Bessel's Differential Equation and Its Hyers-Ulam Stability
Directory of Open Access Journals (Sweden)
Kim Byungbae
2007-01-01
Full Text Available We solve the inhomogeneous Bessel differential equation and apply this result to obtain a partial solution to the Hyers-Ulam stability problem for the Bessel differential equation.
Bessel's Differential Equation and Its Hyers-Ulam Stability
Directory of Open Access Journals (Sweden)
Soon-Mo Jung
2007-12-01
Full Text Available We solve the inhomogeneous Bessel differential equation and apply this result to obtain a partial solution to the Hyers-Ulam stability problem for the Bessel differential equation.
Identities involving Bessel polynomials arising from linear differential equations
Kim, Taekyun; Kim, Dae San
2016-01-01
In this paper, we study linear di?erential equations arising from Bessel polynomials and their applications. From these linear differential equations, we give some new and explicit identities for Bessel polynomials.
Conformable Fractional Bessel Equation and Bessel Functions
Gökdoğan, Ahmet; Ünal, Emrah; Çelik, Ercan
2015-01-01
In this work, we study the fractional power series solutions around regular singular point x=0 of conformable fractional Bessel differential equation and fractional Bessel functions. Then, we compare fractional solutions with ordinary solutions. In addition, we present certain property of fractional Bessel functions.
YADOLLAH ORDOKHANI; HANIYE DEHESTANI
2015-01-01
In this paper a collocation method based on the Bessel-hybrid functions is used for approximation of the solution of linear Fredholm-Volterra integro-differential equations (FVIDEs) under mixed conditions. First, we explain the properties of Bessel-hybrid functions, which are combination of block-pulse functions and Bessel functions of first kind. The method is based upon Bessel-hybrid approximations, so that to obtain the operational matrixes and approximation of functions we use the tran...
Directory of Open Access Journals (Sweden)
YADOLLAH ORDOKHANI
2015-12-01
Full Text Available In this paper a collocation method based on the Bessel-hybrid functions is used for approximation of the solution of linear Fredholm-Volterra integro-differential equations (FVIDEs under mixed conditions. First, we explain the properties of Bessel-hybrid functions, which are combination of block-pulse functions and Bessel functions of first kind. The method is based upon Bessel-hybrid approximations, so that to obtain the operational matrixes and approximation of functions we use the transfer matrix from Bessel-hybrid functions to Taylor polynomials. The matrix equations correspond to a system of linear algebraic equations with the unknown Bessel-hybrid coefficients. Present results and comparisons demonstrate our estimate have good degree of accuracy.
The Bessel polynomials and their differential operators
International Nuclear Information System (INIS)
Differential operators associated with the ordinary and the generalized Bessel polynomials are defined. In each case the commutator bracket is constructed and shows that the differential operators associated with the Bessel polynomials and their generalized form are not commutative. Some applications of these operators to linear differential equations are also discussed. (author). 4 refs
Institute of Scientific and Technical Information of China (English)
FAN Hong-Yi; WANG Yong
2006-01-01
With the help of Bose operator identities and entangled state representation and based on our previous work [Phys. Lett. A 325 (2004) 188] we derive some new generalized Bessel equations which also have Bessel function as their solution. It means that for these intricate higher-order differential equations, we can get Bessel function solutions without using the expatiatory power-series expansion method.
Time-reversal and the Bessel equation
Alfinito, Eleonora; Vitiello, Giuseppe
2015-07-01
The system of two damped/amplified oscillator equations is of widespread interest in the study of many physical problems and phenomena, from inflationary models of the Universe to thermal field theories, in condensed matter physics as well in high energy physics, and also in neuroscience. In this report we review the equivalence, in a suitable parametrization, between such a system of equations and the Bessel equations. In this connection, we discuss the breakdown of loop-antiloop symmetry, its relation with time-reversal symmetry and the mechanism of group contraction. Euclidean algebras such as e(2) and e(3) are also discussed in relation with Virasoro-like algebra.
Bessel functions and equations of mathematical physics
Epelde García, Markel
2016-01-01
The aim of this dissertation is to introduce Bessel functions to the reader, as well as studying some of their properties. Moreover, the final goal of this document is to present the most well- known applications of Bessel functions in physics.
Introduction to linear algebra and differential equations
Dettman, John W
1986-01-01
Excellent introductory text focuses on complex numbers, determinants, orthonormal bases, symmetric and hermitian matrices, first order non-linear equations, linear differential equations, Laplace transforms, Bessel functions, more. Includes 48 black-and-white illustrations. Exercises with solutions. Index.
Fractional Solutions of Bessel Equation with N-Method
Erdal Bas; Resat Yilmazer; Etibar Panakhov
2013-01-01
This paper deals with the design fractional solution of Bessel equation. We obtain explicit solutions of the equation with the help of fractional calculus techniques. Using the N-fractional calculus operator N ν method, we derive the fractional solutions of the equation.
Tricomi, FG
2012-01-01
Based on his extensive experience as an educator, F. G. Tricomi wrote this practical and concise teaching text to offer a clear idea of the problems and methods of the theory of differential equations. The treatment is geared toward advanced undergraduates and graduate students and addresses only questions that can be resolved with rigor and simplicity.Starting with a consideration of the existence and uniqueness theorem, the text advances to the behavior of the characteristics of a first-order equation, boundary problems for second-order linear equations, asymptotic methods, and differential
Hochstadt, Harry
2012-01-01
Modern approach to differential equations presents subject in terms of ideas and concepts rather than special cases and tricks which traditional courses emphasized. No prerequisites needed other than a good calculus course. Certain concepts from linear algebra used throughout. Problem section at end of each chapter.
Bessel equation as an operator identity's matrix element in quantum mechanics
International Nuclear Information System (INIS)
We study the well-known Bessel equation itself in the framework of quantum mechanics. We show that the Bessel equation is a spontaneous result of an operator identity's matrix element in some definite entangled state representations, which is a fresh look. Application of this operator formalism in the Hankel transform of Laplace equation is presented
Ultradiscrete limit of Bessel function type solutions of the Painlev\\'{e} III equation
Isojima, Shin
2014-01-01
An ultradiscrete analog of the Bessel function is constructed by taking the ultradiscrete limit for a $q$-difference analog of the Bessel function. Then, a direct relationship between a class of special solutions for the ultradiscrete Painlev\\'{e} III equation and those of the discrete Painlev\\'{e} III equation which have a determinantal structure is established.
McDonald, Kirk T
2000-01-01
Scalar Bessel beams are derived both via the wave equation and via diffraction theory. While such beams have a group velocity that exceeds the speed of light, this is a manifestation of the "scissors paradox" of special relativty. The signal velocity of a modulated Bessel beam is less than the speed of light. Forms of Bessel beams that satisfy Maxwell's equations are also given.
On Generalized Fractional Kinetic Equations Involving Generalized Bessel Function of the First Kind
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Dinesh Kumar
2015-01-01
Full Text Available We develop a new and further generalized form of the fractional kinetic equation involving generalized Bessel function of the first kind. The manifold generality of the generalized Bessel function of the first kind is discussed in terms of the solution of the fractional kinetic equation in the paper. The results obtained here are quite general in nature and capable of yielding a very large number of known and (presumably new results.
One some differential subordination involving the Bessel-Struve kernel function
Saiful R. Mondal; Dhuian, Mohamed Al
2016-01-01
In this article we study the inclusion properties of the Bessel-Struve kernel functions in the Janowski class. In particular, we find the conditions for which the Bessel-Struve kernel functions maps the unit disk to right half plane. An open problem in this aspect are also given. The third order differential subordination involving the Bessel-Struve kernel is also considered. The results are derived by defining suitable classes of admissible functions. One of the recurrence relation of the Be...
Institute of Scientific and Technical Information of China (English)
Mehmet Zeki SARIKAYA; Hüseyin YILDIRIM
2009-01-01
In this paper, we define the generalized Gauss-Weierstrass semigroups with Weierstrass kernel, and give some of their properties. Using them, we study the inversion formulas for the general-ized Riesz and Bessel potentials, generated by the generalized shift operators and associated with the Laplace Bessel differential operator.
Directory of Open Access Journals (Sweden)
Giuseppe Dattoli
1996-05-01
Full Text Available q analog of bessel functions, symmetric under the interchange of q and q^ −1 are introduced. The definition is based on the generating function realized as product of symmetric q-exponential functions with appropriate arguments. Symmetric q-Bessel function are shown to satisfy various identities as well as second-order q-differential equations, which in the limit q → 1 reproduce those obeyed by the usual cylindrical Bessel functions. A brief discussion on the possible algebraic setting for symmetric q-Bessel functions is also provided.
Partial Differential Equations
1988-01-01
The volume contains a selection of papers presented at the 7th Symposium on differential geometry and differential equations (DD7) held at the Nankai Institute of Mathematics, Tianjin, China, in 1986. Most of the contributions are original research papers on topics including elliptic equations, hyperbolic equations, evolution equations, non-linear equations from differential geometry and mechanics, micro-local analysis.
On hitting times, Bessel bridges and Schrödinger’s equation
Hernandez-del-Valle, Gerardo
2013-01-01
In this paper we establish relationships between four important concepts: (a) hitting time problems of Brownian motion, (b) 3-dimensional Bessel bridges, (c) Schr\\"odinger's equation with linear potential, and (d) heat equation problems with moving boundary. We relate (a) and (b) by means of Girsanov's theorem, which suggests a strategy to extend our ideas to problems in $\\mathbb{R}^n$ and general diffusions. This approach also leads to (c) because we may relate, through a Feynman-Kac represe...
Ordinary differential equations
Greenberg, Michael D
2014-01-01
Features a balance between theory, proofs, and examples and provides applications across diverse fields of study Ordinary Differential Equations presents a thorough discussion of first-order differential equations and progresses to equations of higher order. The book transitions smoothly from first-order to higher-order equations, allowing readers to develop a complete understanding of the related theory. Featuring diverse and interesting applications from engineering, bioengineering, ecology, and biology, the book anticipates potential difficulties in understanding the various solution steps
Differential equations for dummies
Holzner, Steven
2008-01-01
The fun and easy way to understand and solve complex equations Many of the fundamental laws of physics, chemistry, biology, and economics can be formulated as differential equations. This plain-English guide explores the many applications of this mathematical tool and shows how differential equations can help us understand the world around us. Differential Equations For Dummies is the perfect companion for a college differential equations course and is an ideal supplemental resource for other calculus classes as well as science and engineering courses. It offers step-by-step techniques, practical tips, numerous exercises, and clear, concise examples to help readers improve their differential equation-solving skills and boost their test scores.
Ladder operators and recursion relations for the associated Bessel polynomials
International Nuclear Information System (INIS)
Introducing the associated Bessel polynomials in terms of two non-negative integers, and under an integrability condition we simultaneously factorize their corresponding differential equation into a product of the ladder operators by four different ways as shape invariance symmetry equations. This procedure gives four different pairs of recursion relations on the associated Bessel polynomials. In spite of description of Bessel and Laguerre polynomials in terms of each other, we show that the associated Bessel differential equation is factorized in four different ways whereas for Laguerre one we have three different ways
Ladder operators and recursion relations for the associated Bessel polynomials
Fakhri, H.; Chenaghlou, A.
2006-10-01
Introducing the associated Bessel polynomials in terms of two non-negative integers, and under an integrability condition we simultaneously factorize their corresponding differential equation into a product of the ladder operators by four different ways as shape invariance symmetry equations. This procedure gives four different pairs of recursion relations on the associated Bessel polynomials. In spite of description of Bessel and Laguerre polynomials in terms of each other, we show that the associated Bessel differential equation is factorized in four different ways whereas for Laguerre one we have three different ways.
Ladder operators and recursion relations for the associated Bessel polynomials
Energy Technology Data Exchange (ETDEWEB)
Fakhri, H. [Institute for Studies in Theoretical Physics and Mathematics (IPM), PO Box 19395-5531, Tehran (Iran, Islamic Republic of) and Department of Theoretical Physics and Astrophysics, Physics Faculty, Tabriz University, PO Box 51666-16471, Tabriz (Iran, Islamic Republic of)]. E-mail: hfakhri@ipm.ir; Chenaghlou, A. [Institute for Studies in Theoretical Physics and Mathematics (IPM), PO Box 19395-5531, Tehran (Iran, Islamic Republic of) and Physics Department, Faculty of Science, Sahand University of Technology, PO Box 51335-1996, Tabriz (Iran, Islamic Republic of)]. E-mail: a.chenaghlou@sut.ac.ir
2006-10-30
Introducing the associated Bessel polynomials in terms of two non-negative integers, and under an integrability condition we simultaneously factorize their corresponding differential equation into a product of the ladder operators by four different ways as shape invariance symmetry equations. This procedure gives four different pairs of recursion relations on the associated Bessel polynomials. In spite of description of Bessel and Laguerre polynomials in terms of each other, we show that the associated Bessel differential equation is factorized in four different ways whereas for Laguerre one we have three different ways.
Ordinary differential equations
Pontryagin, Lev Semenovich
1962-01-01
Ordinary Differential Equations presents the study of the system of ordinary differential equations and its applications to engineering. The book is designed to serve as a first course in differential equations. Importance is given to the linear equation with constant coefficients; stability theory; use of matrices and linear algebra; and the introduction to the Lyapunov theory. Engineering problems such as the Watt regulator for a steam engine and the vacuum-tube circuit are also presented. Engineers, mathematicians, and engineering students will find the book invaluable.
Solving Ordinary Differential Equations
Krogh, F. T.
1987-01-01
Initial-value ordinary differential equation solution via variable order Adams method (SIVA/DIVA) package is collection of subroutines for solution of nonstiff ordinary differential equations. There are versions for single-precision and double-precision arithmetic. Requires fewer evaluations of derivatives than other variable-order Adams predictor/ corrector methods. Option for direct integration of second-order equations makes integration of trajectory problems significantly more efficient. Written in FORTRAN 77.
Nonlinear differential equations
International Nuclear Information System (INIS)
This report is the text of a graduate course on nonlinear differential equations given by the author at the University of Wisconsin-Madison during the summer of 1987. The topics covered are: direction fields of first-order differential equations; the Lie (group) theory of ordinary differential equations; similarity solutions of second-order partial differential equations; maximum principles and differential inequalities; monotone operators and iteration; complementary variational principles; and stability of numerical methods. The report should be of interest to graduate students, faculty, and practicing scientists and engineers. No prior knowledge is required beyond a good working knowledge of the calculus. The emphasis is on practical results. Most of the illustrative examples are taken from the fields of nonlinear diffusion, heat and mass transfer, applied superconductivity, and helium cryogenics
Beginning partial differential equations
O'Neil, Peter V
2011-01-01
A rigorous, yet accessible, introduction to partial differential equations-updated in a valuable new edition Beginning Partial Differential Equations, Second Edition provides a comprehensive introduction to partial differential equations (PDEs) with a special focus on the significance of characteristics, solutions by Fourier series, integrals and transforms, properties and physical interpretations of solutions, and a transition to the modern function space approach to PDEs. With its breadth of coverage, this new edition continues to present a broad introduction to the field, while also addres
Uncertain differential equations
Yao, Kai
2016-01-01
This book introduces readers to the basic concepts of and latest findings in the area of differential equations with uncertain factors. It covers the analytic method and numerical method for solving uncertain differential equations, as well as their applications in the field of finance. Furthermore, the book provides a number of new potential research directions for uncertain differential equation. It will be of interest to researchers, engineers and students in the fields of mathematics, information science, operations research, industrial engineering, computer science, artificial intelligence, automation, economics, and management science.
Hyperbolic partial differential equations
Witten, Matthew
1986-01-01
Hyperbolic Partial Differential Equations III is a refereed journal issue that explores the applications, theory, and/or applied methods related to hyperbolic partial differential equations, or problems arising out of hyperbolic partial differential equations, in any area of research. This journal issue is interested in all types of articles in terms of review, mini-monograph, standard study, or short communication. Some studies presented in this journal include discretization of ideal fluid dynamics in the Eulerian representation; a Riemann problem in gas dynamics with bifurcation; periodic M
Ordinary differential equations
Miller, Richard K
1982-01-01
Ordinary Differential Equations is an outgrowth of courses taught for a number of years at Iowa State University in the mathematics and the electrical engineering departments. It is intended as a text for a first graduate course in differential equations for students in mathematics, engineering, and the sciences. Although differential equations is an old, traditional, and well-established subject, the diverse backgrounds and interests of the students in a typical modern-day course cause problems in the selection and method of presentation of material. In order to compensate for this diversity,
Differential equations problem solver
Arterburn, David R
2012-01-01
REA's Problem Solvers is a series of useful, practical, and informative study guides. Each title in the series is complete step-by-step solution guide. The Differential Equations Problem Solver enables students to solve difficult problems by showing them step-by-step solutions to Differential Equations problems. The Problem Solvers cover material ranging from the elementary to the advanced and make excellent review books and textbook companions. They're perfect for undergraduate and graduate studies.The Differential Equations Problem Solver is the perfect resource for any class, any exam, and
Differential equations I essentials
REA, Editors of
2012-01-01
REA's Essentials provide quick and easy access to critical information in a variety of different fields, ranging from the most basic to the most advanced. As its name implies, these concise, comprehensive study guides summarize the essentials of the field covered. Essentials are helpful when preparing for exams, doing homework and will remain a lasting reference source for students, teachers, and professionals. Differential Equations I covers first- and second-order equations, series solutions, higher-order linear equations, and the Laplace transform.
Calculus & ordinary differential equations
Pearson, David
1995-01-01
Professor Pearson's book starts with an introduction to the area and an explanation of the most commonly used functions. It then moves on through differentiation, special functions, derivatives, integrals and onto full differential equations. As with other books in the series the emphasis is on using worked examples and tutorial-based problem solving to gain the confidence of students.
Modern introduction to differential equations
Ricardo, Henry J
2009-01-01
A Modern Introduction to Differential Equations, Second Edition, provides an introduction to the basic concepts of differential equations. The book begins by introducing the basic concepts of differential equations, focusing on the analytical, graphical, and numerical aspects of first-order equations, including slope fields and phase lines. The discussions then cover methods of solving second-order homogeneous and nonhomogeneous linear equations with constant coefficients; systems of linear differential equations; the Laplace transform and its applications to the solution of differential equat
Elliptic partial differential equations
Volpert, Vitaly
If we had to formulate in one sentence what this book is about it might be "How partial differential equations can help to understand heat explosion, tumor growth or evolution of biological species". These and many other applications are described by reaction-diffusion equations. The theory of reaction-diffusion equations appeared in the first half of the last century. In the present time, it is widely used in population dynamics, chemical physics, biomedical modelling. The purpose of this book is to present the mathematical theory of reaction-diffusion equations in the context of their numerous applications. We will go from the general mathematical theory to specific equations and then to their applications. Mathematical anaylsis of reaction-diffusion equations will be based on the theory of Fredholm operators presented in the first volume. Existence, stability and bifurcations of solutions will be studied for bounded domains and in the case of travelling waves. The classical theory of reaction-diffusion equ...
On the Operator ⨁Bk Related to Bessel Heat Equation
Directory of Open Access Journals (Sweden)
Wanchak Satsanit
2010-01-01
Full Text Available We study the equation (∂/∂tu(x,t=c2⊕Bku(x,t with the initial condition u(x,0=f(x for x∈Rn+. The operator ⊕Bk is the operator iterated k-times and is defined by ⊕Bk=((∑i=1pBxi4-(∑j=p+1p+qBxi4k, where p+q=n is the dimension of the Rn+, Bxi=∂2/∂xi2+(2vi/xi(∂/∂xi, 2vi=2αi+1, αi>-1/2, i=1,2,3,…,n, and k is a nonnegative integer, u(x,t is an unknown function for (x,t=(x1,x2,…,xn,t∈Rn+×(0,∞, f(x is a given generalized function, and c is a positive constant. We obtain the solution of such equation, which is related to the spectrum and the kernel, which is so called Bessel heat kernel. Moreover, such Bessel heat kernel has interesting properties and also related to the kernel of an extension of the heat equation.
SIMULTANEOUS DIFFERENTIAL EQUATION COMPUTER
Collier, D.M.; Meeks, L.A.; Palmer, J.P.
1960-05-10
A description is given for an electronic simulator for a system of simultaneous differential equations, including nonlinear equations. As a specific example, a homogeneous nuclear reactor system including a reactor fluid, heat exchanger, and a steam boiler may be simulated, with the nonlinearity resulting from a consideration of temperature effects taken into account. The simulator includes three operational amplifiers, a multiplier, appropriate potential sources, and interconnecting R-C networks.
Institute of Scientific and Technical Information of China (English)
赵喜来; 崔群法
2009-01-01
Root of characteristic equation for cylindrical Bessel equation eigenvalue prob-lems on general interval is of great real physical importance at engineering and physical. First, the characteristic equation of cylindrical Bessel equation eigenvalue problem on general interval is given, second, by mean of compared method, we obtaining roots of characteristic equation with Matlab program is discussed.
Partial differential equations
Friedman, Avner
2008-01-01
This three-part treatment of partial differential equations focuses on elliptic and evolution equations. Largely self-contained, it concludes with a series of independent topics directly related to the methods and results of the preceding sections that helps introduce readers to advanced topics for further study. Geared toward graduate and postgraduate students of mathematics, this volume also constitutes a valuable reference for mathematicians and mathematical theorists.Starting with the theory of elliptic equations and the solution of the Dirichlet problem, the text develops the theory of we
Applied partial differential equations
Logan, J David
2004-01-01
This primer on elementary partial differential equations presents the standard material usually covered in a one-semester, undergraduate course on boundary value problems and PDEs. What makes this book unique is that it is a brief treatment, yet it covers all the major ideas: the wave equation, the diffusion equation, the Laplace equation, and the advection equation on bounded and unbounded domains. Methods include eigenfunction expansions, integral transforms, and characteristics. Mathematical ideas are motivated from physical problems, and the exposition is presented in a concise style accessible to science and engineering students; emphasis is on motivation, concepts, methods, and interpretation, rather than formal theory. This second edition contains new and additional exercises, and it includes a new chapter on the applications of PDEs to biology: age structured models, pattern formation; epidemic wave fronts, and advection-diffusion processes. The student who reads through this book and solves many of t...
Differential Equations as Actions
DEFF Research Database (Denmark)
Ronkko, Mauno; Ravn, Anders P.
1997-01-01
We extend a conventional action system with a primitive action consisting of a differential equation and an evolution invariant. The semantics is given by a predicate transformer. The weakest liberal precondition is chosen, because it is not always desirable that steps corresponding to differential...... actions shall terminate. It is shown that the proposed differential action has a semantics which corresponds to a discrete approximation when the discrete step size goes to zero. The extension gives action systems the power to model real-time clocks and continuous evolutions within hybrid systems....
On rough differential equations
Lejay, Antoine
2009-01-01
We prove that the Ito map, that is the map that gives the solution of a differential equation controlled by a rough path of finite p-variation with p in [2,3) is locally Lipschitz continuous in all its arguments and could be extended to vector fields that have only a linear growth.
Modelling by Differential Equations
Chaachoua, Hamid; Saglam, Ayse
2006-01-01
This paper aims to show the close relation between physics and mathematics taking into account especially the theory of differential equations. By analysing the problems posed by scientists in the seventeenth century, we note that physics is very important for the emergence of this theory. Taking into account this analysis, we show the…
Do Differential Equations Swing?
Maruszewski, Richard F., Jr.
2006-01-01
One of the units of in a standard differential equations course is a discussion of the oscillatory motion of a spring and the associated material on forcing functions and resonance. During the presentation on practical resonance, the instructor may tell students that it is similar to when they take their siblings to the playground and help them on…
Stochastic differential equations and applications
Friedman, Avner
2006-01-01
This text develops the theory of systems of stochastic differential equations, and it presents applications in probability, partial differential equations, and stochastic control problems. Originally published in two volumes, it combines a book of basic theory and selected topics with a book of applications.The first part explores Markov processes and Brownian motion; the stochastic integral and stochastic differential equations; elliptic and parabolic partial differential equations and their relations to stochastic differential equations; the Cameron-Martin-Girsanov theorem; and asymptotic es
Approximation of Analytic Functions by Bessel's Functions of Fractional Order
Directory of Open Access Journals (Sweden)
Soon-Mo Jung
2011-01-01
Full Text Available We will solve the inhomogeneous Bessel's differential equation x2y″(x+xy′(x+(x2-ν2y(x=∑m=0∞amxm, where ν is a positive nonintegral number and apply this result for approximating analytic functions of a special type by the Bessel functions of fractional order.
Approximation of Analytic Functions by Bessel's Functions of Fractional Order
Soon-Mo Jung
2011-01-01
We will solve the inhomogeneous Bessel's differential equation x2y″(x)+xy′(x)+(x2-ν2)y(x)=∑m=0∞amxm, where ν is a positive nonintegral number and apply this result for approximating analytic functions of a special type by the Bessel functions of fractional order.
Differential equations with Mathematica
Abell, Martha L
2004-01-01
The Third Edition of the Differential Equations with Mathematica integrates new applications from a variety of fields,especially biology, physics, and engineering. The new handbook is also completely compatible with recent versions of Mathematica and is a perfect introduction for Mathematica beginners.* Focuses on the most often used features of Mathematica for the beginning Mathematica user* New applications from a variety of fields, including engineering, biology, and physics* All applications were completed using recent versions of Mathematica
Anticipated backward stochastic differential equations
Peng, Shige; Yang, Zhe
2009-01-01
In this paper we discuss new types of differential equations which we call anticipated backward stochastic differential equations (anticipated BSDEs). In these equations the generator includes not only the values of solutions of the present but also the future. We show that these anticipated BSDEs have unique solutions, a comparison theorem for their solutions, and a duality between them and stochastic differential delay equations.
Awojoyogbe, Bamidele O; Dada, Michael O; Onwu, Samuel O; Ige, Taofeeq A; Akinwande, Ninuola I
2016-04-01
Magnetic resonance imaging (MRI) uses a powerful magnetic field along with radio waves and a computer to produce highly detailed "slice-by-slice" pictures of virtually all internal structures of matter. The results enable physicians to examine parts of the body in minute detail and identify diseases in ways that are not possible with other techniques. For example, MRI is one of the few imaging tools that can see through bones, making it an excellent tool for examining the brain and other soft tissues. Pulsed-field gradient experiments provide a straightforward means of obtaining information on the translational motion of nuclear spins. However, the interpretation of the data is complicated by the effects of restricting geometries as in the case of most cancerous tissues and the mathematical concept required to account for this becomes very difficult. Most diffusion magnetic resonance techniques are based on the Stejskal-Tanner formulation usually derived from the Bloch-Torrey partial differential equation by including additional terms to accommodate the diffusion effect. Despite the early success of this technique, it has been shown that it has important limitations, the most of which occurs when there is orientation heterogeneity of the fibers in the voxel of interest (VOI). Overcoming this difficulty requires the specification of diffusion coefficients as function of spatial coordinate(s) and such a phenomenon is an indication of non-uniform compartmental conditions which can be analyzed accurately by solving the time-dependent Bloch NMR flow equation analytically. In this study, a mathematical formulation of magnetic resonance flow sequence in restricted geometry is developed based on a general second order partial differential equation derived directly from the fundamental Bloch NMR flow equations. The NMR signal is obtained completely in terms of NMR experimental parameters. The process is described based on Bessel functions and properties that can make it
Introduction to partial differential equations
Greenspan, Donald
2000-01-01
Designed for use in a one-semester course by seniors and beginning graduate students, this rigorous presentation explores practical methods of solving differential equations, plus the unifying theory underlying the mathematical superstructure. Topics include basic concepts, Fourier series, second-order partial differential equations, wave equation, potential equation, heat equation, approximate solution of partial differential equations, and more. Exercises appear at the ends of most chapters. 1961 edition.
Khai, D. Q.; Tri, N. M.
2016-01-01
In this paper, we prove some results on the existence and decay properties of high order derivatives in time and space variables for local and global solutions of the Cauchy problem for the Navier-Stokes equations in Bessel-potential spaces.
Converting fractional differential equations into partial differential equations
He Ji-Huan; Li Zheng-Biao
2012-01-01
A transform is suggested in this paper to convert fractional differential equations with the modified Riemann-Liouville derivative into partial differential equations, and it is concluded that the fractional order in fractional differential equations is equivalent to the fractal dimension.
Nambudiripad, K B M
2014-01-01
After presenting the theory in engineers' language without the unfriendly abstraction of pure mathematics, several illustrative examples are discussed in great detail to see how the various functions of the Bessel family enter into the solution of technically important problems. Axisymmetric vibrations of a circular membrane, oscillations of a uniform chain, heat transfer in circular fins, buckling of columns of varying cross-section, vibrations of a circular plate and current density in a conductor of circular cross-section are considered. The problems are formulated purely from physical considerations (using, for example, Newton's law of motion, Fourier's law of heat conduction electromagnetic field equations, etc.) Infinite series expansions, recurrence relations, manipulation of expressions involving Bessel functions, orthogonality and expansion in Fourier-Bessel series are also covered in some detail. Some important topics such as asymptotic expansions, generating function and Sturm-Lioville theory are r...
Partial differential equations
Sloan, D; Süli, E
2001-01-01
/homepage/sac/cam/na2000/index.html7-Volume Set now available at special set price ! Over the second half of the 20th century the subject area loosely referred to as numerical analysis of partial differential equations (PDEs) has undergone unprecedented development. At its practical end, the vigorous growth and steady diversification of the field were stimulated by the demand for accurate and reliable tools for computational modelling in physical sciences and engineering, and by the rapid development of computer hardware and architecture. At the more theoretical end, the analytical insight in
Lopez, Cesar
2014-01-01
MATLAB is a high-level language and environment for numerical computation, visualization, and programming. Using MATLAB, you can analyze data, develop algorithms, and create models and applications. The language, tools, and built-in math functions enable you to explore multiple approaches and reach a solution faster than with spreadsheets or traditional programming languages, such as C/C++ or Java. MATLAB Differential Equations introduces you to the MATLAB language with practical hands-on instructions and results, allowing you to quickly achieve your goals. In addition to giving an introduct
Difference equations by differential equation methods
Hydon, Peter E
2014-01-01
Most well-known solution techniques for differential equations exploit symmetry in some form. Systematic methods have been developed for finding and using symmetries, first integrals and conservation laws of a given differential equation. Here the author explains how to extend these powerful methods to difference equations, greatly increasing the range of solvable problems. Beginning with an introduction to elementary solution methods, the book gives readers a clear explanation of exact techniques for ordinary and partial difference equations. The informal presentation is suitable for anyone who is familiar with standard differential equation methods. No prior knowledge of difference equations or symmetry is assumed. The author uses worked examples to help readers grasp new concepts easily. There are 120 exercises of varying difficulty and suggestions for further reading. The book goes to the cutting edge of research; its many new ideas and methods make it a valuable reference for researchers in the field.
Elements of partial differential equations
Sneddon, Ian N
2006-01-01
Geared toward students of applied rather than pure mathematics, this volume introduces elements of partial differential equations. Its focus is primarily upon finding solutions to particular equations rather than general theory.Topics include ordinary differential equations in more than two variables, partial differential equations of the first and second orders, Laplace's equation, the wave equation, and the diffusion equation. A helpful Appendix offers information on systems of surfaces, and solutions to the odd-numbered problems appear at the end of the book. Readers pursuing independent st
Perturbed linear rough differential equations
Coutin, Laure; Lejay, Antoine
2014-01-01
We study linear rough differential equations and we solve perturbed linear rough differential equation using the Duhamel principle. These results provide us with the key technical point to study the regularity of the differential of the Itô map in a subsequent article. Also, the notion of linear rough differential equations leads to consider multiplicative functionals with values in Banach algebra more general than tensor algebra and to consider extensions of classical results such as the Mag...
Scaling of differential equations
Langtangen, Hans Petter
2016-01-01
The book serves both as a reference for various scaled models with corresponding dimensionless numbers, and as a resource for learning the art of scaling. A special feature of the book is the emphasis on how to create software for scaled models, based on existing software for unscaled models. Scaling (or non-dimensionalization) is a mathematical technique that greatly simplifies the setting of input parameters in numerical simulations. Moreover, scaling enhances the understanding of how different physical processes interact in a differential equation model. Compared to the existing literature, where the topic of scaling is frequently encountered, but very often in only a brief and shallow setting, the present book gives much more thorough explanations of how to reason about finding the right scales. This process is highly problem dependent, and therefore the book features a lot of worked examples, from very simple ODEs to systems of PDEs, especially from fluid mechanics. The text is easily accessible and exam...
Some differential equations in synthetic differential geometry
Kock, Anders; Reyes, Gonzalo E.
2001-01-01
Some differential equations are considered in the context of Synthetic Differential Geometry. Here, this means that not only nilpotent infinitesimals, but also the formation of function spaces, is exploited. In particular, we utilize distribution spaces in our study of wave and heat equations.
Institute of Scientific and Technical Information of China (English)
王强; 李顺初; 蒲俊
2015-01-01
This paper solved a boundary value problem of Riccati - Bessel equation;and the similar kernel function and similar structure of the solution were obtained. By further analysis and solving this class of boundary value problem,the guiding functions were firstly constructed by using two linearly independent solutions of Riccati- Bessel equation,and then the similar kernel function was assembled by the guiding functions and coefficient of right boundary value condition. The solution to the boundary value problem was assembled by similar kernel func-tion and coefficient of left boundary value condition. Therefore a new idea is put forward for solving this class of boundary value problem of Riccati - Bessel equation:similar structure.%针对 Riccati - Bessel 方程一类边值问题进行求解，获得了解式的相似核函数和相似结构，通过进一步分析，发现求解该类边值问题可先利用 Riccati - Bessel 方程的两个线性无关解构造引解函数，再结合右边值条件的系数组装得到相似核函数；通过相似核函数和左边值条件的系数组装就可以得到 Riccati - Bessel 方程边值问题的解，由此提出了解决该类 Riccati - Bessel 方程边值问题的一种新思路———相似构造。
Differential Equations for Algebraic Functions
Bostan, Alin; Chyzak, Frédéric; Salvy, Bruno; Lecerf, Grégoire; Schost, Éric
2007-01-01
It is classical that univariate algebraic functions satisfy linear differential equations with polynomial coefficients. Linear recurrences follow for the coefficients of their power series expansions. We show that the linear differential equation of minimal order has coefficients whose degree is cubic in the degree of the function. We also show that there exists a linear differential equation of order linear in the degree whose coefficients are only of quadratic degree. Furthermore, we prove ...
Introduction to ordinary differential equations
Rabenstein, Albert L
1966-01-01
Introduction to Ordinary Differential Equations is a 12-chapter text that describes useful elementary methods of finding solutions using ordinary differential equations. This book starts with an introduction to the properties and complex variable of linear differential equations. Considerable chapters covered topics that are of particular interest in applications, including Laplace transforms, eigenvalue problems, special functions, Fourier series, and boundary-value problems of mathematical physics. Other chapters are devoted to some topics that are not directly concerned with finding solutio
Introduction to partial differential equations from Fourier series to boundary-value problems
Broman, Arne
2010-01-01
This well-written, advanced-level text introduces students to Fourier analysis and some of its applications. The self-contained treatment covers Fourier series, orthogonal systems, Fourier and Laplace transforms, Bessel functions, and partial differential equations of the first and second orders. Over 260 exercises with solutions reinforce students' grasp of the material. 1970 edition.
Chaos in Partial Differential Equations
Li, Y. Charles
2009-01-01
This is a survey on Chaos in Partial Differential Equations. First we classify soliton equations into three categories: 1. (1+1)-dimensional soliton equations, 2. soliton lattices, 3. (1+n)-dimensional soliton equations (n greater than 1). A systematic program has been established by the author and collaborators, for proving the existence of chaos in soliton equations under perturbations. For each category, we pick a representative to present the results. Then we review some initial results o...
Differential equations and moving frames
Abib, Odinette Renée
2006-01-01
The purpose of the paper is to study the relationship between differential equations, Pfaffian systems and geometric structures, via the method of moving frames of E.Cartan. We show a local structure theorem. The Lie algebra aspects differential equations is studied too.
Solving Nonlinear Coupled Differential Equations
Mitchell, L.; David, J.
1986-01-01
Harmonic balance method developed to obtain approximate steady-state solutions for nonlinear coupled ordinary differential equations. Method usable with transfer matrices commonly used to analyze shaft systems. Solution to nonlinear equation, with periodic forcing function represented as sum of series similar to Fourier series but with form of terms suggested by equation itself.
Applied partial differential equations
Logan, J David
2015-01-01
This text presents the standard material usually covered in a one-semester, undergraduate course on boundary value problems and PDEs. Emphasis is placed on motivation, concepts, methods, and interpretation, rather than on formal theory. The concise treatment of the subject is maintained in this third edition covering all the major ideas: the wave equation, the diffusion equation, the Laplace equation, and the advection equation on bounded and unbounded domains. Methods include eigenfunction expansions, integral transforms, and characteristics. In this third edition, text remains intimately tied to applications in heat transfer, wave motion, biological systems, and a variety other topics in pure and applied science. The text offers flexibility to instructors who, for example, may wish to insert topics from biology or numerical methods at any time in the course. The exposition is presented in a friendly, easy-to-read, style, with mathematical ideas motivated from physical problems. Many exercises and worked e...
Differential equations methods and applications
Said-Houari, Belkacem
2015-01-01
This book presents a variety of techniques for solving ordinary differential equations analytically and features a wealth of examples. Focusing on the modeling of real-world phenomena, it begins with a basic introduction to differential equations, followed by linear and nonlinear first order equations and a detailed treatment of the second order linear equations. After presenting solution methods for the Laplace transform and power series, it lastly presents systems of equations and offers an introduction to the stability theory. To help readers practice the theory covered, two types of exercises are provided: those that illustrate the general theory, and others designed to expand on the text material. Detailed solutions to all the exercises are included. The book is excellently suited for use as a textbook for an undergraduate class (of all disciplines) in ordinary differential equations. .
Solving Differential Equations in R
Although R is still predominantly applied for statistical analysis and graphical representation, it is rapidly becoming more suitable for mathematical computing. One of the fields where considerable progress has been made recently is the solution of differential equations. Here w...
Stochastic differential equations, backward SDEs, partial differential equations
Pardoux, Etienne
2014-01-01
This research monograph presents results to researchers in stochastic calculus, forward and backward stochastic differential equations, connections between diffusion processes and second order partial differential equations (PDEs), and financial mathematics. It pays special attention to the relations between SDEs/BSDEs and second order PDEs under minimal regularity assumptions, and also extends those results to equations with multivalued coefficients. The authors present in particular the theory of reflected SDEs in the above mentioned framework and include exercises at the end of each chapter. Stochastic calculus and stochastic differential equations (SDEs) were first introduced by K. Itô in the 1940s, in order to construct the path of diffusion processes (which are continuous time Markov processes with continuous trajectories taking their values in a finite dimensional vector space or manifold), which had been studied from a more analytic point of view by Kolmogorov in the 1930s. Since then, this topic has...
Stochastic Geometric Partial Differential Equations
Czech Academy of Sciences Publication Activity Database
Brzezniak, Z.; Goldys, B.; Ondreját, Martin
1. Singapore : World Scientific Publishing Company, 2011 - (Zhao, H.; Truman, A.), s. 1-32 ISBN 978-981-4360-91-3. - (Interdisciplinary Mathematical Sciences. 12) R&D Projects: GA ČR GAP201/10/0752 Institutional support: RVO:67985556 Keywords : stochastic geometric * partial differential equations Subject RIV: BA - General Mathematics http://library.utia.cas.cz/separaty/2012/SI/ondrejat-stochastic geometric partial differential equations. pdf
Differential equations a concise course
Bear, H S
2011-01-01
Concise introduction for undergraduates includes, among other topics, a survey of first order equations, discussions of complex-valued solutions, linear differential operators, inverse operators and variation of parameters method, the Laplace transform, Picard's existence theorem, and an exploration of various interpretations of systems of equations. Numerous clearly stated theorems and proofs, examples, and problems followed by solutions.
Elliptic differential equations
Hackbusch, Wolfgang; Ion, PDF
2010-01-01
The book offers a simultaneous presentation of the theory and of the numerical treatment of elliptic problems. The author starts with a discussion of the Laplace equation in the classical formulation and its discretisation by finite differences and deals with topics of gradually increasing complexity in the following chapters. He introduces the variational formulation of boundary value problems together with the necessary background from functional analysis and describes the finite element method including the most important error estimates. A more advanced chapter leads the reader into the th
Exponential generating functions for the associated Bessel functions
International Nuclear Information System (INIS)
Similar to the associated Legendre functions, the differential equation for the associated Bessel functions Bl,m(x) is introduced so that its form remains invariant under the transformation l → -l - 1. A Rodrigues formula for the associated Bessel functions as squared integrable solutions in both regions l l,m(x) may be taken into account as the union of the increasing (decreasing) infinite sequences with respect to l. It is shown that two new different types of exponential generating functions are attributed to the associated Bessel functions corresponding to these rearranged sequences
Introductory course on differential equations
Gorain, Ganesh C
2014-01-01
Introductory Course on DIFFERENTIAL EQUATIONS provides an excellent exposition of the fundamentals of ordinary and partial differential equations and is ideally suited for a first course of undergraduate students of mathematics, physics and engineering. The aim of this book is to present the elementary theories of differential equations in the forms suitable for use of those students whose main interest in the subject are based on simple mathematical ideas. KEY FEATURES: Discusses the subject in a systematic manner without sacrificing mathematical rigour. A variety of exercises drill the students in problem solving in view of the mathematical theories explained in the book. Worked out examples illustrated according to the theories developed in the book with possible alternatives. Exhaustive collection of problems and the simplicity of presentation differentiate this book from several others. Material contained will help teachers as well as aspiring students of different competitive examinations.
Group analysis of differential equations
Ovsiannikov, L V
1982-01-01
Group Analysis of Differential Equations provides a systematic exposition of the theory of Lie groups and Lie algebras and its application to creating algorithms for solving the problems of the group analysis of differential equations.This text is organized into eight chapters. Chapters I to III describe the one-parameter group with its tangential field of vectors. The nonstandard treatment of the Banach Lie groups is reviewed in Chapter IV, including a discussion of the complete theory of Lie group transformations. Chapters V and VI cover the construction of partial solution classes for the g
Differential equations and mathematical biology
Jones, DS; Sleeman, BD
2009-01-01
""… Much progress by these authors and others over the past quarter century in modeling biological and other scientific phenomena make this differential equations textbook more valuable and better motivated than ever. … The writing is clear, though the modeling is not oversimplified. Overall, this book should convince math majors how demanding math modeling needs to be and biologists that taking another course in differential equations will be worthwhile. The coauthors deserve congratulations as well as course adoptions.""-SIAM Review, Sept. 2010, Vol. 52, No. 3""… Where this text stands out i
Basic linear partial differential equations
Treves, Francois
2006-01-01
Focusing on the archetypes of linear partial differential equations, this text for upper-level undergraduates and graduate students features most of the basic classical results. The methods, however, are decidedly nontraditional: in practically every instance, they tend toward a high level of abstraction. This approach recalls classical material to contemporary analysts in a language they can understand, as well as exploiting the field's wealth of examples as an introduction to modern theories.The four-part treatment covers the basic examples of linear partial differential equations and their
Lectures on ordinary differential equations
Hurewicz, Witold
2014-01-01
Hailed by The American Mathematical Monthly as ""a rigorous and lively introduction,"" this text explores a topic of perennial interest in mathematics. The author, a distinguished mathematician and formulator of the Hurewicz theorem, presents a clear and lucid treatment that emphasizes geometric methods. Topics include first-order scalar and vector equations, basic properties of linear vector equations, and two-dimensional nonlinear autonomous systems. Suitable for senior mathematics students, the text begins with an examination of differential equations of the first order in one unknown funct
Loop equations from differential systems
Eynard, Bertrand; Marchal, Olivier
2016-01-01
To any differential system $d\\Psi=\\Phi\\Psi$ where $\\Psi$ belongs to a Lie group (a fiber of a principal bundle) and $\\Phi$ is a Lie algebra $\\mathfrak g$ valued 1-form on a Riemann surface $\\Sigma$, is associated an infinite sequence of "correlators" $W_n$ that are symmetric $n$-forms on $\\Sigma^n$. The goal of this article is to prove that these correlators always satisfy "loop equations", the same equations satisfied by correlation functions in random matrix models, or the same equations as Virasoro or W-algebra constraints in CFT.
Johannisson, P; Lisak, M; Marklund, M; Johannisson, Pontus; Anderson, Dan; Lisak, Mietek; Marklund, Mattias
2003-01-01
The effect of the Kerr nonlinearity on linear non-diffractive Bessel beams is investigated analytically and numerically using the nonlinear Schr\\"odinger equation. The nonlinearity is shown to primarily affect the central parts of the Bessel beam, giving rise to radial compression or decompression depending on whether the nonlinearity is focusing or defocusing, respectively. The dynamical properties of Gaussian-truncated Bessel beams are also analysed in the presence of a Kerr nonlinearity. It is found that although a condition for width balance in the root-mean-square sense exists, the beam profile becomes strongly deformed during propagation and may exhibit the phenomena of global and partial collapse.
Introduction to Piecewise Differentiable Equations
Scholtes, Stefan
2012-01-01
This brief provides an elementary introduction to the theory of piecewise differentiable functions with an emphasis on differentiable equations. In the first chapter, two sample problems are used to motivate the study of this theory. The presentation is then developed using two basic tools for the analysis of piecewise differentiable functions: the Bouligand derivative as the non smooth analogue of the classical derivative concept and the theory of piecewise affine functions as the combinatorial tool for the study of this approximation function. In the end, the results are combined to develop
Convexity, Differential Equations, and Games
Flåm, Sjur Didrik
2002-01-01
Theoretical and experimental studies of noncooperative games increasingly recognize Nash equilibrium as a limiting outcome of players repeated interaction. This note, while sharing that view, illustrates and advocates combined use of convex optimization and differential equations, the purpose being to render equilibrium both plausible and stable.
Pendulum Motion and Differential Equations
Reid, Thomas F.; King, Stephen C.
2009-01-01
A common example of real-world motion that can be modeled by a differential equation, and one easily understood by the student, is the simple pendulum. Simplifying assumptions are necessary for closed-form solutions to exist, and frequently there is little discussion of the impact if those assumptions are not met. This article presents a…
Stability of Functional Differential Equations
Lemm, Jeffrey M
1986-01-01
This book provides an introduction to the structure and stability properties of solutions of functional differential equations. Numerous examples of applications (such as feedback systrems with aftereffect, two-reflector antennae, nuclear reactors, mathematical models in immunology, viscoelastic bodies, aeroautoelastic phenomena and so on) are considered in detail. The development is illustrated by numerous figures and tables.
Groote, S; Pivovarov, A A
2012-01-01
We use configuration space methods to write down one-dimensional integral representations for one- and two-loop sunrise diagrams (also called Bessel moments) which we use to numerically check on the correctness of the second order differential equations for one- and two-loop sunrise diagrams that have recently been discussed in the literature.
Dynamics of partial differential equations
Wayne, C Eugene
2015-01-01
This book contains two review articles on the dynamics of partial differential equations that deal with closely related topics but can be read independently. Wayne reviews recent results on the global dynamics of the two-dimensional Navier-Stokes equations. This system exhibits stable vortex solutions: the topic of Wayne's contribution is how solutions that start from arbitrary initial conditions evolve towards stable vortices. Weinstein considers the dynamics of localized states in nonlinear Schrodinger and Gross-Pitaevskii equations that describe many optical and quantum systems. In this contribution, Weinstein reviews recent bifurcations results of solitary waves, their linear and nonlinear stability properties, and results about radiation damping where waves lose energy through radiation. The articles, written independently, are combined into one volume to showcase the tools of dynamical systems theory at work in explaining qualitative phenomena associated with two classes of partial differential equ...
Algebrization of Nonautonomous Differential Equations
Directory of Open Access Journals (Sweden)
María Aracelia Alcorta-García
2015-01-01
Full Text Available Given a planar system of nonautonomous ordinary differential equations, dw/dt=F(t,w, conditions are given for the existence of an associative commutative unital algebra A with unit e and a function H:Ω⊂R2×R2→R2 on an open set Ω such that F(t,w=H(te,w and the maps H1(τ=H(τ,ξ and H2(ξ=H(τ,ξ are Lorch differentiable with respect to A for all (τ,ξ∈Ω, where τ and ξ represent variables in A. Under these conditions the solutions ξ(τ of the differential equation dξ/dτ=H(τ,ξ over A define solutions (x(t,y(t=ξ(te of the planar system.
Theory of Bessel Functions of High Rank - I: Fundamental Bessel Functions
Qi, Zhi
2014-01-01
In this article we introduce a new category of special functions called fundamental Bessel functions arising from the Voronoi summation formula for $\\mathrm{GL}_n (\\mathbb{R})$. The fundamental Bessel functions of rank one and two are the oscillatory exponential functions $e^{\\pm i x}$ and the classical Bessel functions respectively. The main implements and subjects of our study of fundamental Bessel functions are their formal integral representations and Bessel equations.
Partial differential equations an introduction
Colton, David
2004-01-01
Intended for a college senior or first-year graduate-level course in partial differential equations, this text offers students in mathematics, engineering, and the applied sciences a solid foundation for advanced studies in mathematics. Classical topics presented in a modern context include coverage of integral equations and basic scattering theory. This complete and accessible treatment includes a variety of examples of inverse problems arising from improperly posed applications. Exercises at the ends of chapters, many with answers, offer a clear progression in developing an understanding of
Applied analysis and differential equations
Cârj, Ovidiu
2007-01-01
This volume contains refereed research articles written by experts in the field of applied analysis, differential equations and related topics. Well-known leading mathematicians worldwide and prominent young scientists cover a diverse range of topics, including the most exciting recent developments. A broad range of topics of recent interest are treated: existence, uniqueness, viability, asymptotic stability, viscosity solutions, controllability and numerical analysis for ODE, PDE and stochastic equations. The scope of the book is wide, ranging from pure mathematics to various applied fields such as classical mechanics, biomedicine, and population dynamics.
Stability theory of differential equations
Bellman, Richard
2008-01-01
Suitable for advanced undergraduates and graduate students, this was the first English-language text to offer detailed coverage of boundedness, stability, and asymptotic behavior of linear and nonlinear differential equations. It remains a classic guide, featuring material from original research papers, including the author's own studies.The linear equation with constant and almost-constant coefficients receives in-depth attention that includes aspects of matrix theory. No previous acquaintance with the theory is necessary, since author Richard Bellman derives the results in matrix theory from
Sensitivity of rough differential equations
Coutin, Laure; Lejay, Antoine
2015-01-01
In the context of rough paths theory, we study the regularity of the Itô map with respect to the starting point, the coefficients and perturbation of the driving rough paths. In particular, we show that the Itô mapis differentiable with a Hölder or Lipschitz continuousderivatives under general hypotheses. With respect to the current literatureon the subject, our proof relies on perturbation of linearRough Differential Equations, and the Hölder regularity of the Itô map is established.
Algebraic entropy for differential-delay equations
Viallet, Claude M.
2014-01-01
We extend the definition of algebraic entropy to a class of differential-delay equations. The vanishing of the entropy, as a structural property of an equation, signals its integrability. We suggest a simple way to produce differential-delay equations with vanishing entropy from known integrable differential-difference equations.
Handbook of differential equations stationary partial differential equations
Chipot, Michel
2006-01-01
This handbook is volume III in a series devoted to stationary partial differential quations. Similarly as volumes I and II, it is a collection of self contained state-of-the-art surveys written by well known experts in the field. The topics covered by this handbook include singular and higher order equations, problems near critically, problems with anisotropic nonlinearities, dam problem, T-convergence and Schauder-type estimates. These surveys will be useful for both beginners and experts and speed up the progress of corresponding (rapidly developing and fascinating) areas of mathematics. Ke
Exterior Differential Systems for Higher Order Partial Differential Equations
Paul Bracken
2010-01-01
The theory of exterior differential systems is applied to study integrability of a set of related partial differential equations expressed in the terms of differential forms using Cartan's method. The Camassa-Holm equation and the Degasperis-Procesi equations are special cases that are described by these exterior differential systems. Some conservation laws are obtained in the cases of the more relevant equations. A closed differential ideal is constructed for each case studied.
Exterior Differential Systems for Higher Order Partial Differential Equations
Directory of Open Access Journals (Sweden)
Paul Bracken
2010-01-01
Full Text Available The theory of exterior differential systems is applied to study integrability of a set of related partial differential equations expressed in the terms of differential forms using Cartan's method. The Camassa-Holm equation and the Degasperis-Procesi equations are special cases that are described by these exterior differential systems. Some conservation laws are obtained in the cases of the more relevant equations. A closed differential ideal is constructed for each case studied.
Fractional Complex Transform for Fractional Differential Equations
Li, Zheng-Biao; He, Ji-Huan
2010-01-01
Fractional complex transform is proposed to convert fractional differential equations into ordinary differential equations, so that all analytical methods devoted to advanced calculus can be easily applied to fractional calculus. Two examples are given.
Differential Equations of Ideal Memristors
Directory of Open Access Journals (Sweden)
Z. Biolek
2015-06-01
Full Text Available Ideal memristor is a resistor with a memory, which adds dynamics to its behavior. The most usual characteristics describing this dynamics are the constitutive relation (i.e. the relation between flux and charge, or Parameter-vs-state- map (PSM, mostly represented by the memristance-to-charge dependence. One of the so far unheeded tools for memristor description is its differential equation (DEM, composed exclusively of instantaneous values of voltage, current, and their derivatives. The article derives a general form of DEM that holds for any ideal memristor and shows that it is always a nonlinear equation of the first order; the PSM forms are found for memristors which are governed by DEMs of the Bernoulli and the Riccati types; a classification of memristors according to the type of their dynamics with respect to voltage and current is carried out.
Conservation Laws of Differential Equations in Finance
Institute of Scientific and Technical Information of China (English)
QIN Mao-Chang; MEI Feng-Xiang; SHANG Mei
2005-01-01
Conservation laws of some differential equations in fiance are studied in this paper. This method does not involve the use or existence of a variational principle. As an alternative, linearize the given equation and find adjoint equation of the linearized equation, the conservation laws can be constructed directly from the symmetries and adjoint symmetries of the associated linearized equation and its adjoint equation.
Conservation Laws of Differential Equations in Finance
International Nuclear Information System (INIS)
Conservation laws of some differential equations in fiance are studied in this paper. This method does not involve the use or existence of a variational principle. As an alternative, linearize the given equation and find adjoint equation of the linearized equation, the conservation laws can be constructed directly from the symmetries and adjoint symmetries of the associated linearized equation and its adjoint equation.
Differential Galois Theory of Linear Difference Equations
Hardouin, Charlotte; Singer, Michael F.
2008-01-01
We present a Galois theory of difference equations designed to measure the differential dependencies among solutions of linear difference equations. With this we are able to reprove Hoelder's Theorem that the Gamma function satisfies no polynomial differential equation and are able to give general results that imply, for example, that no differential relationship holds among solutions of certain classes of q-hypergeometric functions.
On Backward Stochstic Partial Differential Equations.
2001-01-01
We prove an existence and uniqueness result for a general class of backward stochastic partial differential equations. This is a type of equations which appear as adjoint equations in the maximum principle approach to optimal control of systems described by stochastic partial differential equations.
Computational partial differential equations using Matlab
Li, Jichun
2008-01-01
Brief Overview of Partial Differential Equations The parabolic equations The wave equations The elliptic equations Differential equations in broader areasA quick review of numerical methods for PDEsFinite Difference Methods for Parabolic Equations Introduction Theoretical issues: stability, consistence, and convergence 1-D parabolic equations2-D and 3-D parabolic equationsNumerical examples with MATLAB codesFinite Difference Methods for Hyperbolic Equations IntroductionSome basic difference schemes Dissipation and dispersion errors Extensions to conservation lawsThe second-order hyperbolic PDE
Partial differential equations for scientists and engineers
Farlow, Stanley J
1993-01-01
Most physical phenomena, whether in the domain of fluid dynamics, electricity, magnetism, mechanics, optics, or heat flow, can be described in general by partial differential equations. Indeed, such equations are crucial to mathematical physics. Although simplifications can be made that reduce these equations to ordinary differential equations, nevertheless the complete description of physical systems resides in the general area of partial differential equations.This highly useful text shows the reader how to formulate a partial differential equation from the physical problem (constructing th
Partial differential equations of mathematical physics
Sobolev, S L
1964-01-01
Partial Differential Equations of Mathematical Physics emphasizes the study of second-order partial differential equations of mathematical physics, which is deemed as the foundation of investigations into waves, heat conduction, hydrodynamics, and other physical problems. The book discusses in detail a wide spectrum of topics related to partial differential equations, such as the theories of sets and of Lebesgue integration, integral equations, Green's function, and the proof of the Fourier method. Theoretical physicists, experimental physicists, mathematicians engaged in pure and applied math
Introduction to differential equations with dynamical systems
Campbell, Stephen L
2011-01-01
Many textbooks on differential equations are written to be interesting to the teacher rather than the student. Introduction to Differential Equations with Dynamical Systems is directed toward students. This concise and up-to-date textbook addresses the challenges that undergraduate mathematics, engineering, and science students experience during a first course on differential equations. And, while covering all the standard parts of the subject, the book emphasizes linear constant coefficient equations and applications, including the topics essential to engineering students. Stephen Cam
Involutive reductions and solutions of differential equations
Engelmann, Joachim
2003-01-01
This work introduces the so-called involutive reduction procedure to simplify and solve differential equations. The method is based on symmetry analysis, which was developed by the Norwegian mathematician Sophus Lie. The involutive reduction procedure uses the given differential equation itself and the invariant surface condition of this differential equation. The invariant surface condition incorporates the symmetries of the problem. This coupled system of partial differential equati...
An introduction to differential equations
Ladde, Anil G
2012-01-01
This is a twenty-first century book designed to meet the challenges of understanding and solving interdisciplinary problems. The book creatively incorporates "cutting-edge" research ideas and techniques at the undergraduate level. The book also is a unique research resource for undergraduate/graduate students and interdisciplinary researchers. It emphasizes and exhibits the importance of conceptual understandings and its symbiotic relationship in the problem solving process. The book is proactive in preparing for the modeling of dynamic processes in various disciplines. It introduces a "break-down-the problem" type of approach in a way that creates "fun" and "excitement". The book presents many learning tools like "step-by-step procedures (critical thinking)", the concept of "math" being a language, applied examples from diverse fields, frequent recaps, flowcharts and exercises. Uniquely, this book introduces an innovative and unified method of solving nonlinear scalar differential equations. This is called ...
Stochastic integration and differential equations
Protter, Philip E
2003-01-01
It has been 15 years since the first edition of Stochastic Integration and Differential Equations, A New Approach appeared, and in those years many other texts on the same subject have been published, often with connections to applications, especially mathematical finance. Yet in spite of the apparent simplicity of approach, none of these books has used the functional analytic method of presenting semimartingales and stochastic integration. Thus a 2nd edition seems worthwhile and timely, though it is no longer appropriate to call it "a new approach". The new edition has several significant changes, most prominently the addition of exercises for solution. These are intended to supplement the text, but lemmas needed in a proof are never relegated to the exercises. Many of the exercises have been tested by graduate students at Purdue and Cornell Universities. Chapter 3 has been completely redone, with a new, more intuitive and simultaneously elementary proof of the fundamental Doob-Meyer decomposition theorem, t...
Sobolev gradients and differential equations
Neuberger, John William
1997-01-01
A Sobolev gradient of a real-valued functional is a gradient of that functional taken relative to the underlying Sobolev norm. This book shows how descent methods using such gradients allow a unified treatment of a wide variety of problems in differential equations. Equal emphasis is placed on numerical and theoretical matters. Several concrete applications are made to illustrate the method. These applications include (1) Ginzburg-Landau functionals of superconductivity, (2) problems of transonic flow in which type depends locally on nonlinearities, and (3) minimal surface problems. Sobolev gradient constructions rely on a study of orthogonal projections onto graphs of closed densely defined linear transformations from one Hilbert space to another. These developments use work of Weyl, von Neumann and Beurling.
Difference Galois theory of linear differential equations
Di Vizio, Lucia; Hardouin, Charlotte; Wibmer, Michael
2013-01-01
We develop a Galois theory for linear differential equations equipped with the action of an endomorphism. This theory is aimed at studying the difference algebraic relations among the solutions of a linear differential equation. The Galois groups here are linear difference algebraic groups, i.e., matrix groups defined by algebraic difference equations.
Differential difference inequalities related to parabolic functional differential equations
Directory of Open Access Journals (Sweden)
Milena Netka
2010-01-01
Full Text Available Initial boundary value problems for nonlinear parabolic functional differential equations are transformed by discretization in space variables into systems of ordinary functional differential equations. A comparison theorem for differential difference inequalities is proved. Sufficient conditions for the convergence of the method of lines is given. Nonlinear estimates of the Perron type for given operators with respect to functional variables are used. Results obtained in the paper can be applied to differential integral problems and to equations with deviated variables.
Ebaid, Abdelhalim; Al-Blowy, Ahmed B.
2016-05-01
In this article, a simple approach is suggested to calculate the approximate dates of opposition and conjunction of Earth and Mars since their opposition on August 28, 2003 (at perihelion of Mars). The goal of this article has been achieved via using accurate analytical solution to Kepler's equation in terms of Bessel function. The periodicity property of this solution and its particular values at specified times are discussed through some lemmas. The mathematical conditions of opposition and conjunction of the two planets are formulated. Moreover, the intervals of opposition and conjunction have been determined using the graphs of some defined functions. The calculations reveal that there are nine possible oppositions and conjunctions for Earth and Mars during 20 years started on August 28, 2003. The dates of such oppositions and conjunctions were approximately determined and listed in Tables. It is found that our calculations differ few days from the published real dates of Earth-Mars oppositions due to the neglected effects of the gravitational attraction of other planets in the Solar system on the motion of two planets. The period of 20 years can be extended for any number of years by following the suggested analysis. Furthermore, the current approach may be extended to study the opposition and conjunction of the Earth and any outer planet.
First-order partial differential equations
Rhee, Hyun-Ku; Amundson, Neal R
2001-01-01
This first volume of a highly regarded two-volume text is fully usable on its own. After going over some of the preliminaries, the authors discuss mathematical models that yield first-order partial differential equations; motivations, classifications, and some methods of solution; linear and semilinear equations; chromatographic equations with finite rate expressions; homogeneous and nonhomogeneous quasilinear equations; formation and propagation of shocks; conservation equations, weak solutions, and shock layers; nonlinear equations; and variational problems. Exercises appear at the end of mo
Lectures on partial differential equations
Petrovsky, I G
1992-01-01
Graduate-level exposition by noted Russian mathematician offers rigorous, transparent, highly readable coverage of classification of equations, hyperbolic equations, elliptic equations and parabolic equations. Wealth of commentary and insight invaluable for deepening understanding of problems considered in text. Translated from the Russian by A. Shenitzer.
Nth-order Fuzzy Differential Equations Under Generalized Differentiability
Directory of Open Access Journals (Sweden)
Soheil Salahshour
2011-11-01
Full Text Available In this paper, the multiple solutions of Nth-order fuzzy differential equations by the equivalent integral forms are considered. Also, an Existence and uniqueness theorem of solution of Nth-order fuzzy differential equations is proved under Nth-order generalized differentiability in Banach space.
Nth-order Fuzzy Differential Equations Under Generalized Differentiability
Soheil Salahshour
2011-01-01
In this paper, the multiple solutions of Nth-order fuzzy differential equations by the equivalent integral forms are considered. Also, an Existence and uniqueness theorem of solution of Nth-order fuzzy differential equations is proved under Nth-order generalized differentiability in Banach space.
A reinterpretation of set differential equations as differential equations in a Banach space
Rasmussen, Martin; Rieger, Janosch; Webster, Kevin
2015-01-01
Set differential equations are usually formulated in terms of the Hukuhara differential, which implies heavy restrictions for the nature of a solution. We propose to reformulate set differential equations as ordinary differential equations in a Banach space by identifying the convex and compact subsets of $\\R^d$ with their support functions. Using this representation, we demonstrate how existence and uniqueness results can be applied to set differential equations. We provide a simple example,...
Solutions manual to accompany Ordinary differential equations
Greenberg, Michael D
2014-01-01
Features a balance between theory, proofs, and examples and provides applications across diverse fields of study Ordinary Differential Equations presents a thorough discussion of first-order differential equations and progresses to equations of higher order. The book transitions smoothly from first-order to higher-order equations, allowing readers to develop a complete understanding of the related theory. Featuring diverse and interesting applications from engineering, bioengineering, ecology, and biology, the book anticipates potential difficulties in understanding the various solution steps
Numerical methods for ordinary differential equations
Butcher, John C
2008-01-01
In recent years the study of numerical methods for solving ordinary differential equations has seen many new developments. This second edition of the author''s pioneering text is fully revised and updated to acknowledge many of these developments. It includes a complete treatment of linear multistep methods whilst maintaining its unique and comprehensive emphasis on Runge-Kutta methods and general linear methods. Although the specialist topics are taken to an advanced level, the entry point to the volume as a whole is not especially demanding. Early chapters provide a wide-ranging introduction to differential equations and difference equations together with a survey of numerical differential equation methods, based on the fundamental Euler method with more sophisticated methods presented as generalizations of Euler. Features of the book includeIntroductory work on differential and difference equations.A comprehensive introduction to the theory and practice of solving ordinary differential equations numeri...
Mathematical physics with partial differential equations
Kirkwood, James
2011-01-01
Mathematical Physics with Partial Differential Equations is for advanced undergraduate and beginning graduate students taking a course on mathematical physics taught out of math departments. The text presents some of the most important topics and methods of mathematical physics. The premise is to study in detail the three most important partial differential equations in the field - the heat equation, the wave equation, and Laplace's equation. The most common techniques of solving such equations are developed in this book, including Green's functions, the Fourier transform
Solutions of fuzzy differential equations based on generalized differentiability
Bede , Barnabás; Gal, Sorin G.
2010-01-01
The main goal of this paper is to show that the concept of generalized differentiability introduced by the authors in [2] allows to obtain new solutions to the fuzzy differential equations. A very general existence and uniqueness result of two solutions for the fuzzy differential equations with modified argument and based on generalized differentiability is obtained together with a characterization of these solutions by ODEs. Real-world applications consisting in application...
A Numerical Method for Fuzzy Differential Equations and Hybrid Fuzzy Differential Equations
Ivaz, K.; Khastan, A.; Juan J. Nieto
2013-01-01
Numerical algorithms for solving first-order fuzzy differential equations and hybrid fuzzy differential equations have been investigated. Sufficient conditions for stability and convergence of the proposed algorithms are given, and their applicability is illustrated with some examples.
Lie algebras and linear differential equations.
Brockett, R. W.; Rahimi, A.
1972-01-01
Certain symmetry properties possessed by the solutions of linear differential equations are examined. For this purpose, some basic ideas from the theory of finite dimensional linear systems are used together with the work of Wei and Norman on the use of Lie algebraic methods in differential equation theory.
Symbolic Solution of Linear Differential Equations
Feinberg, R. B.; Grooms, R. G.
1981-01-01
An algorithm for solving linear constant-coefficient ordinary differential equations is presented. The computational complexity of the algorithm is discussed and its implementation in the FORMAC system is described. A comparison is made between the algorithm and some classical algorithms for solving differential equations.
Solution techniques for elementary partial differential equations
Constanda, Christian
2012-01-01
Incorporating a number of enhancements, Solution Techniques for Elementary Partial Differential Equations, Second Edition presents some of the most important and widely used methods for solving partial differential equations (PDEs). The techniques covered include separation of variables, method of characteristics, eigenfunction expansion, Fourier and Laplace transformations, Green’s functions, perturbation methods, and asymptotic analysis.
Solving Differential Equations Using Modified Picard Iteration
Robin, W. A.
2010-01-01
Many classes of differential equations are shown to be open to solution through a method involving a combination of a direct integration approach with suitably modified Picard iterative procedures. The classes of differential equations considered include typical initial value, boundary value and eigenvalue problems arising in physics and…
Algebraic differential equations associated to some polynomials
Barlet, Daniel
2013-01-01
We compute the Gauss-Manin differential equation for any period of a polynomial in \\ $\\C[x_{0},\\dots, x_{n}]$ \\ with \\ $(n+2)$ \\ monomials. We give two general factorizations theorem in the algebra \\ $\\C$ \\ for such a differential equations.
ON ALGEBRICO-DIFFERENTIAL EQUATIONS-SOLVING
Institute of Scientific and Technical Information of China (English)
WU Wenjun(Wu Wen-tsun)
2004-01-01
The char-set method of polynomial equations-solving is naturally extended to the differential case which gives rise to an algorithmic method of solving arbitrary systems of algebrico-differential equations. As an illustration of the method, the Devil's Problem of Pommaret is solved in details.
Lakrib, Mustapha; Sari, Tewfik
2006-01-01
We prove averaging theorems for ordinary differential equations and retarded functional differential equations. Our assumptions are weaker than those required in the results of the existing literature. Usually, we require that the nonautonomous differential equation and the autonomous averaged equation are locally Lipschitz and that the solutions of both equations exist on some interval. We extend this result to the case of vector fields which are continuous in the spatial variable uniformly ...
Stochastic differential equation model to Prendiville processes
Energy Technology Data Exchange (ETDEWEB)
Granita, E-mail: granitafc@gmail.com [Dept. of Mathematical Science, Universiti Teknologi Malaysia, 81310, Johor Malaysia (Malaysia); Bahar, Arifah [Dept. of Mathematical Science, Universiti Teknologi Malaysia, 81310, Johor Malaysia (Malaysia); UTM Center for Industrial & Applied Mathematics (UTM-CIAM) (Malaysia)
2015-10-22
The Prendiville process is another variation of the logistic model which assumes linearly decreasing population growth rate. It is a continuous time Markov chain (CTMC) taking integer values in the finite interval. The continuous time Markov chain can be approximated by stochastic differential equation (SDE). This paper discusses the stochastic differential equation of Prendiville process. The work started with the forward Kolmogorov equation in continuous time Markov chain of Prendiville process. Then it was formulated in the form of a central-difference approximation. The approximation was then used in Fokker-Planck equation in relation to the stochastic differential equation of the Prendiville process. The explicit solution of the Prendiville process was obtained from the stochastic differential equation. Therefore, the mean and variance function of the Prendiville process could be easily found from the explicit solution.
Stochastic differential equation model to Prendiville processes
International Nuclear Information System (INIS)
The Prendiville process is another variation of the logistic model which assumes linearly decreasing population growth rate. It is a continuous time Markov chain (CTMC) taking integer values in the finite interval. The continuous time Markov chain can be approximated by stochastic differential equation (SDE). This paper discusses the stochastic differential equation of Prendiville process. The work started with the forward Kolmogorov equation in continuous time Markov chain of Prendiville process. Then it was formulated in the form of a central-difference approximation. The approximation was then used in Fokker-Planck equation in relation to the stochastic differential equation of the Prendiville process. The explicit solution of the Prendiville process was obtained from the stochastic differential equation. Therefore, the mean and variance function of the Prendiville process could be easily found from the explicit solution
Markov processes and parabolic partial differential equations
Bossy, Mireille; Champagnat, Nicolas
2010-01-01
In the first part of this article, we present the main tools and definitions of Markov processes' theory: transition semigroups, Feller processes, infinitesimal generator, Kolmogorov's backward and forward equations and Feller diffusion. We also give several classical examples including stochastic differential equations (SDEs) and backward SDEs (BSDEs). The second part of this article is devoted to the links between Markov processes and parabolic partial differential equations (PDEs). In part...
Differential equations inverse and direct problems
Favini, Angelo
2006-01-01
DEGENERATE FIRST ORDER IDENTIFICATION PROBLEMS IN BANACH SPACES A NONISOTHERMAL DYNAMICAL GINZBURG-LANDAU MODEL OF SUPERCONDUCTIVITY. EXISTENCE AND UNIQUENESS THEOREMSSOME GLOBAL IN TIME RESULTS FOR INTEGRODIFFERENTIAL PARABOLIC INVERSE PROBLEMSFOURTH ORDER ORDINARY DIFFERENTIAL OPERATORS WITH GENERAL WENTZELL BOUNDARY CONDITIONSTUDY OF ELLIPTIC DIFFERENTIAL EQUATIONS IN UMD SPACESDEGENERATE INTEGRODIFFERENTIAL EQUATIONS OF PARABOLIC TYPE EXPONENTIAL ATTRACTORS FOR SEMICONDUCTOR EQUATIONSCONVERGENCE TO STATIONARY STATES OF SOLUTIONS TO THE SEMILINEAR EQUATION OF VISCOELASTICITY ASYMPTOTIC BEHA
Symmetry Coefficients of Semilinear Partial Differential Equations
Freire, Igor Leite; Martins, Antonio Carlos Gilli
2008-01-01
We show that for any semilinear partial differential equation of order m, the infinitesimals of the independent variables depend only on the independent variables and, if m>1 and the equation is also linear in its derivatives of order m-1 of the dependent variable, then the infinitesimal of the dependent variable is at most linear on the dependent variable. Many examples of important partial differential equations in Analysis, Geometry and Mathematical - Physics are given in order to enlighte...
The Numerical Approximation of Functional Differential Equations
Venturi, Daniele
2016-01-01
The fundamental importance of functional differential equations has been recognized in many areas of mathematical physics, such as fluid dynamics (Hopf characteristic functional equations), quantum field theory (Schwinger-Dyson equations) and statistical physics (equations for generating functionals and effective action methods). However, no effective numerical method has yet been developed to compute their solution. The purpose of this manuscript is to fill this gap, and provide a new perspective on the problem of numerical approximation of nonlinear functionals and functional differential equations. The proposed methods will be described and demonstrated in various examples.
ON A CORRELATION BETWEEN DIFFERENTIAL EQUATIONS AND THEIR CHARACTERISTIC EQUATIONS
Boro M. Piperevski
2007-01-01
Abstract: The aim of this paper is to derive the dependence of the nature of a solution of a class of differential equations of n-th order with polynomial coefficients on the solutions of the corresponding characteristic algebraic equation of n-th degree.
Exponential generating functions for the associated Bessel functions
Energy Technology Data Exchange (ETDEWEB)
Fakhri, H [Department of Theoretical Physics and Astrophysics, Physics Faculty, University of Tabriz, PO Box 51666-16471, Tabriz (Iran, Islamic Republic of); Mojaveri, B; Nobary, M A Gomshi [Department of Physics, Faculty of Science, Razi University, Kermanshah (Iran, Islamic Republic of)], E-mail: hfakhri@tabrizu.ac.ir, E-mail: bmojaveri@raziu.ac.ir, E-mail: mnobary@razi.ac.ir
2008-09-26
Similar to the associated Legendre functions, the differential equation for the associated Bessel functions B{sub l,m}(x) is introduced so that its form remains invariant under the transformation l {yields} -l - 1. A Rodrigues formula for the associated Bessel functions as squared integrable solutions in both regions l < 0 and l {>=} 0 is presented. The functions with the same m but with different positive and negative values of l are not independent of each other, while the functions with the same l + m (l - m) but with different values of l and m are independent of each other. So, all the functions B{sub l,m}(x) may be taken into account as the union of the increasing (decreasing) infinite sequences with respect to l. It is shown that two new different types of exponential generating functions are attributed to the associated Bessel functions corresponding to these rearranged sequences.
Exponential generating functions for the associated Bessel functions
Fakhri, H.; Mojaveri, B.; Gomshi Nobary, M. A.
2008-09-01
Similar to the associated Legendre functions, the differential equation for the associated Bessel functions Bl,m(x) is introduced so that its form remains invariant under the transformation l → -l - 1. A Rodrigues formula for the associated Bessel functions as squared integrable solutions in both regions l = 0 is presented. The functions with the same m but with different positive and negative values of l are not independent of each other, while the functions with the same l + m (l - m) but with different values of l and m are independent of each other. So, all the functions Bl,m(x) may be taken into account as the union of the increasing (decreasing) infinite sequences with respect to l. It is shown that two new different types of exponential generating functions are attributed to the associated Bessel functions corresponding to these rearranged sequences.
Partial Differential Equations Modeling and Numerical Simulation
Glowinski, Roland
2008-01-01
This book is dedicated to Olivier Pironneau. For more than 250 years partial differential equations have been clearly the most important tool available to mankind in order to understand a large variety of phenomena, natural at first and then those originating from human activity and technological development. Mechanics, physics and their engineering applications were the first to benefit from the impact of partial differential equations on modeling and design, but a little less than a century ago the Schrödinger equation was the key opening the door to the application of partial differential equations to quantum chemistry, for small atomic and molecular systems at first, but then for systems of fast growing complexity. Mathematical modeling methods based on partial differential equations form an important part of contemporary science and are widely used in engineering and scientific applications. In this book several experts in this field present their latest results and discuss trends in the numerical analy...
Differential difference inequalities related to parabolic functional differential equations
Milena Netka
2010-01-01
Initial boundary value problems for nonlinear parabolic functional differential equations are transformed by discretization in space variables into systems of ordinary functional differential equations. A comparison theorem for differential difference inequalities is proved. Sufficient conditions for the convergence of the method of lines is given. Nonlinear estimates of the Perron type for given operators with respect to functional variables are used. Results obtained in the paper can be app...
Filamentation with nonlinear Bessel vortices.
Jukna, V; Milián, C; Xie, C; Itina, T; Dudley, J; Courvoisier, F; Couairon, A
2014-10-20
We present a new type of ring-shaped filaments featured by stationary nonlinear high-order Bessel solutions to the laser beam propagation equation. Two different regimes are identified by direct numerical simulations of the nonlinear propagation of axicon focused Gaussian beams carrying helicity in a Kerr medium with multiphoton absorption: the stable nonlinear propagation regime corresponds to a slow beam reshaping into one of the stationary nonlinear high-order Bessel solutions, called nonlinear Bessel vortices. The region of existence of nonlinear Bessel vortices is found semi-analytically. The influence of the Kerr nonlinearity and nonlinear losses on the beam shape is presented. Direct numerical simulations highlight the role of attractors played by nonlinear Bessel vortices in the stable propagation regime. Large input powers or small cone angles lead to the unstable propagation regime where nonlinear Bessel vortices break up into an helical multiple filament pattern or a more irregular structure. Nonlinear Bessel vortices are shown to be sufficiently intense to generate a ring-shaped filamentary ionized channel in the medium which is foreseen as opening the way to novel applications in laser material processing of transparent dielectrics. PMID:25401574
Symmetry analysis of differential equations an introduction
Arrigo, Daniel J
2015-01-01
A self-contained introduction to the methods and techniques of symmetry analysis used to solve ODEs and PDEsSymmetry Analysis of Differential Equations: An Introduction presents an accessible approach to the uses of symmetry methods in solving both ordinary differential equations (ODEs) and partial differential equations (PDEs). Providing comprehensive coverage, the book fills a gap in the literature by discussing elementary symmetry concepts and invariance, including methods for reducing the complexity of ODEs and PDEs in an effort to solve the associated problems. Thoroughly class-tested, t
Numerical Analysis of Partial Differential Equations
Lui, S H
2011-01-01
A balanced guide to the essential techniques for solving elliptic partial differential equations Numerical Analysis of Partial Differential Equations provides a comprehensive, self-contained treatment of the quantitative methods used to solve elliptic partial differential equations (PDEs), with a focus on the efficiency as well as the error of the presented methods. The author utilizes coverage of theoretical PDEs, along with the nu merical solution of linear systems and various examples and exercises, to supply readers with an introduction to the essential concepts in the numerical analysis
The Bessel Numbers and Bessel Matrices
Institute of Scientific and Technical Information of China (English)
Sheng Liang YANG; Zhan Ke QIAO
2011-01-01
In this paper,using exponential Riordan arrays,we investigate the Bessel numbers and Bessel matrices.By exploring links between the Bessel matrices,the Stirling matrices and the degenerate Stirling matrices,we show that the Bessel numbers are special case of the degenerate Stirling numbers,and derive explicit formulas for the Bessel numbers in terms of the Stirling numbers and binomial coefficients.
Sasaki, Ryu
2016-01-01
Exact solvability (ES) of one-dimensional quantum potentials $V(x)$ is a vague concept. We propose that beyond its most conventional range the ES status should be attributed also to many less common interaction models for which the wave functions remain piecewise proportional to special functions. The claim is supported by constructive analysis of a toy model $V(x)= -g^2\\exp (-|x|)$. The detailed description of the related bound-state and scattering solutions of Schr\\"{o}dinger equation is provided in terms of Bessel functions which are properly matched in the origin.
Trends in differential equations and applications
Neble, María; Galván, José
2016-01-01
This work collects the most important results presented at the Congress on Differential Equations and Applications/Congress on Applied Mathematics (CEDYA/CMA) in Cádiz (Spain) in 2015. It supports further research in differential equations, numerical analysis, mechanics, control and optimization. In particular, it helps readers gain an overview of specific problems of interest in the current mathematical research related to different branches of applied mathematics. This includes the analysis of nonlinear partial differential equations, exact solutions techniques for ordinary differential equations, numerical analysis and numerical simulation of some models arising in experimental sciences and engineering, control and optimization, and also trending topics on numerical linear Algebra, dynamical systems, and applied mathematics for Industry. This volume is mainly addressed to any researcher interested in the applications of mathematics, especially in any subject mentioned above. It may be also useful to PhD s...
Existence results for random fractional differential equations
Vasile Lupulescu; Donal O'Regan; Ghaus ur Rahman
2014-01-01
In this paper, an existence result for a random fractional differential equation is established under a Carathéodory condition. Existence results for extremal random solutions are also proved. Finally, an existence and uniqueness result is given
Fractional-differential equations of motion
Olemskoi, Alexander I.
1999-01-01
An elementary system leading to the notions of fractional integrals and derivatives is considered. Various physical situations whose description is associated with fractional differential equations of motion are discussed.
Connecting Related Rates and Differential Equations
Brandt, Keith
2012-01-01
This article points out a simple connection between related rates and differential equations. The connection can be used for in-class examples or homework exercises, and it is accessible to students who are familiar with separation of variables.
Evaluating methods for approximating stochastic differential equations
Brown, Scott D; RATCLIFF, ROGER; Smith, Philip L.
2006-01-01
Models of decision making and response time (RT) are often formulated using stochastic differential equations (SDEs). Researchers often investigate these models using a simple Monte Carlo method based on Euler’s method for solving ordinary differential equations. The accuracy of Euler’s method is investigated and compared to the performance of more complex simulation methods. The more complex methods for solving SDEs yielded no improvement in accuracy over the Euler method. However, the matri...
Multidimensional stochastic differential equations with distributional drift
Flandoli, Franco; Issoglio, Elena; Russo, Francesco
2015-01-01
This paper investigates a time-dependent multidimensional stochastic differential equation with drift being a distribution in a suitable class of Sobolev spaces with negative derivation order. This is done through a careful analysis of the corresponding Kolmogorov equation whose coefficient is a distribution.
Extended Trial Equation Method for Nonlinear Partial Differential Equations
Gepreel, Khaled A.; Nofal, Taher A.
2015-04-01
The main objective of this paper is to use the extended trial equation method to construct a series of some new solutions for some nonlinear partial differential equations (PDEs) in mathematical physics. We will construct the solutions in many different functions such as hyperbolic function solutions, trigonometric function solutions, Jacobi elliptic function solutions, and rational functional solutions for the nonlinear PDEs when the balance number is a real number via the Zhiber-Shabat nonlinear differential equation. The balance number of this method is not constant as we shown in other methods, but it is changed by changing the trial equation derivative definition. This method allowed us to construct many new types of solutions. It is shown by using the Maple software package that all obtained solutions satisfy the original PDEs.
A Unified Introduction to Ordinary Differential Equations
Lutzer, Carl V.
2006-01-01
This article describes how a presentation from the point of view of differential operators can be used to (partially) unify the myriad techniques in an introductory course in ordinary differential equations by providing students with a powerful, flexible paradigm that extends into (or from) linear algebra. (Contains 1 footnote.)
Existence theorems for ordinary differential equations
Murray, Francis J
2007-01-01
Theorems stating the existence of an object-such as the solution to a problem or equation-are known as existence theorems. This text examines fundamental and general existence theorems, along with the Picard iterants, and applies them to properties of solutions and linear differential equations.The authors assume a basic knowledge of real function theory, and for certain specialized results, of elementary functions of a complex variable. They do not consider the elementary methods for solving certain special differential equations, nor advanced specialized topics; within these restrictions, th
Some problems in fractal differential equations
Su, Weiyi
2016-06-01
Based upon the fractal calculus on local fields, or p-type calculus, or Gibbs-Butzer calculus ([1],[2]), we suggest a constructive idea for "fractal differential equations", beginning from some special examples to a general theory. However, this is just an original idea, it needs lots of later work to support. In [3], we show example "two dimension wave equations with fractal boundaries", and in this note, other examples, as well as an idea to construct fractal differential equations are shown.
5-th order differential equations related to Calabi-Yau differential equations
Almkvist, Gert
2007-01-01
The very few 5-th order differential equations which have 4-th order Calabi-Yau equations as pullbacks are listed. We use the pullback of Yifan Yang that in most cases has much lower degree than the usual pullback.
Differential geometry techniques for sets of nonlinear partial differential equations
Estabrook, Frank B.
1990-01-01
An attempt is made to show that the Cartan theory of partial differential equations can be a useful technique for applied mathematics. Techniques for finding consistent subfamilies of solutions that are generically rich and well-posed and for introducing potentials or other usefully consistent auxiliary fields are introduced. An extended sample calculation involving the Korteweg-de Vries equation is given.
Modelling conjugation with stochastic differential equations
DEFF Research Database (Denmark)
Philipsen, Kirsten Riber; Christiansen, Lasse Engbo; Hasman, Henrik;
2010-01-01
Conjugation is an important mechanism involved in the transfer of resistance between bacteria. In this article a stochastic differential equation based model consisting of a continuous time state equation and a discrete time measurement equation is introduced to model growth and conjugation of two...... using a likelihood-ratio test and Akaike's information criterion. Experiments indicating conjugation on the agar plates selecting for transconjugants motivates the introduction of an extended model, for which conjugation on the agar plate is described in the measurement equation. This model is compared...
Fuzzy differential equations in various approaches
Gomes, Luciana Takata; Bede, Barnabas
2015-01-01
This book may be used as reference for graduate students interested in fuzzy differential equations and researchers working in fuzzy sets and systems, dynamical systems, uncertainty analysis, and applications of uncertain dynamical systems. Beginning with a historical overview and introduction to fundamental notions of fuzzy sets, including different possibilities of fuzzy differentiation and metric spaces, this book moves on to an overview of fuzzy calculus thorough exposition and comparison of different approaches. Innovative theories of fuzzy calculus and fuzzy differential equations using fuzzy bunches of functions are introduced and explored. Launching with a brief review of essential theories, this book investigates both well-known and novel approaches in this field; such as the Hukuhara differentiability and its generalizations as well as differential inclusions and Zadeh’s extension. Through a unique analysis, results of all these theories are examined and compared.
On the Diamond Bessel Heat Kernel
Wanchak Satsanit
2011-01-01
We study the heat equation in n dimensional by Diamond Bessel operator. We find the solution by method of convolution and Fourier transform in distribution theory and also obtain an interesting kernel related to the spectrum and the kernel which is called Bessel heat kernel.
Using Bessel functions to find fixed solutions to wave equations%利用Bessel函数求解波动方程的定解问题
Institute of Scientific and Technical Information of China (English)
金启胜
2014-01-01
分离变量法是求解波动方程定解问题的一种重要方法。分离变量法的重点在于求特征值及其对应的特征函数。Bessel函数是应用很广泛的一种特征函数，运用Bessel函数的有关性质可以很方便地求解波动方程的定解问题。%The method of separation of variables is an important method for finding solutions to heat conduction equations. The method is used to find the characteristic values of characteristic functions. Bessel functions are characteristic functions,which can be widely used to find fixed solutions to wave equations.
Monotonic sequences related to zeros of Bessel functions
Lorch, Lee; Muldoon, Martin
2008-12-01
In the course of their work on Salem numbers and uniform distribution modulo 1, A. Akiyama and Y. Tanigawa proved some inequalities concerning the values of the Bessel function J 0 at multiples of π, i.e., at the zeros of J 1/2. This raises the question of inequalities and monotonicity properties for the sequences of values of one cylinder function at the zeros of another such function. Here we derive such results by differential equations methods.
Transform methods for solving partial differential equations
Duffy, Dean G
2004-01-01
Transform methods provide a bridge between the commonly used method of separation of variables and numerical techniques for solving linear partial differential equations. While in some ways similar to separation of variables, transform methods can be effective for a wider class of problems. Even when the inverse of the transform cannot be found analytically, numeric and asymptotic techniques now exist for their inversion, and because the problem retains some of its analytic aspect, one can gain greater physical insight than typically obtained from a purely numerical approach. Transform Methods for Solving Partial Differential Equations, Second Edition illustrates the use of Laplace, Fourier, and Hankel transforms to solve partial differential equations encountered in science and engineering. The author has expanded the second edition to provide a broader perspective on the applicability and use of transform methods and incorporated a number of significant refinements: New in the Second Edition: ·...
Inequalities for differential and integral equations
Ames, William F
1997-01-01
Inequalities for Differential and Integral Equations has long been needed; it contains material which is hard to find in other books. Written by a major contributor to the field, this comprehensive resource contains many inequalities which have only recently appeared in the literature and which can be used as powerful tools in the development of applications in the theory of new classes of differential and integral equations. For researchers working in this area, it will be a valuable source of reference and inspiration. It could also be used as the text for an advanced graduate course.Key Features* Covers a variety of linear and nonlinear inequalities which find widespread applications in the theory of various classes of differential and integral equations* Contains many inequalities which have only recently appeared in literature and cannot yet be found in other books* Provides a valuable reference to engineers and graduate students
A short course in ordinary differential equations
Kong, Qingkai
2014-01-01
This text is a rigorous treatment of the basic qualitative theory of ordinary differential equations, at the beginning graduate level. Designed as a flexible one-semester course but offering enough material for two semesters, A Short Course covers core topics such as initial value problems, linear differential equations, Lyapunov stability, dynamical systems and the Poincaré—Bendixson theorem, and bifurcation theory, and second-order topics including oscillation theory, boundary value problems, and Sturm—Liouville problems. The presentation is clear and easy-to-understand, with figures and copious examples illustrating the meaning of and motivation behind definitions, hypotheses, and general theorems. A thoughtfully conceived selection of exercises together with answers and hints reinforce the reader's understanding of the material. Prerequisites are limited to advanced calculus and the elementary theory of differential equations and linear algebra, making the text suitable for senior undergraduates as w...
A first course in differential equations
Logan, J David
2015-01-01
The third edition of this concise, popular textbook on elementary differential equations gives instructors an alternative to the many voluminous texts on the market. It presents a thorough treatment of the standard topics in an accessible, easy-to-read, format. The overarching perspective of the text conveys that differential equations are about applications. This book illuminates the mathematical theory in the text with a wide variety of applications that will appeal to students in physics, engineering, the biosciences, economics and mathematics. Instructors are likely to find that the first four or five chapters are suitable for a first course in the subject. This edition contains a healthy increase over earlier editions in the number of worked examples and exercises, particularly those routine in nature. Two appendices include a review with practice problems, and a MATLAB® supplement that gives basic codes and commands for solving differential equations. MATLAB® is not required; students are encouraged t...
Difference methods for stiff delay differential equations
International Nuclear Information System (INIS)
Delay differential equations of the form y'(t) = f(y(t), z(t)), where z(t) = [y1(α1(y(t))),..., y/sub n/(α/sub n/(y(t)))]/sup T/ and α/sub i/(y(t)) less than or equal to t, arise in many scientific and engineering fields when transport lags and propagation times are physically significant in a dynamic process. Difference methods for approximating the solution of stiff delay systems require special stability properties that are generalizations of those employed for stiff ordinary differential equations. By use of the model equation y'(t) = py(t) + qy(t-1), with complex p and q, the definitions of A-stability, A( )-stability, and stiff stability have been generalize to delay equations. For linear multistep difference formulas, these properties extend directly from ordinary to delay equations. This straight forward extension is not true for implicit Runge-Kutta methods, as illustrated by the midpoint formula, which is A-stable for ordinary equations, but not for delay equations. A computer code for stiff delay equations was developed using the BDF. 24 figures, 5 tables
LINEARIZED OSCILLATIONS FOR NEUTRAL DIFFERENTIAL EQUATIONS
Institute of Scientific and Technical Information of China (English)
李建利; 申建华
2004-01-01
Consider the nonlinear neutral delay differential equation d/dt[x(t)-P(t)g(x(t-τ))]+Q(t)h(x(t-σ))=01t≥t0,where P1Q∈C([t01∞),R(τ>01,σ≥0,We obtain a linearized oscillation result by an associate linear equation in the case when liminf P(t)=p0∈[-1,0)。
Generalized solutions of nonlinear partial differential equations
Rosinger, EE
1987-01-01
During the last few years, several fairly systematic nonlinear theories of generalized solutions of rather arbitrary nonlinear partial differential equations have emerged. The aim of this volume is to offer the reader a sufficiently detailed introduction to two of these recent nonlinear theories which have so far contributed most to the study of generalized solutions of nonlinear partial differential equations, bringing the reader to the level of ongoing research.The essence of the two nonlinear theories presented in this volume is the observation that much of the mathematics concernin
Eigenvalue problems for fractional ordinary differential equations
International Nuclear Information System (INIS)
The eigenvalue problems are considered for the fractional ordinary differential equations with different classes of boundary conditions including the Dirichlet, Neumann, Robin boundary conditions and the periodic boundary condition. The eigenvalues and eigenfunctions are characterized in terms of the Mittag–Leffler functions. The eigenvalues of several specified boundary value problems are calculated by using MATLAB subroutine for the Mittag–Leffler functions. When the order is taken as the value 2, our results degenerate to the classical ones of the second-ordered differential equations. When the order α satisfies 1 < α < 2 the eigenvalues can be finitely many.
Surveys in differential-algebraic equations III
Reis, Timo
2015-01-01
The present volume comprises survey articles on various fields of Differential-Algebraic Equations (DAEs), which have widespread applications in controlled dynamical systems, especially in mechanical and electrical engineering and a strong relation to (ordinary) differential equations. The individual chapters provide reviews, presentations of the current state of research and new concepts in - Flexibility of DAE formulations - Reachability analysis and deterministic global optimization - Numerical linear algebra methods - Boundary value problems The results are presented in an accessible style, making this book suitable not only for active researchers but also for graduate students (with a good knowledge of the basic principles of DAEs) for self-study.
Surveys in differential-algebraic equations II
Reis, Timo
2015-01-01
The present volume comprises survey articles on various fields of Differential-Algebraic Equations (DAEs), which have widespread applications in controlled dynamical systems, especially in mechanical and electrical engineering and a strong relation to (ordinary) differential equations. The individual chapters provide reviews, presentations of the current state of research and new concepts in - Observers for DAEs - DAEs in chemical processes - Optimal control of DAEs - DAEs from a functional-analytic viewpoint - Algebraic methods for DAEs The results are presented in an accessible style, making this book suitable not only for active researchers but also for graduate students (with a good knowledge of the basic principles of DAEs) for self-study.
A minicourse on stochastic partial differential equations
Rassoul-Agha, Firas
2009-01-01
In May 2006, The University of Utah hosted an NSF-funded minicourse on stochastic partial differential equations. The goal of this minicourse was to introduce graduate students and recent Ph.D.s to various modern topics in stochastic PDEs, and to bring together several experts whose research is centered on the interface between Gaussian analysis, stochastic analysis, and stochastic partial differential equations. This monograph contains an up-to-date compilation of many of those lectures. Particular emphasis is paid to showcasing central ideas and displaying some of the many deep connections between the mentioned disciplines, all the time keeping a realistic pace for the student of the subject.
Algorithms For Integrating Nonlinear Differential Equations
Freed, A. D.; Walker, K. P.
1994-01-01
Improved algorithms developed for use in numerical integration of systems of nonhomogenous, nonlinear, first-order, ordinary differential equations. In comparison with integration algorithms, these algorithms offer greater stability and accuracy. Several asymptotically correct, thereby enabling retention of stability and accuracy when large increments of independent variable used. Accuracies attainable demonstrated by applying them to systems of nonlinear, first-order, differential equations that arise in study of viscoplastic behavior, spread of acquired immune-deficiency syndrome (AIDS) virus and predator/prey populations.
Modeling and Prediction Using Stochastic Differential Equations
DEFF Research Database (Denmark)
Juhl, Rune; Møller, Jan Kloppenborg; Jørgensen, John Bagterp;
2016-01-01
Pharmacokinetic/pharmakodynamic (PK/PD) modeling for a single subject is most often performed using nonlinear models based on deterministic ordinary differential equations (ODEs), and the variation between subjects in a population of subjects is described using a population (mixed effects) setup...... deterministic and can predict the future perfectly. A more realistic approach would be to allow for randomness in the model due to e.g., the model be too simple or errors in input. We describe a modeling and prediction setup which better reflects reality and suggests stochastic differential equations (SDEs) for...
Stochastic versus deterministic systems of differential equations
Ladde, G S
2003-01-01
This peerless reference/text unfurls a unified and systematic study of the two types of mathematical models of dynamic processes-stochastic and deterministic-as placed in the context of systems of stochastic differential equations. Using the tools of variational comparison, generalized variation of constants, and probability distribution as its methodological backbone, Stochastic Versus Deterministic Systems of Differential Equations addresses questions relating to the need for a stochastic mathematical model and the between-model contrast that arises in the absence of random disturbances/flu
Differential equations and applications recent advances
2014-01-01
Differential Equations and Applications : Recent Advances focus on the latest developments in Nonlinear Dynamical Systems, Neural Networks, Fluid Dynamics, Fractional Differential Systems, Mathematical Modelling and Qualitative Theory. Different aspects such as Existence, Stability, Controllability, Viscosity and Numerical Analysis for different systems have been discussed in this book. This book will be of great interest and use to researchers in Applied Mathematics, Engineering and Mathematical Physics.
Nonlinear partial differential equations on homogeneous spaces
International Nuclear Information System (INIS)
The work of A.K.N.S. which is based on the s1(2,R) valued soliton connection is extended to obtain new integrable coupled nonlinear partial differential equations. This is achieved by assuming the soliton connection having values in a semisimple Lie, Kac-Moody, Lie super algebras. Extensions of some of the integrable nonlinear p.d.e's are given explicitly. In particular the coupled NLS equations on various homogeneous spaces and the coupled modified KdV equations are obtained on symmetric spaces. (author). 20 refs
Nonlinear Partial Functional Differential Equations: Existence and Stability
Caraballo Garrido, Tomás
2001-01-01
Existence and uniqueness of solutions for a class of nonlinear functional differential equations in Hilbert spaces are established. Sufficient conditions which guarantee the transference of exponential stability from partial differential equations to partial functional differential equations are studied. The stability results derived are also applied to ordinary differential equations with hereditary characteristics.
On fractional random differential equations with delay
Ho Vu; Nguyen Ngoc Phung; Nguyen Phuong
2016-01-01
In this paper, we consider the existence and uniqueness of solutions of the fractional random differential equations with delay. Moreover, some kind of boundedness of the solution is proven. Finally, the applicability of the theoretical results is illustrated with some real world examples.
Path Integral Methods for Stochastic Differential Equations
Chow, Carson C.; Buice, Michael A.
2015-01-01
Stochastic differential equations (SDEs) have multiple applications in mathematical neuroscience and are notoriously difficult. Here, we give a self-contained pedagogical review of perturbative field theoretic and path integral methods to calculate moments of the probability density function of SDEs. The methods can be extended to high dimensional systems such as networks of coupled neurons and even deterministic systems with quenched disorder.
Cartan normal conformal connections from differential equations
International Nuclear Information System (INIS)
We explore and show a natural relationship between all third-order ordinary differential equations that possess a vanishing Wunschmann invariant, with conformal metrics on 3-manifolds and Cartan's normal O(3, 2) conformal connections. The generalization to pairs of second-order PDEs and their relationship to Cartan's normal O(4, 2) conformal connections on four-dimensional manifolds is discussed
Simplified differential equations approach for Master Integrals
Papadopoulos, Costas G.
2014-01-01
A simplified differential equations approach for Master Integrals is presented. It allows to express them, straightforwardly, in terms of Goncharov Polylogarithms. As a proof-of-concept of the proposed method, results at one and two loops are presented, including the massless one-loop pentagon with up to one off-shell leg at order epsilon.
Newton's method for stochastic functional differential equations
Directory of Open Access Journals (Sweden)
Monika Wrzosek
2012-08-01
Full Text Available In this article, we apply Newton's method to stochastic functional differential equations. The first part concerns a first-order convergence. We formulate a Gronwall-type inequality which plays an important role in the proof of the convergence theorem for the Newton method. In the second part a probabilistic second-order convergence is studied.
Stochastic differential equations used to model conjugation
DEFF Research Database (Denmark)
Philipsen, Kirsten Riber; Christiansen, Lasse Engbo
Stochastic differential equations (SDEs) are used to model horizontal transfer of antibiotic resis- tance by conjugation. The model describes the concentration of donor, recipient, transconjugants and substrate. The strength of the SDE model over the traditional ODE models is that the noise can be...
Efficient Estimating Functions for Stochastic Differential Equations
DEFF Research Database (Denmark)
Jakobsen, Nina Munkholt
The overall topic of this thesis is approximate martingale estimating function-based estimationfor solutions of stochastic differential equations, sampled at high frequency. Focuslies on the asymptotic properties of the estimators. The first part of the thesis deals with diffusions observed over a...
Parallel Algorithm Solves Coupled Differential Equations
Hayashi, A.
1987-01-01
Numerical methods adapted to concurrent processing. Algorithm solves set of coupled partial differential equations by numerical integration. Adapted to run on hypercube computer, algorithm separates problem into smaller problems solved concurrently. Increase in computing speed with concurrent processing over that achievable with conventional sequential processing appreciable, especially for large problems.
Difference and differential equations with applications in queueing theory
Haghighi, Aliakbar Montazer
2013-01-01
A Useful Guide to the Interrelated Areas of Differential Equations, Difference Equations, and Queueing Models Difference and Differential Equations with Applications in Queueing Theory presents the unique connections between the methods and applications of differential equations, difference equations, and Markovian queues. Featuring a comprehensive collection of
Numerical methods for nonlinear partial differential equations
Bartels, Sören
2015-01-01
The description of many interesting phenomena in science and engineering leads to infinite-dimensional minimization or evolution problems that define nonlinear partial differential equations. While the development and analysis of numerical methods for linear partial differential equations is nearly complete, only few results are available in the case of nonlinear equations. This monograph devises numerical methods for nonlinear model problems arising in the mathematical description of phase transitions, large bending problems, image processing, and inelastic material behavior. For each of these problems the underlying mathematical model is discussed, the essential analytical properties are explained, and the proposed numerical method is rigorously analyzed. The practicality of the algorithms is illustrated by means of short implementations.
Stochastic partial differential equations an introduction
Liu, Wei
2015-01-01
This book provides an introduction to the theory of stochastic partial differential equations (SPDEs) of evolutionary type. SPDEs are one of the main research directions in probability theory with several wide ranging applications. Many types of dynamics with stochastic influence in nature or man-made complex systems can be modelled by such equations. The theory of SPDEs is based both on the theory of deterministic partial differential equations, as well as on modern stochastic analysis. Whilst this volume mainly follows the ‘variational approach’, it also contains a short account on the ‘semigroup (or mild solution) approach’. In particular, the volume contains a complete presentation of the main existence and uniqueness results in the case of locally monotone coefficients. Various types of generalized coercivity conditions are shown to guarantee non-explosion, but also a systematic approach to treat SPDEs with explosion in finite time is developed. It is, so far, the only book where the latter and t...
Numerical approximation of partial differential equations
Bartels, Sören
2016-01-01
Finite element methods for approximating partial differential equations have reached a high degree of maturity, and are an indispensible tool in science and technology. This textbook aims at providing a thorough introduction to the construction, analysis, and implementation of finite element methods for model problems arising in continuum mechanics. The first part of the book discusses elementary properties of linear partial differential equations along with their basic numerical approximation, the functional-analytical framework for rigorously establishing existence of solutions, and the construction and analysis of basic finite element methods. The second part is devoted to the optimal adaptive approximation of singularities and the fast iterative solution of linear systems of equations arising from finite element discretizations. In the third part, the mathematical framework for analyzing and discretizing saddle-point problems is formulated, corresponding finte element methods are analyzed, and particular ...
Ordinary differential equations a graduate text
Bhamra, K S
2015-01-01
ORDINARY DIFFERENTIAL EQUATIONS: A Graduate Text presents a systematic and comprehensive introduction to ODEs for graduate and postgraduate students. The systematic organized text on differential inequalities, Gronwall's inequality, Nagumo's theorems, Osgood's criteria and applications of different equations of first order is dealt with in a greater depth. The book discusses qualitative and quantitative aspects of the Strum - Liouville problems, Green's function, integral equations, Laplace transform and is supported by a number of worked-out examples in each lesson to make the concepts clear. A lot of stress on stability theory is laid down, especially on Lyapunov and Poincare stability theory. A numerous figures in various lessons (in particular lessons dealing with stability theory) have been added to clarify the key concepts in DE theory. Nonlinear oscillation in conservative systems and Hamiltonian systems highlights basic nature of the systems considered. Perturbation techniques lesson deals in fairly d...
Institute of Scientific and Technical Information of China (English)
陈宗荣; 李顺初
2011-01-01
In this paper, we solve the general boundary value problem of Bessel equations, and obtain the similar structure and the similar kernel function of solutions. A new idea and method for solving this kind of problems is formed: so called "similar structure construction". This idea and method can be used to analyze inner properties of solutions, to solve some practical problems and to write analytical softwares.%对Bessel方程的一般边值问题进行求解,得到了解式的相似结构和相似核函数及求解Bessel方程边值问题的一个新思想和新方法:相似结构构造法.该方法有利于进一步分析解的内在规律、解决相应的应用问题、方便编制相应的分析软件.
Differential constraints and exact solutions of nonlinear diffusion equations
International Nuclear Information System (INIS)
The differential constraints are applied to obtain explicit solutions of nonlinear diffusion equations. Certain linear determining equations with parameters are used to find such differential constraints. They generalize the determining equations used in the search for classical Lie symmetries
Differential constraints and exact solutions of nonlinear diffusion equations
Kaptsov, Oleg V.; Verevkin, Igor V.
2002-01-01
The differential constraints are applied to obtain explicit solutions of nonlinear diffusion equations. Certain linear determining equations with parameters are used to find such differential constraints. They generalize the determining equations used in the search for classical Lie symmetries.
Introduction to numerical methods for time dependent differential equations
Kreiss, Heinz-Otto
2014-01-01
Introduces both the fundamentals of time dependent differential equations and their numerical solutions Introduction to Numerical Methods for Time Dependent Differential Equations delves into the underlying mathematical theory needed to solve time dependent differential equations numerically. Written as a self-contained introduction, the book is divided into two parts to emphasize both ordinary differential equations (ODEs) and partial differential equations (PDEs). Beginning with ODEs and their approximations, the authors provide a crucial presentation of fundamental notions, such as the t
Schiesser, William E
2014-01-01
Features a solid foundation of mathematical and computational tools to formulate and solve real-world PDE problems across various fields With a step-by-step approach to solving partial differential equations (PDEs), Differential Equation Analysis in Biomedical Science and Engineering: Partial Differential Equation Applications with R successfully applies computational techniques for solving real-world PDE problems that are found in a variety of fields, including chemistry, physics, biology, and physiology. The book provides readers with the necessary knowledge to reproduce and extend the com
Schiesser, William E
2014-01-01
Features a solid foundation of mathematical and computational tools to formulate and solve real-world ODE problems across various fields With a step-by-step approach to solving ordinary differential equations (ODEs), Differential Equation Analysis in Biomedical Science and Engineering: Ordinary Differential Equation Applications with R successfully applies computational techniques for solving real-worldODE problems that are found in a variety of fields, including chemistry, physics, biology,and physiology. The book provides readers with the necessary knowledge to reproduce andextend the comp
A textbook on ordinary differential equations
Ahmad, Shair
2014-01-01
The book is a primer of the theory of Ordinary Differential Equations. Each chapter is completed by a broad set of exercises; the reader will also find a set of solutions of selected exercises. The book contains many interesting examples as well (like the equations for the electric circuits, the pendium equation, the logistic equation, the Lotka-Volterra system, and many other) which introduce the reader to some interesting aspects of the theory and its applications. The work is mainly addressed to students of Mathematics, Physics, Engineering, Statistics, Computer Sciences, with knowledge of Calculus and Linear Algebra, and contains more advanced topics for further developments, such as Laplace transform; Stability theory and existence of solutions to Boundary Value problems. The authors are preparing a complete solutions manual, containing solutions to all the exercises published in the book. The manual will be available Summer 2014. Instructors who wish to adopt the book may request the manual by writing...
Renormalization methods for higher order differential equations
International Nuclear Information System (INIS)
We adapt methodology of statistical mechanics and quantum field theory to approximate solutions to an arbitrary order ordinary differential equation boundary value problem by a second-order equation. In particular, we study equations involving the derivative of a double-well potential such as u − u3 or − u + 2u3. Using momentum (Fourier) space variables we average over short length scales and demonstrate that the higher order derivatives can be neglected within the first cumulant approximation, once length is properly renormalized, yielding an approximation to solutions of the higher order equation from the second order. The results are confirmed using numerical computations. Additional numerics confirm that the main role of the higher order derivatives is in rescaling the length. (paper)
Malliavin differentiability of solutions of rough differential equations
Inahama, Yuzuru
2013-01-01
In this paper we study rough differential equations driven by Gaussian rough paths from the viewpoint of Malliavin calculus. Under mild assumptions on coefficient vector fields and underlying Gaussian processes, we prove that solutions at a fixed time is smooth in the sense of Malliavin calculus. Examples of Gaussian processes include fractional Brownian motion with Hurst parameter larger than $1/4$.
An introduction to ordinary differential equations
Coddington, Earl A
1989-01-01
""Written in an admirably cleancut and economical style."" - Mathematical Reviews. This concise text offers undergraduates in mathematics and science a thorough and systematic first course in elementary differential equations. Presuming a knowledge of basic calculus, the book first reviews the mathematical essentials required to master the materials to be presented. The next four chapters take up linear equations, those of the first order and those with constant coefficients, variable coefficients, and regular singular points. The last two chapters address the existence and uniqueness of solu
ERC Workshop on Geometric Partial Differential Equations
Novaga, Matteo; Valdinoci, Enrico
2013-01-01
This book is the outcome of a conference held at the Centro De Giorgi of the Scuola Normale of Pisa in September 2012. The aim of the conference was to discuss recent results on nonlinear partial differential equations, and more specifically geometric evolutions and reaction-diffusion equations. Particular attention was paid to self-similar solutions, such as solitons and travelling waves, asymptotic behaviour, formation of singularities and qualitative properties of solutions. These problems arise in many models from Physics, Biology, Image Processing and Applied Mathematics in general, and have attracted a lot of attention in recent years.
Modification of Ordinary Differential Equations MATLAB Solver
Directory of Open Access Journals (Sweden)
E. Cocherova
2003-12-01
Full Text Available Various linear or nonlinear electronic circuits can be described bythe set of ordinary differential equations (ODEs. The ordinarydifferential equations can be solved in the MATLAB environment inanalytical (symbolic toolbox or numerical way. The set of nonlinearODEs with high complexity can be usually solved only by use ofnumerical integrator (solver. The modification of ode23 MATLABnumerical solver has been suggested in this article for the applicationin solution of some special cases of ODEs. The main feature of thismodification is that the solution is found at every prescribed point,in which the special behavior of system is anticipated. Theextrapolation of solution is not allowed in those points.
Causal interpretation of stochastic differential equations
DEFF Research Database (Denmark)
Sokol, Alexander; Hansen, Niels Richard
2014-01-01
We give a causal interpretation of stochastic differential equations (SDEs) by defining the postintervention SDE resulting from an intervention in an SDE. We show that under Lipschitz conditions, the solution to the postintervention SDE is equal to a uniform limit in probability of postintervention...... structural equation models based on the Euler scheme of the original SDE, thus relating our definition to mainstream causal concepts. We prove that when the driving noise in the SDE is a Lévy process, the postintervention distribution is identifiable from the generator of the SDE....
Jackson Integral Representations of Modified $q$-Bessel Functions and $q$-Bessel-Macdonald Functions
Olshanetsky, M. A.; Rogov, V-B. K.
1996-01-01
The $q$ analog of Modified Bessel functions and Bessel-Macdonald functions, were defined in our previous work (q-alg/950913) as general solutions of a second order difference equations. Here we present a collection of their representations by the Jackson q-integral.
Scattering of Bessel beam by arbitrarily shaped composite particles with core–shell structure
International Nuclear Information System (INIS)
This study investigates the scattering of Bessel beam by composite particles with core–shell structure. Specifically, the vector expressions of zero-th order Bessel beam that satisfy well Maxwell's equations in combination with the rotation Euler angles are used to represent the arbitrarily incident Bessel beams. An efficient numerical method based on surface integral equations is introduced to formulate the scattering problems involving arbitrarily shaped composite particles with core–shell structure. Solutions are performed iteratively by using the multilevel fast multipole algorithm. The numerical results for differential scattering cross sections of several selected composite particles are presented and analyzed. This investigation is expected to provide useful guidance for techniques of laser detection on particle, diagnosis, and manipulation. - Highlights: • The scattering of Bessel beam by composite particles is numerically investigated. • A detailed description of the arbitrarily incident Bessel beam is presented. • The surface integral equation method is used to solve the studied scattering problem. • The numerical results of several typical composite particles are presented
Theory and applications of fractional differential equations
Kilbas, Anatoly A; Trujillo, Juan J; Van Mill, Jan
2006-01-01
This monograph provides the most recent and up-to-date developments on fractional differential and fractional integro-differential equations involving many different potentially useful operators of fractional calculus. The subject of fractional calculus and its applications (that is, calculus of integrals and derivatives of any arbitrary real or complex order) has gained considerable popularity and importance during the past three decades or so, due mainly to its demonstrated applications in numerous seemingly diverse and widespread fields of science and engineering. Some of the areas of prese
Boundary differentiability for inhomogeneous infinity Laplace equations
Directory of Open Access Journals (Sweden)
Guanghao Hong
2014-03-01
Full Text Available We study the boundary regularity of the solutions to inhomogeneous infinity Laplace equations. We prove that if $u\\in C(\\bar{\\Omega}$ is a viscosity solution to $\\Delta_{\\infty}u:=\\sum_{i,j=1}^n u_{x_i}u_{x_j}u_{x_ix_j}=f$ with $f\\in C(\\Omega\\cap L^{\\infty}(\\Omega$ and for $x_0\\in \\partial\\Omega$ both $\\partial\\Omega$ and $g:=u|_{\\partial\\Omega}$ are differentiable at $x_0$, then u is differentiable at $x_0$.
Ordinary differential equations and mechanical systems
Awrejcewicz, Jan
2014-01-01
This book applies a step-by-step treatment of the current state-of-the-art of ordinary differential equations used in modeling of engineering systems/processes and beyond. It covers systematically ordered problems, beginning with first and second order ODEs, linear and higher-order ODEs of polynomial form, theory and criteria of similarity, modeling approaches, phase plane and phase space concepts, stability optimization, and ending on chaos and synchronization. Presenting both an overview of the theory of the introductory differential equations in the context of applicability and a systematic treatment of modeling of numerous engineering and physical problems through linear and non-linear ODEs, the volume is self-contained, yet serves both scientific and engineering interests. The presentation relies on a general treatment, analytical and numerical methods, concrete examples, and engineering intuition. The scientific background used is well balanced between elementary and advanced level, making it as a uniqu...
Hamiltonian partial differential equations and applications
Nicholls, David; Sulem, Catherine
2015-01-01
This book is a unique selection of work by world-class experts exploring the latest developments in Hamiltonian partial differential equations and their applications. Topics covered within are representative of the field’s wide scope, including KAM and normal form theories, perturbation and variational methods, integrable systems, stability of nonlinear solutions as well as applications to cosmology, fluid mechanics and water waves. The volume contains both surveys and original research papers and gives a concise overview of the above topics, with results ranging from mathematical modeling to rigorous analysis and numerical simulation. It will be of particular interest to graduate students as well as researchers in mathematics and physics, who wish to learn more about the powerful and elegant analytical techniques for Hamiltonian partial differential equations.
Savoye, Philippe
2009-01-01
In recent years, I started covering difference equations and z transform methods in my introductory differential equations course. This allowed my students to extend the "classical" methods for (ordinary differential equation) ODE's to discrete time problems arising in many applications.
Solving Partial Differential Equations Using a New Differential Evolution Algorithm
Directory of Open Access Journals (Sweden)
Natee Panagant
2014-01-01
Full Text Available This paper proposes an alternative meshless approach to solve partial differential equations (PDEs. With a global approximate function being defined, a partial differential equation problem is converted into an optimisation problem with equality constraints from PDE boundary conditions. An evolutionary algorithm (EA is employed to search for the optimum solution. For this approach, the most difficult task is the low convergence rate of EA which consequently results in poor PDE solution approximation. However, its attractiveness remains due to the nature of a soft computing technique in EA. The algorithm can be used to tackle almost any kind of optimisation problem with simple evolutionary operation, which means it is mathematically simpler to use. A new efficient differential evolution (DE is presented and used to solve a number of the partial differential equations. The results obtained are illustrated and compared with exact solutions. It is shown that the proposed method has a potential to be a future meshless tool provided that the search performance of EA is greatly enhanced.
On weak solutions of stochastic differential equations
Czech Academy of Sciences Publication Activity Database
Hofmanová, Martina; Seidler, Jan
2012-01-01
Roč. 30, č. 1 (2012), s. 100-121. ISSN 0736-2994 R&D Projects: GA ČR GAP201/10/0752 Institutional research plan: CEZ:AV0Z10750506 Keywords : stochastic differential equations * weak solutions Subject RIV: BA - General Mathematics Impact factor: 0.303, year: 2012 http://library.utia.cas.cz/separaty/2012/SI/hofmanova-0373626. pdf
Reducing differential equations for multiloop master integrals
Lee, Roman
2014-01-01
We present an algorithm of the reduction of the differential equations for master integrals the Fuchsian form with the right-hand side matrix linearly depending on dimensional regularization parameter $\\epsilon$. We consider linear transformations of the functions column which are rational in the variable and in $\\epsilon$. Apart from some degenerate cases described below, the algorithm allows one to obtain the required transformation or to ascertain irreducibility to the form required. Degen...
Partial differential equation models in macroeconomics.
Achdou, Yves; Buera, Francisco J; Lasry, Jean-Michel; Lions, Pierre-Louis; Moll, Benjamin
2014-11-13
The purpose of this article is to get mathematicians interested in studying a number of partial differential equations (PDEs) that naturally arise in macroeconomics. These PDEs come from models designed to study some of the most important questions in economics. At the same time, they are highly interesting for mathematicians because their structure is often quite difficult. We present a number of examples of such PDEs, discuss what is known about their properties, and list some open questions for future research. PMID:25288811
Spurious Solutions Of Nonlinear Differential Equations
Yee, H. C.; Sweby, P. K.; Griffiths, D. F.
1992-01-01
Report utilizes nonlinear-dynamics approach to investigate possible sources of errors and slow convergence and non-convergence of steady-state numerical solutions when using time-dependent approach for problems containing nonlinear source terms. Emphasizes implications for development of algorithms in CFD and computational sciences in general. Main fundamental conclusion of study is that qualitative features of nonlinear differential equations cannot be adequately represented by finite-difference method and vice versa.
Observability of discretized partial differential equations
Cohn, Stephen E.; Dee, Dick P.
1988-01-01
It is shown that complete observability of the discrete model used to assimilate data from a linear partial differential equation (PDE) system is necessary and sufficient for asymptotic stability of the data assimilation process. The observability theory for discrete systems is reviewed and applied to obtain simple observability tests for discretized constant-coefficient PDEs. Examples are used to show how numerical dispersion can result in discrete dynamics with multiple eigenvalues, thereby detracting from observability.
Ambit processes and stochastic partial differential equations
DEFF Research Database (Denmark)
Barndorff-Nielsen, Ole; Benth, Fred Espen; Veraart, Almut
Ambit processes are general stochastic processes based on stochastic integrals with respect to Lévy bases. Due to their flexible structure, they have great potential for providing realistic models for various applications such as in turbulence and finance. This papers studies the connection betwe...... ambit processes and solutions to stochastic partial differential equations. We investigate this relationship from two angles: from the Walsh theory of martingale measures and from the viewpoint of the Lévy noise analysis....
Spurious Numerical Solutions Of Differential Equations
Lafon, A.; Yee, H. C.
1995-01-01
Paper presents detailed study of spurious steady-state numerical solutions of differential equations that contain nonlinear source terms. Main objectives of this study are (1) to investigate how well numerical steady-state solutions of model nonlinear reaction/convection boundary-value problem mimic true steady-state solutions and (2) to relate findings of this investigation to implications for interpretation of numerical results from computational-fluid-dynamics algorithms and computer codes used to simulate reacting flows.
Integrability Estimates for Gaussian Rough Differential Equations
Cass, Thomas; Lyons, Terry
2011-01-01
We derive explicit tail-estimates for the Jacobian of the solution flow of stochastic differential equations driven by Gaussian rough paths. In particular, we deduce that the Jacobian has finite moments of all order for a wide class of Gaussian process including fractional Brownian motion with Hurst parameter H>1/4. We remark on the relevance of such estimates to a number of significant open problems.
Linear measure functional differential equations with infinite delay
Monteiro, G. (Giselle Antunes); Slavík, A.
2014-01-01
We use the theory of generalized linear ordinary differential equations in Banach spaces to study linear measure functional differential equations with infinite delay. We obtain new results concerning the existence, uniqueness, and continuous dependence of solutions. Even for equations with a finite delay, our results are stronger than the existing ones. Finally, we present an application to functional differential equations with impulses.
Teaching Modeling with Partial Differential Equations: Several Successful Approaches
Myers, Joseph; Trubatch, David; Winkel, Brian
2008-01-01
We discuss the introduction and teaching of partial differential equations (heat and wave equations) via modeling physical phenomena, using a new approach that encompasses constructing difference equations and implementing these in a spreadsheet, numerically solving the partial differential equations using the numerical differential equation…
Synchronization with propagation - The functional differential equations
Rǎsvan, Vladimir
2016-06-01
The structure represented by one or several oscillators couple to a one-dimensional transmission environment (e.g. a vibrating string in the mechanical case or a lossless transmission line in the electrical case) turned to be attractive for the research in the field of complex structures and/or complex behavior. This is due to the fact that such a structure represents some generalization of various interconnection modes with lumped parameters for the oscillators. On the other hand the lossless and distortionless propagation along transmission lines has generated several research in electrical, thermal, hydro and control engineering leading to the association of some functional differential equations to the basic initial boundary value problems. The present research is performed at the crossroad of the aforementioned directions. We shall associate to the starting models some functional differential equations - in most cases of neutral type - and make use of the general theorems for existence and stability of forced oscillations for functional differential equations. The challenges introduced by the analyzed problems for the general theory are emphasized, together with the implication of the results for various applications.
Wilsonian renormalization, differential equations and Hopf algebras
Thomas, Krajewski
2008-01-01
In this paper, we present an algebraic formalism inspired by Butcher's B-series in numerical analysis and the Connes-Kreimer approach to perturbative renormalization. We first define power series of non linear operators and propose several applications, among which the perturbative solution of a fixed point equation using the non linear geometric series. Then, following Polchinski, we show how perturbative renormalization works for a non linear perturbation of a linear differential equation that governs the flow of effective actions. Finally, we define a general Hopf algebra of Feynman diagrams adapted to iterations of background field effective action computations. As a simple combinatorial illustration, we show how these techniques can be used to recover the universality of the Tutte polynomial and its relation to the $q$-state Potts model. As a more sophisticated example, we use ordered diagrams with decorations and external structures to solve the Polchinski's exact renormalization group equation. Finally...
A textbook on ordinary differential equations
Ahmad, Shair
2015-01-01
This book offers readers a primer on the theory and applications of Ordinary Differential Equations. The style used is simple, yet thorough and rigorous. Each chapter ends with a broad set of exercises that range from the routine to the more challenging and thought-provoking. Solutions to selected exercises can be found at the end of the book. The book contains many interesting examples on topics such as electric circuits, the pendulum equation, the logistic equation, the Lotka-Volterra system, the Laplace Transform, etc., which introduce students to a number of interesting aspects of the theory and applications. The work is mainly intended for students of Mathematics, Physics, Engineering, Computer Science and other areas of the natural and social sciences that use ordinary differential equations, and who have a firm grasp of Calculus and a minimal understanding of the basic concepts used in Linear Algebra. It also studies a few more advanced topics, such as Stability Theory and Boundary Value Problems, whic...
Complex Linearizability Criteria for Differential Equations
Ali, S; Qadir, Asghar
2010-01-01
The classical work of Lie for linearization of a scalar second-order ordinary differential equation (ODE) has recently been extended to higher order and to systems using real variables. There is little available of a general nature for partial differential equations (PDEs). Here we use complex functions of a complex variable to extend the earlier results to systems of PDEs and complex functions of a real variable to extend to systems of real variables. Linearization of nonlinear PDEs is one of the challenging problems in mathematics. There exists no invariant criteria to check the linearizability of such equations. In a non-trivial way, we gain explicit invariant linearizability conditions for a class of systems of non-linear PDEs which were not reported before. The problem of construction of linearizing transformation is also addressed which give way to procedures for writing down the solutions of the linearized equations. Besides, the integrability of systems of ODEs is achieved by taking advantage of analy...
NUMERICAL METHODS FOR DIFFERENTIAL GAMES BASED ON PARTIAL DIFFERENTIAL EQUATIONS
Falcone, M
2006-01-01
In this paper we present some numerical methods for the solution of two-persons zero-sum deterministic differential games. The methods are based on the dynamic programming approach. We first solve the Isaacs equation associated to the game to get an approximate value function and then we use it to reconstruct approximate optimal feedback controls and optimal trajectories. The approximation schemes also have an interesting control interpretation since the time-discrete scheme stems from a dyna...
Babusci, D.; Dattoli, G.; Germano, B.; Martinelli, M. R.; Ricci, P. E.
2011-01-01
We use the operator method to evaluate a class of integrals involving Bessel or Bessel-type functions. The technique we propose is based on the formal reduction of these family of functions to Gaussians.
Noncommutative Bessel symmetric functions
Novelli, Jean-Christophe; Thibon, Jean-Yves
2006-01-01
The consideration of tensor products of 0-Hecke algebra modules leads to natural analogs of the Bessel J-functions in the algebra of noncommutative symmetric functions. This provides a simple explanation of various combinatorial properties of Bessel functions.
Preconditioned iterative methods for partial differential equations
Energy Technology Data Exchange (ETDEWEB)
Leaf, G.K.; Minkoff, M.; Diaz, J.C.
1987-01-01
In this paper we consider several preconditioners and iterative methods for solving the linear algebraic system associated with a partial differential equation. Our interest stems from earlier work in Method of Lines (MOL) software for solving kinetics-diffusion equations and a recognition that the solution of the underlying linear system at each timestep is crucial in terms of computational storage and time. We are interested in developing an approach to handle nonsymmetric matrices so that we can deal with convective terms in the partial differential equation (PDE). To examine our methods we consider a model problem which has been used in related work. With regard to the approach there are two aspects: the preconditioner and the iterative method. Among the preconditioners considered are normal form LU factorization and variations related to approximate inverses. The iterative methods include normal form conjugate gradients and related nonsymmetric methods (ORTHOMIN and ORTHODIR). We have found that the use of either an approximate LU factorization or an approximate inverse in combination with normal form conjugate gradient iteration provides an effective approach for solving our model problem. This result suggests potential use of approximate inverses for parallel computation. 5 refs., 4 figs.
Unified Bessel, Modified Bessel, Spherical Bessel and Bessel-Clifford Functions
Yaşar, Banu Yılmaz; Özarslan, Mehmet Ali
2016-01-01
In the present paper, unification of Bessel, modified Bessel, spherical Bessel and Bessel-Clifford functions via the generalized Pochhammer symbol [ Srivastava HM, Cetinkaya A, K{\\i}ymaz O. A certain generalized Pochhammer symbol and its applications to hypergeometric functions. Applied Mathematics and Computation, 2014, 226 : 484-491] is defined. Several potentially useful properties of the unified family such as generating function, integral representation, Laplace transform and Mellin tran...
On Liapunov transformations of linear systems of implicit differential equations
Mazanik, S. A.
1991-01-01
An asymptotical equivalence of linear systems of implicit differential equations is investigated. Sufficient conditions to transform a linear system of implicit differential equations to a system of specal type are given.
Bounded solutions for fuzzy differential and integral equations
Energy Technology Data Exchange (ETDEWEB)
Nieto, Juan J. [Departamento de Analisis Matematico Facultad de Matematicas Universidad de Santiago de Compostela, 15782 (Spain)] e-mail: amnieto@usc.es; Rodriguez-Lopez, Rosana [Departamento de Analisis Matematico Facultad de Matematicas Universidad de Santiago de Compostela, 15782 (Spain)] e-mail: amrosana@usc.es
2006-03-01
We find sufficient conditions for the boundness of every solution of first-order fuzzy differential equations as well as certain fuzzy integral equations. Our results are based on several theorems concerning crisp differential and integral inequalities.
Numerical analysis of systems of ordinary and stochastic differential equations
Artemiev, S S
1997-01-01
This text deals with numerical analysis of systems of both ordinary and stochastic differential equations. It covers numerical solution problems of the Cauchy problem for stiff ordinary differential equations (ODE) systems by Rosenbrock-type methods (RTMs).
Differential equations, associators, and recurrences for amplitudes
Puhlfürst, Georg; Stieberger, Stephan
2016-01-01
We provide new methods to straightforwardly obtain compact and analytic expressions for ɛ-expansions of functions appearing in both field and string theory amplitudes. An algebraic method is presented to explicitly solve for recurrence relations connecting different ɛ-orders of a power series solution in ɛ of a differential equation. This strategy generalizes the usual iteration by Picard's method. Our tools are demonstrated for generalized hypergeometric functions. Furthermore, we match the ɛ-expansion of specific generalized hypergeometric functions with the underlying Drinfeld associator with proper Lie algebra and monodromy representations. We also apply our tools for computing ɛ-expansions for solutions to generic first-order Fuchsian equations (Schlesinger system). Finally, we set up our methods to systematically get compact and explicit α‧-expansions of tree-level superstring amplitudes to any order in α‧.
Singular solutions of a singular differential equation
Directory of Open Access Journals (Sweden)
Naito Manabu
2000-01-01
Full Text Available An attempt is made to study the problem of existence of singular solutions to singular differential equations of the type which have never been touched in the literature. Here and are positive constants and is a positive continuous function on . A solution with initial conditions given at is called singular if it ceases to exist at some finite point . Remarkably enough, it is observed that the equation may admit, in addition to a usual blowing-up singular solution, a completely new type of singular solution with the property that Such a solution is named a black hole solution in view of its specific behavior at . It is shown in particular that there does exist a situation in which all solutions of are black hole solutions.
Differential Equations, Associators, and Recurrences for Amplitudes
Puhlfuerst, Georg
2015-01-01
We provide new methods to straightforwardly obtain compact and analytic expressions for epsilon-expansions of functions appearing in both field and string theory amplitudes. An algebraic method is presented to explicitly solve for recurrence relations connecting different epsilon-orders of a power series solution in epsilon of a differential equation. This strategy generalizes the usual iteration by Picard's method. Our tools are demonstrated for generalized hypergeometric functions. Furthermore, we match the epsilon-expansion of specific generalized hypergeometric functions with the underlying Drinfeld associator with proper Lie algebra and monodromy representations. We also setup up our tools for computing epsilon-expansions for solutions to generic first-order Fuchsian equations (Schlesinger system). Finally, we apply our methods to systematically get compact and explicit alpha'-expansions of tree-level superstring amplitudes to any order in alpha'.
Polynomial chaos functions and stochastic differential equations
International Nuclear Information System (INIS)
The Karhunen-Loeve procedure and the associated polynomial chaos expansion have been employed to solve a simple first order stochastic differential equation which is typical of transport problems. Because the equation has an analytical solution, it provides a useful test of the efficacy of polynomial chaos. We find that the convergence is very rapid in some cases but that the increased complexity associated with many random variables can lead to very long computational times. The work is illustrated by exact and approximate solutions for the mean, variance and the probability distribution itself. The usefulness of a white noise approximation is also assessed. Extensive numerical results are given which highlight the weaknesses and strengths of polynomial chaos. The general conclusion is that the method is promising but requires further detailed study by application to a practical problem in transport theory
Differential equations, associators, and recurrences for amplitudes
Directory of Open Access Journals (Sweden)
Georg Puhlfürst
2016-01-01
Full Text Available We provide new methods to straightforwardly obtain compact and analytic expressions for ϵ-expansions of functions appearing in both field and string theory amplitudes. An algebraic method is presented to explicitly solve for recurrence relations connecting different ϵ-orders of a power series solution in ϵ of a differential equation. This strategy generalizes the usual iteration by Picard's method. Our tools are demonstrated for generalized hypergeometric functions. Furthermore, we match the ϵ-expansion of specific generalized hypergeometric functions with the underlying Drinfeld associator with proper Lie algebra and monodromy representations. We also apply our tools for computing ϵ-expansions for solutions to generic first-order Fuchsian equations (Schlesinger system. Finally, we set up our methods to systematically get compact and explicit α′-expansions of tree-level superstring amplitudes to any order in α′.
Lectures on differential equations for Feynman integrals
International Nuclear Information System (INIS)
Over the last year significant progress was made in the understanding of the computation of Feynman integrals using differential equations (DE). These lectures give a review of these developments, while not assuming any prior knowledge of the subject. After an introduction to DE for Feynman integrals, we point out how they can be simplified using algorithms available in the mathematical literature. We discuss how this is related to a recent conjecture for a canonical form of the equations. We also discuss a complementary approach that is based on properties of the space–time loop integrands, and explain how the ideas of leading singularities and d-log representations can be used to find an optimal basis for the DE. Finally, as an application of these ideas we show how single-scale integrals can be bootstrapped using the Drinfeld associator of a DE. (topical review)
Solving Partial Differential Equations on Overlapping Grids
Energy Technology Data Exchange (ETDEWEB)
Henshaw, W D
2008-09-22
We discuss the solution of partial differential equations (PDEs) on overlapping grids. This is a powerful technique for efficiently solving problems in complex, possibly moving, geometry. An overlapping grid consists of a set of structured grids that overlap and cover the computational domain. By allowing the grids to overlap, grids for complex geometries can be more easily constructed. The overlapping grid approach can also be used to remove coordinate singularities by, for example, covering a sphere with two or more patches. We describe the application of the overlapping grid approach to a variety of different problems. These include the solution of incompressible fluid flows with moving and deforming geometry, the solution of high-speed compressible reactive flow with rigid bodies using adaptive mesh refinement (AMR), and the solution of the time-domain Maxwell's equations of electromagnetism.
Partial differential equations with numerical methods
Larsson, Stig
2003-01-01
The book is suitable for advanced undergraduate and beginning graduate students of applied mathematics and engineering. The main theme is the integration of the theory of linear PDEs and the numerical solution of such equations. For each type of PDE, elliptic, parabolic, and hyperbolic, the text contains one chapter on the mathematical theory of the differential equation, followed by one chapter on finite difference methods and one on finite element methods. As preparation, the two-point boundary value problem and the initial-value problem for ODEs are discussed in separate chapters. There is also one chapter on the elliptic eigenvalue problem and eigenfunction expansion. The presentation does not presume a deep knowledge of mathematical and functional analysis. Some background on linear functional analysis and Sobolev spaces, and also on numerical linear algebra, is reviewed in two appendices.
A Note on the Differential Equations with Distributional Coefficients
Adem Kilicman
2004-01-01
A differential equation is a relationship between a function and its derivatives which are naturally appeared in many disciplines. They might have coefficients as constant and polynomials. There are several methods to solve a differential equation. But there is no general method to solve all the differential equations. Different problem might require different techniques. In this work after reviewing the present solution techniques we introduce some of the differential equations with distribu...
Ordinary Differential Equations through Dimensional Analysis
Belinch'on, J A
2005-01-01
In in this paper we show how using D.A. it is found a simple change of variables (c.v.) that brings us to obtain differential equations simpler than the original one. In a pedagogical way (at least we try to do that) and in order to make see that each c.v. corresponds to an invariant solution (induced by a symmetry) or a particular solution, we compare (with all the tedious details, i.e. calculations) the proposed method with the Lie method. The method is checked even in ODEs that do not admit symmetries.
Stochastic differential equations and diffusion processes
Ikeda, N
1989-01-01
Being a systematic treatment of the modern theory of stochastic integrals and stochastic differential equations, the theory is developed within the martingale framework, which was developed by J.L. Doob and which plays an indispensable role in the modern theory of stochastic analysis.A considerable number of corrections and improvements have been made for the second edition of this classic work. In particular, major and substantial changes are in Chapter III and Chapter V where the sections treating excursions of Brownian Motion and the Malliavin Calculus have been expanded and refined. Sectio
Generalized functions and partial differential equations
Friedman, Avner
2005-01-01
This self-contained treatment develops the theory of generalized functions and the theory of distributions, and it systematically applies them to solving a variety of problems in partial differential equations. A major portion of the text is based on material included in the books of L. Schwartz, who developed the theory of distributions, and in the books of Gelfand and Shilov, who deal with generalized functions of any class and their use in solving the Cauchy problem. In addition, the author provides applications developed through his own research.Geared toward upper-level undergraduates and
Transformation methods for nonlinear partial differential equations
Edelen, Dominic GB
1992-01-01
The purpose of the book is to provide research workers in applied mathematics, physics, and engineering with practical geometric methods for solving systems of nonlinear partial differential equations. The first two chapters provide an introduction to the more or less classical results of Lie dealing with symmetries and similarity solutions. The results, however, are presented in the context of contact manifolds rather than the usual jet bundle formulation and provide a number of new conclusions. The remaining three chapters present essentially new methods of solution that are based on recent
Basic theory of fractional differential equations
Zhou, Yong
2014-01-01
This invaluable book is devoted to a rapidly developing area on the research of the qualitative theory of fractional differential equations. It is self-contained and unified in presentation, and provides readers the necessary background material required to go further into the subject and explore the rich research literature. The tools used include many classical and modern nonlinear analysis methods such as fixed point theory, measure of noncompactness method, topological degree method, the Picard operators technique, critical point theory and semigroups theory. Based on research work carri
Boundary value problems and partial differential equations
Powers, David L
2005-01-01
Boundary Value Problems is the leading text on boundary value problems and Fourier series. The author, David Powers, (Clarkson) has written a thorough, theoretical overview of solving boundary value problems involving partial differential equations by the methods of separation of variables. Professors and students agree that the author is a master at creating linear problems that adroitly illustrate the techniques of separation of variables used to solve science and engineering.* CD with animations and graphics of solutions, additional exercises and chapter review questions* Nearly 900 exercises ranging in difficulty* Many fully worked examples
The existence of solutions of q-difference-differential equations.
Wang, Xin-Li; Wang, Hua; Xu, Hong-Yan
2016-01-01
By using the Nevanlinna theory of value distribution, we investigate the existence of solutions of some types of non-linear q-difference differential equations. In particular, we generalize the Rellich-Wittich-type theorem and Malmquist-type theorem about differential equations to the case of q-difference differential equations (system). PMID:27218006
Partial differential equations and non-diffusive structures
International Nuclear Information System (INIS)
In this paper we give a short introduction to open problems and recent studies of classes of partial differential equations, which—in contrast to reaction–diffusion systems—describe phenomena with local interactions. Partial differential equations coupled with ordinary differential equations, models of transport type and hyperbolic systems are discussed with respect to their pattern forming behaviour. (open problem)
GLOBAL LINEARIZATION OF DIFFERENTIAL EQUATIONS WITH SPECIAL STRUCTURES
Institute of Scientific and Technical Information of China (English)
无
2011-01-01
This paper introduces the global linearization of the differential equations with special structures.The function in the differential equation is unbounded.We prove that the differential equation with unbounded function can be topologically linearlized if it has a special structure.
Existence theorems for functional differential equations in Banach spaces
Sghir, A
2009-01-01
This paper concernes with the study of existence theorems for a general class of functional differential equations of the form u'(t)=f(t,u circ g(t,cdot)).The obtained results generalize the retarded functional differential equations [5], [6], [8] and cover singular functional differential equations [1], [3], [4], [7], [9], [12].
Existence and Uniqueness Theorems of Higher Order Fractional Differential Equations
Ahmad Adawi
2010-01-01
There was limited information on the analysis of differential equations of fractional order. Therefore, study on fractional differential equations is essential to understand the solution behavior of many applications in sciences. In this study, initial value problems are discussed for the fractional differential equations and various criteria on existence and uniqueness are obtained.
Solving Differential Equations in R: Package deSolve
In this paper we present the R package deSolve to solve initial value problems (IVP) written as ordinary differential equations (ODE), differential algebraic equations (DAE) of index 0 or 1 and partial differential equations (PDE), the latter solved using the method of lines appr...
Abstract Operators and Higher-order Linear Partial Differential Equation
Institute of Scientific and Technical Information of China (English)
BI Guang-qing; BI Yue-kai
2011-01-01
We summarize several relevant principles for the application of abstract operators in partial differential equations,and combine abstract operators with the Laplace transform.Thus we have developed the theory of partial differential equations of abstract operators and obtained the explicit solutions of initial value problems for a class of higher-order linear partial differential equations.
Pure soliton solutions of some nonlinear partial differential equations
International Nuclear Information System (INIS)
A general approach is given to obtain the system of ordinary differential equations which determines the pure soliton solutions for the class of generalized Korteweg-de Vries equations. This approach also leads to a system of ordinary differential equations for the pure soliton solutions of the sine-Gordon equation. (orig.)
Kurzweil, J
1986-01-01
The author, Professor Kurzweil, is one of the world's top experts in the area of ordinary differential equations - a fact fully reflected in this book. Unlike many classical texts which concentrate primarily on methods of integration of differential equations, this book pursues a modern approach: the topic is discussed in full generality which, at the same time, permits us to gain a deep insight into the theory and to develop a fruitful intuition. The basic framework of the theory is expanded by considering further important topics like stability, dependence of a solution on a parameter, Car
CHEBYSHEV APPROXIMATION OF THE SECOND KIND OF MODIFIED BESSEL FUNCTION OF ORDER ZERO
Institute of Scientific and Technical Information of China (English)
张璟; 周哲玮
2004-01-01
The second kind of modified Bessel function of order zero is the solutions of many problems in engineering. Modified Bessel equation is transformed by exponential transformation and expanded by J. P. Boyd' s rational Chebyshev basis.
Numerical Methods for Stochastic Partial Differential Equations
Energy Technology Data Exchange (ETDEWEB)
Sharp, D.H.; Habib, S.; Mineev, M.B.
1999-07-08
This is the final report of a Laboratory Directed Research and Development (LDRD) project at the Los Alamos National laboratory (LANL). The objectives of this proposal were (1) the development of methods for understanding and control of spacetime discretization errors in nonlinear stochastic partial differential equations, and (2) the development of new and improved practical numerical methods for the solutions of these equations. The authors have succeeded in establishing two methods for error control: the functional Fokker-Planck equation for calculating the time discretization error and the transfer integral method for calculating the spatial discretization error. In addition they have developed a new second-order stochastic algorithm for multiplicative noise applicable to the case of colored noises, and which requires only a single random sequence generation per time step. All of these results have been verified via high-resolution numerical simulations and have been successfully applied to physical test cases. They have also made substantial progress on a longstanding problem in the dynamics of unstable fluid interfaces in porous media. This work has lead to highly accurate quasi-analytic solutions of idealized versions of this problem. These may be of use in benchmarking numerical solutions of the full stochastic PDEs that govern real-world problems.
Hunt, L. R.; Villarreal, Ramiro
1987-01-01
System theorists understand that the same mathematical objects which determine controllability for nonlinear control systems of ordinary differential equations (ODEs) also determine hypoellipticity for linear partial differentail equations (PDEs). Moreover, almost any study of ODE systems begins with linear systems. It is remarkable that Hormander's paper on hypoellipticity of second order linear p.d.e.'s starts with equations due to Kolmogorov, which are shown to be analogous to the linear PDEs. Eigenvalue placement by state feedback for a controllable linear system can be paralleled for a Kolmogorov equation if an appropriate type of feedback is introduced. Results concerning transformations of nonlinear systems to linear systems are similar to results for transforming a linear PDE to a Kolmogorov equation.
DEFF Research Database (Denmark)
Tornøe, Christoffer Wenzel; Overgaard, Rune Viig; Agerso, H.;
2005-01-01
Purpose. The objective of the present analysis was to explore the use of stochastic differential equations (SDEs) in population pharmacokinetic/pharmacodynamic (PK/PD) modeling. Methods. The intra-individual variability in nonlinear mixed-effects models based on SDEs is decomposed into two types of...
Differential equations of my young years
Maz'ya, Vladimir
2014-01-01
Vladimir Maz'ya (born 1937) is an outstanding mathematician who systematically made fundamental contributions to a wide array of areas in mathematical analysis and in the theory of partial differential equations. In this fascinating book he describes the first thirty years of his life in Leningrad (now St. Petersburg). He starts with the story of his family, speaks about his childhood, the high school and university years, and recalls his formative years as a mathematician. Behind the author's personal recollections, with his own joys, sorrows and hopes, one sees a vivid picture of those times in the former Sovjet Union. He speaks warmly about his friends, both outside and inside the world of mathematics, about discovering his passion for mathematics and his early achievements, and about a number of mathematicians who influenced his professional life. The book is written in a highly readable and inviting style, spiced with the occasional touch of humor.
The internet differential equation and fractal networks
International Nuclear Information System (INIS)
The Internet is an example of a general physical problem dealing with motion near the speed of light relative to different time frames of reference. The second order differential equation (DE) takes the form of 'time diffusion' near the speed of light or alternatively, considered as a complex variable with real time and imaginary longitudinal components. Congestion waves are generated by peak global traffic from different time zones following the Earth's revolution defined by spherical harmonics and a day/night bias. The DE is essentially divided into space and time operators constrained by the speed of light c, band capacity w and a fractal dimension Z (Hausdorff dimension). This paper explores the relationship between the dynamics and the network including the addition of fractal derivatives to the DE for regional networks for 0 < Z < 1.
Adaptive finite element methods for differential equations
Bangerth, Wolfgang
2003-01-01
These Lecture Notes discuss concepts of `self-adaptivity' in the numerical solution of differential equations, with emphasis on Galerkin finite element methods. The key issues are a posteriori error estimation and it automatic mesh adaptation. Besides the traditional approach of energy-norm error control, a new duality-based technique, the Dual Weighted Residual method for goal-oriented error estimation, is discussed in detail. This method aims at economical computation of arbitrary quantities of physical interest by properly adapting the computational mesh. This is typically required in the design cycles of technical applications. For example, the drag coefficient of a body immersed in a viscous flow is computed, then it is minimized by varying certain control parameters, and finally the stability of the resulting flow is investigated by solving an eigenvalue problem. `Goal-oriented' adaptivity is designed to achieve these tasks with minimal cost. At the end of each chapter some exercises are posed in order ...
Telescopic projective methods for parabolic differential equations
Gear, C W
2003-01-01
Projective methods were introduced in an earlier paper [C.W. Gear, I.G. Kevrekidis, Projective Methods for Stiff Differential Equations: problems with gaps in their eigenvalue spectrum, NEC Research Institute Report 2001-029, available from http://www.neci.nj.nec.com/homepages/cwg/projective.pdf Abbreviated version to appear in SISC] as having potential for the efficient integration of problems with a large gap between two clusters in their eigenvalue spectrum, one cluster containing eigenvalues corresponding to components that have already been damped in the numerical solution and one corresponding to components that are still active. In this paper we introduce iterated projective methods that allow for explicit integration of stiff problems that have a large spread of eigenvalues with no gaps in their spectrum as arise in the semi-discretization of PDEs with parabolic components.
Stability and Control of Functional Differential Equations
Peet, M M
2006-01-01
This thesis addresses the question of stability of systems defined by differential equations which contain nonlinearity and delay. In particular, we analyze the stability of a well-known delayed nonlinear implementation of a certain Internet congestion control protocol. We also describe a generalized methodology for proving stability of time-delay systems through the use of semidefinite programming. In Chapters 4 and 5, we consider an Internet congestion control protocol based on the decentralized gradient projection algorithm. For a certain class of utility function, this algorithm was shown to be globally convergent for some sufficiently small value of a gain parameter. Later work gave an explicit bound on this gain for a linearized version of the system. This thesis proves that this bound also implies stability of the original system. In Chapter 7, we describe a general methodology for proving stability of linear time-delay systems by computing solutions to an operator-theoretic version of the Lyapunov ine...
Elliptic partial differential equations of second order
Gilbarg, David
2001-01-01
From the reviews: "This is a book of interest to any having to work with differential equations, either as a reference or as a book to learn from. The authors have taken trouble to make the treatment self-contained. It (is) suitable required reading for a PhD student. Although the material has been developed from lectures at Stanford, it has developed into an almost systematic coverage that is much longer than could be covered in a year's lectures". Newsletter, New Zealand Mathematical Society, 1985 "Primarily addressed to graduate students this elegant book is accessible and useful to a broad spectrum of applied mathematicians". Revue Roumaine de Mathématiques Pures et Appliquées,1985.
Advances in differential equations and applications
Martínez, Vicente
2014-01-01
The book contains a selection of contributions given at the 23rd Congress on Differential Equations and Applications (CEDYA) / 13th Congress of Applied Mathematics (CMA) that took place at Castellon, Spain, in 2013. CEDYA is renowned as the congress of the Spanish Society of Applied Mathematics (SEMA) and constitutes the main forum and meeting point for applied mathematicians in Spain. The papers included in this book have been selected after a thorough refereeing process and provide a good summary of the recent activity developed by different groups working mainly in Spain on applications of mathematics to several fields of science and technology. The purpose is to provide a useful reference of academic and industrial researchers working in the area of numerical analysis and its applications.
Basic Iterative Methods for Solving Elliptic Partial Differential Equation
Qahraman, Yousif Ahmed
2014-01-01
ABSTRACT: In this thesis, we studied the numerical techniques for the solution of two dimensional Elliptic partial differential equations such as Laplace's and Poisson's equations. These types of differential equations have specific applications in physical and engineering models. The discrete approximation of both equations is based on finite difference method. In this research, five points finite difference approximation is used for Laplace's and Poisson's equations. To solve the resulting ...
Introduction to Adaptive Methods for Differential Equations
Eriksson, Kenneth; Estep, Don; Hansbo, Peter; Johnson, Claes
Knowing thus the Algorithm of this calculus, which I call Differential Calculus, all differential equations can be solved by a common method (Gottfried Wilhelm von Leibniz, 1646-1719).When, several years ago, I saw for the first time an instrument which, when carried, automatically records the number of steps taken by a pedestrian, it occurred to me at once that the entire arithmetic could be subjected to a similar kind of machinery so that not only addition and subtraction, but also multiplication and division, could be accomplished by a suitably arranged machine easily, promptly and with sure results. For it is unworthy of excellent men to lose hours like slaves in the labour of calculations, which could safely be left to anyone else if the machine was used. And now that we may give final praise to the machine, we may say that it will be desirable to all who are engaged in computations which, as is well known, are the managers of financial affairs, the administrators of others estates, merchants, surveyors, navigators, astronomers, and those connected with any of the crafts that use mathematics (Leibniz).
Legendre-tau approximations for functional differential equations
Ito, K.; Teglas, R.
1986-01-01
The numerical approximation of solutions to linear retarded functional differential equations are considered using the so-called Legendre-tau method. The functional differential equation is first reformulated as a partial differential equation with a nonlocal boundary condition involving time-differentiation. The approximate solution is then represented as a truncated Legendre series with time-varying coefficients which satisfy a certain system of ordinary differential equations. The method is very easy to code and yields very accurate approximations. Convergence is established, various numerical examples are presented, and comparison between the latter and cubic spline approximation is made.
Compatible Spatial Discretizations for Partial Differential Equations
Energy Technology Data Exchange (ETDEWEB)
Arnold, Douglas, N, ed.
2004-11-25
From May 11--15, 2004, the Institute for Mathematics and its Applications held a hot topics workshop on Compatible Spatial Discretizations for Partial Differential Equations. The numerical solution of partial differential equations (PDE) is a fundamental task in science and engineering. The goal of the workshop was to bring together a spectrum of scientists at the forefront of the research in the numerical solution of PDEs to discuss compatible spatial discretizations. We define compatible spatial discretizations as those that inherit or mimic fundamental properties of the PDE such as topology, conservation, symmetries, and positivity structures and maximum principles. A wide variety of discretization methods applied across a wide range of scientific and engineering applications have been designed to or found to inherit or mimic intrinsic spatial structure and reproduce fundamental properties of the solution of the continuous PDE model at the finite dimensional level. A profusion of such methods and concepts relevant to understanding them have been developed and explored: mixed finite element methods, mimetic finite differences, support operator methods, control volume methods, discrete differential forms, Whitney forms, conservative differencing, discrete Hodge operators, discrete Helmholtz decomposition, finite integration techniques, staggered grid and dual grid methods, etc. This workshop seeks to foster communication among the diverse groups of researchers designing, applying, and studying such methods as well as researchers involved in practical solution of large scale problems that may benefit from advancements in such discretizations; to help elucidate the relations between the different methods and concepts; and to generally advance our understanding in the area of compatible spatial discretization methods for PDE. Particular points of emphasis included: + Identification of intrinsic properties of PDE models that are critical for the fidelity of numerical
Existence of Anti-periodic Solution for Differential Equations
Institute of Scientific and Technical Information of China (English)
FU NING
2010-01-01
In this paper,we discuss the anti-periodic boundary value problem for a class of first order differential equations.By using homotopy method,we obtain the conditions for the existence of anti-periodic solution for the equation under consideration.This result can be extended to higher order differential equations.
Block pulse approximation of fractional stochastic integro-differential equation
M Asgari
2014-01-01
The aim of the presented paper is to apply block pulse operational matrices for solving fractional stochastic integro differential equations. By using this approach, the fractional stochastic integro-differential equation reduces to a linear system of algebraic equations which can be solved by iterative method. Accuracy and efficiency of the method are shown with an example.
Legendre Functions Direct Method for Solving Linear Differential Equations
H. Parsian
2002-01-01
A direct method for solving linear differential equation under initial values using Legendre function is presented. An operational matrix introduces for operator of differential equation and it reduces into a set of algebraic equations. Illustrative examples are included to demonstrate the validity and applicability of the technique.
NUMERICAL HOPF BIFURCATION OF DELAY-DIFFERENTIAL EQUATIONS
Institute of Scientific and Technical Information of China (English)
无
2006-01-01
In this paper we consider the numerical solution of some delay differential equations undergoing a Hopf bifurcation. We prove that if the delay differential equations have a Hopf bifurcation point atλ=λ*, then the numerical solution of the equation also has a Hopf bifurcation point atλh =λ* + O(h).
Stochastic Runge-Kutta Software Package for Stochastic Differential Equations
Gevorkyan, M N; Korolkova, A V; Kulyabov, D S; Sevastyanov, L A
2016-01-01
As a result of the application of a technique of multistep processes stochastic models construction the range of models, implemented as a self-consistent differential equations, was obtained. These are partial differential equations (master equation, the Fokker--Planck equation) and stochastic differential equations (Langevin equation). However, analytical methods do not always allow to research these equations adequately. It is proposed to use the combined analytical and numerical approach studying these equations. For this purpose the numerical part is realized within the framework of symbolic computation. It is recommended to apply stochastic Runge--Kutta methods for numerical study of stochastic differential equations in the form of the Langevin. Under this approach, a program complex on the basis of analytical calculations metasystem Sage is developed. For model verification logarithmic walks and Black--Scholes two-dimensional model are used. To illustrate the stochastic "predator--prey" type model is us...
Terahertz plasmonic Bessel beamformer
Energy Technology Data Exchange (ETDEWEB)
Monnai, Yasuaki; Shinoda, Hiroyuki [Graduate School of Frontier Sciences, The University of Tokyo, 7-3-1 Hongo, Bunkyo-ku, Tokyo 113-8656 (Japan); Jahn, David; Koch, Martin [Department of Physics, Philipps University of Marburg, Renthof 5, 35032 Marburg (Germany); Withayachumnankul, Withawat [School of Electrical and Electronics Engineering, The University of Adelaide, Adelaide, SA 5005 (Australia)
2015-01-12
We experimentally demonstrate terahertz Bessel beamforming based on the concept of plasmonics. The proposed planar structure is made of concentric metallic grooves with a subwavelength spacing that couple to a point source to create tightly confined surface waves or spoof surface plasmon polaritons. Concentric scatterers periodically incorporated at a wavelength scale allow for launching the surface waves into free space to define a Bessel beam. The Bessel beam defined at 0.29 THz has been characterized through terahertz time-domain spectroscopy. This approach is capable of generating Bessel beams with planar structures as opposed to bulky axicon lenses and can be readily integrated with solid-state terahertz sources.
Structure-preserving algorithms for oscillatory differential equations
Wu, Xinyuan; Wang, Bin
2013-01-01
Structure-Preserving Algorithms for Oscillatory Differential Equations describes a large number of highly effective and efficient structure-preserving algorithms for second-order oscillatory differential equations by using theoretical analysis and numerical validation. Structure-preserving algorithms for differential equations, especially for oscillatory differential equations, play an important role in the accurate simulation of oscillatory problems in applied sciences and engineering. The book discusses novel advances in the ARKN, ERKN, two-step ERKN, Falkner-type and energy-preserving methods, etc. for oscillatory differential equations. The work is intended for scientists, engineers, teachers and students who are interested in structure-preserving algorithms for differential equations. Xinyuan Wu is a professor at Nanjing University; Xiong You is an associate professor at Nanjing Agricultural University; Bin Wang is a joint Ph.D student of Nanjing University and University of Cambridge.
Lyapunov functionals and stability of stochastic functional differential equations
Shaikhet, Leonid
2013-01-01
Stability conditions for functional differential equations can be obtained using Lyapunov functionals. Lyapunov Functionals and Stability of Stochastic Functional Differential Equations describes the general method of construction of Lyapunov functionals to investigate the stability of differential equations with delays. This work continues and complements the author’s previous book Lyapunov Functionals and Stability of Stochastic Difference Equations, where this method is described for discrete- and continuous-time difference equations. The text begins with a description of the peculiarities of deterministic and stochastic functional differential equations. There follow basic definitions for stability theory of stochastic hereditary systems, and a formal procedure of Lyapunov functionals construction is presented. Stability investigation is conducted for stochastic linear and nonlinear differential equations with constant and distributed delays. The proposed method is used for stability investigation of di...
Further Results on Aggregation of Differential Demand Equations.
E.A. Selvanathan
1991-01-01
W. A. Barnett (1979, 1981), extending H. Theil's (1971) work, aggregates differential demand equations in absolute (undeflated) prices. This paper extends further these results by deriving aggregate (macro) demand equations in relative prices under stated assumptions. These equations are analogous to the individual consumer's (micro) demand equations and the properties of the microcoefficients carry over. Copyright 1991 by The Review of Economic Studies Limited.
STRICT STABILITY OF IMPULSIVE SET VALUED DIFFERENTIAL EQUATIONS
Institute of Scientific and Technical Information of China (English)
无
2011-01-01
In this paper, we develop strict stability concepts of ODE to impulsive hybrid set valued differential equations. By Lyapunov’s original method, we get some basic strict stability criteria of impulsive hybrid set valued equations.
A precise definition of reduction of partial differential equations
Zhdanov, Renat Z.; Tsyfra, Ivan M.; Popovych, Roman O.
2002-01-01
We give a comprehensive analysis of interrelations between the basic concepts of the modern theory of symmetry (classical and non-classical) reductions of partial differential equations. Using the introduced definition of reduction of differential equations we establish equivalence of the non-classical (conditional symmetry) and direct (Ansatz) approaches to reduction of partial differential equations. As an illustration we give an example of non-classical reduction of the nonlinear wave equa...
Hamilton-Jacobi method for solving ordinary differential equations
Institute of Scientific and Technical Information of China (English)
Mei Feng-Xiang; Wu Hui-Bin; Zhang Yong-Fa
2006-01-01
The Hamilton-Jacobi method for solving ordinary differential equations is presented in this paper.A system of ordinary differential equations of first order or second order can be expressed as a Hamilton system under certain conditions.Then the Hamilton-Jacobi method is used in the integration of the Hamilton system and the solution of the original ordinary differential equations can be found.Finally,an example is given to illustrate the application of the result.
Numerical Solution of Linear Integro-Differential Equations
Husein Jaradat; Omar Alsayyed; S. Al-Shara
2008-01-01
Problem Statement: Integro-differential equations find special applicability within scientific and mathematical disciplines. In this study, an analytical scheme for solving Integro-differential equations was presented. Approach: We employed the Homotopy Analysis Method (HAM) to solve linear Fredholm integro-differential equations. Results: Error analysis and illustrative examples were included to demonstrate the validity and applicability of the technique. MATLAB 7 was used to carry out the c...
Applications of Homotopy Perturbation Method to Partial Differential Equations
Sharma, P. R.; Giriraj Methi
2011-01-01
The aim of the study is to solve some linear and non-linear differential equations using Homotopy Perturbation Method. The brilliance of the method in obtaining analytical or approximate solutions of some linear and non-linear partial differential equations are compared with earlier results obtained by Adomian Decomposition Method. This method is more efficient and easy to handle such partial differential equation in comparison to other methods. Numerical results show the efficiency, accuracy...
Partial differential equations theory and completely solved problems
Hillen, Thomas; van Roessel, Henry
2014-01-01
Uniquely provides fully solved problems for linear partial differential equations and boundary value problems Partial Differential Equations: Theory and Completely Solved Problems utilizes real-world physical models alongside essential theoretical concepts. With extensive examples, the book guides readers through the use of Partial Differential Equations (PDEs) for successfully solving and modeling phenomena in engineering, biology, and the applied sciences. The book focuses exclusively on linear PDEs and how they can be solved using the separation of variables technique. The authors begin
Introduction to computation and modeling for differential equations
Edsberg, Lennart
2008-01-01
An introduction to scientific computing for differential equationsIntroduction to Computation and Modeling for Differential Equations provides a unified and integrated view of numerical analysis, mathematical modeling in applications, and programming to solve differential equations, which is essential in problem-solving across many disciplines, such as engineering, physics, and economics. This book successfully introduces readers to the subject through a unique ""Five-M"" approach: Modeling, Mathematics, Methods, MATLAB, and Multiphysics. This approach facilitates a thorough understanding of h
Stability of infinite dimensional stochastic differential equations with applications
Liu, Kai
2005-01-01
PrefaceSTOCHASTIC DIFFERENTIAL EQUATIONS IN INFINITE DIMENSIONSNotations,Definitions and Preliminaries Wiener Processes and Stochastic Integration Definitions and Methods of Stability Notes and Comments STABILITY F LINEAR STOCHASTIC DIFFERENTIAL EQUATIONSStable Semigroups Lyapunov Equations and Stability Uniformly Asymptotic Stability STABILITY F NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONSEquivalence of L p -Stability and Exponential Stability A Coerciv Decay Condition Stability of Semilinear Stochastic Evolution Equations Lyapunov Functions for Strong Solutions Two Applications Further Result
Differential Form of the Skornyakov--Ter-Martirosyan Equations
Pen'kov, F. M.; Sandhas, W.
2005-01-01
The Skornyakov--Ter-Martirosyan three-boson integral equations in momentum space are transformed into differential equations. This allows us to take into account quite directly the Danilov condition providing self-adjointness of the underlying three-body Hamiltonian with zero-range pair interactions. For the helium trimer the numerical solutions of the resulting differential equations are compared with those of the Faddeev-type AGS equations.
Differential form of the Skornyakov-Ter-Martirosyan Equations
International Nuclear Information System (INIS)
The Skornyakov-Ter-Martirosyan three-boson integral equations in momentum space are transformed into differential equations. This allows us to take into account quite directly the Danilov condition providing self-adjointness of the underlying three-body Hamiltonian with zero-range pair interactions. For the helium trimer the numerical solutions of the resulting differential equations are compared with those of the Faddeev-type AGS equations
Differential form of the Skornyakov-Ter-Martirosyan Equations
Pen'Kov, F. M.; Sandhas, W.
2005-12-01
The Skornyakov-Ter-Martirosyan three-boson integral equations in momentum space are transformed into differential equations. This allows us to take into account quite directly the Danilov condition providing self-adjointness of the underlying three-body Hamiltonian with zero-range pair interactions. For the helium trimer the numerical solutions of the resulting differential equations are compared with those of the Faddeev-type AGS equations.
On Volatility Induced Stationarity for Stochastic Differential Equations
DEFF Research Database (Denmark)
Albin, J.M.P.; Astrup Jensen, Bjarne; Muszta, Anders;
2006-01-01
This article deals with stochastic differential equations with volatility induced stationarity. We study of theoretical properties of such equations, as well as numerical aspects, together with a detailed study of three examples.......This article deals with stochastic differential equations with volatility induced stationarity. We study of theoretical properties of such equations, as well as numerical aspects, together with a detailed study of three examples....
Problem Solving Environment for Partial Differential Equations in Python
2009-01-01
This master thesis presents a collection of tools for solving partial differential equations using Python. Three different Python modules make up the majority of the thesis. When solving partial differential equations using the finite difference method, the resulting code can get quite complicated, for instance when trying to solve a 3D wave equation with a variable diffusion coefficient. Fdmgen is a Python module that helps solving such equations by generating the code ...
Patchwork sampling of stochastic differential equations
Kürsten, Rüdiger; Behn, Ulrich
2016-03-01
We propose a method to sample stationary properties of solutions of stochastic differential equations, which is accurate and efficient if there are rarely visited regions or rare transitions between distinct regions of the state space. The method is based on a complete, nonoverlapping partition of the state space into patches on which the stochastic process is ergodic. On each of these patches we run simulations of the process strictly truncated to the corresponding patch, which allows effective simulations also in rarely visited regions. The correct weight for each patch is obtained by counting the attempted transitions between all different patches. The results are patchworked to cover the whole state space. We extend the concept of truncated Markov chains which is originally formulated for processes which obey detailed balance to processes not fulfilling detailed balance. The method is illustrated by three examples, describing the one-dimensional diffusion of an overdamped particle in a double-well potential, a system of many globally coupled overdamped particles in double-well potentials subject to additive Gaussian white noise, and the overdamped motion of a particle on the circle in a periodic potential subject to a deterministic drift and additive noise. In an appendix we explain how other well-known Markov chain Monte Carlo algorithms can be related to truncated Markov chains.
Electrocardiogram classification using delay differential equations
Lainscsek, Claudia; Sejnowski, Terrence J.
2013-06-01
Time series analysis with nonlinear delay differential equations (DDEs) reveals nonlinear as well as spectral properties of the underlying dynamical system. Here, global DDE models were used to analyze 5 min data segments of electrocardiographic (ECG) recordings in order to capture distinguishing features for different heart conditions such as normal heart beat, congestive heart failure, and atrial fibrillation. The number of terms and delays in the model as well as the order of nonlinearity of the model have to be selected that are the most discriminative. The DDE model form that best separates the three classes of data was chosen by exhaustive search up to third order polynomials. Such an approach can provide deep insight into the nature of the data since linear terms of a DDE correspond to the main time-scales in the signal and the nonlinear terms in the DDE are related to nonlinear couplings between the harmonic signal parts. The DDEs were able to detect atrial fibrillation with an accuracy of 72%, congestive heart failure with an accuracy of 88%, and normal heart beat with an accuracy of 97% from 5 min of ECG, a much shorter time interval than required to achieve comparable performance with other methods.
Numerical solution of ordinary differential equations
Fox, L
1987-01-01
Nearly 20 years ago we produced a treatise (of about the same length as this book) entitled Computing methods for scientists and engineers. It was stated that most computation is performed by workers whose mathematical training stopped somewhere short of the 'professional' level, and that some books are therefore needed which use quite simple mathematics but which nevertheless communicate the essence of the 'numerical sense' which is exhibited by the real computing experts and which is surely needed, at least to some extent, by all who use modern computers and modern numerical software. In that book we treated, at no great length, a variety of computational problems in which the material on ordinary differential equations occupied about 50 pages. At that time it was quite common to find books on numerical analysis, with a little on each topic ofthat field, whereas today we are more likely to see similarly-sized books on each major topic: for example on numerical linear algebra, numerical approximation, numeri...
Approximate Solution of nth-Order Fuzzy Linear Differential Equations
Directory of Open Access Journals (Sweden)
Xiaobin Guo
2013-01-01
Full Text Available The approximate solution of nth-order fuzzy linear differential equations in which coefficient functions maintain the sign is investigated by the undetermined fuzzy coefficients method. The differential equations is converted to a crisp function system of linear equations according to the operations of fuzzy numbers. The fuzzy approximate solution of the fuzzy linear differential equation is obtained by solving the crisp linear equations. Some numerical examples are given to illustrate the proposed method. It is an extension of Allahviranloo's results.
Modeling Delays of Microwave Transistors and Transmission Lines by the 2nd Order Bessel Function
Directory of Open Access Journals (Sweden)
K. Ulovec
2007-04-01
Full Text Available At present, most of simulation programs can characterize gate delays of microwave transistors. However, the delay is mostly approximated by means of first-order differential equations. In the paper, a more accurate way is suggested which is based on an appropriate second-order differential equation. Concerning the transmission line delay, majority of the simulation programs use both Branin (for lossless lines and LCRG (for lossy lines models. However, the first causes extreme simulation times, and the second causes well-known spurious oscillations in the simulation results. In the paper, an unusual way for modeling the transmission line delay is defined, which is also based on the second-order Bessel function. The proposed model does not create the spurious oscillations and the simulation times are comparable with those obtained with the classical models. Properties of the implementation of the second-order Bessel function are demonstrated by analyses of both digital and analog microwave circuits.
Distributional and entire solutions of ordinary differential and functional differential equations
Shah, S. M.; Joseph Wiener
1983-01-01
A brief survey of recent results on distributional and entire solutions of ordinary differential equations (ODE) and functional differential equations (FDE) is given. Emphasis is made on linear equations with polynomial coefficients. Some work on generalized-function solutions of integral equations is also mentioned.
AMDLIBAE, IBM 360 Subroutine Library, Special Function, Polynomials, Differential Equation
International Nuclear Information System (INIS)
Description of problem or function: AMDLIBAE is a subset of the IBM 360 Subroutine Library at the Applied Mathematics Division at Argonne National Laboratory. This subset includes library categories A-E: Identification/Description: A152S A MPA: Mult. prec. floating point arith. package; B156S A ARSIN: Arcsine, arccosine; B158S A DSIN/DCOS: DP sine, cosine; B159S A DTAN/DCOT: DP tangent, cotangent; B252S A SINH/COSH: Hyperbolic sine, cosine; B353S A ALOG: SP logarithm; B354S A DEXP: DP exponential; B355S A DLOG: DP logarithm; B456S A DCUBRT: DP cube root; B457S A ARGPOWER: XY; B458S A ARGFDXPD: DP XY; C150S F DQD: Q. D. algorithm applied to a power series; C151S F DCONF1: Eval. cont. fract. Q. D. of power series; C250S F CUBIC: Roots of cubic polynomial equation; C251S F QUARTIC: Roots of quartic polynomial equation; C252S F RSSR: All roots of poly eqs. with real coef.; C253S F POLDRV: Driver for C254S; C254S F CPOLY: Roots arb. poly. Jenkins-Traub algorithm; C353S F1 CLEBSH: Ang. mom. coef. - Clebsch, Racah, Wigner; C365S A ALGAMA: Logarithm of the gamma function; C366S A DGAMMA/DLGAMA: DP gamma and log(gamma) functions; C368S F EONE: Exponential integral E1; C370S F BESJY: Bessel functions J and Y; C371S F BESIK: Bessel functions I and K; C372S F CHIPRB: Chi-square integral; C380S F DRZETA: Long precision zeta, zeta-1 functions; C382S F DCGAM: Long precision complex gamma; C383S A DERF/DERFC: DP error function; C384S F BFJ1: Bessel function J1; C385S F COULMB: Regular Coulomb wave functions; C386S F1 DSGMAL: Coulomb phase shift; C387S F BFJYR: Bessel functions J0,J1,Y0,Y1; C388S F IRCOUL: LP irregular Coulomb wave functions; C389S F GAMIN: Incomplete gamma function; C390S F LQ: Assoc. Legendre functions of 2. kind; C392S A DAERF: Inverse error function; C393S F CDEONE: Modified complex exponential integral; D153S F DROMB: Two-dimensional Romberg quadrature; D153S P DROMBP: Two-dimensional Romberg quadrature; D158S F ANC4: Adap. quad. using 4. order Newton-Cotes; D
Discretization of Fractional Differential Equations by a Piecewise Constant Approximation
Angstmann, Christopher N; McGann, Anna V
2016-01-01
There has recently been considerable interest in using a nonstandard piecewise approximation to formulate fractional order differential equations as difference equations that describe the same dynamical behaviour and are more amenable to a dynamical systems analysis. Unfortunately, due to mistakes in the fundamental papers, the difference equations formulated through this process do not capture the dynamics of the fractional order equations. We show that the correct application of this nonstandard piecewise approximation leads to a one parameter family of fractional order differential equations that converges to the original equation as the parameter tends to zero. A closed formed solution exists for each member of this family and leads to the formulation of a difference equation that is of increasing order as time steps are taken. Whilst this does not lead to a simplified dynamical analysis it does lead to a numerical method for solving the fractional order differential equation. The method is shown to be eq...
Differential and difference equations a comparison of methods of solution
Maximon, Leonard C
2016-01-01
This book, intended for researchers and graduate students in physics, applied mathematics and engineering, presents a detailed comparison of the important methods of solution for linear differential and difference equations - variation of constants, reduction of order, Laplace transforms and generating functions - bringing out the similarities as well as the significant differences in the respective analyses. Equations of arbitrary order are studied, followed by a detailed analysis for equations of first and second order. Equations with polynomial coefficients are considered and explicit solutions for equations with linear coefficients are given, showing significant differences in the functional form of solutions of differential equations from those of difference equations. An alternative method of solution involving transformation of both the dependent and independent variables is given for both differential and difference equations. A comprehensive, detailed treatment of Green’s functions and the associat...
Parameter Estimation of Partial Differential Equation Models
Xun, Xiaolei
2013-09-01
Partial differential equation (PDE) models are commonly used to model complex dynamic systems in applied sciences such as biology and finance. The forms of these PDE models are usually proposed by experts based on their prior knowledge and understanding of the dynamic system. Parameters in PDE models often have interesting scientific interpretations, but their values are often unknown and need to be estimated from the measurements of the dynamic system in the presence of measurement errors. Most PDEs used in practice have no analytic solutions, and can only be solved with numerical methods. Currently, methods for estimating PDE parameters require repeatedly solving PDEs numerically under thousands of candidate parameter values, and thus the computational load is high. In this article, we propose two methods to estimate parameters in PDE models: a parameter cascading method and a Bayesian approach. In both methods, the underlying dynamic process modeled with the PDE model is represented via basis function expansion. For the parameter cascading method, we develop two nested levels of optimization to estimate the PDE parameters. For the Bayesian method, we develop a joint model for data and the PDE and develop a novel hierarchical model allowing us to employ Markov chain Monte Carlo (MCMC) techniques to make posterior inference. Simulation studies show that the Bayesian method and parameter cascading method are comparable, and both outperform other available methods in terms of estimation accuracy. The two methods are demonstrated by estimating parameters in a PDE model from long-range infrared light detection and ranging data. Supplementary materials for this article are available online. © 2013 American Statistical Association.
Lagrangian vector field and Lagrangian formulation of partial differential equations
Directory of Open Access Journals (Sweden)
M.Chen
2005-01-01
Full Text Available In this paper we consider the Lagrangian formulation of a system of second order quasilinear partial differential equations. Specifically we construct a Lagrangian vector field such that the flows of the vector field satisfy the original system of partial differential equations.
Square-mean almost periodic solutions nonautonomous stochastic differential equations
Directory of Open Access Journals (Sweden)
Toka Diagana
2007-09-01
Full Text Available This paper concerns the square-mean almost periodic solutions to a class of nonautonomous stochastic differential equations on a separable real Hilbert space. Using the so-called "Acquistapace-Terreni" conditions, we establish the existence and uniqueness of a square-mean almost periodic mild solution to those nonautonomous stochastic differential equations.
On some impulsive fractional differential equations in Banach spaces
Directory of Open Access Journals (Sweden)
JinRong Wang
2010-01-01
Full Text Available This paper deals with some impulsive fractional differential equations in Banach spaces. Utilizing the Leray-Schauder fixed point theorem and the impulsive nonlinear singular version of the Gronwall inequality, the existence of \\(PC\\-mild solutions for some fractional differential equations with impulses are obtained under some easily checked conditions. At last, an example is given for demonstration.
Integral conditions for nonoscillation of second order nonlinear differential equations
Czech Academy of Sciences Publication Activity Database
Cecchi, M.; Došlá, Z.; Marini, M.; Vrkoč, Ivo
2006-01-01
Roč. 64, č. 6 (2006), s. 1278-1289. ISSN 0362-546X R&D Projects: GA AV ČR(CZ) IAA1163401 Institutional research plan: CEZ:AV0Z10190503 Keywords : change of integration * half-linear differential equation * nonlinear differential equation Subject RIV: BA - General Mathematics Impact factor: 0.677, year: 2006
Modular differential equations for torus one-point functions
International Nuclear Information System (INIS)
It is shown that in a rational conformal field theory every torus one-point function of a given highest weight state satisfies a modular differential equation. We derive and solve these differential equations explicitly for some Virasoro minimal models. In general, however, the resulting amplitudes do not seem to be expressible in terms of standard transcendental functions
Converse Lyapunov-Krasovskii theorems for uncertain retarded differential equations
Haidar, Ihab; Mason, Paolo; Sigalotti, Mario
2015-01-01
In this article, we give a collection of converse Lyapunov-Krasovskii theorems for uncertain retarded differential equations. We show that the existence of a weakly degenerate Lyapunov-Krasovskii functional is a necessary and sufficient condition for the global exponential stability of the linear retarded functional differential equations. This is carried out using the switched system transformation approach.
Analysis of Caputo Impulsive Fractional Order Differential Equations with Applications
Directory of Open Access Journals (Sweden)
Lakshman Mahto
2013-01-01
Full Text Available We use Sadovskii's fixed point method to investigate the existence and uniqueness of solutions of Caputo impulsive fractional differential equations of order with one example of impulsive logistic model and few other examples as well. We also discuss Caputo impulsive fractional differential equations with finite delay. The results proven are new and compliment the existing one.
Generalized ODE approach to impulsive retarded functional differential equations
Czech Academy of Sciences Publication Activity Database
Federson, M.; Schwabik, Štefan
2006-01-01
Roč. 19, č. 11 (2006), s. 1201-1234. ISSN 0893-4983 R&D Projects: GA ČR(CZ) GA201/04/0690 Institutional research plan: CEZ:AV0Z10190503 Keywords : generalized ordinary differential equation * retarded functional differential equation Subject RIV: BA - General Mathematics
Charles François Sturm and Differential Equations
DEFF Research Database (Denmark)
Lützen, Jesper; Mingarelli, Angelo
2008-01-01
An analysis of Sturm's works on differential equations, in particular Sturm-Liouville theory. The historical connection to Sturm's theorem about real roots of polynomials is established......An analysis of Sturm's works on differential equations, in particular Sturm-Liouville theory. The historical connection to Sturm's theorem about real roots of polynomials is established...
Parameter Estimates in Differential Equation Models for Chemical Kinetics
Winkel, Brian
2011-01-01
We discuss the need for devoting time in differential equations courses to modelling and the completion of the modelling process with efforts to estimate the parameters in the models using data. We estimate the parameters present in several differential equation models of chemical reactions of order n, where n = 0, 1, 2, and apply more general…
Nonstandard Topics for Student Presentations in Differential Equations
LeMasurier, Michelle
2006-01-01
An interesting and effective way to showcase the wide variety of fields to which differential equations can be applied is to have students give short oral presentations on a specific application. These talks, which have been presented by 30-40 students per year in our differential equations classes, provide exposure to a diverse array of topics…
Sourcing for Parameter Estimation and Study of Logistic Differential Equation
Winkel, Brian J.
2012-01-01
This article offers modelling opportunities in which the phenomena of the spread of disease, perception of changing mass, growth of technology, and dissemination of information can be described by one differential equation--the logistic differential equation. It presents two simulation activities for students to generate real data, as well as…
Topics in numerical partial differential equations and scientific computing
2016-01-01
Numerical partial differential equations (PDEs) are an important part of numerical simulation, the third component of the modern methodology for science and engineering, besides the traditional theory and experiment. This volume contains papers that originated with the collaborative research of the teams that participated in the IMA Workshop for Women in Applied Mathematics: Numerical Partial Differential Equations and Scientific Computing in August 2014.
The Differential Equation Algorithm for General Deformed Swept Volumes
Institute of Scientific and Technical Information of China (English)
汪国平; 华宣积; 孙家广
2000-01-01
The differential equation approach for characterizing swept volume boundaries is extended to include objects experiencing deformation. For deformed swept volume, it is found that the structure and algorithm of sweep-envelope differential equation (SEDE) are similar between the deformed and the rigid swept volumes. The efficiency of SEDE approach for deformed swept volume is proved with an example.
Stochastic fuzzy differential equations of a nonincreasing type
Malinowski, Marek T.
2016-04-01
Stochastic fuzzy differential equations constitute an apparatus in modeling dynamic systems operating in fuzzy environment and governed by stochastic noises. In this paper we introduce a new kind of such the equations. Namely, the stochastic fuzzy differential of nonincreasing type are considered. The fuzzy stochastic processes which are solutions to these equations have trajectories with nonincreasing fuzziness in their values. In our previous papers, as a first natural extension of crisp stochastic differential equations, stochastic fuzzy differential equations of nondecreasing type were studied. In this paper we show that under suitable conditions each of the equations has a unique solution which possesses property of continuous dependence on data of the equation. To prove existence of the solutions we use sequences of successive approximate solutions. An estimation of an error of the approximate solution is established as well. Some examples of equations are solved and their solutions are simulated to illustrate the theory of stochastic fuzzy differential equations. All the achieved results apply to stochastic set-valued differential equations.
Partial differential equations & boundary value problems with Maple
Articolo, George A
2009-01-01
Partial Differential Equations and Boundary Value Problems with Maple presents all of the material normally covered in a standard course on partial differential equations, while focusing on the natural union between this material and the powerful computational software, Maple. The Maple commands are so intuitive and easy to learn, students can learn what they need to know about the software in a matter of hours- an investment that provides substantial returns. Maple''s animation capabilities allow students and practitioners to see real-time displays of the solutions of partial differential equations. Maple files can be found on the books website. Ancillary list: Maple files- http://www.elsevierdirect.com/companion.jsp?ISBN=9780123747327 Provides a quick overview of the software w/simple commands needed to get startedIncludes review material on linear algebra and Ordinary Differential equations, and their contribution in solving partial differential equationsIncorporates an early introduction to Sturm-L...
Field Method for Integrating the First Order Differential Equation
Institute of Scientific and Technical Information of China (English)
JIA Li-qun; ZHENG Shi-wang; ZHANG Yao-yu
2007-01-01
An important modern method in analytical mechanics for finding the integral, which is called the field-method, is used to research the solution of a differential equation of the first order. First, by introducing an intermediate variable, a more complicated differential equation of the first order can be expressed by two simple differential equations of the first order, then the field-method in analytical mechanics is introduced for solving the two differential equations of the first order. The conclusion shows that the field-method in analytical mechanics can be fully used to find the solutions of a differential equation of the first order, thus a new method for finding the solutions of the first order is provided.
Partial differential equations of parabolic type
Friedman, Avner
2008-01-01
This accessible and self-contained treatment provides even readers previously unacquainted with parabolic and elliptic equations with sufficient background to understand research literature. Author Avner Friedman - Director of the Mathematical Biosciences Institute at The Ohio State University - offers a systematic and thorough approach that begins with the main facts of the general theory of second order linear parabolic equations. Subsequent chapters explore asymptotic behavior of solutions, semi-linear equations and free boundary problems, and the extension of results concerning fundamenta
Partial differential equations an introduction with Mathematica and Maple
Stavroulakis, Ioannis P
2004-01-01
This textbook is a self-contained introduction to partial differential equations. It has been designed for undergraduates and first year graduate students majoring in mathematics, physics, engineering, or science. The text provides an introduction to the basic equations of mathematical physics and the properties of their solutions, based on classical calculus and ordinary differential equations. Advanced concepts such as weak solutions and discontinuous solutions of nonlinear conservation laws are also considered.
Lectures, problems and solutions for ordinary differential equations
Deng, Yuefan
2014-01-01
This unique book on ordinary differential equations addresses practical issues of composing and solving such equations by large number of examples and homework problems with solutions. These problems originate in engineering, finance, as well as science at appropriate levels that readers with the basic knowledge of calculus, physics or economics are assumed able to follow. Contents:First-Order Differential EquationsMathematical ModelsLinear DEs of Higher OrderSystems of Linear DEsLaplace TransformsAppendices:
Real-time optical laboratory solution of parabolic differential equations
Casasent, David; Jackson, James
1988-01-01
An optical laboratory matrix-vector processor is used to solve parabolic differential equations (the transient diffusion equation with two space variables and time) by an explicit algorithm. This includes optical matrix-vector nonbase-2 encoded laboratory data, the combination of nonbase-2 and frequency-multiplexed data on such processors, a high-accuracy optical laboratory solution of a partial differential equation, new data partitioning techniques, and a discussion of a multiprocessor optical matrix-vector architecture.
Intuitive Understanding of Solutions of Partially Differential Equations
Kobayashi, Y.
2008-01-01
This article uses diagrams that help the observer see how solutions of the wave equation and heat conduction equation are obtained. The analytical approach cannot necessarily show the mechanisms of the key to the solution without transforming the differential equation into a more convenient form by separation of variables. The visual clues based…
Stable Solutions to Homogeneous Difference : Differential Equations with Constant Coefficients
Krtscha, Manfred; Kalckreuth, Ulf von
2002-01-01
In economic reality, reactions to external shocks often come with a delay. On the other hand, agents try to anticipate future developments. Both can lead to difference-differential equations with an advancing argument. These are more difficult to handle than either difference or differential equations, but they have the merit of added realism and increased credibility. We present a general method for determining the stability of any solution to a homogeneous linear difference-differential equ...
Goldston, J. W.
This unit introduces analytic solutions of ordinary differential equations. The objective is to enable the student to decide whether a given function solves a given differential equation. Examples of problems from biology and chemistry are covered. Problem sets, quizzes, and a model exam are included, and answers to all items are provided. The…
Oscillation theory of linear differential equations
Czech Academy of Sciences Publication Activity Database
Došlý, Ondřej
2000-01-01
Roč. 36, č. 5 (2000), s. 329-343. ISSN 0044-8753 R&D Projects: GA ČR GA201/98/0677 Keywords : discrete oscillation theory %Sturm-Liouville equation%Riccati equation Subject RIV: BA - General Mathematics
International Nuclear Information System (INIS)
We study a forward-backward system of stochastic differential equations in an infinite-dimensional framework and its relationships with a semilinear parabolic differential equation on a Hilbert space, in the spirit of the approach of Pardoux-Peng. We prove that the stochastic system allows us to construct a unique solution of the parabolic equation in a suitable class of locally Lipschitz real functions. The parabolic equation is understood in a mild sense which requires the notion of a generalized directional gradient, that we introduce by a probabilistic approach and prove to exist for locally Lipschitz functions.The use of the generalized directional gradient allows us to cover various applications to option pricing problems and to optimal stochastic control problems (including control of delay equations and reaction-diffusion equations),where the lack of differentiability of the coefficients precludes differentiability of solutions to the associated parabolic equations of Black-Scholes or Hamilton-Jacobi-Bellman type
The generalized Airy diffusion equation
Directory of Open Access Journals (Sweden)
Frank M. Cholewinski
2003-08-01
Full Text Available Solutions of a generalized Airy diffusion equation and an associated nonlinear partial differential equation are obtained. Trigonometric type functions are derived for a third order generalized radial Euler type operator. An associated complex variable theory and generalized Cauchy-Euler equations are obtained. Further, it is shown that the Airy expansions can be mapped onto the Bessel Calculus of Bochner, Cholewinski and Haimo.
Differential Geometry of Hydrodynamic Vlasov Equations
Gibbons, John; Raimondo, Andrea
2006-01-01
We consider hydrodynamic chains in $(1+1)$ dimensions which are Hamiltonian with respect to the Kupershmidt-Manin Poisson bracket. These systems can be derived from single $(2+1)$ equations, here called hydrodynamic Vlasov equations, under the map $A^n =\\int_{-\\infty}^\\infty p^n f dp.$ For these equations an analogue of the Dubrovin-Novikov Hamiltonian structure is constructed. The Vlasov formalism allows us to describe objects like the Haantjes tensor for such a chain in a much more compact ...
New exact solutions to some difference differential equations
Wang, Zhen; Zhang, Hong-Qing
2006-10-01
In this paper, we use our method to solve the extended Lotka-Volterra equation and discrete KdV equation. With the help of Maple, we obtain a number of exact solutions to the two equations including soliton solutions presented by hyperbolic functions of sinh and cosh, periodic solutions presented by trigonometric functions of sin and cos, and rational solutions. This method can be used to solve some other nonlinear difference-differential equations.
Partial differential equations of mathematical physics and integral equations
Guenther, Ronald B
1996-01-01
This book was written to help mathematics students and those in the physical sciences learn modern mathematical techniques for setting up and analyzing problems. The mathematics used is rigorous, but not overwhelming, while the authors carefully model physical situations, emphasizing feedback among a beginning model, physical experiments, mathematical predictions, and the subsequent refinement and reevaluation of the physical model itself. Chapter 1 begins with a discussion of various physical problems and equations that play a central role in applications. The following chapters take up the t
An introduction to partial differential equations with Matlab
Coleman, Matthew P
2013-01-01
Introduction What are Partial Differential Equations? PDEs We Can Already Solve Initial and Boundary Conditions Linear PDEs-Definitions Linear PDEs-The Principle of Superposition Separation of Variables for Linear, Homogeneous PDEs Eigenvalue Problems The Big Three PDEsSecond-Order, Linear, Homogeneous PDEs with Constant CoefficientsThe Heat Equation and Diffusion The Wave Equation and the Vibrating String Initial and Boundary Conditions for the Heat and Wave EquationsLaplace's Equation-The Potential Equation Using Separation of Variables to Solve the Big Three PDEs Fourier Series Introduction
Alternative to the Kohn-Sham equations: The Pauli potential differential equation
Levämäki, H.; Nagy, Á.; Kokko, K.; Vitos, L.
2015-12-01
A recently developed theoretical framework of performing self-consistent orbital-free (OF) density functional theory (DFT) calculations at Kohn-Sham DFT level accuracy is tested in practice. The framework is valid for spherically symmetric systems. Numerical results for the Beryllium atom are presented and compared to accurate Kohn-Sham data. These calculations make use of a differential equation that we have developed for the so called Pauli potential, a key quantity in OF-DFT. The Pauli potential differential equation and the OF Euler equation form a system of two coupled differential equations, which have to be solved simultaneously within the DFT self-consistent loop.
A neuro approach to solve fuzzy Riccati differential equations
International Nuclear Information System (INIS)
There are many applications of optimal control theory especially in the area of control systems in engineering. In this paper, fuzzy quadratic Riccati differential equation is estimated using neural networks (NN). Previous works have shown reliable results using Runge-Kutta 4th order (RK4). The solution can be achieved by solving the 1st Order Non-linear Differential Equation (ODE) that is found commonly in Riccati differential equation. Research has shown improved results relatively to the RK4 method. It can be said that NN approach shows promising results with the advantage of continuous estimation and improved accuracy that can be produced over RK4
A neuro approach to solve fuzzy Riccati differential equations
Shahrir, Mohammad Shazri; Kumaresan, N.; Kamali, M. Z. M.; Ratnavelu, Kurunathan
2015-10-01
There are many applications of optimal control theory especially in the area of control systems in engineering. In this paper, fuzzy quadratic Riccati differential equation is estimated using neural networks (NN). Previous works have shown reliable results using Runge-Kutta 4th order (RK4). The solution can be achieved by solving the 1st Order Non-linear Differential Equation (ODE) that is found commonly in Riccati differential equation. Research has shown improved results relatively to the RK4 method. It can be said that NN approach shows promising results with the advantage of continuous estimation and improved accuracy that can be produced over RK4.
Basic Results for Sequential Caputo Fractional Differential Equations
Directory of Open Access Journals (Sweden)
Bhuvaneswari Sambandham
2015-03-01
Full Text Available We have developed a representation form for the linear fractional differential equation of order q when 0 < q < 1, with variable coefficients. We have also obtained a closed form of the solution for sequential Caputo fractional differential equation of order 2q, with initial and boundary conditions, for 0 < 2q < 1. The solutions are in terms of Mittag–Leffler functions of order q only. Our results yield the known results of integer order when q = 1. We have also presented some numerical results to bring the salient features of sequential fractional differential equations.
Parameter Estimation in Stochastic Differential Equations; An Overview
DEFF Research Database (Denmark)
Nielsen, Jan Nygaard; Madsen, Henrik; Young, P. C.
2000-01-01
This paper presents an overview of the progress of research on parameter estimation methods for stochastic differential equations (mostly in the sense of Ito calculus) over the period 1981-1999. These are considered both without measurement noise and with measurement noise, where the discretely...... observed stochastic differential equations are embedded in a continuous-discrete time state space model. Every attempts has been made to include results from other scientific disciplines. Maximum likelihood estimation of parameters in nonlinear stochastic differential equations is in general not possible...
A neuro approach to solve fuzzy Riccati differential equations
Energy Technology Data Exchange (ETDEWEB)
Shahrir, Mohammad Shazri, E-mail: mshazri@gmail.com [InstitutSainsMatematik, Universiti Malaya 50603 Kuala Lumpur, Wilayah Persekutuan Kuala Lumpur (Malaysia); Telekom Malaysia, R& D TM Innovation Centre, LingkaranTeknokrat Timur, 63000 Cyberjaya, Selangor (Malaysia); Kumaresan, N., E-mail: drnk2008@gmail.com; Kamali, M. Z. M.; Ratnavelu, Kurunathan [InstitutSainsMatematik, Universiti Malaya 50603 Kuala Lumpur, Wilayah Persekutuan Kuala Lumpur (Malaysia)
2015-10-22
There are many applications of optimal control theory especially in the area of control systems in engineering. In this paper, fuzzy quadratic Riccati differential equation is estimated using neural networks (NN). Previous works have shown reliable results using Runge-Kutta 4th order (RK4). The solution can be achieved by solving the 1st Order Non-linear Differential Equation (ODE) that is found commonly in Riccati differential equation. Research has shown improved results relatively to the RK4 method. It can be said that NN approach shows promising results with the advantage of continuous estimation and improved accuracy that can be produced over RK4.
International Nuclear Information System (INIS)
In this Letter, a generalized fractional sub-equation method is proposed for solving fractional differential equations with variable coefficients. Being concise and straightforward, this method is applied to the space–time fractional Gardner equation with variable coefficients. As a result, many exact solutions are obtained including hyperbolic function solutions, trigonometric function solutions and rational solutions. It is shown that the considered method provides a very effective, convenient and powerful mathematical tool for solving many other fractional differential equations in mathematical physics. -- Highlights: ► Study of fractional differential equations with variable coefficients plays a role in applied physical sciences. ► It is shown that the proposed algorithm is effective for solving fractional differential equations with variable coefficients. ► The obtained solutions may give insight into many considerable physical processes.
Energy Technology Data Exchange (ETDEWEB)
Tang, Bo, E-mail: tangbo08@yahoo.cn [School of Mathematics and Statistics, Xi' an Jiaotong University, Xi' an 710049 (China); He, Yinnian [School of Mathematics and Statistics, Xi' an Jiaotong University, Xi' an 710049 (China); College of Mathematics Sciences, Xinjiang Normal University, Urumqi, Xinjiang 830054 (China); Wei, Leilei, E-mail: leileiwei09@gmail.com [School of Mathematics and Statistics, Xi' an Jiaotong University, Xi' an 710049 (China); Zhang, Xindong [College of Mathematics Sciences, Xinjiang Normal University, Urumqi, Xinjiang 830054 (China)
2012-08-06
In this Letter, a generalized fractional sub-equation method is proposed for solving fractional differential equations with variable coefficients. Being concise and straightforward, this method is applied to the space–time fractional Gardner equation with variable coefficients. As a result, many exact solutions are obtained including hyperbolic function solutions, trigonometric function solutions and rational solutions. It is shown that the considered method provides a very effective, convenient and powerful mathematical tool for solving many other fractional differential equations in mathematical physics. -- Highlights: ► Study of fractional differential equations with variable coefficients plays a role in applied physical sciences. ► It is shown that the proposed algorithm is effective for solving fractional differential equations with variable coefficients. ► The obtained solutions may give insight into many considerable physical processes.
Almost automorphic solutions for some partial functional differential equations
Ezzinbi, Khalil; N'guerekata, Gaston Mandata
2007-04-01
In this work, we study the existence of almost automorphic solutions for some partial functional differential equations. We prove that the existence of a bounded solution on implies the existence of an almost automorphic solution. Our results extend the classical known theorem by Bohr and Neugebauer on the existence of almost periodic solutions for inhomegeneous linear almost periodic differential equations. We give some applications to hyperbolic equations and Lotka-Volterra type equations used to describe the evolution of a single diffusive animal species.
Solutions of system of P1 equations without use of auxiliary differential equations coupled
International Nuclear Information System (INIS)
The system of P1 equations is composed by two equations coupled itself one for the neutron flux and other for the current. Usually this system is solved by definitions of two integrals parameters, which are named slowing down densities of the flux and the current. Hence, the system P1 can be change from integral to only two differential equations. However, there are two new differentials equations that may be solved with the initial system. The present work analyzes this procedure and studies a method, which solve the P1 equations directly, without definitions of slowing down densities. (author)
Handbook of Nonlinear Partial Differential Equations
Polyanin, Andrei D
2011-01-01
New to the Second Edition More than 1,000 pages with over 1,500 new first-, second-, third-, fourth-, and higher-order nonlinear equations with solutions Parabolic, hyperbolic, elliptic, and other systems of equations with solutions Some exact methods and transformations Symbolic and numerical methods for solving nonlinear PDEs with Maple(t), Mathematica(R), and MATLAB(R) Many new illustrative examples and tables A large list of references consisting of over 1,300 sources To accommodate different mathematical backgrounds, the authors avoid wherever possible the use of special terminology. They
First-order partial differential equations
Rhee, Hyun-Ku; Amundson, Neal R
2001-01-01
Second volume of a highly regarded two-volume set, fully usable on its own, examines physical systems that can usefully be modeled by equations of the first order. Examples are drawn from a wide range of scientific and engineering disciplines. The book begins with a consideration of pairs of quasilinear hyperbolic equations of the first order and goes on to explore multicomponent chromatography, complications of counter-current moving-bed adsorbers, the adiabatic adsorption column, and chemical reaction in countercurrent reactors. Exercises appear at the end of most sections. Accessible to any
Bracken, Paul
2009-01-01
A generalized KdV equation is formulated as an exterior differential system, which is used to determine the prolongation structure of the equation. The prolongation structure is obtained for several cases of the variable powers, and nontrivial algebras are determined. The analysis is extended to a differential system which gives the Camassa-Holm equation as a particular case. The subject of conservation laws is briefly discussed for each of the equations. A Backlund transformation is determin...
Bracken, Paul
2009-01-01
A generalized KdV equation is formulated as an exterior differential system, which is used to determine the prolongation structure of the equation. The prolongation structure is obtained for several cases of the variable powers, and nontrivial algebras are determined. The analysis is extended to a differential system which gives the Camassa-Holm equation as a particular case. The subject of conservation laws is briefly discussed for each of the equations. A Backlund transformation is determined using one of the prolongations.
Bessel potential space on the Laguerre hypergroup
Directory of Open Access Journals (Sweden)
Ahmed Taieb
2011-01-01
Full Text Available Abstract In this article, we define the fractional differentiation Dδ of order δ, δ > 0, induced by the Laguerre operator L and associated with respect to the Haar measure dmα. We obtain a characterization of the Bessel potential space using Dδ and different equivalent norms.
Degenerate parabolic stochastic partial differential equations
Czech Academy of Sciences Publication Activity Database
span class="emphasis">Hofmanová, Martinaspan>
2013-01-01
Roč. 123, č. 12 (2013), s. 4294-4336. ISSN 0304-4149 R&D Projects: GA ČR GAP201/10/0752 Institutional support: RVO:67985556 Keywords : kinetic solutions * degenerate stochastic parabolic equations Subject RIV: BA - General Mathematics Impact factor: 1.046, year: 2013 http://library.utia.cas.cz/separaty/2013/SI/hofmanova-0397241.pdf
Homoclinic Solutions of Singular Nonautonomous Second-Order Differential Equations
Directory of Open Access Journals (Sweden)
Rachůnková Irena
2009-01-01
Full Text Available This paper investigates the singular differential equation , having a singularity at . The existence of a strictly increasing solution (a homoclinic solution satisfying , is proved provided that has two zeros and a linear behaviour near .
Fractional differential equation with the fuzzy initial condition
Directory of Open Access Journals (Sweden)
Sadia Arshad
2011-02-01
Full Text Available In this paper we study the existence and uniqueness of the solution for a class of fractional differential equation with fuzzy initial value. The fractional derivatives are considered in the Riemann-Liouville sense.
Comparison theorems for neutral stochastic functional differential equations
Bai, Xiaoming; Jiang, Jifa
2016-05-01
The comparison theorems under Wu and Freedman's order are proved for neutral stochastic functional differential equations with finite or infinite delay whose drift terms satisfy the quasimonotone condition and diffusion term is the same.
Method of lines for parabolic stochastic functional partial differential equations
Maria Ziemlańska
2014-01-01
We approximate parabolic stochastic functional differential equations substituting the derivatives in the space variable by finite differences. We prove the stability of the method of lines corresponding to a parabolic SPDE driven by Brownian motion.
On subnormal solutions of second order linear periodic differential equations
Institute of Scientific and Technical Information of China (English)
Kwang; Ho; SHON
2007-01-01
In this paper, we investigate the existence and the form of subnormal solution for a class of second order periodic linear differential equations, estimate the growth properties of all solutions, and answer the question raised by Gundersen and Steinbart.
ACCURATE ESTIMATES OF CHARACTERISTIC EXPONENTS FOR SECOND ORDER DIFFERENTIAL EQUATION
Institute of Scientific and Technical Information of China (English)
无
2009-01-01
In this paper, a second order linear differential equation is considered, and an accurate estimate method of characteristic exponent for it is presented. Finally, we give some examples to verify the feasibility of our result.
On periodic solutions for second order functional differential equations
Czech Academy of Sciences Publication Activity Database
Mukhigulashvili, Sulkhan
2006-01-01
Roč. 20, 1 (2006), s. 29-50. ISSN 1126-8042 Institutional research plan: CEZ:AV0Z10190503 Keywords : functional differential equation * monotone operator * periodic problem Subject RIV: BA - General Mathematics
Introduction to partial differential equations and Hilbert space methods
Gustafson, Karl E
1997-01-01
Easy-to-use text examines principal method of solving partial differential equations, 1st-order systems, computation methods, and much more. Over 600 exercises, with answers for many. Ideal for a 1-semester or full-year course.
Systems of Differential Equations with Skew-Symmetric, Orthogonal Matrices
Glaister, P.
2008-01-01
The solution of a system of linear, inhomogeneous differential equations is discussed. The particular class considered is where the coefficient matrix is skew-symmetric and orthogonal, and where the forcing terms are sinusoidal. More general matrices are also considered.
An introduction to neural network methods for differential equations
Yadav, Neha; Kumar, Manoj
2015-01-01
This book introduces a variety of neural network methods for solving differential equations arising in science and engineering. The emphasis is placed on a deep understanding of the neural network techniques, which has been presented in a mostly heuristic and intuitive manner. This approach will enable the reader to understand the working, efficiency and shortcomings of each neural network technique for solving differential equations. The objective of this book is to provide the reader with a sound understanding of the foundations of neural networks, and a comprehensive introduction to neural network methods for solving differential equations together with recent developments in the techniques and their applications. The book comprises four major sections. Section I consists of a brief overview of differential equations and the relevant physical problems arising in science and engineering. Section II illustrates the history of neural networks starting from their beginnings in the 1940s through to the renewed...
On the monodromy group for the super Schwarzian differential equation
International Nuclear Information System (INIS)
We calculate the first variation of the monodromy group associated with a super Schwarzian differential equation. The relation between the monodromy period and the Fenchel-Nielsen deformation of a super Riemann surface is presented. (author)
Method of lines for parabolic stochastic functional partial differential equations
Directory of Open Access Journals (Sweden)
Maria Ziemlańska
2014-01-01
Full Text Available We approximate parabolic stochastic functional differential equations substituting the derivatives in the space variable by finite differences. We prove the stability of the method of lines corresponding to a parabolic SPDE driven by Brownian motion.
OSCILLATION OF IMPULSIVE HYPERBOLIC PARTIAL DIFFERENTIAL EQUATION WITH DELAY
Institute of Scientific and Technical Information of China (English)
无
2006-01-01
In this paper, oscillation properties of the solutions of impulsive hyperbolic equation with delay are investigated via the method of differential inequalities. Sufficient conditions for oscillations of the solutions are established.
International Conference on Differential Equations and Nonlinear Mechanics
2001-01-01
The International Conference on Differential Equations and Nonlinear Mechanics was hosted by the University of Central Florida in Orlando from March 17-19, 1999. One of the conference days was dedicated to Professor V. Lakshmikantham in th honor of his 75 birthday. 50 well established professionals (in differential equations, nonlinear analysis, numerical analysis, and nonlinear mechanics) attended the conference from 13 countries. Twelve of the attendees delivered hour long invited talks and remaining thirty-eight presented invited forty-five minute talks. In each of these talks, the focus was on the recent developments in differential equations and nonlinear mechanics and their applications. This book consists of 29 papers based on the invited lectures, and I believe that it provides a good selection of advanced topics of current interest in differential equations and nonlinear mechanics. I am indebted to the Department of Mathematics, College of Arts and Sciences, Department of Mechanical, Materials and Ae...
Multivalued Stochastic Differential Equations with Non-Lipschitz Coefficients
Institute of Scientific and Technical Information of China (English)
Siyan XU
2009-01-01
The existence and uniqueness of solutions to the multivalued stochastic differ-ential equations with non-Lipschitz coefficients are proved, and bicontinuons modifications of the solutions are obtained.
ALMOST AUTOMORPHIC MILD SOLUTIONS TO SOME FRACTIONAL DELAY DIFFERENTIAL EQUATIONS
Institute of Scientific and Technical Information of China (English)
无
2012-01-01
In this paper,a new and general existence and uniqueness theorem of almost automorphic mild solutions is obtained for some fractional delay differential equations,using sectorial operators and the Banach contraction principle.
Lectures on the practical solution of differential equations
International Nuclear Information System (INIS)
This report comprises lectures on the practical solution of ordinary and partial differential equations given in the In-Hours Continuing Education Program for Scientific and Technical Personnel at Oak Ridge National Laboratory
Dirichlet problem for a second order singular differential equation
Directory of Open Access Journals (Sweden)
Wenshu Zhou
2006-12-01
Full Text Available This article concerns the existence of positive solutions to the Dirichlet problem for a second order singular differential equation. To prove existence, we use the classical method of elliptic regularization.
FORMAL SOLUTIONS OF PARTIAL DIFFERENTIAL EQUATIONS AND THE PROJECTIVE LIMIT
Institute of Scientific and Technical Information of China (English)
施惟慧; 沈臻
2003-01-01
Based on stratification theory, the existence theorems of formal solutions of partial differential equation (PDE) are given. And the relationship between formal solutions and projective limit of Ehresmann chain is presented.
Long-Term Dynamics of Autonomous Fractional Differential Equations
Liu, Tao; Xu, Wei; Xu, Yong; Han, Qun
This paper aims to investigate long-term dynamic behaviors of autonomous fractional differential equations with effective numerical method. The long-term dynamic behaviors predict where systems are heading after long-term evolution. We make some modification and transplant cell mapping methods to autonomous fractional differential equations. The mapping time duration of cell mapping is enlarged to deal with the long memory effect. Three illustrative examples, i.e. fractional Lotka-Volterra equation, fractional van der Pol oscillator and fractional Duffing equation, are studied with our revised generalized cell mapping method. We obtain long-term dynamics, such as attractors, basins of attraction, and saddles. Compared with some existing stability and numerical results, the validity of our method is verified. Furthermore, we find that the fractional order has its effect on the long-term dynamics of autonomous fractional differential equations.
Transformation matrices between non-linear and linear differential equations
Sartain, R. L.
1983-01-01
In the linearization of systems of non-linear differential equations, those systems which can be exactly transformed into the second order linear differential equation Y"-AY'-BY=0 where Y, Y', and Y" are n x 1 vectors and A and B are constant n x n matrices of real numbers were considered. The 2n x 2n matrix was used to transform the above matrix equation into the first order matrix equation X' = MX. Specially the matrix M and the conditions which will diagonalize or triangularize M were studied. Transformation matrices P and P sub -1 were used to accomplish this diagonalization or triangularization to return to the solution of the second order matrix differential equation system from the first order system.
Symmetries of Differential equations and Applications in Relativistic Physics
Paliathanasis, Andronikos
2015-01-01
In this thesis, we study the one parameter point transformations which leave invariant the differential equations. In particular we study the Lie and the Noether point symmetries of second order differential equations. We establish a new geometric method which relates the point symmetries of the differential equations with the collineations of the underlying manifold where the motion occurs. This geometric method is applied in order the two and three dimensional Newtonian dynamical systems to be classified in relation to the point symmetries; to generalize the Newtonian Kepler-Ermakov system in Riemannian spaces; to study the symmetries between classical and quantum systems and to investigate the geometric origin of the Type II hidden symmetries for the homogeneous heat equation and for the Laplace equation in Riemannian spaces. At last but not least, we apply this geometric approach in order to determine the dark energy models by use the Noether symmetries as a geometric criterion in modified theories of gra...
Solutions of the System of Differential Equations by Differential Transform/Finite Difference Method
SÜNGÜ, İnci ÇİLİNGİR; DEMIR, Huseyin
2012-01-01
In this study, Differential Transform/Finite Difference Method is considered as a new solution technique. Discretization of system of first and second order linear and nonlinear differential equations were investigated and approximate solutions were compared with the solutions of Adomian Decomposition Method. The results show that Differential Transform/Finite Difference method is one of the efficient approaches to solve system of differential equations. Consequently, it was shown that the hy...
Canonical coordinates for partial differential equations
Hunt, L. R.; Villarreal, Ramiro
1988-01-01
Necessary and sufficient conditions are found under which operators of the form Sigma (m, j=1) x (2) sub j + X sub O can be made constant coefficient. In addition, necessary and sufficient conditions are derived which classify those linear partial differential operators that can be moved to the Kolmogorov type.
Application of Lie group analysis to functional differential equations
Oberlack, Martin; Waclawczyk, Marta
2006-01-01
In the present paper the classical point symmetry analysis is extended from partial differential to functional differential equations with functional derivatives. In order to perform the group analysis and deal with the functional derivatives we extend the quantities such as infinitesimal transformations, prolongations and invariant solutions. For the sake of example the procedure is applied to the continuum limit of the heat equation. The method can further lead to significant applications i...
On weak solutions of stochastic differential equations II
Czech Academy of Sciences Publication Activity Database
Hofmanová, Martina; Seidler, Jan
2013-01-01
Roč. 31, č. 4 (2013), s. 663-670. ISSN 0736-2994 R&D Projects: GA ČR GAP201/10/0752 Institutional support: RVO:67985556 Keywords : fractional integrals * stochastic differential equations * weak solutions Subject RIV: BA - General Mathematics Impact factor: 0.664, year: 2013 http://library.utia.cas.cz/separaty/2013/SI/hofmanova-on weak solutions of stochastic differential equations II.pdf
Geometric Approaches for Generating Prolongations for Nonlinear Partial Differential Equations
Bracken, Paul
2011-01-01
The prolongation structure of a two-by-two problem is formulated very generally in terms of exterior differential forms on a standard representation of Pauli matrices. The differential system is general without making reference to any specific equation. An integrability condition is provided which gives by construction the equation to be investigated and whose components involve the structure constants of an SU(2) Lie algebra. Along side this, a related, different kind of prolongation, a type...
Linear boundary value problems for differential algebraic equations
Balla, Katalin; März, Roswitha
2003-01-01
By the use of the corresponding shift matrix, the paper gives a criterion for the unique solvability of linear boundary value problems posed for linear differential algebraic equations up to index 2 with well-matched leading coefficients. The solution is constructed by a proper Green function. Another characterization of the solutions is based upon the description of arbitrary affine linear subspaces of solutions to linear differential algebraic equations in terms of solutions to the adjoint ...
Transformation methods in the study of nonlinear partial differential equations
Sophocleous, Christodoulos
1991-01-01
Transformation methods are perhaps the most powerful analytic tool currently available in the study of nonlinear partial differential equations. Transformations may be classified into two categories: category I includes transformations of the dependent and independent variables of a given partial differential equation and category II additionally includes transformations of the derivatives of the dependent variables. In part I of this thesis our principal attention is focused on transform...
Solutions to general forward-backward doubly stochastic differential equations
Institute of Scientific and Technical Information of China (English)
Qing-feng ZHU; Yu-feng SHI; Xian-jun GONG
2009-01-01
A gcneral type of forward-backward doubly stochastic differential equations (FBDSDEs) is studied. It extends many important equations that have been well stud-led, including stochastic Hamiltonian systems. Under some much weaker monotonicity assumptions, the existence and uniqueness of measurable solutions are established with a method of continuation. Furthermore, the continuity and differentiability of the solutions to FBDSDEs depending on parameters is discussed.
International Conference on Multiscale Methods and Partial Differential Equations.
Energy Technology Data Exchange (ETDEWEB)
Thomas Hou
2006-12-12
The International Conference on Multiscale Methods and Partial Differential Equations (ICMMPDE for short) was held at IPAM, UCLA on August 26-27, 2005. The conference brought together researchers, students and practitioners with interest in the theoretical, computational and practical aspects of multiscale problems and related partial differential equations. The conference provided a forum to exchange and stimulate new ideas from different disciplines, and to formulate new challenging multiscale problems that will have impact in applications.
Fundamental properties of differential equations with dynamically defined delayed feedback
Knipl, D. H.
2013-01-01
We consider an initial value problem for nonautonomous functional differential equations where the delay term is defined via the solution of another system of differential equations. We obtain the general existence and uniqueness result for the initial value problem by showing a Lipschitz property of the dynamically defined delayed feedback function and give conditions for the nonnegativity of solutions. We determine the steady-state solution of the autonomous system and obtain the linearized...
Difference algebraic relations among solutions of linear differential equations
Di Vizio, Lucia; Hardouin, Charlotte; Wibmer, Michael
2013-01-01
We extend and apply the Galois theory of linear differential equations equipped with the action of an endomorphism. The Galois groups in this Galois theory are difference algebraic groups and we use structure theorems for these groups to characterize the possible difference algebraic relations among solutions of linear differential equations. This yields tools to show that certain special functions are difference transcendent. One of our main results is a characterization of discrete integrab...
Linear matrix differential equations of higher-order and applications
Directory of Open Access Journals (Sweden)
Mustapha Rachidi
2008-07-01
Full Text Available In this article, we study linear differential equations of higher-order whose coefficients are square matrices. The combinatorial method for computing the matrix powers and exponential is adopted. New formulas representing auxiliary results are obtained. This allows us to prove properties of a large class of linear matrix differential equations of higher-order, in particular results of Apostol and Kolodner are recovered. Also illustrative examples and applications are presented.
Approximate Method for Solving the Linear Fuzzy Delay Differential Equations
Directory of Open Access Journals (Sweden)
S. Narayanamoorthy
2015-01-01
Full Text Available We propose an algorithm of the approximate method to solve linear fuzzy delay differential equations using Adomian decomposition method. The detailed algorithm of the approach is provided. The approximate solution is compared with the exact solution to confirm the validity and efficiency of the method to handle linear fuzzy delay differential equation. To show this proper features of this proposed method, numerical example is illustrated.
On the integrability of nonlinear partial differential equations
Dorren, H J S
1998-01-01
We investigate the integrability of Nonlinear Partial Differential Equations (NPDEs). The concepts are developed by firstly discussing the integrability of the KdV equation. We proceed by generalizing the ideas introduced for the KdV equation to other NPDEs. The method is based upon a linearization principle which can be applied on nonlinearities which have a polynomial form. We illustrate the potential of the method by finding solutions of the (coupled) nonlinear Schrödinger equation and the Manakov equation which play an important role in optical fiber communication. Finally, it is shown that the method can also be generalized to higher-dimensions.
Stability of Impulsive Differential Equation with any Time Delay
Directory of Open Access Journals (Sweden)
Sanjay K. Srivastava
2013-03-01
Full Text Available In this paper, the stability of general impulsive retarded functional differential equations with any time delay has been considered. Many evolution processes are characterized by the fact that at certain moments of time they experience a change of state abruptly. Consequently, it is natural to assume that these perturbations act instantaneously, that is, in the form of impulses. Impulsive differential equations, that is, differential equations involving impulse effects, are a natural description of observed evolution phenomena of several real world problems. Impulsive control which based on impulsive differential equations has attracted the interest of many researchers recently. The method of Lyapunov functions and Razumikhin technique have been widely applied to stability analysis of various delay differential equation. When Lyapunov functions are used, it becomes necessary to choose an appropriate minimal class of functionals relative to which the derivative of the Lyapunov function is estimated. This approach is known as the Lyapunov–Razumikhin technique. When Lyapunov functionals are used the corresponding derivative can be estimated without demanding minimal classes of functional. By using Lyapunov functions and analysis technique along with Razumikhin technique, some results for the uniform stability of such impulsive differential equations have been derived. The obtained results extend and generalize some results existing in the literature.
Optimal Control of Stochastic Partial Differential Equations
Zhang, Liangquan
2010-01-01
In this paper, we prove the necessary and sufficient maximum principles (NSMP in short) for the optimal control of system described by a quasilinear stochastic heat equation with the control domain being convex and all the coefficients containing control variable. For that, the optimal control problem of fully coupled forward-backward doubly stochastic system is studied. We apply our NSMP to solve a kind of forward-backward doubly stochastic linear quadratic optimal control problem as well.
CIME course on Control of Partial Differential Equations
Alabau-Boussouira, Fatiha; Glass, Olivier; Le Rousseau, Jérôme; Zuazua, Enrique
2012-01-01
The term “control theory” refers to the body of results - theoretical, numerical and algorithmic - which have been developed to influence the evolution of the state of a given system in order to meet a prescribed performance criterion. Systems of interest to control theory may be of very different natures. This monograph is concerned with models that can be described by partial differential equations of evolution. It contains five major contributions and is connected to the CIME Course on Control of Partial Differential Equations that took place in Cetraro (CS, Italy), July 19 - 23, 2010. Specifically, it covers the stabilization of evolution equations, control of the Liouville equation, control in fluid mechanics, control and numerics for the wave equation, and Carleman estimates for elliptic and parabolic equations with application to control. We are confident this work will provide an authoritative reference work for all scientists who are interested in this field, representing at the same time a fri...
Liouvillian propagators, Riccati equation and differential Galois theory
International Nuclear Information System (INIS)
In this paper a Galoisian approach to building propagators through Riccati equations is presented. The main result corresponds to the relationship between the Galois integrability of the linear Schrödinger equation and the virtual solvability of the differential Galois group of its associated characteristic equation. As the main application of this approach we solve Ince’s differential equation through the Hamiltonian algebrization procedure and the Kovacic algorithm to find the propagator for a generalized harmonic oscillator. This propagator has applications which describe the process of degenerate parametric amplification in quantum optics and light propagation in a nonlinear anisotropic waveguide. Toy models of propagators inspired by integrable Riccati equations and integrable characteristic equations are also presented. (paper)
Geddes, K. O.
1977-01-01
If a linear ordinary differential equation with polynomial coefficients is converted into integrated form then the formal substitution of a Chebyshev series leads to recurrence equations defining the Chebyshev coefficients of the solution function. An explicit formula is presented for the polynomial coefficients of the integrated form in terms of the polynomial coefficients of the differential form. The symmetries arising from multiplication and integration of Chebyshev polynomials are exploited in deriving a general recurrence equation from which can be derived all of the linear equations defining the Chebyshev coefficients. Procedures for deriving the general recurrence equation are specified in a precise algorithmic notation suitable for translation into any of the languages for symbolic computation. The method is algebraic and it can therefore be applied to differential equations containing indeterminates.
On the Existence and the Applications of Modified Equations for Stochastic Differential Equations
Zygalakis, K. C.
2011-01-01
In this paper we describe a general framework for deriving modified equations for stochastic differential equations (SDEs) with respect to weak convergence. Modified equations are derived for a variety of numerical methods, such as the Euler or the Milstein method. Existence of higher order modified equations is also discussed. In the case of linear SDEs, using the Gaussianity of the underlying solutions, we derive an SDE which the numerical method solves exactly in the weak sense. Applications of modified equations in the numerical study of Langevin equations is also discussed. © 2011 Society for Industrial and Applied Mathematics.
Existence of positive periodic solutions for neutral functional differential equations
Directory of Open Access Journals (Sweden)
Zhixiang Li
2006-03-01
Full Text Available We find sufficient conditions for the existence of positive periodic solutions of two kinds of neutral differential equations. Using Krasnoselskii's fixed-point theorem in cones, we obtain results that extend and improve previous results. These results are useful mostly when applied to neutral equations with delay in bio-mathematics.
Mean Field Forward-Backward Stochastic Differential Equations
Carmona, René; Delarue, François
2013-01-01
The purpose of this note is to provide an existence result for the solution of fully coupled Forward Backward Stochastic Differential Equations (FBSDEs) of the mean field type. These equations occur in the study of mean field games and the optimal control of dynamics of the McKean Vlasov type.
Stratified order one differential equations in positive characteristic
Put, van der, C.; Top, Jaap
2013-01-01
Stratification for nonlinear differential equations in positive characteristic is introduced. Testing this notion for first order equations is discussed, and related to the Cartier operator on curves. A variant of the Grothendieck-Katz conjecture is formulated, and proved in a special case.
Linear spaces for index 2 differential-algebraic equations
Petry, Thomas
1995-01-01
In this paper we consider solution spaces of linear index-2-tractable differential algebraic equations. Relations between the solutions of the adjoint equations and the corresponding solution spaces are derived and, thus, a simple method for computing consistent initial values is provided.
COMPARISON THEOREM OF BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS
Institute of Scientific and Technical Information of China (English)
无
2010-01-01
This paper is devoted to deriving a comparison theorem of solutions to backward doubly stochastic differential equations driven by Brownian motion and backward It-Kunita integral. By the application of this theorem, we give an existence result of the solutions to these equations with continuous coefficients.
STABILITY OF SOME KIND OF STOCHASTIC DIFFERENTIAL EQUATION
Institute of Scientific and Technical Information of China (English)
无
2011-01-01
In this paper,a kind of stochastic differential equation is investigated and the almost sure exponential stability of the equation is obtained using Gronwall's inequality.Further,we also give other noise intensity function to keep the stability of the system.
STABILITY OF NONLINEAR NEUTRAL DIFFERENTIAL EQUATION VIA FIXED POINT
Institute of Scientific and Technical Information of China (English)
无
2012-01-01
In this paper,a nonlinear neutral differential equation is considered.By a fixed point theory,we give some conditions to ensure that the zero solution to the equation is asymptotically stable.Some existing results are improved and generalized.
Stability analysis of a class of fractional delay differential equations
Indian Academy of Sciences (India)
Sachin B Bhalekar
2013-08-01
In this paper we analyse stability of nonlinear fractional order delay differential equations of the form $D^{} y(t) = af(y(t - )) - {\\text{by}} (t)$, where $D^{}$ is a Caputo fractional derivative of order 0 < ≤ 1. We describe stability regions using critical curves. To explain the proposed theory, we discuss fractional order logistic equation with delay.
The Use of Kruskal-Newton Diagrams for Differential Equations
International Nuclear Information System (INIS)
The method of Kruskal-Newton diagrams for the solution of differential equations with boundary layers is shown to provide rapid intuitive understanding of layer scaling and can result in the conceptual simplification of some problems. The method is illustrated using equations arising in the theory of pattern formation and in plasma physics.
Periodic solutions of quasi-differential equations
Directory of Open Access Journals (Sweden)
Abdelkader Boucherif
1996-01-01
Full Text Available Existence principles and theorems are established for the nonlinear problem Lu=f(t,u where Lu=−(pu′′+hu is a quasi-differential operator and f is a Carathéodory function. We prove a maximum principle for the operator L and then we show the validity of the upper and lower solution method as well as the monotone iterative technique.
Differential-algebraic equations and applications in circuit theory
Reich, Sebastian
2010-01-01
Technical and physical systems, especially electronic circuits, are frequently modeled as a system of differential and nonlinear implicit equations. In the literature such systems of equations are called differentialalgebraic equations (DAEs). It turns out that the numerical and analytical properties of a DAE depend on an integer called the index of the problem. For example, the well-known BDF method of Gear can be applied, in general, to a DAE only if the index does not exceed one. In this p...
Chebyshev Expansions for Solutions of Linear Differential Equations
Benoit, Alexandre; Salvy, Bruno
2009-01-01
A Chebyshev expansion is a series in the basis of Chebyshev polynomials of the first kind. When such a series solves a linear differential equation, its coefficients satisfy a linear recurrence equation. We interpret this equation as the numerator of a fraction of linear recurrence operators. This interpretation lets us give a simple view of previous algorithms, analyze their complexity, and design a faster one for large orders.
Asymptotic behavior of second-order impulsive differential equations
Directory of Open Access Journals (Sweden)
Haifeng Liu
2011-02-01
Full Text Available In this article, we study the asymptotic behavior of all solutions of 2-th order nonlinear delay differential equation with impulses. Our main tools are impulsive differential inequalities and the Riccati transformation. We illustrate the results by an example.
An algorithm of computing inhomogeneous differential equations for definite integrals
Nakayama, Hiromasa; Nishiyama, Kenta
2010-01-01
We give an algorithm to compute inhomogeneous differential equations for definite integrals with parameters. The algorithm is based on the integration algorithm for $D$-modules by Oaku. Main tool in the algorithm is the Gr\\"obner basis method in the ring of differential operators.
Numerical Analysis of Partial Differential Equations
Lions, Jacques-Louis
2011-01-01
S. Albertoni: Alcuni metodi di calcolo nella teoria della diffusione dei neutroni.- I. Babuska: Optimization and numerical stability in computations.- J.H. Bramble: Error estimates in elliptic boundary value problems.- G. Capriz: The numerical approach to hydrodynamic problems.- A. Dou: Energy inequalities in an elastic cylinder.- T. Doupont: On the existence of an iterative method for the solution of elliptic difference equation with an improved work estimate.- J. Douglas, J.R. Cannon: The approximation of harmonic and parabolic functions of half-spaces from interior data.- B.E. Hubbard: Erro
Optimal moving grids for time-dependent partial differential equations
Wathen, A. J.
1992-01-01
Various adaptive moving grid techniques for the numerical solution of time-dependent partial differential equations were proposed. The precise criterion for grid motion varies, but most techniques will attempt to give grids on which the solution of the partial differential equation can be well represented. Moving grids are investigated on which the solutions of the linear heat conduction and viscous Burgers' equation in one space dimension are optimally approximated. Precisely, the results of numerical calculations of optimal moving grids for piecewise linear finite element approximation of PDE solutions in the least-squares norm are reported.
Adaptive solution of partial differential equations in multiwavelet bases
International Nuclear Information System (INIS)
We construct multiresolution representations of derivative and exponential operators with linear boundary conditions in multiwavelet bases and use them to develop a simple, adaptive scheme for the solution of nonlinear, time-dependent partial differential equations. The emphasis on hierarchical representations of functions on intervals helps to address issues of both high-order approximation and efficient application of integral operators, and the lack of regularity of multiwavelets does not preclude their use in representing differential operators. Comparisons with finite difference, finite element, and spectral element methods are presented, as are numerical examples with the heat equation and Burgers' equation
Plane waves and spherical means applied to partial differential equations
John, Fritz
2004-01-01
Elementary and self-contained, this heterogeneous collection of results on partial differential equations employs certain elementary identities for plane and spherical integrals of an arbitrary function, showing how a variety of results on fairly general differential equations follow from those identities. The first chapter deals with the decomposition of arbitrary functions into functions of the type of plane waves. Succeeding chapters introduce the first application of the Radon transformation and examine the solution of the initial value problem for homogeneous hyperbolic equations with con
Spline discrete differential forms. Application to Maxwell' s equations.
Back, Aurore; Sonnendrücker, Eric
2011-01-01
We construct a new set of discrete differential forms based on B-splines of arbitrary degree as well as an associated Hodge operator. The theory is first developed in 1D and then extended to multi-dimension using tensor products. We link our discrete differential forms with the theory of chains and cochains. The spline discrete differential forms are then applied to the numerical solution of Maxwell's equations.
Generating functionals and Lagrangian partial differential equations
Energy Technology Data Exchange (ETDEWEB)
Vankerschaver, Joris; Liao, Cuicui; Leok, Melvin [Department of Mathematics, University of California, San Diego, 9500 Gilman Drive, Dept. 0112, La Jolla, California 92093-0112 (United States)
2013-08-15
The main goal of this paper is to derive an alternative characterization of the multisymplectic form formula for classical field theories using the geometry of the space of boundary values. We review the concept of Type-I/II generating functionals defined on the space of boundary data of a Lagrangian field theory. On the Lagrangian side, we define an analogue of Jacobi's solution to the Hamilton–Jacobi equation for field theories, and we show that by taking variational derivatives of this functional, we obtain an isotropic submanifold of the space of Cauchy data, described by the so-called multisymplectic form formula. As an example of the latter, we show that Lorentz's reciprocity principle in electromagnetism is a particular instance of the multisymplectic form formula. We also define a Hamiltonian analogue of Jacobi's solution, and we show that this functional is a Type-II generating functional. We finish the paper by defining a similar framework of generating functions for discrete field theories, and we show that for the linear wave equation, we recover the multisymplectic conservation law of Bridges.
Solving constant-coefficient differential equations with dielectric metamaterials
Zhang, Weixuan; Qu, Che; Zhang, Xiangdong
2016-07-01
Recently, the concept of metamaterial analog computing has been proposed (Silva et al 2014 Science 343 160–3). Some mathematical operations such as spatial differentiation, integration, and convolution, have been performed by using designed metamaterial blocks. Motivated by this work, we propose a practical approach based on dielectric metamaterial to solve differential equations. The ordinary differential equation can be solved accurately by the correctly designed metamaterial system. The numerical simulations using well-established numerical routines have been performed to successfully verify all theoretical analyses.
Geometric Approaches for Generating Prolongations for Nonlinear Partial Differential Equations
Bracken, Paul
2011-01-01
The prolongation structure of a two-by-two problem is formulated very generally in terms of exterior differential forms on a standard representation of Pauli matrices. The differential system is general without making reference to any specific equation. An integrability condition is provided which gives by construction the equation to be investigated and whose components involve the structure constants of an SU(2) Lie algebra. Along side this, a related, different kind of prolongation, a type of Wahlquist-Estabrook prolongation, over a closed differential ideal is discussed and some applications are given.
Inverse problems in ordinary differential equations and applications
Llibre, Jaume
2016-01-01
This book is dedicated to study the inverse problem of ordinary differential equations, that is it focuses in finding all ordinary differential equations that satisfy a given set of properties. The Nambu bracket is the central tool in developing this approach. The authors start characterizing the ordinary differential equations in R^N which have a given set of partial integrals or first integrals. The results obtained are applied first to planar polynomial differential systems with a given set of such integrals, second to solve the 16th Hilbert problem restricted to generic algebraic limit cycles, third for solving the inverse problem for constrained Lagrangian and Hamiltonian mechanical systems, fourth for studying the integrability of a constrained rigid body. Finally the authors conclude with an analysis on nonholonomic mechanics, a generalization of the Hamiltonian principle, and the statement an solution of the inverse problem in vakonomic mechanics.
Entropy methods for diffusive partial differential equations
Jüngel, Ansgar
2016-01-01
This book presents a range of entropy methods for diffusive PDEs devised by many researchers in the course of the past few decades, which allow us to understand the qualitative behavior of solutions to diffusive equations (and Markov diffusion processes). Applications include the large-time asymptotics of solutions, the derivation of convex Sobolev inequalities, the existence and uniqueness of weak solutions, and the analysis of discrete and geometric structures of the PDEs. The purpose of the book is to provide readers an introduction to selected entropy methods that can be found in the research literature. In order to highlight the core concepts, the results are not stated in the widest generality and most of the arguments are only formal (in the sense that the functional setting is not specified or sufficient regularity is supposed). The text is also suitable for advanced master and PhD students and could serve as a textbook for special courses and seminars.
Institute of Scientific and Technical Information of China (English)
Chaolu Temuer; Yu-shan BAI
2009-01-01
In this paper,we present a differential polynomial characteristic set algorithm for the complete symmetry classification of partial differential equations (PDEs)with some parameters. It can make the solution to the complete symmetry classification problem for PDEs become direct and systematic. As an illustrative example,the complete potential symmetry classifications of nonlinear and linear wave equations with an arbitrary function parameter are presented. This is a new application of the differential form characteristic set algorithm,i.e.,Wu's method,in differential equations.
Fractal differential equations and fractal-time dynamical systems
Indian Academy of Sciences (India)
Abhay Parvate; A D Gangal
2005-03-01
Differential equations and maps are the most frequently studied examples of dynamical systems and may be considered as continuous and discrete time-evolution processes respectively. The processes in which time evolution takes place on Cantor- like fractal subsets of the real line may be termed as fractal-time dynamical systems. Formulation of these systems requires an appropriate framework. A new calculus called -calculus, is a natural calculus on subsets ⊂ R of dimension , 0 < ≤ 1. It involves integral and derivative of order , called -integral and -derivative respectively. The -integral is suitable for integrating functions with fractal support of dimension , while the -derivative enables us to differentiate functions like the Cantor staircase. The functions like the Cantor staircase function occur naturally as solutions of -differential equations. Hence the latter can be used to model fractal-time processes or sublinear dynamical systems. We discuss construction and solutions of some fractal differential equations of the form $$D^{}_{F,t} x = h(x, t),$$ where ℎ is a vector field and $D^{}_{F,t}$ is a fractal differential operator of order in time . We also consider some equations of the form $$D^{}_{F,t} W(x, t) = L[W(x, t)],$$ where is an ordinary differential operator in the real variable , and $(t, x) F × \\mathbf{R}^{n}$ where is a Cantor-like set of dimension . Further, we discuss a method of finding solutions to -differential equations: They can be mapped to ordinary differential equations, and the solutions of the latter can be transformed back to get those of the former. This is illustrated with a couple of examples.
Hybrid singular systems of differential equations
Institute of Scientific and Technical Information of China (English)
殷刚; 张纪峰
2002-01-01
This work develops hybrid models for large-scale singular differential system and analyzestheir asymptotic properties. To take into consideration the discrete shifts in regime across whichthe behavior of the corresponding dynamic systems is markedly different, our goals are to develophybrid systems in which continuous dynamics are intertwined with discrete events under random-jumpdisturbances and to reduce complexity of large-scale singular systems via singularly perturbed Markovchains. To reduce the complexity of large-scale hybrid singular systems, two-time scale is used in theformulation. Under general assumptions, limit behavior of the underlying system is examined. Usingweak convergence methods, it is shown that the systems can be approximated by limit systems inwhich the coefficients are averaged out with respect to the quasi-stationary distributions. Since thelimit systems have fewer states, the complexity is much reduced.
Linear differential equations to solve nonlinear mechanical problems: A novel approach
Nair, C. Radhakrishnan
2004-01-01
Often a non-linear mechanical problem is formulated as a non-linear differential equation. A new method is introduced to find out new solutions of non-linear differential equations if one of the solutions of a given non-linear differential equation is known. Using the known solution of the non-linear differential equation, linear differential equations are set up. The solutions of these linear differential equations are found using standard techniques. Then the solutions of the linear differe...
High Weak Order Methods for Stochastic Differential Equations Based on Modified Equations
Abdulle, Assyr; Cohen, David; Vilmart, Gilles; Zygalakis, Konstantinos C.
2012-01-01
Inspired by recent advances in the theory of modified differential equations, we propose a new methodology for constructing numerical integrators with high weak order for the time integration of stochastic differential equations. This approach is illustrated with the constructions of new methods of weak order two, in particular, semi-implicit integrators well suited for stiff (mean-square stable) stochastic problems, and implicit integrators that exactly conserve all quadratic first integrals...
The group classification of a scalar stochastic differential equation
International Nuclear Information System (INIS)
Lie point group classification of a scalar stochastic differential equation (SDE) with one-dimensional Brownian motion is presented. The admitted symmetry group can be zero, one, two or three dimensional. If an equation admits a three-dimensional symmetry group, it can be transformed into the equation of Brownian motion by a change of variables with non-random time transformation. Such equations can be integrated by quadratures. There are described drift coefficients for which SDEs with constant diffusion coefficients admit two- and three-dimensional symmetry groups.
Methods of constructing solutions of nonlinear nonintegrable differential equations
International Nuclear Information System (INIS)
The most well-known methods of constructing exact solutions of nonlinear nonintegrable differential equations are discussed. Calculations and results from the first work published more than 25 years ago on constructing exact solutions of the Kuramoto-Sivashinsky equation are given. The application of the truncated expansion method, tanh-expansion method, logistic-function method, and simplest equation method to construction of exact solutions is discussed. It has been shown that most of the methods used to construct exact solutions of nonlinear nonintegrable equations are equivalent
A Simple Stochastic Differential Equation with Discontinuous Drift
DEFF Research Database (Denmark)
Simonsen, Maria; Leth, John-Josef; Schiøler, Henrik;
2013-01-01
In this paper we study solutions to stochastic differential equations (SDEs) with discontinuous drift. We apply two approaches: The Euler-Maruyama method and the Fokker-Planck equation and show that a candidate density function based on the Euler-Maruyama method approximates a candidate density...... function based on the stationary Fokker-Planck equation. Furthermore, we introduce a smooth function which approximates the discontinuous drift and apply the Euler-Maruyama method and the Fokker-Planck equation with this input. The point of departure for this work is a particular SDE with discontinuous...
Cohomology and Bessel functions Theory
Mekhfi, Mustapha
2002-01-01
By studying cohomological quantum mechanics on the punctured plane,we were led to identify (reduced) Bessel functions with homotopic loops living on the plane.This identification led us to correspondence rules between exponentials and Bessel functions.The use of these rules makes us retrieve known but also new formulas in Bessel functions theory.
Rogov, V. -B. K.
2000-01-01
The modified q-Bessel functions and the q-Bessel-Macdonald functions of the first and second kind are introduced. Their definition is based on representations as power series. Recurrence relations, the q-Wronskians, asymptotic decompositions and q-integral representations are received. In addition, the q-Bessel-Macdonald function of kind 3 is determined by its q-integral representation.
Some integrals involving Bessel functions
Glasser, M. Lawrence; Montaldi, Emilio
1993-01-01
A number of new definite integrals involving Bessel functions are presented. These have been derived by finding new integral representations for the product of two Bessel functions of different order and argument in terms of the generalized hypergeometric function with subsequent reduction to special cases. Connection is made with Weber's second exponential integral and Laplace transforms of products of three Bessel functions.
Jarosław Mikołajski; Ewa Schmeidel
2006-01-01
Third order linear homogeneous differential and recurrence equations with constant coefficients are considered. We take the both equations with the same characteristic equation. We show that these equations (differential and recurrence) can have solutions with different properties concerning oscillation and boundedness. Especially the numbers of suitable types of solutions taken out from fundamental sets are presented. We give conditions under which the asymptotic properties considered are th...
International Nuclear Information System (INIS)
We emphasize two connections, one well known and another less known, between the dissipative nonlinear second order differential equations and the Abel equations which in their first-kind form have only cubic and quadratic terms. Then, employing an old integrability criterion due to Chiellini, we introduce the corresponding integrable dissipative equations. For illustration, we present the cases of some integrable dissipative Fisher, nonlinear pendulum, and Burgers–Huxley type equations which are obtained in this way and can be of interest in applications. We also show how to obtain Abel solutions directly from the factorization of second order nonlinear equations.
Grima, Ramon
2011-11-01
The mesoscopic description of chemical kinetics, the chemical master equation, can be exactly solved in only a few simple cases. The analytical intractability stems from the discrete character of the equation, and hence considerable effort has been invested in the development of Fokker-Planck equations, second-order partial differential equation approximations to the master equation. We here consider two different types of higher-order partial differential approximations, one derived from the system-size expansion and the other from the Kramers-Moyal expansion, and derive the accuracy of their predictions for chemical reactive networks composed of arbitrary numbers of unimolecular and bimolecular reactions. In particular, we show that the partial differential equation approximation of order Q from the Kramers-Moyal expansion leads to estimates of the mean number of molecules accurate to order Ω(-(2Q-3)/2), of the variance of the fluctuations in the number of molecules accurate to order Ω(-(2Q-5)/2), and of skewness accurate to order Ω(-(Q-2)). We also show that for large Q, the accuracy in the estimates can be matched only by a partial differential equation approximation from the system-size expansion of approximate order 2Q. Hence, we conclude that partial differential approximations based on the Kramers-Moyal expansion generally lead to considerably more accurate estimates in the mean, variance, and skewness than approximations of the same order derived from the system-size expansion. PMID:22181475
Multiscale functions, scale dynamics, and applications to partial differential equations
Cresson, Jacky; Pierret, Frédéric
2016-05-01
Modeling phenomena from experimental data always begins with a choice of hypothesis on the observed dynamics such as determinism, randomness, and differentiability. Depending on these choices, different behaviors can be observed. The natural question associated to the modeling problem is the following: "With a finite set of data concerning a phenomenon, can we recover its underlying nature? From this problem, we introduce in this paper the definition of multi-scale functions, scale calculus, and scale dynamics based on the time scale calculus [see Bohner, M. and Peterson, A., Dynamic Equations on Time Scales: An Introduction with Applications (Springer Science & Business Media, 2001)] which is used to introduce the notion of scale equations. These definitions will be illustrated on the multi-scale Okamoto's functions. Scale equations are analysed using scale regimes and the notion of asymptotic model for a scale equation under a particular scale regime. The introduced formalism explains why a single scale equation can produce distinct continuous models even if the equation is scale invariant. Typical examples of such equations are given by the scale Euler-Lagrange equation. We illustrate our results using the scale Newton's equation which gives rise to a non-linear diffusion equation or a non-linear Schrödinger equation as asymptotic continuous models depending on the particular fractional scale regime which is considered.
Directory of Open Access Journals (Sweden)
Linares OA
2015-07-01
Full Text Available Oscar A Linares,1 William E Schiesser,2 Jeffrey Fudin,3–6 Thien C Pham,6 Jeffrey J Bettinger,6 Roy O Mathew,6 Annemarie L Daly7 1Translational Genomic Medicine Lab, Plymouth Pharmacokinetic Modeling Study Group, Plymouth, MI, 2Department of Chemical and Biomolecular Engineering, Lehigh University, Bethlehem, PA, 3University of Connecticut School of Pharmacy, Storrs, CT, 4Western New England College of Pharmacy, Springfield, MA, 5Albany College of Pharmacy and Health Sciences, Albany, NY, 6Stratton VA Medical Center, Albany, NY, 7Grace Hospice of Ann Arbor, Ann Arbor, MI, USA Background: There is a need to have a model to study methadone’s losses during hemodialysis to provide informed methadone dose recommendations for the practitioner. Aim: To build a one-dimensional (1-D, hollow-fiber geometry, ordinary differential equation (ODE and partial differential equation (PDE countercurrent hemodialyzer model (ODE/PDE model. Methodology: We conducted a cross-sectional study in silico that evaluated eleven hemodialysis patients. Patients received a ceiling dose of methadone hydrochloride 30 mg/day. Outcome measures included: the total amount of methadone removed during dialysis; methadone’s overall intradialytic mass transfer rate coefficient, km; and, methadone’s removal rate, jME. Each metric was measured at dialysate flow rates of 250 mL/min and 800 mL/min. Results: The ODE/PDE model revealed a significant increase in the change of methadone’s mass transfer with increased dialysate flow rate, %Δ km=18.56, P=0.02, N=11. The total amount of methadone mass transferred across the dialyzer membrane with high dialysate flow rate significantly increased (0.042±0.016 versus 0.052±0.019 mg/kg, P=0.02, N=11. This was accompanied by a small significant increase in methadone’s mass transfer rate (0.113±0.002 versus 0.014±0.002 mg/kg/h, P=0.02, N=11. The ODE/PDE model accurately predicted methadone’s removal during dialysis. The absolute value
Dedalus: Flexible framework for spectrally solving differential equations
Burns, Keaton; Brown, Ben; Lecoanet, Daniel; Oishi, Jeff; Vasil, Geoff
2016-03-01
Dedalus solves differential equations using spectral methods. It is designed to solve initial-value, boundary-value, and eigenvalue problems involving nearly arbitrary equations sets and implements a highly flexible spectral framework that can simulate many domains and custom equations. Its primary features include symbolic equation entry, spectral domain discretization, multidimensional parallelization, implicit-explicit timestepping, and flexible analysis with HDF5. The code is written primarily in Python and features an easy-to-use interface, including text-based equation entry. The numerical algorithm produces highly sparse systems for a wide variety of equations on spectrally-discretized domains; these systems are efficiently solved by Dedalus using compiled libraries and multidimensional parallelization through MPI.
A perturbative solution to metadynamics ordinary differential equation
Tiwary, Pratyush; Parrinello, Michele
2015-01-01
Metadynamics is a popular enhanced sampling scheme wherein by periodic application of a repulsive bias, one can surmount high free energy barriers and explore complex landscapes. Recently metadynamics was shown to be mathematically well founded, in the sense that the biasing procedure is guaranteed to converge to the true free energy surface in the long time limit irrespective of the precise choice of biasing parameters. A differential equation governing the post-transient convergence behavior of metadynamics was also derived. In this short communication, we revisit this differential equation, expressing it in a convenient and elegant Riccati-like form. A perturbative solution scheme is then developed for solving this differential equation, which is valid for any generic biasing kernel. The solution clearly demonstrates the robustness of metadynamics to choice of biasing parameters and gives further confidence in the widely used method.
A perturbative solution to metadynamics ordinary differential equation
Tiwary, Pratyush; Dama, James F.; Parrinello, Michele
2015-12-01
Metadynamics is a popular enhanced sampling scheme wherein by periodic application of a repulsive bias, one can surmount high free energy barriers and explore complex landscapes. Recently, metadynamics was shown to be mathematically well founded, in the sense that the biasing procedure is guaranteed to converge to the true free energy surface in the long time limit irrespective of the precise choice of biasing parameters. A differential equation governing the post-transient convergence behavior of metadynamics was also derived. In this short communication, we revisit this differential equation, expressing it in a convenient and elegant Riccati-like form. A perturbative solution scheme is then developed for solving this differential equation, which is valid for any generic biasing kernel. The solution clearly demonstrates the robustness of metadynamics to choice of biasing parameters and gives further confidence in the widely used method.
Wavelet Methods for Solving Fractional Order Differential Equations
Directory of Open Access Journals (Sweden)
A. K. Gupta
2014-01-01
Full Text Available Fractional calculus is a field of applied mathematics which deals with derivatives and integrals of arbitrary orders. The fractional calculus has gained considerable importance during the past decades mainly due to its application in diverse fields of science and engineering such as viscoelasticity, diffusion of biological population, signal processing, electromagnetism, fluid mechanics, electrochemistry, and many more. In this paper, we review different wavelet methods for solving both linear and nonlinear fractional differential equations. Our goal is to analyze the selected wavelet methods and assess their accuracy and efficiency with regard to solving fractional differential equations. We discuss challenges faced by researchers in this field, and we emphasize the importance of interdisciplinary effort for advancing the study on various wavelets in order to solve differential equations of arbitrary order.
Partial differential equations modeling, analysis and numerical approximation
Le Dret, Hervé
2016-01-01
This book is devoted to the study of partial differential equation problems both from the theoretical and numerical points of view. After presenting modeling aspects, it develops the theoretical analysis of partial differential equation problems for the three main classes of partial differential equations: elliptic, parabolic and hyperbolic. Several numerical approximation methods adapted to each of these examples are analyzed: finite difference, finite element and finite volumes methods, and they are illustrated using numerical simulation results. Although parts of the book are accessible to Bachelor students in mathematics or engineering, it is primarily aimed at Masters students in applied mathematics or computational engineering. The emphasis is on mathematical detail and rigor for the analysis of both continuous and discrete problems. .
Artificial Neural Networks for Solving Ordinary and Partial Differential Equations
Lagaris, I E; Fotiadis, D I
1997-01-01
We present a method to solve initial and boundary value problems using artificial neural networks. A trial solution of the differential equation is written as a sum of two parts. The first part satisfies the boundary (or initial) conditions and contains no adjustable parameters. The second part is constructed so as not to affect the boundary conditions. This part involves a feedforward neural network, containing adjustable parameters (the weights). Hence by construction the boundary conditions are satisfied and the network is trained to satisfy the differential equation. The applicability of this approach ranges from single ODE's, to systems of coupled ODE's and also to PDE's. In this article we illustrate the method by solving a variety of model problems and present comparisons with finite elements for several cases of partial differential equations.
Fully Digital Chaotic Differential Equation-based Systems And Methods
Radwan, Ahmed Gomaa Ahmed
2012-09-06
Various embodiments are provided for fully digital chaotic differential equation-based systems and methods. In one embodiment, among others, a digital circuit includes digital state registers and one or more digital logic modules configured to obtain a first value from two or more of the digital state registers; determine a second value based upon the obtained first values and a chaotic differential equation; and provide the second value to set a state of one of the plurality of digital state registers. In another embodiment, a digital circuit includes digital state registers, digital logic modules configured to obtain outputs from a subset of the digital shift registers and to provide the input based upon a chaotic differential equation for setting a state of at least one of the subset of digital shift registers, and a digital clock configured to provide a clock signal for operating the digital shift registers.
Cauchy-Kowalevski and polynomial ordinary differential equations
Directory of Open Access Journals (Sweden)
Roger J. Thelwell
2012-01-01
Full Text Available The Cauchy-Kowalevski Theorem is the foremost result guaranteeing existence and uniqueness of local solutions for analytic quasilinear partial differential equations with Cauchy initial data. The techniques of Cauchy-Kowalevski may also be applied to initial-value ordinary differential equations. These techniques, when applied in the polynomial ordinary differential equation setting, lead one naturally to a method in which coefficients of the series solution are easily computed in a recursive manner, and an explicit majorization admits a clear a priori error bound. The error bound depends only on immediately observable quantities of the polynomial system; coefficients, initial conditions, and polynomial degree. The numerous benefits of the polynomial system are shown for a specific example.
Difference methods for stiff delay differential equations. [DDESUB, in FORTRAN
Energy Technology Data Exchange (ETDEWEB)
Roth, Mitchell G.
1980-12-01
Delay differential equations of the form y'(t) = f(y(t), z(t)), where z(t) = (y/sub 1/(..cap alpha../sub 1/(y(t))),..., y/sub n/(..cap alpha../sub n/(y(t))))/sup T/ and ..cap alpha../sub i/(y(t)) less than or equal to t, arise in many scientific and engineering fields when transport lags and propagation times are physically significant in a dynamic process. Difference methods for approximating the solution of stiff delay systems require special stability properties that are generalizations of those employed for stiff ordinary differential equations. By use of the model equation y'(t) = py(t) + qy(t-1), with complex p and q, the definitions of A-stability, A( )-stability, and stiff stability have been generalize to delay equations. For linear multistep difference formulas, these properties extend directly from ordinary to delay equations. This straight forward extension is not true for implicit Runge-Kutta methods, as illustrated by the midpoint formula, which is A-stable for ordinary equations, but not for delay equations. A computer code for stiff delay equations was developed using the BDF. 24 figures, 5 tables.
Numerical Stability Test of Neutral Delay Differential Equations
Directory of Open Access Journals (Sweden)
Z. H. Wang
2008-04-01
Full Text Available The stability of a delay differential equation can be investigated on the basis of the root location of the characteristic function. Though a number of stability criteria are available, they usually do not provide any information about the characteristic root with maximal real part, which is useful in justifying the stability and in understanding the system performances. Because the characteristic function is a transcendental function that has an infinite number of roots with no closed form, the roots can be found out numerically only. While some iterative methods work effectively in finding a root of a nonlinear equation for a properly chosen initial guess, they do not work in finding the rightmost root directly from the characteristic function. On the basis of Lambert W function, this paper presents an effective iterative algorithm for the calculation of the rightmost roots of neutral delay differential equations so that the stability of the delay equations can be determined directly, illustrated with two examples.
Implicit ordinary differential equations: bifurcations and sharpening of equivalence
International Nuclear Information System (INIS)
We obtain a formal classification of generic local bifurcations of an implicit ordinary differential equation at its singular points as a single external parameter varies. This classification consists of four normal forms, each containing a functional invariant. We prove that every deformation in the contact equivalence class of an equation germ which remains quadratic in the derivative can be obtained by a deformation of the independent and dependent variables. Our classification is based on a generalization of this result for families of equations. As an application, we obtain a formal classification of generic local bifurcations on the plane for a linear second-order partial differential equation of mixed type at the points where the domains of ellipticity and hyperbolicity undergo Morse bifurcations
Methods of mathematical modelling continuous systems and differential equations
Witelski, Thomas
2015-01-01
This book presents mathematical modelling and the integrated process of formulating sets of equations to describe real-world problems. It describes methods for obtaining solutions of challenging differential equations stemming from problems in areas such as chemical reactions, population dynamics, mechanical systems, and fluid mechanics. Chapters 1 to 4 cover essential topics in ordinary differential equations, transport equations and the calculus of variations that are important for formulating models. Chapters 5 to 11 then develop more advanced techniques including similarity solutions, matched asymptotic expansions, multiple scale analysis, long-wave models, and fast/slow dynamical systems. Methods of Mathematical Modelling will be useful for advanced undergraduate or beginning graduate students in applied mathematics, engineering and other applied sciences.
Workshop on Numerical Methods for Ordinary Differential Equations
Gear, Charles; Russo, Elvira
1989-01-01
Developments in numerical initial value ode methods were the focal topic of the meeting at L'Aquila which explord the connections between the classical background and new research areas such as differental-algebraic equations, delay integral and integro-differential equations, stability properties, continuous extensions (interpolants for Runge-Kutta methods and their applications, effective stepsize control, parallel algorithms for small- and large-scale parallel architectures). The resulting proceedings address many of these topics in both research and survey papers.
Numerical Analysis of Partial Differential Equations on Evolving Surfaces
Mansour, Dhia
2013-01-01
This dissertation addresses the numerical study of full discretization methods for linear parabolic equations as well as wave equations on evolving surfaces. It is the first work able to give rigorous proofs concerning error bounds for numerical schemes on evolving surfaces with time integrators of order two and higher. We believe that the developed analytical tools and achieved results in this thesis can be applied or extended to more complicated linear or nonlinear partial differential equ...
Residual equilibrium schemes for time dependent partial differential equations
Pareschi, Lorenzo; Rey, Thomas
2016-01-01
Many applications involve partial differential equations which admits nontrivial steady state solutions. The design of schemes which are able to describe correctly these equilibrium states may be challenging for numerical methods, in particular for high order ones. In this paper, inspired by micro-macro decomposition methods for kinetic equations, we present a class of schemes which are capable to preserve the steady state solution and achieve high order accuracy for a class of time dependent...
Multiple Solutions in Systems of Functional Differential Equations
H. d'Albis; E. Augeraud-V\\xe9ron; Hupkes, H. J.
2014-01-01
This paper proposes conditions for the existence and uniqueness of solutions to systems of linear differential or algebraic equations with delays or advances, in which some variables may be non-predetermined. These conditions represent the counterpart to the Blanchard and Kahn conditions for the functional equations under consideration. To illustrate the mathematical results, applications to an overlapping generations model and a time-to-build model are developed.
Numerical integration of asymptotic solutions of ordinary differential equations
Thurston, Gaylen A.
1989-01-01
Classical asymptotic analysis of ordinary differential equations derives approximate solutions that are numerically stable. However, the analysis also leads to tedious expansions in powers of the relevant parameter for a particular problem. The expansions are replaced with integrals that can be evaluated by numerical integration. The resulting numerical solutions retain the linear independence that is the main advantage of asymptotic solutions. Examples, including the Falkner-Skan equation from laminar boundary layer theory, illustrate the method of asymptotic analysis with numerical integration.
Structural Identification and Validation in Stochastic Differential Equation based Models
DEFF Research Database (Denmark)
Møller, Jan Kloppenborg; Carstensen, Jacob; Madsen, Henrik
2011-01-01
Stochastic differential equations (SDEs) for ecosystem modelling have attracted increasing attention during recent years. The modelling has mostly been through simulation based experiments. Estimation of parameters in SDEs is, however, possible by combining Kalman filter and likelihood techniques....... The resulting filter equations handle additive diffusion effectively, while state dependent diffusion is difficult to handle. In many cases it is however possible to transform the state-space to avoid state dependent descriptions. It is demonstrated how pure random walk hidden state formulation and...
A simple derivation of Kepler's laws without solving differential equations
Provost, J. -P.; Bracco, C
2008-01-01
Proceeding like Newton with a discrete time approach of motion and a geometrical representation of velocity and acceleration, we obtain Kepler's laws without solving differential equations. The difficult part of Newton's work, when it calls for non trivial properties of ellipses, is avoided by the introduction of polar coordinates. Then a simple reconsideration of Newton's figure naturally leads to en explicit expression of the velocity and to the equation of the trajectory. This derivation, ...
Partial Differential Equations A unified Hilbert Space Approach
Picard, Rainer
2011-01-01
This book presents a systematic approach to a solution theory for linear partial differential equations developed in a Hilbert space setting based on a Sobolev Lattice structure, a simple extension of the well established notion of a chain (or scale) of Hilbert spaces. Thefocus on a Hilbert space setting is a highly adaptable and suitable approach providing a more transparent framework for presenting the main issues in the development of a solution theory for partial differential equations.This global point of view is takenby focussing on the issues involved in determining the appropriate func
Global existence for rough differential equations under linear growth conditions
Gubinelli, Massimiliano; Lejay, Antoine
2009-01-01
We prove existence of global solutions for differential equations driven by a geometric rough path under the condition that the vector fields have linear growth. We show by an explicit counter-example that the linear growth condition is not sufficient if the driving rough path is not geometric. This settle a long-standing open question in the theory of rough paths. So in the geometric setting we recover the usual sufficient condition for differential equation. The proof rely on a simple mappi...
The Cauchy problem for higher order abstract differential equations
Xiao, Ti-Jun
1998-01-01
This monograph is the first systematic exposition of the theory of the Cauchy problem for higher order abstract linear differential equations, which covers all the main aspects of the developed theory. The main results are complete with detailed proofs and established recently, containing the corresponding theorems for first and incomplete second order cases and therefore for operator semigroups and cosine functions. They will find applications in many fields. The special power of treating the higher order problems directly is demonstrated, as well as that of the vector-valued Laplace transforms in dealing with operator differential equations and operator families. The reader is expected to have a knowledge of complex and functional analysis.
International Conference on Delay Differential and Difference Equations and Applications
Pituk, Mihály; Recent Advances in Delay Differential and Difference Equations
2014-01-01
Delay differential and difference equations serve as models for a range of processes in biology, physics, engineering, and control theory. In this volume, the participants of the International Conference on Delay Differential and Difference Equations and Applications, Balatonfüred, Hungary, July 15-19, 2013 present recent research in this quickly-evolving field. The papers relate to the existence, asymptotic, and oscillatory properties of the solutions; stability theory; numerical approximations; and applications to real world phenomena using deterministic and stochastic discrete and continuous dynamical systems.
International Winter Workshop on Differential Equations and Numerical Analysis
Miller, John; Narasimhan, Ramanujam; Mathiazhagan, Paramasivam; Victor, Franklin
2016-01-01
This book offers an ideal introduction to singular perturbation problems, and a valuable guide for researchers in the field of differential equations. It also includes chapters on new contributions to both fields: differential equations and singular perturbation problems. Written by experts who are active researchers in the related fields, the book serves as a comprehensive source of information on the underlying ideas in the construction of numerical methods to address different classes of problems with solutions of different behaviors, which will ultimately help researchers to design and assess numerical methods for solving new problems. All the chapters presented in the volume are complemented by illustrations in the form of tables and graphs.
Strong solutions of semilinear stochastic partial differential equations
Czech Academy of Sciences Publication Activity Database
Hofmanová, Martina
2013-01-01
Roč. 20, č. 3 (2013), s. 757-778. ISSN 1021-9722 R&D Projects: GA ČR GAP201/10/0752 Institutional support: RVO:67985556 Keywords : stochastic partial differential equations * strongly elliptic differential operator * strongly continuous semigroup Subject RIV: BA - General Mathematics Impact factor: 0.971, year: 2013 http://library.utia.cas.cz/separaty/2013/SI/hofmanova-0393085.pdf
Existence of a coupled system of fractional differential equations
Energy Technology Data Exchange (ETDEWEB)
Ibrahim, Rabha W. [Multimedia unit, Department of Computer System and Technology Faculty of Computer Science & IT, University of Malaya, 50603 Kuala Lumpur (Malaysia); Siri, Zailan [Institute of Mathematical Sciences, University of Malaya, 50603 Kuala Lumpur (Malaysia)
2015-10-22
We manage the existence and uniqueness of a fractional coupled system containing Schrödinger equations. Such a system appears in quantum mechanics. We confirm that the fractional system under consideration admits a global solution in appropriate functional spaces. The solution is shown to be unique. The method is based on analytic technique of the fixed point theory. The fractional differential operator is considered from the virtue of the Riemann-Liouville differential operator.
Existence of a coupled system of fractional differential equations
International Nuclear Information System (INIS)
We manage the existence and uniqueness of a fractional coupled system containing Schrödinger equations. Such a system appears in quantum mechanics. We confirm that the fractional system under consideration admits a global solution in appropriate functional spaces. The solution is shown to be unique. The method is based on analytic technique of the fixed point theory. The fractional differential operator is considered from the virtue of the Riemann-Liouville differential operator
Energy Technology Data Exchange (ETDEWEB)
Avakian, Harut [Thomas Jefferson National Accelerator Facility (TJNAF), Newport News, VA (United States); Gamberg, Leonard [Pennsylvania State Univ., University Park, PA (United States); Rossi, Patrizia [Thomas Jefferson National Accelerator Facility (TJNAF), Newport News, VA (United States); Prokudin, Alexei [Pennsylvania State Univ., University Park, PA (United States)
2016-05-01
We review the concept of Bessel weighted asymmetries for semi-inclusive deep inelastic scattering and focus on the cross section in Fourier space, conjugate to the outgoing hadron’s transverse momentum, where convolutions of transverse momentum dependent parton distribution functions and fragmentation functions become simple products. Individual asymmetric terms in the cross section can be projected out by means of a generalized set of weights involving Bessel functions. The procedure is applied to studies of the double longitudinal spin asymmetry in semi-inclusive deep inelastic scattering using a new dedicated Monte Carlo generator which includes quark intrinsic transverse momentum within the generalized parton model. We observe a few percent systematic offset of the Bessel-weighted asymmetry obtained from Monte Carlo extraction compared to input model calculations, which is due to the limitations imposed by the energy and momentum conservation at the given energy and hard scale Q2. We find that the Bessel weighting technique provides a powerful and reliable tool to study the Fourier transform of TMDs with controlled systematics due to experimental acceptances and resolutions with different TMD model inputs.
Apertured paraxial Bessel beams.
Umul, Yusuf Z
2010-03-01
The paraxial Bessel beam is obtained by applying an approximation in the wavenumbers. The scattering of the beams by a circular aperture in an absorbing screen is investigated. The scattered fields are expressed in terms of the Fresnel integrals by evaluating the Kirchhoff diffraction integral in the paraxial approximation. The results are examined numerically. PMID:20208927
Transonic integro-differential and integral equations with artificial viscosity
International Nuclear Information System (INIS)
From the two-dimensional transonic small disturbance equation, with artificial viscosity, we derive an integro-differential equation and subsequently an integral equation. The computational domain is discretized into rectangular elements and functions of the dependent variable and its derivatives are assumed to be constant in each element. The resulting nonlinear algebraic systems are solved by Jacobi iteration. The method is tested for parabolic-arc and NACA0012 airfoils. Convergence is fast and the solutions compare well with finite-difference results, despite the use of a comparably small number of nodes. (author). 18 refs, 7 figs
Differential-equation Filtering in Seismic Data Processing
Institute of Scientific and Technical Information of China (English)
无
2006-01-01
Noise attenuation is necessary before and after stacking in the seismic data processing. We describe the filtering method based on differential equations, which transforms the filtering equations in the frequency domain or in the f-k domain back into the time or time-space domains, and use the finite-difference algorithm to solve the equations. The method does not require the seismic data being stationary; and the filtering parameters can vary at any temporal and spatial point. The application results of real data show that the method has a good processing quality.
Hu, Ying; Tang, Shanjian
2015-01-01
This paper is concerned with the switching game of a one-dimensional backward stochastic differential equation (BSDE). The associated Bellman-Isaacs equation is a system of matrix-valued BSDEs living in a special unbounded convex domain with reflection on the boundary along an oblique direction. In this paper, we show the existence of an adapted solution to this system of BSDEs with oblique reflection by the penalization method, the monotone convergence, and the a priori estimates.
Jung-Hua Chou; Raylin Wu
2005-01-01
The conventional Frobenius method for second order differential equations with regular singular points is extended to differential equations of higher and lower orders. The conditions of a point being regular singular are addressed. It is also shown that Cauchy-Euler differential equations are a special case of ordinary differential equations with regular singular points.
Stability theorems for stochastic differential equations driven by G-Brownian motion
Zhang, Defei
2011-01-01
In this paper, stability theorems for stochastic differential equations and backward stochastic differential equations driven by G-Brownian motion are obtained. We show the existence and uniqueness of solutions to forward-backward stochastic differential equations driven by G-Brownian motion. Stability theorem for forward-backward stochastic differential equations driven by G-Brownian motion is also presented.
Homoclinic Solutions of Singular Nonautonomous Second-Order Differential Equations
Directory of Open Access Journals (Sweden)
Irena Rachůnková
2009-01-01
Full Text Available This paper investigates the singular differential equation (p(tu′′=p(tf(u, having a singularity at t=0. The existence of a strictly increasing solution (a homoclinic solution satisfying u′(0=0, u(∞=L>0 is proved provided that f has two zeros and a linear behaviour near −∞.
ALMOST PERIODIC SOLUTIONS TO STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS
Institute of Scientific and Technical Information of China (English)
无
2012-01-01
By applying the properties of almost periodic function and exponential dichotomy of linear system as well as Banach fixed point theorem,we establish the conditions for the existence and uniqueness of square-mean almost periodic solution to some stochastic functional differential equations.
Linear algebra a first course with applications to differential equations
Apostol, Tom M
2014-01-01
Developed from the author's successful two-volume Calculus text this book presents Linear Algebra without emphasis on abstraction or formalization. To accommodate a variety of backgrounds, the text begins with a review of prerequisites divided into precalculus and calculus prerequisites. It continues to cover vector algebra, analytic geometry, linear spaces, determinants, linear differential equations and more.
On nonlocal problems for fractional differential equations in Banach spaces
Directory of Open Access Journals (Sweden)
XiWang Dong
2011-01-01
Full Text Available In this paper, we study the existence and uniqueness of solutions to the nonlocal problems for the fractional differential equation in Banach spaces. New sufficient conditions for the existence and uniqueness of solutions are established by means of fractional calculus and fixed point method under some suitable conditions. Two examples are given to illustrate the results.
On the nonlinear difference-differential equations arising in physics
Directory of Open Access Journals (Sweden)
M.A. Abdou
2015-10-01
As a result, we obtain many kinds of exact solutions which include soliton solutions, periodic solutions and rational solutions in a uniform way if solutions of these kinds exist. The method is straightforward and concise, and it can also be applied to other nonlinear difference differential equations in physics.
Linear stochastic differential equations with anticipating initial conditions
DEFF Research Database (Denmark)
Khalifa, Narjess; Kuo, Hui-Hsiung; Ouerdiane, Habib;
In this paper we use the new stochastic integral introduced by Ayed and Kuo (2008) and the results obtained by Kuo et al. (2012b) to find a solution to a drift-free linear stochastic differential equation with anticipating initial condition. Our solution is based on well-known results from...
Meromorphic solutions of a third order nonlinear differential equation
Conte, Robert
2010-01-01
We prove that all the meromorphic solutions of the nonlinear differential equation c0 u"' + 6 u^4 + c1 u" + c2 u u' + c3 u^3 + c4 u'+ c5 u^2 + c6 u +c7=0 are elliptic or degenerate elliptic, and we build them explicitly.
Bounded solutions to the first order scalar functional differential equations
Czech Academy of Sciences Publication Activity Database
Hakl, Robert; Lomtatidze, Alexander; Stavroulakis, I.P.
-, č. 59 (2013), s. 1-104. ISSN 1512-0015 Institutional support: RVO:67985840 Keywords : bounded solution * boundary value problem * functional- differential equation Subject RIV: BA - General Mathematics http://www.emis.de/journals/MDEMP/vol59/abs59-1.htm
On oscillation of second-order linear ordinary differential equations
Czech Academy of Sciences Publication Activity Database
Lomtatidze, A.; Šremr, Jiří
2011-01-01
Roč. 54, - (2011), s. 69-81. ISSN 1512-0015 Institutional research plan: CEZ:AV0Z10190503 Keywords : linear second - order ordinary differential equation * Kamenev theorem * oscillation Subject RIV: BA - General Mathematics http://www.rmi.ge/jeomj/memoirs/vol54/abs54-4.htm
On decreasing solutions of second order nearly linear differential equations
Czech Academy of Sciences Publication Activity Database
Řehák, Pavel
-, 21 March (2014), s. 62. ISSN 1687-2770 Institutional support: RVO:67985840 Keywords : nonlinear second order differential equation * decreasing solution * regularly varying function Subject RIV: BA - General Mathematics Impact factor: 1.014, year: 2014 http://www.boundaryvalueproblems.com/content/2014/1/62
Continuous dependence and differentiation of solutions of finite difference equations
Johnny Henderson; Linda Lee
1991-01-01
Conditions are given for the continuity and differentiability of solutions of initial value problems and boundary value problems for the nth order finite difference equation, u(m+n)=f(m,u(m),u(m+1),…,u(m+n−1)),m∈ℤ.
Fuzzy differential equations under dissipative and compactness type conditions
Directory of Open Access Journals (Sweden)
Tzanko Donchev
2014-02-01
Full Text Available Fuzzy differential equation with right-hand side defined as a sum of two almost continuous functions is studied. The first function satisfies dissipative-type condition with respect to Lyapunov-like function. The second maps bounded sets into relatively compact sets. The existence of solution is proved with aid of Schauder's fixed point theorem.
Integration of CAS in the Didactics of Differential Equations.
Balderas Puga, Angel
In this paper are described some features of the intensive use of math software, primarily DERIVE, in the context of modeling in an introductory university course in differential equations. Different aspects are detailed: changes in the curriculum that included not only course contents, but also the sequence of introduction to various topics and…
Spreading speeds in a lattice differential equation with distributed delay
Niu, Hui-Ling
2015-01-01
This paper studies the spreading speed for a lattice differential equation with infinite distributed delay and we find that the spreading speed coincides with the minimal wave speed of traveling waves. Here the model has been proposed to describe a single species living in a 1D patch environment with infinite number of patches connected locally by diffusion.
On the discretization of backward doubly stochastic differential equations
Aboura, Omar
2009-01-01
In this paper, we are dealing with the approximation of the process (Y,Z) solution to the backward doubly stochastic differential equation with the forward process X . After proving the L2-regularity of Z, we use the Euler scheme to discretize X and the Zhang approach in order to give a discretization scheme of the process (Y,Z).
The martingale property in the context of stochastic differential equations
Ruf, J.
2015-01-01
This note studies the martingale property of a nonnegative, continuous local martingale Z, given as a nonanticipative functional of a solution to a stochastic differential equation. The condition states that Z is a (uniformly integrable) martingale if and only if an integral test of a related functional holds.
Some Simple ML Estimators in Stochastic Differential Equations
Andersen, Erling B.
2001-01-01
For many stochastic differential equations often met in financial theory, it is the drift and the dispersion which are the principal parameters of the model. In such cases it is shown that the parameters can be estimated by ordinary methods from normal distribution theory.
Finding all hypergeometric solutions of linear differential equations
Petkovsek, M.; Salvy, Bruno
1993-01-01
Hypergeometric sequences are such that the quotient of two successive terms is a fixed rational function of the index. We give a generalization of M. Petkovsek's algorithm to find all hypergeometric sequence solutions of linear recurrences and we describe a program to find all hypergeometric functions that solve a linear differential equation.
THE DIFFERENTIAL INTEGRAL EQUATIONS ON SMOOTH CLOSED ORIENTABLE MANIFOLDS
Institute of Scientific and Technical Information of China (English)
无
2001-01-01
Using integration by parts and Stokes' formula, the authors give a new definition of Hadamard principal value of higher order singular integrals with Bochner-Martinelli kernel on smooth closed orientable manifolds in Cn. The Plemelj formula and composite formula of higher order singular integral arc obtained. Differential integral equations on smooth closed orientable manifolds are treated by using the composite formula.
Tensors and Riemannian geometry with applications to differential equations
Ibragimov, Nail H
2015-01-01
This graduate textbook begins by introducing Tensors and Riemannian Spaces, and then elaborates their application in solving second-order differential equations, and ends with introducing theory of relativity and de Sitter space. Based on 40 years of teaching experience, the author compiles a well-developed collection of examples and exercises to facilitate the reader’s learning.
Cosets of Meromorphic CFTs and Modular Differential Equations
Gaberdiel, Matthias R; Mukhi, Sunil
2016-01-01
Some relations between families of two-character CFTs are explained using a slightly generalised coset construction, and the underlying theories (whose existence was only conjectured based on the modular differential equation) are constructed. The same method also gives rise to interesting new examples of CFTs with three and four characters.
Cosets of meromorphic CFTs and modular differential equations
Gaberdiel, Matthias R.; Hampapura, Harsha R.; Mukhi, Sunil
2016-04-01
Some relations between families of two-character CFTs are explained using a slightly generalised coset construction, and the underlying theories (whose existence was only conjectured based on the modular differential equation) are constructed. The same method also gives rise to interesting new examples of CFTs with three and four characters.