Sultan Hussain

This work is devoted to a stochastic model on the spread and control of corona virus (COVID-19), in which the total population of a corona infected area is divided into susceptible, infected, and recovered classes. In reality, the number of individuals who get disease, the number of deaths due to corona virus, and the number of recovered are stochastic, because nobody can tell the exact value of these numbers in the future. The models containing these terms must be stochastic. Such numbers are estimated and counted by a random process called a Poisson process (or birth process). We construct an SIR-type model in which the above numbers are stochastic and counted by a Poisson process. To understand the spread and control of corona virus in a better way, we first study the stability of the corresponding deterministic model, investigate the unique nonnegative strong solution and an inequality managing of which leads to control of the virus. After this, we pass to the stochastic model and show the existence of a unique strong solution. Next, we use the supermartingale approach to investigate a bound managing of which also leads to decrease of the number of infected individuals. Finally, we use the data of the COVOD-19 in USA to calculate the intensity of Poisson processes and verify our results.

In this work, we consider a disturbed electrically conductive fluid between two parallel planes and study the stability of the fluid after applying a uniform magnetic field on it. We obtain a modified form of Orr-Sommerfeld system of equation and then use QZ (Qualitat and Zuverlassigkeit) technique to obtain neutral curves. We investigate the critical Reynolds numbers for large domain of Hartmann Number. Next we show that for particular values of oblique angle, Couette flow destabilizes in some range of magnetic field. We also show that the area of stability changes with change oblique angle, Hartmann number, Reynolds number and wave number. We also find that the instability region for Couette flow has conic type shape. It is found that magnetic field provides a stabilizing impact to the flow, and the extent of this impact is demonstrated for a range of Reynolds numbers. From numerical simulations, it is observed that a magnetic field with a specific magnitude stabilizes the Hartmann flow.

This study investigates the linear stability of the Hartmann layers of an electrically conductive fluid between parallel plates under the impact of a transverse magnetic field. The corresponding Orr–Sommerfeld equations are numerically solved using Chebyshev’s pseudo-spectral method with Chebyshev polynomial expansion. The QZ algorithm is applied to find neutral linear instability curves. Details of the instability are evaluated by solving the generalized Orr–Sommerfeld system, allowing growth rates to be determined. The results confirm that a magnetic field provides a stabilizing impact to the flow, and the extent of this impact is demonstrated for a range of Reynolds numbers. From numerical simulations, it is observed that a magnetic field with a specific magnitude stabilizes the Hartmann flow. Further, the critical Reynolds number increases rapidly when the Hartmann number is greater than 0.7. Finally, it is shown that a transverse magnetic field overcomes the instability in the flow.

We study the electrically conducting fluid stability of magnetohydrodynamic flow between parallel plates by Chebyshev collocation method by applied transverse magnetic field. Temporal growth is obtained by the governing equations. The results show that the dominating factor is the change in shape of the undisturbed velocity profile caused by the magnetic field, which depends only on the Hartmann number. The stability equations is solved by QZ-algorithm to find the eigenvalue problem. The numerical calculation show that Magnetic field with particular magnitude destabilizes Couette flow while other magnitude stabilize the flow. It is also analyzed that Re_c decreases rapidly to the minimum value for Hartmann number Ha greater than 3.887 and increases steadily from Hartmann number Ha (>5.559). It is observed that critical Reynolds number Re_c is larger as Hartmann number decreases from Ha=3.887. The two critical Reynolds numbers in the elliptic curves are found for different values of Hartmann number.

We consider discrete time hedging error of the American put option in case of brusque fluctuations in the price of assets. Since continuous time hedging is not possible in practice so we consider discrete time hedging process. We show that if the proportions of jump sizes in the asset price are identically distributed independent random variables having finite moments then the value process of the discrete time hedging uniformly approximates the value process of the corresponding continuous-time hedging in the sense of L1 and L2-norms under the real world probability measure.