
2
0
2 2 2
0
2
2 2
0
2 2
0
2
0
2 2
1
0

E D F BE AD
F BE AD
B A C AB
C B A
d
d
i
> 0. Therefore the
transversability condition holds and hence Hopf-bifurcation occurs at =
o
. This completes the proof.

5. Simulation and discussion

In this paper we studied the dynamical behaviors of a two prey one predator system. . Holling type I response function is taken to
represent the interaction between one of the prey and predator. The interaction between the other prey and the predator is assumed
to be governed by a Holling type II response function. Such different choices of functional responses may be particularly useful
when handling time for one prey is negligible, whereas the predator needs sufficient handling time for other prey. A good example
of a two prey one predator system is minke whale (predator) and two of its main prey juvenile herring and capelin.
To illustrate the results numerically, choose r=3.5, K=150, a
1
=0.001, w
1
=0.24, s=4.5, L=150, a
2
=0.1, w
2
=0.21, m=15, b
1
=0.5,
b
2
=0.6, c=3.9 in appropriate units.
With the above parameter values, system (1) has a positive equilibrium (31.72, 42.89, 11.32), which is globally asymptotically
stable (see Figs. 1, 2).

184
0 2 4 6 8 10 12 14 16 18 20
0
50
100
150
time
p
o
p
u
l
a
t
i
o
n
s
x
y
z

Fig.1. Time evolution of all the population for the model system (1).
Population converges to the positive equilibrium (31.72, 42.89, 11.32).

0
20 40
60
80
100
120
0
100
200
0
20
40
60
80
100
120
y
x
z

Fig.2. Phase portrait of the system (1), corresponding to different initial levels. The figure clearly indicates that the interior
equilibrium point (31.72, 42.89, 11.32) is globally asymptotically stable.

Often we come across several biological systems in nature exhibiting cycle behavior. Due to this cyclic nature some population
exhibit periodic fluctuation in abundance, with periodic crashes. One could avoid such crashes and stabilize the population by
controlling one of the interacting species. (Hudson et al., 1998). Thus it is relevant to find conditions under which a multispecies
system exhibits cyclic behavior and it is equally important to find conditions under which cycles can be prevented in a
multispecies system.
By using Lius criterion (see appendix) It is interesting to observe that, when the inter-species interference co-efficient a
1
of two
prey species is increased, the positive equilibrium losses its stability and a Hopf- bifurcation occurs when a
1
passes a critical value.
With parameter values r=3.5, K=150, w
1
=0.24, s=4.5, L=150, a
2
=0.2731614, w
2
=0.21, m=15, b
1
=0.5, b
2
=0.6, c=1.7 in
appropriate units, a super critical Hopf bifurcation occurs when a
1
*=0.01981331. Now, if we gradually increase the value of a
1
,
keeping other parameters fixed, then E
xyz
losses its stability as a
1
crosses its critical value a
1
*
=0.01981331 (see Figs 2-4).

185
0 10 20 30 40 50 60 70 80 90 100
0
5
10
15
20
25
30
35
time
p
o
p
u
l
a
t
i
o
n
s
x
y
z

Fig. 3. When a
1
=0.01<a
1
*, clearly the populations approach their equilibrium values in finite time. Here parameter values are
r=3.5, K=150, w
1
=0.24, s=4.5, L=150, a
2
=0.273164, w
2
=0.21, m=15, b
1
=0.5, b
2
=0.6, c=1.7 in appropriate units.
0 10 20 30 40 50 60 70 80 90 100
0
5
10
15
20
25
30
35
40
45
time
p
o
p
u
l
a
t
i
o
n
s

Fig.4. Unstable solution of system (1). Here all the parameters are same as in Fig.3. except a
1
= 0.025>a
1
*.

186
0 10 20 30 40 50 60 0
20
40
0
5
10
15
20
25
30
35
x
y
z

Fig.5. For a
1
= a
1
*, there is a limit cycle near E
xyz
.
Also as before we can consider c (the mortality rate co-efficient of the predator) as the bifurcation parameter. With parameter
values r=3.5, K=150, w
1
=0.24, s=4.5,L=150, a
1
=0.015, a
2
=0.27, w
2
=0.21, m=9.0, b
1
=0.5, b
2
=0.6 in appropriate units, a
supercritical Hopf bifurcation occurs when c* = 1.674233.
0 10 20 30 40 50 60 70 80 90 100
0
5
10
15
20
25
30
35
40
time
p
o
p
u
l
a
t
i
o
n
s
x
y
z

Fig.6. When c= 1.7 >c*, clearly the populations approach their equilibrium values in finite time .Here
parameters values are r=3.5, K=150, w
1
=0.24, s=4.5, L=150, a
1
=0.015, a
2
=0.27, w
2
=0.21, m=9.0, b
1
=0.5,
b
2
=0.6 in appropriate units.

187
0 10 20 30 40 50 60 70 80 90 100
0
5
10
15
20
25
30
35
40
45
time
p
o
p
u
l
a
t
i
o
n
s

Fig.7. Unstable solutions of system (10). Here all the parameters are same as Fig.6. except c = 1.5<c*.

0
10
20
30
40
50
60
0
20
40
60
0
5
10
15
20
25
30
35
y
x
z

Fig.8. For c = c* there is a limit cycle near E
xyz
.

The numerical study presented here shows that, using parameter a
1
or c as control, it is possible to break unstable behaviour of
the system (1) and drive it to a stable state. In the similar fashion we can consider a
2
as a control parameter. Also it is possible to
keep the population levels at a required state using the above control. So, we see that in our model dynamics competition plays an
important role.
Our results established criteria which guarantee the persistence of the three species and the global dynamics of the model system.
It has long been recognized that most of the studies of continuous time deterministic models reveal two basic patterns: approach
to an equilibrium or to a limit cycle. The basic rationale behind such type of analysis was the implicit assumption that most food
chains we observe in nature correspond to stable equilibria of the model. From this viewpoint, we presented the stability and
bifurcation of the most important equilibrium point E
xyz
. We see that E
xyz
(x
7
*
, y
7
*
, z
7
*
) is locally asymptotically stable in the
absence of delay. Now for the same values of parameters as for the first figure, it is seen from the Theorem 4.4, that there exists a
critical value of =
0
=0.0726532 and E
xyz
losses its stability as crosses the critical value
0.

188
We have also given some graphical representation in favors of our numerical results.
0 20 40 60 80 100 120 140 160 180 200
0
10
20
30
40
50
60
x
y
z
=0.06
time
p
o
p
u
l
a
t
i
o
n
s

Fig.9. When =0.06 <
0,
clearly the populations approach their equilibrium values in finite time.
0 20 40 60 80 100 120 140 160 180 200
0
10
20
30
40
50
60
70
80
90
=0.08
time
p
o
p
u
l
a
t
i
o
n
s

Fig.10. Unstable solution of system (1). Here all the parameters are same as in figure 1, except =0.08 >
0.

189
0
20
40
60
80
100
120
0
50
100
0
10
20
30
40
50
60
x
Tau=0.0726532
y
z

Fig.11. For =
0
= 0.0726532, there is a limit cycle near E
xyz
.

In most of the ecosystems, population of one species does not respond instantaneously to the interactions with other species. To
incorporate this idea in modeling approach, the time delay models have been developed. Our result indicates the fact that a
sufficient large time delay has ability to destabilize the model system. Considering gestation delay as a bifurcation parameter we
have shown that the system undergoes Hopf-bifurcation as passes through its critical value
0
from lower to higher and
individual population exhibit small amplitude oscillations around their steady-state value.

Appendix. Liu (1994), derived a criteria of Hopf bifurcation without using the eigenvalues of the variational matrix of the interior
equilibrium point. We specify below the Lius criterion.
Lius criterion: If the characteristic equation of the interior equilibrium point is given by,
, 0 ) ( ) ( ) (
3 2
2
1
3
= + + + a a a where ) ( ), ( ) ( ) ( ) ( ), (
3 3 2 1 1
a a a a a = are smooth function of in an
open interval about R
*
such that
(I) 0 ) ( , 0 ) ( , 0 ) (
*
3
* *
1
> = > a a
(II) , 0
*
=
d
d
then a simple Hopf bifurcation occurs at =
*
.

References

Abrams P. A and Ginzburg L. R., 2000. The nature of predation: prey dependent, ratio dependent or neither. Trends in Ecology
and Evolution, Vol.15, pp. 337-341.
Akcakaya H. R., Arditi R. and Ginzburg L. R., 1995. Ratio-dependent predition: an abstraction that works. Ecology, Vol.76, pp.
995-1004.
Arditi R., Ginzburg L. R. and Akcakaya H. R., 1991. Variation in plankton density among lakes: a case of ratio dependent
models. American Naturalist, Vol. 138, pp. 1287 1296.
Arditi R. and Saiah H., 1992. Empirical evidence of the role of heterogeneity in ratio dependent consumption. Ecology, Vol.73,
pp. 1544-1551.
Braza P. A., 2008. A dominant predator, a predator, and a prey. Mathematical Biosciences and Engineering, Vol.5, No. 1 , pp.
61-73.
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Modelling and Control, Vol. 9, No. 4, pp. 307-329.
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Gao H., Wei H., Sun W. and Zhai X., 2000. Functions used in biological models and their influence on simulations. Indian Journal
of Marine Science, Vol.29, pp. 230-237.
Gard T. C. and Hallam T. G., 1997. Persistence in food webs -1, Lotka -Volterra food chains. Bull. Math. Biol., Vol. 41, pp. 877-
891.
Hafbauer J., 1981. A general cooperation theorem for hyper cycles. Monatsh Math., Vol. 91, pp. 233-240.
Hale J. K., 1969. Ordinary Differential Equations, Johan Wiley & Sons, New York.
Hsu S. B., Hwang T. W., Kuang Y., 2001. Rich dynamics of a ratio-dependent one prey two predators model. J. Math. Biol.,
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Hudson P. J., Dobson A. P. and Newborn D., 1998. Prevention of population cycles by parasite removal. Science, Vol. 282, pp.
2256-2258.
Hutson V. and Vickers G. T., 1983. A criterion for permanent coexistence of species with an application to two prey, one predator
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Acknowledgement

Research of T. K. Kar is supported by the Council of Scientific and Industrial Research (C S I R), India (Grant no. 25(0160)/ 08 /
EMR-II dated 17.01.08)

Biographical notes

Dr. T. K. Kar is an Associate Professor at the Department of Mathematics, Bengal Engineering and Science University, Shibpur, in India. His research interests
include Dynamical systems, stability and bifurcation theory, population dynamics, mathematical modeling in ecology and epidemiology, management and
conservation of fisheries, bioeconomic modeling of renewable resources. He wrote around 60 academic papers on those topics. He also supervised several students
of master and doctor degree.

Ashim Batabyal is an assistant teacher of Mathematics, Bally Nischinda Chittaranjan vidyalaya, Howrah, in India. He is currently doing his Ph.D. under the
guidance of Dr. T. K. Kar in the Department of Mathematics, Bengal Engineering and Science University, Shibpur, India. His research topic is Mathematical
modelling on the dynamics of ecological systems with special emphasis on epidemiological problems. He has obtained his post graduate degree in Mathematics
from the University of Burdwan in 1995.

Received January 2010
Accepted March 2010



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, here, 1, 2,................, . j n = (12)

has been calculated for different values of

. This choice represents the case of

we show a sequence of solution surfaces depending on the independent variable x

GS are consequences of the relation

to approximate the FWD backcalculation

GS are consequences of the relation

confined in the boundary layer

= . Hence (10) reduces to

is approximately equal to , we obtain the momentum equations as follows:

= t Sin t Sin Cos

> + > >

> + > >

= in the positive quadrant of x - z plane. Hence E

> + > > > 0 ) ( , 0 , 0 , 0 : ) , , (

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