Gil, A.; Segura, J.; Temme, N.M.
2004-01-01
We describe a variety of methods to compute the functions Kia (x), Lia (x) and their derivatives for real a and positive x. These functions are numerically satisfactory independent solutions of the differential equation x2w'' + xw' + (a2
On fractional Bessel equation and the description of corneal topography
Okrasiński, Wojciech
2012-01-01
In this note we apply a modified fractional Bessel differential equation to the problem of describing corneal topography. We find the solution in terms of the power series. This solution has an interesting behavior at infinity which is a generalization of the classical results for modified Bessel function of order 0. Our model fits the real corneal geometry data with an error of order of a few per cent.
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.
Bessel equation as an operator identity's matrix element in quantum mechanics
Energy Technology Data Exchange (ETDEWEB)
Fan Hongyi; Li Chao
2004-05-17
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.
Auluck, S K H
2010-01-01
Spectral decomposition of dynamical equations using curl-eigenfunctions has been extensively used in fluid and plasma dynamics problems using their orthogonality and completeness properties for both linear and non-linear cases. Coefficients of such expansions are integrals over products of Bessel functions in problems involving cylindrical geometry. In this paper, certain identities involving products of two and three general solutions of Bessel's equation have been derived. Some of these identities have been useful in the study of Turner relaxation of annular magnetized plasma [S.K.H. Auluck, Phys. Plasmas, 16, 122504, 2009], where quadratic integral quantities such as helicity and total energy were expressed as algebraic functions of the arbitrary constants of the general solution of Bessel's equation, allowing their determination by a minimization procedure. Identities involving products of three solutions enable expanding a product of two solutions in a Fourier-Bessel series of single Bessel functions fac...
Barbu, Viorel
2016-01-01
This textbook is a comprehensive treatment of ordinary differential equations, concisely presenting basic and essential results in a rigorous manner. Including various examples from physics, mechanics, natural sciences, engineering and automatic theory, Differential Equations is a bridge between the abstract theory of differential equations and applied systems theory. Particular attention is given to the existence and uniqueness of the Cauchy problem, linear differential systems, stability theory and applications to first-order partial differential equations. Upper undergraduate students and researchers in applied mathematics and systems theory with a background in advanced calculus will find this book particularly useful. Supplementary topics are covered in an appendix enabling the book to be completely self-contained.
On determinants of modified Bessel functions and entire solutions of double confluent Heun equations
Buchstaber, V. M.; Glutsyuk, A. A.
2016-12-01
We investigate the question on existence of entire solutions of well-known linear differential equations that are linearizations of nonlinear equations modeling the Josephson effect in superconductivity. We consider the modified Bessel functions I j (x) of the first kind, which are Laurent series coefficients of the analytic function family {{\\text{e}}\\frac{x{2}≤ft(z+\\frac{1}{z}\\right)}} . For every l≥slant 1 we study the family parametrized by k,n\\in {{{Z}}l} , {{k}1}>\\cdots >{{k}l} , {{n}1}>\\cdots >{{n}l} of (l× l) -matrix functions formed by the modified Bessel functions of the first kind {{a}ij}(x)={{I}{{kj}-{{n}i}}}(x) , i,j=1,\\ldots,l . We show that their determinants f k, n (x) are positive for every l≥slant 1 , k,n\\in {{{Z}}l} as above and x > 0. The above determinants are closely related to a sequence (indexed by l) of families of double confluent Heun equations, which are linear second order differential equations with two irregular singularities, at zero and at infinity. Buchstaber and Tertychnyi have constructed their holomorphic solutions on {C} for an explicit class of parameter values and conjectured that they do not exist for other parameter values. They have reduced their conjecture to the second conjecture saying that if an appropriate second similar equation has a polynomial solution, then the first one has no entire solution. They have proved the latter statement under the additional assumption (third conjecture) that {{f}k,n}(x)\
Tricomi, FG
2013-01-01
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 diff
Stochastic partial differential equations
Chow, Pao-Liu
2014-01-01
Preliminaries Introduction Some Examples Brownian Motions and Martingales Stochastic Integrals Stochastic Differential Equations of Itô Type Lévy Processes and Stochastic IntegralsStochastic Differential Equations of Lévy Type Comments Scalar Equations of First Order Introduction Generalized Itô's Formula Linear Stochastic Equations Quasilinear Equations General Remarks Stochastic Parabolic Equations Introduction Preliminaries Solution of Stochastic Heat EquationLinear Equations with Additive Noise Some Regularity Properties Stochastic Reaction-Diffusion Equations Parabolic Equations with Grad
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.
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...
Singular stochastic differential equations
Cherny, Alexander S
2005-01-01
The authors introduce, in this research monograph on stochastic differential equations, a class of points termed isolated singular points. Stochastic differential equations possessing such points (called singular stochastic differential equations here) arise often in theory and in applications. However, known conditions for the existence and uniqueness of a solution typically fail for such equations. The book concentrates on the study of the existence, the uniqueness, and, what is most important, on the qualitative behaviour of solutions of singular stochastic differential equations. This is done by providing a qualitative classification of isolated singular points, into 48 possible types.
Developmental Partial Differential Equations
Duteil, Nastassia Pouradier; Rossi, Francesco; Boscain, Ugo; Piccoli, Benedetto
2015-01-01
In this paper, we introduce the concept of Developmental Partial Differential Equation (DPDE), which consists of a Partial Differential Equation (PDE) on a time-varying manifold with complete coupling between the PDE and the manifold's evolution. In other words, the manifold's evolution depends on the solution to the PDE, and vice versa the differential operator of the PDE depends on the manifold's geometry. DPDE is used to study a diffusion equation with source on a growing surface whose gro...
Beginning partial differential equations
O'Neil, Peter V
2014-01-01
A broad introduction to PDEs with an emphasis on specialized topics and applications occurring in a variety of fields Featuring a thoroughly revised presentation of topics, Beginning Partial Differential Equations, Third Edition provides a challenging, yet accessible,combination of techniques, applications, and introductory theory on the subjectof partial differential equations. The new edition offers nonstandard coverageon material including Burger's equation, the telegraph equation, damped wavemotion, and the use of characteristics to solve nonhomogeneous problems. The Third Edition is or
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.
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.
Fractional Differential Equations
Directory of Open Access Journals (Sweden)
Jianping Zhao
2012-01-01
Full Text Available An extended fractional subequation method is proposed for solving fractional differential equations by introducing a new general ansätz and Bäcklund transformation of the fractional Riccati equation with known solutions. Being concise and straightforward, this method is applied to the space-time fractional coupled Burgers’ equations and coupled MKdV equations. As a result, many exact solutions are obtained. It is shown that the considered method provides a very effective, convenient, and powerful mathematical tool for solving fractional differential equations.
Renormalizing Partial Differential Equations
Bricmont, J.; Kupiainen, A.
1994-01-01
In this review paper, we explain how to apply Renormalization Group ideas to the analysis of the long-time asymptotics of solutions of partial differential equations. We illustrate the method on several examples of nonlinear parabolic equations. We discuss many applications, including the stability of profiles and fronts in the Ginzburg-Landau equation, anomalous scaling laws in reaction-diffusion equations, and the shape of a solution near a blow-up point.
Partial differential equations
Evans, Lawrence C
2010-01-01
This text gives a comprehensive survey of modern techniques in the theoretical study of partial differential equations (PDEs) with particular emphasis on nonlinear equations. The exposition is divided into three parts: representation formulas for solutions; theory for linear partial differential equations; and theory for nonlinear partial differential equations. Included are complete treatments of the method of characteristics; energy methods within Sobolev spaces; regularity for second-order elliptic, parabolic, and hyperbolic equations; maximum principles; the multidimensional calculus of variations; viscosity solutions of Hamilton-Jacobi equations; shock waves and entropy criteria for conservation laws; and, much more.The author summarizes the relevant mathematics required to understand current research in PDEs, especially nonlinear PDEs. While he has reworked and simplified much of the classical theory (particularly the method of characteristics), he primarily emphasizes the modern interplay between funct...
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
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
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
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,
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.
[Series: Utilization of Differential Equations and Methods for Solving Them in Medical Physics (2)].
Murase, Kenya
2015-01-01
In this issue, symbolic methods for solving differential equations were firstly introduced. Of the symbolic methods, Laplace transform method was also introduced together with some examples, in which this method was applied to solving the differential equations derived from a two-compartment kinetic model and an equivalent circuit model for membrane potential. Second, series expansion methods for solving differential equations were introduced together with some examples, in which these methods were used to solve Bessel's and Legendre's differential equations. In the next issue, simultaneous differential equations and various methods for solving these differential equations will be introduced together with some examples in medical physics.
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.
Theory of differential equations
Gel'fand, I M
1967-01-01
Generalized Functions, Volume 3: Theory of Differential Equations focuses on the application of generalized functions to problems of the theory of partial differential equations.This book discusses the problems of determining uniqueness and correctness classes for solutions of the Cauchy problem for systems with constant coefficients and eigenfunction expansions for self-adjoint differential operators. The topics covered include the bounded operators in spaces of type W, Cauchy problem in a topological vector space, and theorem of the Phragmén-Lindelöf type. The correctness classes for the Cau
Deniz, Coşkun
2017-01-01
Common recipe for the lengthening pendulum (LP) involves some change of variables to give a relationship with the Bessel's equation. In this work, conventional semiclassical JWKB solution (named after Jeffreys, Wentzel, Kramers and Brillouin) of the LP is being obtained by first transforming the related Bessel's equation into the normal form `via the suggested change of independent variable'. JWKB approximation of the first-order Bessel functions ( ν=1) of both types along with their zeros are being obtained analytically with a very good accuracy as a result of the appropriately chosen associated initial values and they are extended to the neighbouring orders ( ν=0 and 2) by the recursion relations. The required initial values are also being studied and a quantization rule regarding the experimental LP parameters is being determined. Although common numerical methods given in the literature require adiabatic LP systems where the lengthening rate is slow, JWKB solution presented here can safely be used for higher lengthening rates and a criterion for its validity is determined by the JWKB applicability criterion given in the literature. As a result, the semiclassical JWKB method which is normally used for the quantum mechanical and optical waveguide systems is applied to the classical LP system successfully.
Institute of Scientific and Technical Information of China (English)
Huo TANG; Erhan DENIZ
2014-01-01
In the present paper, we derive some third-order differential subordination results for analytic functions in the open unit disk, using the operator Bcκf by means of normalized form of the generalized Bessel functions of the first kind, which is defined as z(Bcκ+1f(z))′=κBcκf(z)−(κ−1)Bcκ+1f(z), where b, c, p ∈ C and κ = p+(b+1)/2 ∈ C\\Z−0 (Z−0 = {0,−1,−2, · · ·}). The results are obtained by considering suitable classes of admissible functions. Various known or new special cases of our main results are also pointed out.
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....
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
Differential Equations with Linear Algebra
Boelkins, Matthew R; Potter, Merle C
2009-01-01
Linearity plays a critical role in the study of elementary differential equations; linear differential equations, especially systems thereof, demonstrate a fundamental application of linear algebra. In Differential Equations with Linear Algebra, we explore this interplay between linear algebra and differential equations and examine introductory and important ideas in each, usually through the lens of important problems that involve differential equations. Written at a sophomore level, the text is accessible to students who have completed multivariable calculus. With a systems-first approach, t
Arithmetic partial differential equations
Buium, Alexandru; Simanca, Santiago R.
2006-01-01
We develop an arithmetic analogue of linear partial differential equations in two independent ``space-time'' variables. The spatial derivative is a Fermat quotient operator, while the time derivative is the usual derivation. This allows us to ``flow'' integers or, more generally, points on algebraic groups with coordinates in rings with arithmetic flavor. In particular, we show that elliptic curves have certain canonical ``flows'' on them that are the arithmetic analogues of the heat and wave...
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
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.
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.
Ordinary differential equations
Cox, William
1995-01-01
Building on introductory calculus courses, this text provides a sound foundation in the underlying principles of ordinary differential equations. Important concepts, including uniqueness and existence theorems, are worked through in detail and the student is encouraged to develop much of the routine material themselves, thus helping to ensure a solid understanding of the fundamentals required.The wide use of exercises, problems and self-assessment questions helps to promote a deeper understanding of the material and it is developed in such a way that it lays the groundwork for further
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
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
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...
On Degenerate Partial Differential Equations
Chen, Gui-Qiang G.
2010-01-01
Some of recent developments, including recent results, ideas, techniques, and approaches, in the study of degenerate partial differential equations are surveyed and analyzed. Several examples of nonlinear degenerate, even mixed, partial differential equations, are presented, which arise naturally in some longstanding, fundamental problems in fluid mechanics and differential geometry. The solution to these fundamental problems greatly requires a deep understanding of nonlinear degenerate parti...
Partial Differential Equations of Physics
Geroch, Robert
1996-01-01
Apparently, all partial differential equations that describe physical phenomena in space-time can be cast into a universal quasilinear, first-order form. In this paper, we do two things. First, we describe some broad features of systems of differential equations so formulated. Examples of such features include hyperbolicity of the equations, constraints and their roles (e.g., in connection with the initial-value formulation), how diffeomorphism freedom is manifest, and how interactions betwee...
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. .
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...
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...
Partial Differential Equations An Introduction
Choudary, A. D. R.; Parveen, Saima; Varsan, Constantin
2010-01-01
This book encompasses both traditional and modern methods treating partial differential equation (PDE) of first order and second order. There is a balance in making a selfcontained mathematical text and introducing new subjects. The Lie algebras of vector fields and their algebraic-geometric representations are involved in solving overdetermined of PDE and getting integral representation of stochastic differential equations (SDE). It is addressing to all scientists using PDE in treating mathe...
Symmetries of partial differential equations
Gaussier, Hervé; Merker, Joël
2004-01-01
We establish a link between the study of completely integrable systems of partial differential equations and the study of generic submanifolds in C^n. Using the recent developments of Cauchy-Riemann geometry we provide the set of symmetries of such a system with a Lie group structure. Finally we determine the precise upper bound of the dimension of this Lie group for some specific systems of partial differential equations.
Partial Differential Equations An Introduction
Choudary, A D R; Varsan, Constantin
2010-01-01
This book encompasses both traditional and modern methods treating partial differential equation (PDE) of first order and second order. There is a balance in making a selfcontained mathematical text and introducing new subjects. The Lie algebras of vector fields and their algebraic-geometric representations are involved in solving overdetermined of PDE and getting integral representation of stochastic differential equations (SDE). It is addressing to all scientists using PDE in treating mathematical methods.
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.
Introduction to partial differential equations
Borthwick, David
2016-01-01
This modern take on partial differential equations does not require knowledge beyond vector calculus and linear algebra. The author focuses on the most important classical partial differential equations, including conservation equations and their characteristics, the wave equation, the heat equation, function spaces, and Fourier series, drawing on tools from analysis only as they arise.Within each section the author creates a narrative that answers the five questions: (1) What is the scientific problem we are trying to understand? (2) How do we model that with PDE? (3) What techniques can we use to analyze the PDE? (4) How do those techniques apply to this equation? (5) What information or insight did we obtain by developing and analyzing the PDE? The text stresses the interplay between modeling and mathematical analysis, providing a thorough source of problems and an inspiration for the development of methods.
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.
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.
Boolean differential equations
Steinbach, Bernd
2013-01-01
The Boolean Differential Calculus (BDC) is a very powerful theory that extends the structure of a Boolean Algebra significantly. Based on a small number of definitions, many theorems have been proven. The available operations have been efficiently implemented in several software packages. There is a very wide field of applications. While a Boolean Algebra is focused on values of logic functions, the BDC allows the evaluation of changes of function values. Such changes can be explored for pairs of function values as well as for whole subspaces. Due to the same basic data structures, the BDC can
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.
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
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
Nielsen number and differential equations
Directory of Open Access Journals (Sweden)
Andres Jan
2005-01-01
Full Text Available In reply to a problem of Jean Leray (application of the Nielsen theory to differential equations, two main approaches are presented. The first is via Poincaré's translation operator, while the second one is based on the Hammerstein-type solution operator. The applicability of various Nielsen theories is discussed with respect to several sorts of differential equations and inclusions. Links with the Sharkovskii-like theorems (a finite number of periodic solutions imply infinitely many subharmonics are indicated, jointly with some further consequences like the nontrivial -structure of solutions of initial value problems. Some illustrating examples are supplied and open problems are formulated.
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
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.
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
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…
Stochastic nonlinear differential equations. I
Heilmann, O.J.; Kampen, N.G. van
1974-01-01
A solution method is developed for nonlinear differential equations having the following two properties. Their coefficients are stochastic through their dependence on a Markov process. The magnitude of the fluctuations, multiplied with their auto-correlation time, is a small quantity. Under these co
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...
Differential Equations for Morphological Amoebas
Welk, Martin; Breuß, Michael; Vogel, Oliver
This paper is concerned with amoeba median filtering, a structure-adaptive morphological image filter. It has been introduced by Lerallut et al. in a discrete formulation. Experimental evidence shows that iterated amoeba median filtering leads to segmentation-like results that are similar to those obtained by self-snakes, an image filter based on a partial differential equation. We investigate this correspondence by analysing a space-continuous formulation of iterated median filtering. We prove that in the limit of vanishing radius of the structuring elements, iterated amoeba median filtering indeed approximates a partial differential equation related to self-snakes and the well-known (mean) curvature motion equation. We present experiments with discrete iterated amoeba median filtering that confirm qualitative and quantitative predictions of our analysis.
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.
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
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
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.
Nielsen number and differential equations
Directory of Open Access Journals (Sweden)
Jan Andres
2005-06-01
Full Text Available In reply to a problem of Jean Leray (application of the Nielsen theory to differential equations, two main approaches are presented. The first is via PoincarÃƒÂ©'s translation operator, while the second one is based on the Hammerstein-type solution operator. The applicability of various Nielsen theories is discussed with respect to several sorts of differential equations and inclusions. Links with the Sharkovskii-like theorems (a finite number of periodic solutions imply infinitely many subharmonics are indicated, jointly with some further consequences like the nontrivial RÃŽÂ´-structure of solutions of initial value problems. Some illustrating examples are supplied and open problems are formulated.
Interpolation and partial differential equations
MALIGRANDA, Lech; Persson, Lars-Erik; Wyller, John
1994-01-01
One of the main motivations for developing the theory of interpolation was to apply it to the theory of partial differential equations (PDEs). Nowadays interpolation theory has been developed in an almost unbelievable way {see the bibliography of Maligranda [Interpolation of Operators and Applications (1926-1990), 2nd ed. (Luleå University, Luleå, 1993), p. 154]}. In this article some model examples are presented which display how powerful this theory is when dealing with PDEs. One main aim i...
Partial differential equations possessing Frobenius integrable decompositions
Energy Technology Data Exchange (ETDEWEB)
Ma, Wen-Xiu [Department of Mathematics, University of South Florida, Tampa, FL 33620-5700 (United States)]. E-mail: mawx@cas.usf.edu; Wu, Hongyou [Department of Mathematical Sciences, Northern Illinois University, DeKalb, IL 60115-2888 (United States)]. E-mail: wu@math.niu.edu; He, Jingsong [Department of Mathematics, University of Science and Technology of China, Hefei, Anhui 230026 (China)]. E-mail: jshe@ustc.edu.cn
2007-04-16
Frobenius integrable decompositions are introduced for partial differential equations. A procedure is provided for determining a class of partial differential equations of polynomial type, which possess specified Frobenius integrable decompositions. Two concrete examples with logarithmic derivative Baecklund transformations are given, and the presented partial differential equations are transformed into Frobenius integrable ordinary differential equations with cubic nonlinearity. The resulting solutions are illustrated to describe the solution phenomena shared with the KdV and potential KdV equations.
On the Diamond Bessel Heat Kernel
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Wanchak Satsanit
2011-01-01
Full Text Available 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.
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
PARTIAL DIFFERENTIAL EQUATIONS FOR DENSITIES OF RANDOM PROCESSES,
PARTIAL DIFFERENTIAL EQUATIONS , STOCHASTIC PROCESSES), (*STOCHASTIC PROCESSES, PARTIAL DIFFERENTIAL EQUATIONS ), EQUATIONS, STATISTICAL FUNCTIONS, STATISTICAL PROCESSES, PROBABILITY, NUMERICAL METHODS AND PROCEDURES
Algebraic Approaches to Partial Differential Equations
Xu, Xiaoping
2012-01-01
Partial differential equations are fundamental tools in mathematics,sciences and engineering. This book is mainly an exposition of the various algebraic techniques of solving partial differential equations for exact solutions developed by the author in recent years, with emphasis on physical equations such as: the Calogero-Sutherland model of quantum many-body system in one-dimension, the Maxwell equations, the free Dirac equations, the generalized acoustic system, the Kortweg and de Vries (KdV) equation, the Kadomtsev and Petviashvili (KP) equation, the equation of transonic gas flows, the short-wave equation, the Khokhlov and Zabolotskaya equation in nonlinear acoustics, the equation of geopotential forecast, the nonlinear Schrodinger equation and coupled nonlinear Schrodinger equations in optics, the Davey and Stewartson equations of three-dimensional packets of surface waves, the equation of the dynamic convection in a sea, the Boussinesq equations in geophysics, the incompressible Navier-Stokes equations...
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.
Functional differential equations of third order
Directory of Open Access Journals (Sweden)
Tuncay Candan
2005-04-01
Full Text Available In this paper, we consider the third-order neutral functional differential equation with distributed deviating arguments. We give sufficient conditions for the oscillatory behavior of this functional differential equation.
A reformulation of an ordinary differential equation
Barraza, Oscar A.
2013-01-01
The purpose of this note is to present a formulation of a given nonlinear ordinary differential equation into an equivalent system of linear ordinary differential equations. It is evident that the easiness of a such procedure would be able to open a new way in order to calculate or approximate the solution of an ordinary differential equation. Some examples are presented.
Numerical Solution of Heun Equation Via Linear Stochastic Differential Equation
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Hamidreza Rezazadeh
2014-05-01
Full Text Available In this paper, we intend to solve special kind of ordinary differential equations which is called Heun equations, by converting to a corresponding stochastic differential equation(S.D.E.. So, we construct a stochastic linear equation system from this equation which its solution is based on computing fundamental matrix of this system and then, this S.D.E. is solved by numerically methods. Moreover, its asymptotic stability and statistical concepts like expectation and variance of solutions are discussed. Finally, the attained solutions of these S.D.E.s compared with exact solution of corresponding differential equations.
Auxiliary equation method for solving nonlinear partial differential equations
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Sirendaoreji,; Jiong, Sun
2003-03-31
By using the solutions of an auxiliary ordinary differential equation, a direct algebraic method is described to construct several kinds of exact travelling wave solutions for some nonlinear partial differential equations. By this method some physically important nonlinear equations are investigated and new exact travelling wave solutions are explicitly obtained with the aid of symbolic computation.
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
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...
Functional methods in differential equations
Hokkanen, Veli-Matti
2002-01-01
In recent years, functional methods have become central to the study of theoretical and applied mathematical problems. As demonstrated in this Research Note, functional methods can not only provide more generality, but they can also unify results and techniques and lead to better results than those obtained by classical methods. Presenting entirely original results, the authors use functional methods to explore a broad range of elliptic, parabolic, and hyperbolic boundary value problems and various classes of abstract differential and integral equations. They show that while it is crucial to choose an appropriate functional framework, this approach can lead to mathematical models that better describe concrete physical phenomena. In particular, they reach a concordance between the physical sense and the mathematical sense for the solutions of some special models. Beyond its importance as a survey of the primary techniques used in the area, the results illuminated in this volume will prove valuable in a wealth ...
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.
Algorithm 831: modified Bessel functions of imaginary order and positive argument
Gil, A.; Segura, J.; Temme, N.M.
2004-01-01
77 programs for the computation of modified Bessel functions of purely imaginary order are presented. The codes compute the functions Kia (x), Lia (x) and their derivatives for real a and positive x; these functions are independent solutions of the differential equation x2w'' + xw' + (a2
Differential operator multiplication method for fractional differential equations
Tang, Shaoqiang; Ying, Yuping; Lian, Yanping; Lin, Stephen; Yang, Yibo; Wagner, Gregory J.; Liu, Wing Kam
2016-08-01
Fractional derivatives play a very important role in modeling physical phenomena involving long-range correlation effects. However, they raise challenges of computational cost and memory storage requirements when solved using current well developed numerical methods. In this paper, the differential operator multiplication method is proposed to address the issues by considering a reaction-advection-diffusion equation with a fractional derivative in time. The linear fractional differential equation is transformed into an integer order differential equation by the proposed method, which can fundamentally fix the aforementioned issues for select fractional differential equations. In such a transform, special attention should be paid to the initial conditions for the resulting differential equation of higher integer order. Through numerical experiments, we verify the proposed method for both fractional ordinary differential equations and partial differential equations.
The myth about nonlinear differential equations
Radhakrishnan, C.
2002-01-01
Taking the example of Koretweg--de Vries equation, it is shown that soliton solutions need not always be the consequence of the trade-off between the nonlinear terms and the dispersive term in the nonlinear differential equation. Even the ordinary one dimensional linear partial differential equation can produce a soliton.
Trigonometric Approximations for Some Bessel Functions
Muhammad Taher Abuelma'atti
1999-01-01
Formulas are obtained for approximating the tabulated Bessel functions Jn(x), n = 0–9 in terms of trigonometric functions. These formulas can be easily integrated and differentiated and are convenient for personal computers and pocket calculators.
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
Introduction to complex theory of differential equations
Savin, Anton
2017-01-01
This book discusses the complex theory of differential equations or more precisely, the theory of differential equations on complex-analytic manifolds. Although the theory of differential equations on real manifolds is well known – it is described in thousands of papers and its usefulness requires no comments or explanations – to date specialists on differential equations have not focused on the complex theory of partial differential equations. However, as well as being remarkably beautiful, this theory can be used to solve a number of problems in real theory, for instance, the Poincaré balayage problem and the mother body problem in geophysics. The monograph does not require readers to be familiar with advanced notions in complex analysis, differential equations, or topology. With its numerous examples and exercises, it appeals to advanced undergraduate and graduate students, and also to researchers wanting to familiarize themselves with the subject.
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.
On a complex differential Riccati equation
Energy Technology Data Exchange (ETDEWEB)
Khmelnytskaya, Kira V; Kravchenko, Vladislav V [Department of Mathematics, CINVESTAV del IPN, Unidad Queretaro, Libramiento Norponiente No. 2000, Fracc. Real de Juriquilla, Queretaro, Qro. C.P. 76230 Mexico (Mexico)], E-mail: vkravchenko@qro.cinvestav.mx
2008-02-29
We consider a nonlinear partial differential equation for complex-valued functions which is related to the two-dimensional stationary Schroedinger equation and enjoys many properties similar to those of the ordinary differential Riccati equation such as the famous Euler theorems, the Picard theorem and others. Besides these generalizations of the classical 'one-dimensional' results, we discuss new features of the considered equation including an analogue of the Cauchy integral theorem.
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
Nth-order Fuzzy Differential Equations Under Generalized Differentiability
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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.
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
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...
Lectures on differential equations for Feynman integrals
Henn, Johannes M
2014-01-01
Over the last year significant progress was made in the understanding of the computation of Feynman integrals using differential equations. These lectures give a review of these developments, while not assuming any prior knowledge of the subject. After an introduction to differential equations 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 allows 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 differential equations. Finally, as an application of the differential equations method we show how single-scale integrals can be bootstrapped using the Drinfeld associator of a differential equation.
Symposium on Differential Geometry and Differential Equations
Berger, Marcel; Bryant, Robert
1987-01-01
The DD6 Symposium was, like its predecessors DD1 to DD5 both a research symposium and a summer seminar and concentrated on differential geometry. This volume contains a selection of the invited papers and some additional contributions. They cover recent advances and principal trends in current research in differential geometry.
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.
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.
Topologies for neutral functional differential equations.
Melvin, W. R.
1973-01-01
Bounded topologies are considered for functional differential equations of the neutral type in which present dynamics of the system are influenced by its past behavior. A special bounded topology is generated on a collection of absolutely continuous functions with essentially bounded derivatives, and an application to a class of nonlinear neutral functional differential equations due to Driver (1965) is presented.
Strict Stability of Impulsive Differential Equations
Institute of Scientific and Technical Information of China (English)
Yu ZHANG; Ji Tao SUN
2006-01-01
In this paper, we will extend the strict stability to impulsive differential equations. By using Lyapunov functions, we will get some criteria for the strict stability of impulsive differential equations, and we can see that impulses do contribute to the system's strict stability behavior. An example is also given in this paper to illustrate the efficiency of the obtained results.
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…
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.
Statistical Methods for Stochastic Differential Equations
Kessler, Mathieu; Sorensen, Michael
2012-01-01
The seventh volume in the SemStat series, Statistical Methods for Stochastic Differential Equations presents current research trends and recent developments in statistical methods for stochastic differential equations. Written to be accessible to both new students and seasoned researchers, each self-contained chapter starts with introductions to the topic at hand and builds gradually towards discussing recent research. The book covers Wiener-driven equations as well as stochastic differential equations with jumps, including continuous-time ARMA processes and COGARCH processes. It presents a sp
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.
Contact Structures of Partial Differential Equations
Eendebak, P.T.
2007-01-01
We study the geometry of contact structures of partial differential equations. The main classes we study are first order systems of two equations in two independent and two dependent variables and the second order scalar equations in two independent variables. The contact distribution in these two c
Sparse dynamics for partial differential equations.
Schaeffer, Hayden; Caflisch, Russel; Hauck, Cory D; Osher, Stanley
2013-04-23
We investigate the approximate dynamics of several differential equations when the solutions are restricted to a sparse subset of a given basis. The restriction is enforced at every time step by simply applying soft thresholding to the coefficients of the basis approximation. By reducing or compressing the information needed to represent the solution at every step, only the essential dynamics are represented. In many cases, there are natural bases derived from the differential equations, which promote sparsity. We find that our method successfully reduces the dynamics of convection equations, diffusion equations, weak shocks, and vorticity equations with high-frequency source terms.
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.
Discrete Surface Modelling Using Partial Differential Equations.
Xu, Guoliang; Pan, Qing; Bajaj, Chandrajit L
2006-02-01
We use various nonlinear partial differential equations to efficiently solve several surface modelling problems, including surface blending, N-sided hole filling and free-form surface fitting. The nonlinear equations used include two second order flows, two fourth order flows and two sixth order flows. These nonlinear equations are discretized based on discrete differential geometry operators. The proposed approach is simple, efficient and gives very desirable results, for a range of surface models, possibly having sharp creases and corners.
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
The Riccati Differential Equation and a Diffusion-Type Equation
Suazo, Erwin; Vega-Guzman, Jose M
2008-01-01
We construct an explicit solution of the Cauchy initial value problem for certain diffusion-type equation with variable coefficients on the entire real line. The corresponding Green function (heat kernel) is given in terms of elementary functions and certain integrals involving a characteristic function, which should be found as an analytic or numerical solution of the second order linear differential equation with time-dependent coefficients. Some special and limiting cases are outlined. Solution of the corresponding nonhomogeneous equation is also found.
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...
Asymptotic integration of differential and difference equations
Bodine, Sigrun
2015-01-01
This book presents the theory of asymptotic integration for both linear differential and difference equations. This type of asymptotic analysis is based on some fundamental principles by Norman Levinson. While he applied them to a special class of differential equations, subsequent work has shown that the same principles lead to asymptotic results for much wider classes of differential and also difference equations. After discussing asymptotic integration in a unified approach, this book studies how the application of these methods provides several new insights and frequent improvements to results found in earlier literature. It then continues with a brief introduction to the relatively new field of asymptotic integration for dynamic equations on time scales. Asymptotic Integration of Differential and Difference Equations is a self-contained and clearly structured presentation of some of the most important results in asymptotic integration and the techniques used in this field. It will appeal to researchers i...
Quantum algorithms for solving linear differential equations
Berry, Dominic W
2010-01-01
Linear differential equations are ubiquitous in science and engineering. Quantum computers can simulate quantum systems, which are described by homogeneous linear differential equations that produce only oscillating terms. Here we extend quantum simulation algorithms to general inhomogeneous linear differential equations, which can include exponential terms as well as oscillating terms in their solution. As with other algorithms of this type, the solution is encoded in amplitudes of the quantum state. The algorithm does not give the explicit solution, but it is possible to extract global features of the solution.
Stability analysis of impulsive functional differential equations
Stamova, Ivanka
2009-01-01
This book is devoted to impulsive functional differential equations which are a natural generalization of impulsive ordinary differential equations (without delay) and of functional differential equations (without impulses). At the present time the qualitative theory of such equationsis under rapid development. After a presentation of the fundamental theory of existence, uniqueness and continuability of solutions, a systematic development of stability theory for that class of problems is given which makes the book unique. It addresses to a wide audience such as mathematicians, applied research
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
Conservation laws, differential identities, and constraints of partial differential equations
Zharinov, V. V.
2015-11-01
We consider specific cohomological properties such as low-dimensional conservation laws and differential identities of systems of partial differential equations (PDEs). We show that such properties are inherent to complex systems such as evolution systems with constraints. The mathematical tools used here are the algebraic analysis of PDEs and cohomologies over differential algebras and modules.
Differential invariants of second-order ordinary differential equations
Rosado Maria, Maria Eugenia
2011-01-01
The notion of a differential invariant for systems of second-order differential equations on a manifold M with respect to the group of vertical automorphisms of the projection is de?ned and the Chern connection attached to a SODE allows one to determine a basis for second-order differential invariants of a SODE.
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...
An introduction to differential equations using MATLAB
Butt, Rizwan
2016-01-01
An Introduction to Differential Equations using MATLAB exploits the symbolic, numerical, and graphical capabilitiesof MATLAB to develop a thorough understanding of differential equations algorithms. This book provides the readerwith numerous applications, m-files, and practical examples to problems. Balancing theoretical concepts withcomputational speed and accuracy, the book includes numerous short programs in MATLAB that can be used to solveproblems involving first-and higher-order differential equations, Laplace transforms, linear systems of differentialequations, numerical solutions of differential equations, computer graphics, and more. The author emphasizes thebasic ideas of analytical and numerical techniques and the uses of modern mathematical software (MATLAB) ratherthan relying only on complex mathematical derivations to engineers, mathematician, computer scientists, andphysicists or for use as a textbook in applied or computational courses.A CD-ROM with all the figures, codes, solutions, appendices...
Discretizing a backward stochastic differential equation
Yinnan Zhang; Weian Zheng
2002-01-01
We show a simple method to discretize Pardoux-Peng's nonlinear backward stochastic differential equation. This discretization scheme also gives a numerical method to solve a class of semi-linear PDEs.
Monotone Semiflows Generated by Functional Differential Equations,
1986-02-01
These results have been applied to ordinary differential equations in Rn (see e.g. [10,23]) where the well-known Kamke theorem applies and to nonlinear...sufficient condition (H) Whenever 0 - 0 and ,i(0) = i( 0) it follows that fi(0) ( fi(O). For those familiar with the Kamke (quasimonotone) condition for...ordinary differential equations, (H) will seem quite natural, it reduces to the Kamke condition. The order preserving property of a semiflow is not
Symmetrized solutions for nonlinear stochastic differential equations
Directory of Open Access Journals (Sweden)
G. Adomian
1981-01-01
Full Text Available Solutions of nonlinear stochastic differential equations in series form can be put into convenient symmetrized forms which are easily calculable. This paper investigates such forms for polynomial nonlinearities, i.e., equations of the form Ly+ym=x where x is a stochastic process and L is a linear stochastic operator.
On Fractional Order Hybrid Differential Equations
Directory of Open Access Journals (Sweden)
Mohamed A. E. Herzallah
2014-01-01
Full Text Available We develop the theory of fractional hybrid differential equations with linear and nonlinear perturbations involving the Caputo fractional derivative of order 0<α<1. Using some fixed point theorems we prove the existence of mild solutions for two types of hybrid equations. Examples are given to illustrate the obtained results.
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
Nonlinear differentiation equation and analytic function spaces
Li, Hao; Li, Songxiao
2015-01-01
In this paper we consider the nonlinear complex differential equation $$(f^{(k)})^{n_{k}}+A_{k-1}(z)(f^{(k-1)})^{n_{k-1}}+\\cdot\\cdot\\cdot+A_{1}(z)(f')^{n_{1}}+A_{0}(z)f^{n_{0}}=0, $$where $ A_{j}(z)$, $ j=0, \\cdots, k-1 $, are analytic in the unit disk $ \\mathbb{D} $, $ n_{j}\\in R^{+} $ for all $ j=0, \\cdots, k $. We investigate this nonlinear differential equation from two aspects. On one hand, we provide some sufficient conditions on coefficients such that all solutions of this equation bel...
Particle Systems and Partial Differential Equations I
Gonçalves, Patricia
2014-01-01
This book presents the proceedings of the international conference Particle Systems and Partial Differential Equations I, which took place at the Centre of Mathematics of the University of Minho, Braga, Portugal, from the 5th to the 7th of December, 2012. The purpose of the conference was to bring together world leaders to discuss their topics of expertise and to present some of their latest research developments in those fields. Among the participants were researchers in probability, partial differential equations and kinetics theory. The aim of the meeting was to present to a varied public the subject of interacting particle systems, its motivation from the viewpoint of physics and its relation with partial differential equations or kinetics theory, and to stimulate discussions and possibly new collaborations among researchers with different backgrounds. The book contains lecture notes written by François Golse on the derivation of hydrodynamic equations (compressible and incompressible Euler and Navie...
Stochastic Differential Equations and Kondratiev Spaces
Energy Technology Data Exchange (ETDEWEB)
Vaage, G.
1995-05-01
The purpose of this mathematical thesis was to improve the understanding of physical processes such as fluid flow in porous media. An example is oil flowing in a reservoir. In the first of five included papers, Hilbert space methods for elliptic boundary value problems are used to prove the existence and uniqueness of a large family of elliptic differential equations with additive noise without using the Hermite transform. The ideas are then extended to the multidimensional case and used to prove existence and uniqueness of solution of the Stokes equations with additive noise. The second paper uses functional analytic methods for partial differential equations and presents a general framework for proving existence and uniqueness of solutions to stochastic partial differential equations with multiplicative noise, for a large family of noises. The methods are applied to equations of elliptic, parabolic as well as hyperbolic type. The framework presented can be extended to the multidimensional case. The third paper shows how the ideas from the second paper can be extended to study the moving boundary value problem associated with the stochastic pressure equation. The fourth paper discusses a set of stochastic differential equations. The fifth paper studies the relationship between the two families of Kondratiev spaces used in the thesis. 102 refs.
2014-08-04
trigonometric functions of large arguments. 11. Conclusions We have shown that the solutions of a large class of second order differential equations can be...nonoscillatory phase functions . In addition, we describe numerical experiments which illustrate com- putational implications of this fact. For example, many...special functions of interest — such as the Bessel functions Jν and Yν — can be evaluated accurately using a number of operations which is Op1q in
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...
Numerical Methods for Partial Differential Equations
Guo, Ben-yu
1987-01-01
These Proceedings of the first Chinese Conference on Numerical Methods for Partial Differential Equations covers topics such as difference methods, finite element methods, spectral methods, splitting methods, parallel algorithm etc., their theoretical foundation and applications to engineering. Numerical methods both for boundary value problems of elliptic equations and for initial-boundary value problems of evolution equations, such as hyperbolic systems and parabolic equations, are involved. The 16 papers of this volume present recent or new unpublished results and provide a good overview of current research being done in this field in China.
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.
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: ·...
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...
Stochastic Differential Equation of Earthquakes Series
Mariani, Maria C.; Tweneboah, Osei K.; Gonzalez-Huizar, Hector; Serpa, Laura
2016-07-01
This work is devoted to modeling earthquake time series. We propose a stochastic differential equation based on the superposition of independent Ornstein-Uhlenbeck processes driven by a Γ (α, β ) process. Superposition of independent Γ (α, β ) Ornstein-Uhlenbeck processes offer analytic flexibility and provides a class of continuous time processes capable of exhibiting long memory behavior. The stochastic differential equation is applied to the study of earthquakes by fitting the superposed Γ (α, β ) Ornstein-Uhlenbeck model to earthquake sequences in South America containing very large events (Mw ≥ 8). We obtained very good fit of the observed magnitudes of the earthquakes with the stochastic differential equations, which supports the use of this methodology for the study of earthquakes sequence.
Sensitivity Analysis of Differential-Algebraic Equations and Partial Differential Equations
Energy Technology Data Exchange (ETDEWEB)
Petzold, L; Cao, Y; Li, S; Serban, R
2005-08-09
Sensitivity analysis generates essential information for model development, design optimization, parameter estimation, optimal control, model reduction and experimental design. In this paper we describe the forward and adjoint methods for sensitivity analysis, and outline some of our recent work on theory, algorithms and software for sensitivity analysis of differential-algebraic equation (DAE) and time-dependent partial differential equation (PDE) systems.
An introduction to stochastic differential equations
Evans, Lawrence C
2014-01-01
These notes provide a concise introduction to stochastic differential equations and their application to the study of financial markets and as a basis for modeling diverse physical phenomena. They are accessible to non-specialists and make a valuable addition to the collection of texts on the topic. -Srinivasa Varadhan, New York University This is a handy and very useful text for studying stochastic differential equations. There is enough mathematical detail so that the reader can benefit from this introduction with only a basic background in mathematical analysis and probability. -George Papa
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.
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
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
Asymptotic analysis for functional stochastic differential equations
Bao, Jianhai; Yuan, Chenggui
2016-01-01
This brief treats dynamical systems that involve delays and random disturbances. The study is motivated by a wide variety of systems in real life in which random noise has to be taken into consideration and the effect of delays cannot be ignored. Concentrating on such systems that are described by functional stochastic differential equations, this work focuses on the study of large time behavior, in particular, ergodicity. This brief is written for probabilists, applied mathematicians, engineers, and scientists who need to use delay systems and functional stochastic differential equations in their work. Selected topics from the brief can also be used in a graduate level topics course in probability and stochastic processes.
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.
Surveys in differential-algebraic equations IV
Reis, Timo
2017-01-01
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 - History of DAEs - DAE aspects of mechanical multibody systems - Model reduction of DAEs - Observability for DAEs - Numerical Analysis 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.
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.
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
Differential-algebraic solutions of the heat equation
Buchstaber, Victor M.; Netay, Elena Yu.
2014-01-01
In this work we introduce the notion of differential-algebraic ansatz for the heat equation and explicitly construct heat equation and Burgers equation solutions given a solution of a homogeneous non-linear ordinary differential equation of a special form. The ansatz for such solutions is called the $n$-ansatz, where $n+1$ is the order of the differential equation.
Asymptotic problems for stochastic partial differential equations
Salins, Michael
Stochastic partial differential equations (SPDEs) can be used to model systems in a wide variety of fields including physics, chemistry, and engineering. The main SPDEs of interest in this dissertation are the semilinear stochastic wave equations which model the movement of a material with constant mass density that is exposed to both determinstic and random forcing. Cerrai and Freidlin have shown that on fixed time intervals, as the mass density of the material approaches zero, the solutions of the stochastic wave equation converge uniformly to the solutions of a stochastic heat equation, in probability. This is called the Smoluchowski-Kramers approximation. In Chapter 2, we investigate some of the multi-scale behaviors that these wave equations exhibit. In particular, we show that the Freidlin-Wentzell exit place and exit time asymptotics for the stochastic wave equation in the small noise regime can be approximated by the exit place and exit time asymptotics for the stochastic heat equation. We prove that the exit time and exit place asymptotics are characterized by quantities called quasipotentials and we prove that the quasipotentials converge. We then investigate the special case where the equation has a gradient structure and show that we can explicitly solve for the quasipotentials, and that the quasipotentials for the heat equation and wave equation are equal. In Chapter 3, we study the Smoluchowski-Kramers approximation in the case where the material is electrically charged and exposed to a magnetic field. Interestingly, if the system is frictionless, then the Smoluchowski-Kramers approximation does not hold. We prove that the Smoluchowski-Kramers approximation is valid for systems exposed to both a magnetic field and friction. Notably, we prove that the solutions to the second-order equations converge to the solutions of the first-order equation in an Lp sense. This strengthens previous results where convergence was proved in probability.
International Conference on Differential and Difference Equations with Applications
Došlá, Zuzana; Došlý, Ondrej; Kloeden, Peter
2016-01-01
Aimed at the community of mathematicians working on ordinary and partial differential equations, difference equations, and functional equations, this book contains selected papers based on the presentations at the International Conference on Differential and Difference Equations and Applications (ICDDEA) 2015, dedicated to the memory of Professor Georg Sell. Contributions include new trends in the field of differential and difference equations, applications of differential and difference equations, as well as high-level survey results. The main aim of this recurring conference series is to promote, encourage, cooperate, and bring together researchers in the fields of differential and difference equations. All areas of differential and difference equations are represented, with special emphasis on applications.
Singular Linear Differential Equations in Two Variables
Braaksma, B.L.J.; Put, M. van der
2008-01-01
The formal and analytic classification of integrable singular linear differential equations has been studied among others by R. Gerard and Y. Sibuya. We provide a simple proof of their main result, namely: For certain irregular systems in two variables there is no Stokes phenomenon, i.e. there is no
Fractional Order Differential Equations Involving Caputo Derivative
Directory of Open Access Journals (Sweden)
Zoubir Dahmani
2014-04-01
Full Text Available In this paper, the Banach contraction principle and Schaefer theorem are applied to establish new results for the existence and uniqueness of solutions for some Caputo fractional differential equations. Some examples are also discussed to illustrate the main results.
Nonstandard finite difference schemes for differential equations
Directory of Open Access Journals (Sweden)
Mohammad Mehdizadeh Khalsaraei
2014-12-01
Full Text Available In this paper, the reorganization of the denominator of the discrete derivative and nonlocal approximation of nonlinear terms are used in the design of nonstandard finite difference schemes (NSFDs. Numerical examples confirming then efficiency of schemes, for some differential equations are provided. In order to illustrate the accuracy of the new NSFDs, the numerical results are compared with standard methods.
On averaging methods for partial differential equations
Verhulst, F.
2001-01-01
The analysis of weakly nonlinear partial differential equations both qualitatively and quantitatively is emerging as an exciting eld of investigation In this report we consider specic results related to averaging but we do not aim at completeness The sections and contain important material which
The geometry of differential difference equations
Helminck, G.F.; Post, G.F.
1994-01-01
To each maximal commuting subalgebra h of glm(C) is associated a system of differential difference equations, generalizing several known systems. Starting from a Grassmann manifold, solutions are constructed, their properties are discussed and the relation with other systems is given. Finally it is shown how to express these solutions in T-functions.
Strong monotonicity for analytic ordinary differential equations
Directory of Open Access Journals (Sweden)
Sebastian Walcher
2009-09-01
Full Text Available We present a necessary and sufficient criterion for the flow of an analytic ordinary differential equation to be strongly monotone; equivalently, strongly order-preserving. The criterion is given in terms of the reducibility set of the derivative of the right-hand side. Some applications to systems relevant in biology and ecology, including nonlinear compartmental systems, are discussed.
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...
Jensen's Inequality for Backward Stochastic Differential Equations
Institute of Scientific and Technical Information of China (English)
Long JIANG
2006-01-01
Under the Lipschitz assumption and square integrable assumption on g, the author proves that Jensen's inequality holds for backward stochastic differential equations ith generator g if and only ifg is independent of y, g(t, 0) ≡ 0 and g is super homogeneous with respect to z. This result generalizes the known results on Jensen's inequality for gexpectation in [4, 7-9].
Delay differential equations with homogeneous integral conditions
Directory of Open Access Journals (Sweden)
Abdur Raheem
2013-03-01
Full Text Available In this article we prove the existence and uniqueness of a strong solution of a delay differential equation with homogenous integral conditions using the method of semidiscretization in time. As an application, we include an example that illustrates the main result.
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...
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.
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...
Rough differential equations with unbounded drift term
Riedel, S.; Scheutzow, M.
2017-01-01
We study controlled differential equations driven by a rough path (in the sense of T. Lyons) with an additional, possibly unbounded drift term. We show that the equation induces a solution flow if the drift grows at most linearly. Furthermore, we show that the semiflow exists assuming only appropriate one-sided growth conditions. We provide bounds for both the flow and the semiflow. Applied to stochastic analysis, our results imply strong completeness and the existence of a stochastic (semi)flow for a large class of stochastic differential equations. If the driving process is Gaussian, we can further deduce (essentially) sharp tail estimates for the (semi)flow and a Freidlin-Wentzell-type large deviation result.
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 ...
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
Modelling conjugation with stochastic differential equations.
Philipsen, K R; Christiansen, L E; Hasman, H; Madsen, H
2010-03-07
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 Enterococcus faecium strains in a rich exhaustible media. The model contains a new expression for a substrate dependent conjugation rate. A maximum likelihood based method is used to estimate the model parameters. Different models including different noise structure for the system and observations are compared 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 to the model without plate conjugation. The modelling approach described in this article can be applied generally when modelling dynamical systems.
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...
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.
Asymptotic stability of singularly perturbed differential equations
Artstein, Zvi
2017-02-01
Asymptotic stability is examined for singularly perturbed ordinary differential equations that may not possess a natural split into fast and slow motions. Rather, the right hand side of the equation is comprised of a singularly perturbed component and a regular one. The limit dynamics consists then of Young measures, with values being invariant measures of the fast contribution, drifted by the slow one. Relations between the asymptotic stability of the perturbed system and the limit dynamics are examined, and a Lyapunov functions criterion, based on averaging, is established.
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.
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…
A Birkhoff-Noether method of solving differential equations
Institute of Scientific and Technical Information of China (English)
Shang Mei; Guo Yong-Xin; Mei Feng-Xiang
2007-01-01
In this paper, a Birkhoff-Noether method of solving ordinary differential equations is presented. The differential equations can be expressed in terms of Birkhoff's equations. The first integrals for differential equations can be found by using the Noether theory for Birkhoffian systems. Two examples are given to illustrate the application of the method.
Linear measure functional differential equations with infinite delay
Monteiro, G.; 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.
Stochastic differential equations and a biological system
DEFF Research Database (Denmark)
Wang, Chunyan
1994-01-01
The purpose of this Ph.D. study is to explore the property of a growth process. The study includes solving and simulating of the growth process which is described in terms of stochastic differential equations. The identification of the growth and variability parameters of the process based...... on experimental data is considered. As an example, the growth of bacteria Pseudomonas fluorescens is taken. Due to the specific features of stochastic differential equations, namely that their solutions do not exist in the general sense, two new integrals - the Ito integral and the Stratonovich integral - have...... been developed. Their properties and the relationship between them are discussed. The evolution of a dynamic system or process is usually of great practical interest. In order to simulate the evolution of the process, alternative methods are used to get numerical solutions. In this study, Euler...
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...... that describes the variation between subjects. The ODE setup implies that the variation for a single subject is described by a single parameter (or vector), namely the variance (covariance) of the residuals. Furthermore the prediction of the states is given as the solution to the ODEs and hence assumed...... 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...
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.
Parameter estimation in stochastic differential equations
Bishwal, Jaya P N
2008-01-01
Parameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art and technology of modelling complex phenomena and making beautiful decisions. The subject has attracted researchers from several areas of mathematics and other related fields like economics and finance. This volume presents the estimation of the unknown parameters in the corresponding continuous models based on continuous and discrete observations and examines extensively maximum likelihood, minimum contrast and Bayesian methods. Useful because of the current availability of high frequency data is the study of refined asymptotic properties of several estimators when the observation time length is large and the observation time interval is small. Also space time white noise driven models, useful for spatial data, and more sophisticated non-Markovian and non-semimartingale models like fractional diffusions that model the long memory phenomena are examined in this volume.
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...
Underdetermined systems of partial differential equations
Energy Technology Data Exchange (ETDEWEB)
Bender, Carl M. [Department of Physics, Washington University, St. Louis, Missouri 63130 (United States); Dunne, Gerald V. [Department of Physics, University of Connecticut, Storrs, Connecticut 06269 (United States); Mead, Lawrence R. [Department of Physics and Astronomy, University of Southern Mississippi, Hattiesburg, Mississippi 39406-5046 (United States)
2000-09-01
This paper examines underdetermined systems of partial differential equations in which the independent variables may be classical c-numbers or even quantum operators. One can view an underdetermined system as expressing the kinematic constraints on a set of dynamical variables that generate a Lie algebra. The arbitrariness in the general solution reflects the freedom to specify the dynamics of such a system. (c) 2000 American Institute of Physics.
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.
Adaptive grid methods for partial differential equations
Anderson, D. A.
1983-01-01
A number of techniques for constructing adaptive mesh generators for use in solving partial differential equations are reviewed in this paper. Techniques reviewed include methods based on steady grid generation schemes and those which are explicitly designed to determine grid speeds in a time-dependent or space-marching problem. Results for candidate methods are included and suggestions for areas of future research are suggested.
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.
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.
Ordinary differential equations in affine geometry
Directory of Open Access Journals (Sweden)
Salvador Gigena
1996-05-01
Full Text Available The method of qualitative analysis is used, as applied to a class of fourth order, nonlinear ordinary differential equations, in order to classify, both locally and globally, two classes of hypersurfaces of decomposable type in affine geometry: those with constant unimodular affine mean curvature L , and those with constant Riemannian scalar curvature R. This allows to provide a large number of new examples of hypersurfaces in affine geometry.
Ordinary differential equations in affine geometry
Salvador Gigena
1996-01-01
The method of qualitative analysis is used, as applied to a class of fourth order, nonlinear ordinary differential equations, in order to classify, both locally and globally, two classes of hypersurfaces of decomposable type in affine geometry: those with constant unimodular affine mean curvature L , and those with constant Riemannian scalar curvature R. This allows to provide a large number of new examples of hypersurfaces in affine geometry.
Desingularization of implicit analytic differential equations
Energy Technology Data Exchange (ETDEWEB)
Cendra, Hernan [Universidad Nacional del Sur, Av. Alem 1253, 8000 BahIa Blanca and CONICET (Argentina); Etchechoury, MarIa [Laboratorio de Electronica Industrial, Control e Instrumentacion, Facultad de IngenierIa, Universidad Nacional de La Plata, La Plata (Argentina)
2006-09-01
The question of finding solutions to a given implicit differential equation (IDE) is an important one, in part because it appears very naturally in several problems in physics, engineering and many other fields. In this work, we show how to reduce a given analytic IDE to an analytic IDE of locally constant rank. This can be done by using some fundamental results on subanalytic subsets and desingularization of closed subanalytic subsets. An example from nonholonomic mechanics is studied using these methods.
Stochastic Functional Differential Equation under Regime Switching
Directory of Open Access Journals (Sweden)
Ling Bai
2012-01-01
Full Text Available We discuss stochastic functional differential equation under regime switching dx(t=f(xt,r(t,tdt+q(r(tx(tdW1(t+σ(r(t|x(t|βx(tdW2(t. We obtain unique global solution of this system without the linear growth condition; furthermore, we prove its asymptotic ultimate boundedness. Using the ergodic property of the Markov chain, we give the sufficient condition of almost surely exponentially stable of this system.
Stationary conditions for stochastic differential equations
Adomian, G.; Walker, W. W.
1972-01-01
This is a preliminary study of possible necessary and sufficient conditions to insure stationarity in the solution process for a stochastic differential equation. It indirectly sheds some light on ergodicity properties and shows that the spectral density is generally inadequate as a statistical measure of the solution. Further work is proceeding on a more general theory which gives necessary and sufficient conditions in a form useful for applications.
Solving Differential Equations in R: Package deSolve
Soetaert, K.E.R.; Petzoldt, T.; Setzer, R.W.
2010-01-01
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 approach. The differenti
Partial Differential Equations and Solitary Waves Theory
Wazwaz, Abdul-Majid
2009-01-01
"Partial Differential Equations and Solitary Waves Theory" is a self-contained book divided into two parts: Part I is a coherent survey bringing together newly developed methods for solving PDEs. While some traditional techniques are presented, this part does not require thorough understanding of abstract theories or compact concepts. Well-selected worked examples and exercises shall guide the reader through the text. Part II provides an extensive exposition of the solitary waves theory. This part handles nonlinear evolution equations by methods such as Hirota’s bilinear method or the tanh-coth method. A self-contained treatment is presented to discuss complete integrability of a wide class of nonlinear equations. This part presents in an accessible manner a systematic presentation of solitons, multi-soliton solutions, kinks, peakons, cuspons, and compactons. While the whole book can be used as a text for advanced undergraduate and graduate students in applied mathematics, physics and engineering, Part II w...
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.
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.
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...
Luke, Yudell L
2014-01-01
Integrals of Bessel Functions concerns definite and indefinite integrals, the evaluation of which is necessary to numerous applied problems. A massive compendium of useful information, this volume represents a resource for applied mathematicians in many areas of academia and industry as well as an excellent text for advanced undergraduates and graduate students of mathematics.Starting with an extensive introductory chapter on basic formulas, the treatment advances to indefinite integrals, examining them in terms of Lommel and Bessel functions. Subsequent chapters explore airy functions, incomp
DIFFERENCE METHODS FOR A NON-LINEAR ELLIPTIC SYSTEM OF PARTIAL DIFFERENTIAL EQUATIONS,
DIFFERENCE EQUATIONS, ITERATIONS), (*ITERATIONS, DIFFERENCE EQUATIONS), (* PARTIAL DIFFERENTIAL EQUATIONS , BOUNDARY VALUE PROBLEMS), EQUATIONS, FUNCTIONS(MATHEMATICS), SEQUENCES(MATHEMATICS), NONLINEAR DIFFERENTIAL EQUATIONS
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.
Oscillation of third order functional differential equations with delay
Directory of Open Access Journals (Sweden)
Tuncay Candan
2003-02-01
Full Text Available We consider third order functional differential equations with discrete and continuous delay. We then develop several theorems related to the oscillatory behavior of these differential equations.
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).
Higher-order harmonics of general limited diffraction Bessel beams
Ding, De-Sheng; Huang, Jin-Huang
2016-12-01
In this paper, we extensively study the higher-order harmonic generation of the general limited diffraction m-th-order Bessel beam. The analysis is based on successive approximations of the Khokhlov-Zabolotskaya-Kuznetsov (KZK) equation. Asymptotic expansions are presented for higher-order harmonic Bessel beams in near and far fields. The validity of asymptotic approximation is also analyzed. The higher-order harmonic of the Bessel beam with the lowest zero-order is taken as a special example. Project supported by the National Natural Science Foundation of China (Grant Nos. 11074038 and 11374051).
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.
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.
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′.
Algorithm refinement for stochastic partial differential equations.
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Alexander, F. J. (Francis J.); Garcia, Alejandro L.,; Tartakovsky, D. M. (Daniel M.)
2001-01-01
A hybrid particle/continuum algorithm is formulated for Fickian diffusion in the fluctuating hydrodynamic limit. The particles are taken as independent random walkers; the fluctuating diffusion equation is solved by finite differences with deterministic and white-noise fluxes. At the interface between the particle and continuum computations the coupling is by flux matching, giving exact mass conservation. This methodology is an extension of Adaptive Mesh and Algorithm Refinement to stochastic partial differential equations. A variety of numerical experiments were performed for both steady and time-dependent scenarios. In all cases the mean and variance of density are captured correctly by the stochastic hybrid algorithm. For a non-stochastic version (i.e., using only deterministic continuum fluxes) the mean density is correct, but the variance is reduced except within the particle region, far from the interface. Extensions of the methodology to fluid mechanics applications are discussed.
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‧.
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'.
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.
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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.
Modern methods in partial differential equations
Schechter, Martin
2013-01-01
Upon its initial 1977 publication, this volume made recent accomplishments in its field available to advanced undergraduates and beginning graduate students of mathematics. Requiring only some familiarity with advanced calculus and rudimentary complex function theory, it covered discoveries of the previous three decades, a particularly fruitful era. Now it remains a permanent, much-cited contribution to the ever-expanding literature on partial differential equations. Author Martin Schechter chose subjects that will motivate students and introduce them to techniques with wide applicability to p
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
ASYMPTOTIC STABILITIES OF STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS
Institute of Scientific and Technical Information of China (English)
SHEN Yi; JIANG Ming-hui; LIAO Xiao-xin
2006-01-01
Asymptotic characteristic of solution of the stochastic functional differential equation was discussed and sufficient condition was established by multiple Lyapunov functions for locating the limit set of t he solution. Moreover, from them many effective criteria on stochastic asymptotic stability, which enable us to construct the Lyapunov functions much more easily in application, were obtained. The results show that the wellknown classical theorem on stochastic asymptotic stability is a special case of our more general results. In the end, application in stochastic Hopfield neural networks is given to verify our results.
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
Optimizing second-order differential equation systems
Directory of Open Access Journals (Sweden)
Tamas Hajba
2011-03-01
Full Text Available In this article we study some continuous versions of the Fletcher-Reeves iteration for minimization described by a system of second-order differential equations. This problem has been studied in earlier papers [19, 20] under the assumption that the minimizing function is strongly convex. Now instead of the strong convexity, only the convexity of the minimizing function will be required. We will use the Tikhonov regularization [28, 29] to obtain the minimal norm solution as the asymptotically stable limit point of the trajectories.
Partial Differential Equations and Spectral Theory
Demuth, Michael; Witt, Ingo
2011-01-01
This volume collects six articles on selected topics at the frontier between partial differential equations and spectral theory, written by leading specialists in their respective field. The articles focus on topics that are in the center of attention of current research, with original contributions from the authors. They are written in a clear expository style that makes them accessible to a broader audience. The articles contain a detailed introduction and discuss recent progress, provide additional motivation, and develop the necessary tools. Moreover, the authors share their views on futur
Probability Measures for Numerical Solutions of Differential Equations
Conrad, Patrick R.; Girolami, Mark; Särkkä, Simo; Stuart, Andrew; Zygalakis, Konstantinos
2015-01-01
In this paper, we present a formal quantification of epistemic uncertainty induced by numerical solutions of ordinary and partial differential equation models. Numerical solutions of differential equations contain inherent uncertainties due to the finite dimensional approximation of an unknown and implicitly defined function. When statistically analysing models based on differential equations describing physical, or other naturally occurring, phenomena, it is therefore important to explicitly...
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.
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.
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
Institute of Scientific and Technical Information of China (English)
Qingfeng ZHU; Yufeng SHI
2012-01-01
Backward doubly stochastic differential equations driven by Brownian motions and Poisson process (BDSDEP) with non-Lipschitz coefficients on random time interval are studied.The probabilistic interpretation for the solutions to a class of quasilinear stochastic partial differential-integral equations (SPDIEs) is treated with BDSDEP.Under non-Lipschitz conditions,the existence and uniqueness results for measurable solutions to BDSDEP are established via the smoothing technique.Then,the continuous dependence for solutions to BDSDEP is derived.Finally,the probabilistic interpretation for the solutions to a class of quasilinear SPDIEs is given.
Numerical Methods for Stochastic Partial Differential Equations
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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.
Exact periodic wave solutions for some nonlinear partial differential equations
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El-Wakil, S.A. [Theoretical Physics Research Group, Department of Physics, Faculty of Science, Mansoura University, Mansoura 35516 (Egypt); Elgarayhi, A. [Theoretical Physics Research Group, Department of Physics, Faculty of Science, Mansoura University, Mansoura 35516 (Egypt)]. E-mail: elgarayhi@yahoo.com; Elhanbaly, A. [Theoretical Physics Research Group, Department of Physics, Faculty of Science, Mansoura University, Mansoura 35516 (Egypt)
2006-08-15
The periodic wave solutions for some nonlinear partial differential equations, including generalized Klein-Gordon equation, Kadomtsev-Petviashvili (KP) equation and Boussinesq equations, are obtained by using the solutions of Jacobi elliptic equation. Under limit conditions, exact solitary wave solutions, shock wave solutions and triangular periodic wave solutions have been recovered.
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...
Cox, S.G.
2012-01-01
The thesis deals with various aspects of the study of stochastic partial differential equations driven by Gaussian noise. The approach taken is functional analytic rather than probabilistic: the stochastic partial differential equation is interpreted as an ordinary stochastic differential equation i
Nonclassical Symmetries for Nonlinear Partial Differential Equations via Compatibility
Institute of Scientific and Technical Information of China (English)
Mostafa F. El-Sabbagh; Ahmad T. Ali
2011-01-01
The determining equations for the nonclassical symmetry reductions of nonlinear partial differential equations with arbitrary order can be obtained by requiring the compatibility between the original equations and the invariant surface conditions. The （2＋1）-dimensional shallow water wave equation, Boussinesq equation, and the dispersive wave equations in shallow water serve as examples i11ustrating how compatibility leads quickly and easily to the determining equations for their nonclassical symmetries.
An Implementation Solution for Fractional Partial Differential Equations
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Nicolas Bertrand
2013-01-01
Full Text Available The link between fractional differentiation and diffusion equation is used in this paper to propose a solution for the implementation of fractional diffusion equations. These equations permit us to take into account species anomalous diffusion at electrochemical interfaces, thus permitting an accurate modeling of batteries, ultracapacitors, and fuel cells. However, fractional diffusion equations are not addressed in most commercial software dedicated to partial differential equations simulation. The proposed solution is evaluated in an example.
Exact solutions for nonlinear partial fractional differential equations
Institute of Scientific and Technical Information of China (English)
Khaled A.Gepreel; Saleh Omran
2012-01-01
In this article,we use the fractional complex transformation to convert nonlinear partial fractional differential equations to nonlinear ordinary differential equations.We use the improved (G’/G)-expansion function method to calculate the exact solutions to the time-and space-fractional derivative foam drainage equation and the time-and space-fractional derivative nonlinear KdV equation.This method is efficient and powerful for solving wide classes of nonlinear evolution fractional order equations.
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.......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 between...
Hilbert space methods for partial differential equations
Directory of Open Access Journals (Sweden)
Ralph E. Showalter
1994-09-01
Full Text Available This book is an outgrowth of a course which we have given almost periodically over the last eight years. It is addressed to beginning graduate students of mathematics, engineering, and the physical sciences. Thus, we have attempted to present it while presupposing a minimal background: the reader is assumed to have some prior acquaintance with the concepts of ``linear'' and ``continuous'' and also to believe $L^2$ is complete. An undergraduate mathematics training through Lebesgue integration is an ideal background but we dare not assume it without turning away many of our best students. The formal prerequisite consists of a good advanced calculus course and a motivation to study partial differential equations.
Inverse problems for partial differential equations
Isakov, Victor
2017-01-01
This third edition expands upon the earlier edition by adding nearly 40 pages of new material reflecting the analytical and numerical progress in inverse problems in last 10 years. As in the second edition, the emphasis is on new ideas and methods rather than technical improvements. These new ideas include use of the stationary phase method in the two-dimensional elliptic problems and of multi frequencies\\temporal data to improve stability and numerical resolution. There are also numerous corrections and improvements of the exposition throughout. This book is intended for mathematicians working with partial differential equations and their applications, physicists, geophysicists, and financial, electrical, and mechanical engineers involved with nondestructive evaluation, seismic exploration, remote sensing, and various kinds of tomography. Review of the second edition: "The first edition of this excellent book appeared in 1998 and became a standard reference for everyone interested in analysis and numerics of...
Ordinary differential equations basics and beyond
Schaeffer, David G
2016-01-01
This book develops the theory of ordinary differential equations (ODEs), starting from an introductory level (with no prior experience in ODEs assumed) through to a graduate-level treatment of the qualitative theory, including bifurcation theory (but not chaos). While proofs are rigorous, the exposition is reader-friendly, aiming for the informality of face-to-face interactions. A unique feature of this book is the integration of rigorous theory with numerous applications of scientific interest. Besides providing motivation, this synthesis clarifies the theory and enhances scientific literacy. Other features include: (i) a wealth of exercises at various levels, along with commentary that explains why they matter; (ii) figures with consistent color conventions to identify nullclines, periodic orbits, stable and unstable manifolds; and (iii) a dedicated website with software templates, problem solutions, and other resources supporting the text. Given its many applications, the book may be used comfortably in sc...
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.
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.
Nonlocal diffusion second order partial differential equations
Benedetti, I.; Loi, N. V.; Malaguti, L.; Taddei, V.
2017-02-01
The paper deals with a second order integro-partial differential equation in Rn with a nonlocal, degenerate diffusion term. Nonlocal conditions, such as the Cauchy multipoint and the weighted mean value problem, are investigated. The existence of periodic solutions is also studied. The dynamic is transformed into an abstract setting and the results come from an approximation solvability method. It combines a Schauder degree argument with an Hartman-type inequality and it involves a Scorza-Dragoni type result. The compact embedding of a suitable Sobolev space in the corresponding Lebesgue space is the unique amount of compactness which is needed in this discussion. The solutions are located in bounded sets and they are limits of functions with values in finitely dimensional spaces.
Extrapolation methods for dynamic partial differential equations
Turkel, E.
1978-01-01
Several extrapolation procedures are presented for increasing the order of accuracy in time for evolutionary partial differential equations. These formulas are based on finite difference schemes in both the spatial and temporal directions. On practical grounds the methods are restricted to schemes that are fourth order in time and either second, fourth or sixth order in space. For hyperbolic problems the second order in space methods are not useful while the fourth order methods offer no advantage over the Kreiss-Oliger method unless very fine meshes are used. Advantages are first achieved using sixth order methods in space coupled with fourth order accuracy in time. Computational results are presented confirming the analytic discussions.
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 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.
First-order partial differential equations in classical dynamics
Smith, B. R.
2009-12-01
Carathèodory's classic work on the calculus of variations explores in depth the connection between ordinary differential equations and first-order partial differential equations. The n second-order ordinary differential equations of a classical dynamical system reduce to a single first-order differential equation in 2n independent variables. The general solution of first-order partial differential equations touches on many concepts central to graduate-level courses in analytical dynamics including the Hamiltonian, Lagrange and Poisson brackets, and the Hamilton-Jacobi equation. For all but the simplest dynamical systems the solution requires one or more of these techniques. Three elementary dynamical problems (uniform acceleration, harmonic motion, and cyclotron motion) can be solved directly from the appropriate first-order partial differential equation without the use of advanced methods. The process offers an unusual perspective on classical dynamics, which is readily accessible to intermediate students who are not yet fully conversant with advanced approaches.
Partial Differential Equations in General Relativity
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Choquet-Bruhat, Yvonne
2008-09-07
General relativity is a physical theory basic in the modeling of the universe at the large and small scales. Its mathematical formulation, the Einstein partial differential equations, are geometrically simple, but intricate for the analyst, involving both hyperbolic and elliptic PDE, with local and global problems. Many problems remain open though remarkable progress has been made recently towards their solutions. Alan Rendall's book states, in a down-to-earth form, fundamental results used to solve different types of equations. In each case he gives applications to special models as well as to general properties of Einsteinian spacetimes. A chapter on ODE contains, in particular, a detailed discussion of Bianchi spacetimes. A chapter entitled 'Elliptic systems' treats the Einstein constraints. A chapter entitled 'Hyperbolic systems' is followed by a chapter on the Cauchy problem and a chapter 'Global results' which contains recently proved theorems. A chapter is dedicated to the Einstein-Vlasov system, of which the author is a specialist. On the whole, the book surveys, in a concise though precise way, many essential results of recent interest in mathematical general relativity, and it is very clearly written. Each chapter is followed by an up to date bibliography. In conclusion, this book will be a valuable asset to relativists who wish to learn clearly-stated mathematical results and to mathematicians who want to penetrate into the subtleties of general relativity, as a mathematical and physical theory. (book review)
The Painlevé property for partial differential equations
Weiss, John; Tabor, M.; Carnevale, George
1983-03-01
In this paper we define the Painlevé property for partial differential equations and show how it determines, in a remarkably simple manner, the integrability, the Bäcklund transforms, the linearizing transforms, and the Lax pairs of three well-known partial differential equations (Burgers' equation, KdV equation, and the modified KdV equation). This indicates that the Painlevé property may provide a unified description of integrable behavior in dynamical systems (ordinary and partial differential equations), while, at the same time, providing an efficient method for determining the integrability of particular systems.
Bipartite Fuzzy Stochastic Differential Equations with Global Lipschitz Condition
Directory of Open Access Journals (Sweden)
Marek T. Malinowski
2016-01-01
Full Text Available We introduce and analyze a new type of fuzzy stochastic differential equations. We consider equations with drift and diffusion terms occurring at both sides of equations. Therefore we call them the bipartite fuzzy stochastic differential equations. Under the Lipschitz and boundedness conditions imposed on drifts and diffusions coefficients we prove existence of a unique solution. Then, insensitivity of the solution under small changes of data of equation is examined. Finally, we mention that all results can be repeated for solutions to bipartite set-valued stochastic differential equations.
Relations between Stochastic and Partial Differential Equations in Hilbert Spaces
Directory of Open Access Journals (Sweden)
I. V. Melnikova
2012-01-01
Full Text Available The aim of the paper is to introduce a generalization of the Feynman-Kac theorem in Hilbert spaces. Connection between solutions to the abstract stochastic differential equation and solutions to the deterministic partial differential (with derivatives in Hilbert spaces equation for the probability characteristic is proved. Interpretation of objects in the equations is given.
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...
Compatible Spatial Discretizations for Partial Differential Equations
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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
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...
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.
Exact solutions for some nonlinear partial differential equations
Energy Technology Data Exchange (ETDEWEB)
Peng, Yan-Ze
2003-08-11
Exact solutions to some nonlinear partial differential equations, including (2+1)-dimensional breaking soliton equation, sine-Gordon equation and double sine-Gordon equation, are studied by means of the mapping method proposed by the author recently. Many new results are presented. A simple review of the method is finally given.
Limit theorems for solutions of stochastic differential equation problems
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J. Vom Scheidt
1980-01-01
Full Text Available In this paper linear differential equations with random processes as coefficients and as inhomogeneous term are regarded. Limit theorems are proved for the solutions of these equations if the random processes are weakly correlated processes.
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.
FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH STOPPING TIME
Institute of Scientific and Technical Information of China (English)
吴臻
2004-01-01
The existence and uniqueness results of fully coupled forward-backward stochastic differential equations with stopping time (unbounded) is obtained. One kind of comparison theorem for this kind of equations is also proved.
Nonparametric Bayesian drift estimation for multidimensional stochastic differential equations
Gugushvili, S.; Spreij, P.
2014-01-01
We consider nonparametric Bayesian estimation of the drift coefficient of a multidimensional stochastic differential equation from discrete-time observations on the solution of this equation. Under suitable regularity conditions, we establish posterior consistency in this context.
Techniques in Linear and Nonlinear Partial Differential Equations
1991-10-21
nonlinear partial differential equations , elliptic 15. NUMBER OF PAGES hyperbolic and parabolic. Variational methods. Vibration problems. Ordinary Five...NONLINEAR PARTIAL DIFFERENTIAL EQUATIONS FINAL TECHNICAL REPORT PROFESSOR LOUIS NIRENBERG OCTOBER 21, 1991 NT)S CRA&I D FIC ,- U.S. ARMY RESEARCH OFFICE...Analysis and partial differential equations . ed. C. Sadowsky. Marcel Dekker (1990) 567-619. [7] Lin, Fanghua, Asymptotic behavior of area-minimizing
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
RAZUMIKHIN-TYPE THEOREMS OF NEUTRAL STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS
Institute of Scientific and Technical Information of China (English)
Zhou Shaobo; Hu Shigeng
2009-01-01
The stability of stochastic functional differential equation with Markovian switching was studied by several authors, but there was almost no work on the stability of the neutral stochastic functional differential equations with Markovian switching. The aim of this article is to close this gap. The authors establish Razumikhin-type theorem of the neutral stochastic functional differential equations with Markovian switching, and those without Markovian switching.
Local behavior of autonomous neutral functional differential equations.
Hale, J. K.
1972-01-01
Basic problems for a special class of neutral functional differential equations (NFDE) are formulated, and some contributions to a general qualitative theory in the neighborhood of an equilibrium point are indicated. The properties of a NFDE (G,f) are examined to determine in what sense these properties are insensitive to small changes in (G,f) in the topology G x F. The special class of equations that is introduced includes retarded functional differential equations and difference 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....
Bifurcation and stability for a nonlinear parabolic partial differential equation
Chafee, N.
1973-01-01
Theorems are developed to support bifurcation and stability of nonlinear parabolic partial differential equations in the solution of the asymptotic behavior of functions with certain specified properties.
Exact Solutions for Nonlinear Differential Difference Equations in Mathematical Physics
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Khaled A. Gepreel
2013-01-01
Full Text Available We modified the truncated expansion method to construct the exact solutions for some nonlinear differential difference equations in mathematical physics via the general lattice equation, the discrete nonlinear Schrodinger with a saturable nonlinearity, the quintic discrete nonlinear Schrodinger equation, and the relativistic Toda lattice system. Also, we put a rational solitary wave function method to find the rational solitary wave solutions for some nonlinear differential difference equations. The proposed methods are more effective and powerful to obtain the exact solutions for nonlinear difference differential equations.
A complex Noether approach for variational partial differential equations
Naz, R.; Mahomed, F. M.
2015-10-01
Scalar complex partial differential equations which admit variational formulations are studied. Such a complex partial differential equation, via a complex dependent variable, splits into a system of two real partial differential equations. The decomposition of the Lagrangian of the complex partial differential equation in the real domain is shown to yield two real Lagrangians for the split system. The complex Maxwellian distribution, transonic gas flow, Maxwellian tails, dissipative wave and Klein-Gordon equations are considered. The Noether symmetries and gauge terms of the split system that correspond to both the Lagrangians are constructed by the Noether approach. In the case of coupled split systems, the same Noether symmetries are obtained. The Noether symmetries for the uncoupled split systems are different. The conserved vectors of the split system which correspond to both the Lagrangians are compared to the split conserved vectors of the complex partial differential equation for the examples. The split conserved vectors of the complex partial differential equation are the same as the conserved vectors of the split system of real partial differential equations in the case of coupled systems. Moreover a Noether-like theorem for the split system is proved which provides the Noether-like conserved quantities of the split system from knowledge of the Noether-like operators. An interesting result on the split characteristics and the conservation laws is shown as well. The Noether symmetries and gauge terms of the Lagrangian of the split system with the split Noether-like operators and gauge terms of the Lagrangian of the given complex partial differential equation are compared. Folklore suggests that the split Noether-like operators of a Lagrangian of a complex Euler-Lagrange partial differential equation are symmetries of the Lagrangian of the split system of real partial differential equations. This is not the case. They are proved to be the same if the
Regularized Semiparametric Estimation for Ordinary Differential Equations.
Li, Yun; Zhu, Ji; Wang, Naisyin
2015-07-01
Ordinary differential equations (ODEs) are widely used in modeling dynamic systems and have ample applications in the fields of physics, engineering, economics and biological sciences. The ODE parameters often possess physiological meanings and can help scientists gain better understanding of the system. One key interest is thus to well estimate these parameters. Ideally, constant parameters are preferred due to their easy interpretation. In reality, however, constant parameters can be too restrictive such that even after incorporating error terms, there could still be unknown sources of disturbance that lead to poor agreement between observed data and the estimated ODE system. In this paper, we address this issue and accommodate short-term interferences by allowing parameters to vary with time. We propose a new regularized estimation procedure on the time-varying parameters of an ODE system so that these parameters could change with time during transitions but remain constants within stable stages. We found, through simulation studies, that the proposed method performs well and tends to have less variation in comparison to the non-regularized approach. On the theoretical front, we derive finite-sample estimation error bounds for the proposed method. Applications of the proposed method to modeling the hare-lynx relationship and the measles incidence dynamic in Ontario, Canada lead to satisfactory and meaningful results.
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.
Computation of hyperspherical Bessel functions
Tram, Thomas
2013-01-01
In this paper we present a fast and accurate numerical algorithm for the computation of hyperspherical Bessel functions of high order and real arguments. For the hyperspherical Bessel functions of closed type, no stable algorithm existed so far due to the lack of a backwards recurrence. All our algorithms are written in C and are publicly available, see the conclusion for web page.
A Method for Image Decontamination Based on Partial Differential Equation
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Hou Junping
2015-01-01
Full Text Available This paper will introduce the method to apply partial differential equations for the decontamination processing of images. It will establish continuous partial differential mathematical models for image information and use specific solving methods to conduct decontamination processing to images during the process of solving partial differential equations, such as image noise reduction, image denoising and image segmentation. This paper will study the uniqueness of solution for the partial differential equations and the monotonicity that functional constrain has on multipliers by making analysis of the ROF model in the partial differential mathematical model.
Directory of Open Access Journals (Sweden)
Ondřej Došlý
2012-01-01
Full Text Available We investigate transformations of the modified Riccati differential equation and the obtained results we apply in the investigation of oscillatory properties of perturbed half-linear Euler differential equation. A perturbation is also allowed in the differential term.
Stochastic partial differential equations in turbulence related problems
Chow, P.-L.
1978-01-01
The theory of stochastic partial differential equations (PDEs) and problems relating to turbulence are discussed by employing the theories of Brownian motion and diffusion in infinite dimensions, functional differential equations, and functional integration. Relevant results in probablistic analysis, especially Gaussian measures in function spaces and the theory of stochastic PDEs of Ito type, are taken into account. Linear stochastic PDEs are analyzed through linearized Navier-Stokes equations with a random forcing. Stochastic equations for waves in random media as well as model equations in turbulent transport theory are considered. Markovian models in fully developed turbulence are discussed from a stochastic equation viewpoint.
Calculation of similarity solutions of partial differential equations
Energy Technology Data Exchange (ETDEWEB)
Dresner, L.
1980-08-01
When a partial differential equation in two independent variables is invariant to a group G of stretching transformations, it has similarity solutions that can be found by solving an ordinary differential equation. Under broad conditions, this ordinary differential equation is also invariant to another stretching group G', related to G. The invariance of the ordinary differential equation to G' can be used to simplify its solution, particularly if it is of second order. Then a method of Lie's can be used to reduce it to a first-order equation, the study of which is greatly facilitated by analysis of its direction field. The method developed here is applied to three examples: Blasius's equation for boundary layer flow over a flat plate and two nonlinear diffusion equations, cc/sub t/ = c/sub zz/ and c/sub t/ = (cc/sub z/)/sub z/.
A Geometric Treatment of Implicit Differential-Algebraic Equations
Rabier, P. J.; Rheinboldt, W. C.
A differential-geometric approach for proving the existence and uniqueness of implicit differential-algebraic equations is presented. It provides for a significant improvement of an earlier theory developed by the authors as well as for a completely intrinsic definition of the index of such problems. The differential-algebraic equation is transformed into an explicit ordinary differential equation by a reduction process that can be abstractly defined for specific submanifolds of tangent bundles here called reducible π-submanifolds. Local existence and uniqueness results for differential-algebraic equations then follow directly from the final stage of this reduction by means of an application of the standard theory of ordinary differential equations.
Simple equation method for nonlinear partial differential equations and its applications
Directory of Open Access Journals (Sweden)
Taher A. Nofal
2016-04-01
Full Text Available In this article, we focus on the exact solution of the some nonlinear partial differential equations (NLPDEs such as, Kodomtsev–Petviashvili (KP equation, the (2 + 1-dimensional breaking soliton equation and the modified generalized Vakhnenko equation by using the simple equation method. In the simple equation method the trial condition is the Bernoulli equation or the Riccati equation. It has been shown that the method provides a powerful mathematical tool for solving nonlinear wave equations in mathematical physics and engineering problems.
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...
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...
Directory of Open Access Journals (Sweden)
Hossein Jafari
2016-04-01
Full Text Available The non-differentiable solution of the linear and non-linear partial differential equations on Cantor sets is implemented in this article. The reduced differential transform method is considered in the local fractional operator sense. The four illustrative examples are given to show the efficiency and accuracy features of the presented technique to solve local fractional partial differential equations.
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.
A note on the auxiliary equation method for solving nonlinear partial differential equations
Energy Technology Data Exchange (ETDEWEB)
Liu, Chunping [Institute of Mathematics, Yangzhou University, Yangzhou 225002 (China)]. E-mail: yzslcp@pub.yz.jsinfo.net; Liu, Xiaoping [Gaoyou Branch, Yangzhou Education College, Gaoyou 225600 (China)
2006-01-02
First, we pick up some solutions of an auxiliary ordinary differential equation, which were neglected by Sirendaoreji and Sun Jiong in the auxiliary equation method. Then, we give the classification of the solutions for the auxiliary ordinary differential equation depending on its three parameters. Finally, we consider the (2+1)-dimensional dispersive long wave equations and get its more exact solitary wave solutions and reveal the relation of the exact solitary wave solutions obtained by Sirendaoreji and Sun Jiong in their paper.
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…
Exact solutions for some nonlinear systems of partial differential equations
Energy Technology Data Exchange (ETDEWEB)
Darwish, A.A. [Department of Mathematics, Faculty of Science, Helwan University (Egypt)], E-mail: profdarwish@yahoo.com; Ramady, A. [Department of Mathematics, Faculty of Science, Beni-Suef University (Egypt)], E-mail: aramady@yahoo.com
2009-04-30
A direct and unified algebraic method for constructing multiple travelling wave solutions of nonlinear systems of partial differential equations (PDEs) is used and implemented in a computer algebraic system. New solutions for some nonlinear partial differential equations (NLPDEs) are obtained. Graphs of the solutions are displayed.
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.
Solving Fractional Partial Differential Equations with Corrected Fourier Series Method
Directory of Open Access Journals (Sweden)
Nor Hafizah Zainal
2014-01-01
Full Text Available The corrected Fourier series (CFS is proposed for solving partial differential equations (PDEs with fractional time derivative on a finite domain. In the previous work, we have been solving partial differential equations by using corrected Fourier series. The fractional derivatives are described in Riemann sense. Some numerical examples are presented to show the solutions.
Nonlinear eigenvalue approach to differential Riccati equations for contraction analysis
Kawano, Yu; Ohtsuka, Toshiyuki
2017-01-01
In this paper, we extend the eigenvalue method of the algebraic Riccati equation to the differential Riccati equation (DRE) in contraction analysis. One of the main results is showing that solutions to the DRE can be expressed as functions of nonlinear eigenvectors of the differential Hamiltonian ma
Analysis of Caputo impulsive fractional order differential equations with applications
Mahto, Lakshman; Favini, Angelo
2012-01-01
We use Sadavoskii's fixed point method to investigate the existence and uniqueness of solutions of Caputo impulsive fractional differential equations of order \\alpha between 0 and 1 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 complement the existing one.
Using StarLogo To Introduce Differential Equations.
Anderson, Philip; Seaquist, Carl R.
Massively parallel programming languages, like StarLogo, provide a rich environment for introducing differential equations to students with an unsophisticated mathematical background. This paper describes the basic software for stimulating and monitoring various population dynamics. Simple differential equations that describe the observed dynamics…
Differential equations and folding of $n$-mani-folds
Directory of Open Access Journals (Sweden)
I. Mousa
2005-09-01
Full Text Available In this paper we will describe some topological and geometric characters of $n$-manifold by using the properties of differential equations. The folding and unfolding of $n$-manifold into itself will be deduced from viewpoint of the differential equations.
Nonlinear partial differential equations: Integrability, geometry and related topics
Krasil'shchik, Joseph; Rubtsov, Volodya
2017-03-01
Geometry and Differential Equations became inextricably entwined during the last one hundred fifty years after S. Lie and F. Klein's fundamental insights. The two subjects go hand in hand and they mutually enrich each other, especially after the "Soliton Revolution" and the glorious streak of Symplectic and Poisson Geometry methods in the context of Integrability and Solvability problems for Non-linear Differential Equations.
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.
Reduced minimax filtering by means of differential-algebraic equations
Mallet, V.; Zhuk, S.
2011-01-01
A reduced minimax state estimation approach is proposed for high-dimensional models. It is based on the reduction of the ordinary differential equation with high state space dimension to the low-dimensional Differential-Algebraic Equation (DAE) and on the subsequent application of the minimax state
On Exact Controllability of First-Order Impulsive Differential Equations
Directory of Open Access Journals (Sweden)
Juan J. Nieto
2010-01-01
Full Text Available Many dynamical systems have an impulsive dynamical behavior due to abrupt changes at certain instants during the evolution process. The mathematical description of these phenomena leads to impulsive differential equations. In this work, we present some new results concerning the exact controllability of a nonlinear ordinary differential equation with impulses.
On the $psi$-dichotomy for homogeneous linear differential equations
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Pham Ngoc Boi
2006-03-01
Full Text Available In this article we present some conditions for the $psi$-dichotomy of the homogeneous linear differential equation $x'=A(tx$. Under our condition every $psi$-integrally bounded function $f$ the nonhomogeneous linear differential equation $x'=A(tx +f(t$ has at least one $psi$-bounded solution on $(0,+infty$.
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.
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.
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...
One Dimensional Quasi-Exactly Solvable Differential Equations
Fasihi, Mohammad A.
2006-01-01
In this paper by means of similarity transformation we find some one-dimensional quasi-exactly solvable differential equations and their related Hamiltonians which appear in physical problems. We have provided also two examples with application of these differential equations.
Numbers of Subnormal Solutions for Higher Order Periodic Differential Equations
Institute of Scientific and Technical Information of China (English)
Zong Xuan CHEN; Kwang Ho SHON
2011-01-01
In this paper,we estimate the number of subnormal solutions for higher order linear periodic differential equations,and estimate the growth of subnormal solutions and all other solutions.We also give a representation of subnormal solutions of a class of higher order linear periodic differential equations.
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.
A practical course in differential equations and mathematical modeling
Ibragimov , Nail H
2009-01-01
A Practical Course in Differential Equations and Mathematical Modelling is a unique blend of the traditional methods of ordinary and partial differential equations with Lie group analysis enriched by the author's own theoretical developments. The book which aims to present new mathematical curricula based on symmetry and invariance principles is tailored to develop analytic skills and working knowledge in both classical and Lie's methods for solving linear and nonlinear equations. This approach helps to make courses in differential equations, mathematical modelling, distributions and fundame
On the hierarchy of partially invariant submodels of differential equations
Golovin, Sergey V
2007-01-01
It is noticed, that partially invariant solution (PIS) of differential equations in many cases can be represented as an invariant reduction of some PIS of the higher rank. This introduce a hierarchic structure in the set of all PISs of a given system of differential equations. By using this structure one can significantly decrease an amount of calculations required in enumeration of all PISs for a given system of partially differential equations. An equivalence of the two-step and the direct ways of construction of PISs is proved. In this framework the complete classification of regular partially invariant solutions of ideal MHD equations is given.
On the hierarchy of partially invariant submodels of differential equations
Energy Technology Data Exchange (ETDEWEB)
Golovin, Sergey V [Lavrentyev Institute of Hydrodynamics SB RAS, Novosibirsk 630090 (Russian Federation)], E-mail: sergey@hydro.nsc.ru
2008-07-04
It is noted that the partially invariant solution (PIS) of differential equations in many cases can be represented as an invariant reduction of some PISs of the higher rank. This introduces a hierarchic structure in the set of all PISs of a given system of differential equations. An equivalence of the two-step and the direct ways of construction of PISs is proved. The hierarchy simplifies the process of enumeration and analysis of partially invariant submodels to the given system of differential equations. In this framework, the complete classification of regular partially invariant solutions of ideal MHD equations is given.
Operator splitting for partial differential equations with Burgers nonlinearity
Holden, Helge; Risebro, Nils Henrik
2011-01-01
We provide a new analytical approach to operator splitting for equations of the type $u_t=Au+u u_x$ where $A$ is a linear differential operator such that the equation is well-posed. Particular examples include the viscous Burgers' equation, the Korteweg-de Vries (KdV) equation, the Benney-Lin equation, and the Kawahara equation. We show that the Strang splitting method converges with the expected rate if the initial data are sufficiently regular. In particular, for the KdV equation we obtain second-order convergence in $H^r$ for initial data in $H^{r+5}$ with arbitrary $r\\ge 1$.
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...
The Radially Symmetric Euler Equations as an Exterior Differential System
Baty, Roy; Ramsey, Scott; Schmidt, Joseph
2016-11-01
This work develops the Euler equations as an exterior differential system in radially symmetric coordinates. The Euler equations are studied for unsteady, compressible, inviscid fluids in one-dimensional, converging flow fields with a general equation of state. The basic geometrical constructions (for example, the differential forms, tangent planes, jet space, and differential ideal) used to define and analyze differential equations as systems of exterior forms are reviewed and discussed for converging flows. Application of the Frobenius theorem to the question of the existence of solutions to radially symmetric converging flows is also reviewed and discussed. The exterior differential system is further applied to derive and analyze the general family of characteristic vector fields associated with the one-dimensional inviscid flow equations.
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.
Modified Chebyshev Collocation Method for Solving Differential Equations
Directory of Open Access Journals (Sweden)
M Ziaul Arif
2015-05-01
Full Text Available This paper presents derivation of alternative numerical scheme for solving differential equations, which is modified Chebyshev (Vieta-Lucas Polynomial collocation differentiation matrices. The Scheme of modified Chebyshev (Vieta-Lucas Polynomial collocation method is applied to both Ordinary Differential Equations (ODEs and Partial Differential Equations (PDEs cases. Finally, the performance of the proposed method is compared with finite difference method and the exact solution of the example. It is shown that modified Chebyshev collocation method more effective and accurate than FDM for some example given.
BOUNDARY VALUE PROBLEMS, PARTIAL DIFFERENTIAL EQUATIONS ), (* PARTIAL DIFFERENTIAL EQUATIONS , BOUNDARY VALUE PROBLEMS), (*NUMERICAL ANALYSIS, BOUNDARY VALUE PROBLEMS), FUNCTIONS(MATHEMATICS), DIFFERENCE EQUATIONS
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…
A Survey on Oscillation of Impulsive Ordinary Differential Equations
Directory of Open Access Journals (Sweden)
Fatma Karakoç
2010-01-01
Full Text Available This paper summarizes a series of results on the oscillation of impulsive ordinary differential equations. We consider linear, half-linear, super-half-linear, and nonlinear equations. Several oscillation criteria are given. The Sturmian comparison theory for linear and half linear equations is also included.
REDUCTION OF NONLINEAR PARTIAL DIFFERENTIAL EQUATION AND EXACT SOLUTIONS
Institute of Scientific and Technical Information of China (English)
YeCaier; PanZuliang
2003-01-01
Nonlinear partial differetial equation(NLPDE)is converted into ordinary differential equation(ODE)via a new ansatz.Using undetermined function method,the ODE obtained above is replaced by a set of algebraic equations which are solved out with the aid of Mathematica.The exact solutions and solitary solutions of NLPDE are obtained.
Hyperbolic function method for solving nonlinear differential-different equations
Institute of Scientific and Technical Information of China (English)
Zhu Jia-Min
2005-01-01
An algorithm is devised to obtained exact travelling wave solutions of differential-different equations by means of hyperbolic function. For illustration, we apply the method to solve the discrete nonlinear (2+1)-dimensional Toda lattice equation and the discretized nonlinear mKdV lattice equation, and successfully constructed some explicit and exact travelling wave solutions.
Stochastic nonlinear differential equation generating 1/f noise.
Kaulakys, B; Ruseckas, J
2004-08-01
Starting from the simple point process model of 1/f noise, we derive a stochastic nonlinear differential equation for the signal exhibiting 1/f noise, in any desirably wide range of frequency. A stochastic differential equation (the general Langevin equation with a multiplicative noise) that gives 1/f noise is derived. The solution of the equation exhibits the power-law distribution. The process with 1/f noise is demonstrated by the numerical solution of the derived equation with the appropriate restriction of the diffusion of the signal in some finite interval.
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
Impacts of noise on a class of partial differential equations
Lv, Guangying; Duan, Jinqiao
2015-03-01
This paper is concerned with effects of noise on the solutions of partial differential equations. We first provide a sufficient condition to ensure the existence of a unique positive solution for a class of stochastic partial differential equations. Then, we prove that noise could induce singularities (finite time blow up of solutions). Finally, we show that a stochastic Allen-Cahn equation does not have finite time singularities and the unique solution exists globally.
Density Tracking by Quadrature for Stochastic Differential Equations
Bhat, Harish S.; Madushani, R. W. M. A.
2016-01-01
We develop and analyze a method, density tracking by quadrature (DTQ), to compute the probability density function of the solution of a stochastic differential equation. The derivation of the method begins with the discretization in time of the stochastic differential equation, resulting in a discrete-time Markov chain with continuous state space. At each time step, the DTQ method applies quadrature to solve the Chapman-Kolmogorov equation for this Markov chain. In this paper, we focus on a p...
Algebraic and geometric structures of analytic partial differential equations
Kaptsov, O. V.
2016-11-01
We study the problem of the compatibility of nonlinear partial differential equations. We introduce the algebra of convergent power series, the module of derivations of this algebra, and the module of Pfaffian forms. Systems of differential equations are given by power series in the space of infinite jets. We develop a technique for studying the compatibility of differential systems analogous to the Gröbner bases. Using certain assumptions, we prove that compatible systems generate infinite manifolds.
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…
Effective action for stochastic partial differential equations
Energy Technology Data Exchange (ETDEWEB)
Hochberg, David [Laboratorio de Astrofisica Espacial y Fisica Fundamental, Apartado 50727, 28080 Madrid, (Spain); Centro de Astrobiologia, INTA, Carratera Ajalvir, Km. 4, 28850 Torrejon, Madrid, (Spain); Molina-Paris, Carmen [Theoretical Division, Los Alamos National Laboratory, Los Alamos, New Mexico 87545 (United States); Perez-Mercader, Juan [Laboratorio de Astrofisica Espacial y Fisica Fundamental, Apartado 50727, 28080 Madrid, (Spain); Visser, Matt [Physics Department, Washington University, Saint Louis, Missouri 63130-4899 (United States)
1999-12-01
Stochastic partial differential equations (SPDEs) are the basic tool for modeling systems where noise is important. SPDEs are used for models of turbulence, pattern formation, and the structural development of the universe itself. It is reasonably well known that certain SPDEs can be manipulated to be equivalent to (nonquantum) field theories that nevertheless exhibit deep and important relationships with quantum field theory. In this paper we systematically extend these ideas: We set up a functional integral formalism and demonstrate how to extract all the one-loop physics for an arbitrary SPDE subject to arbitrary Gaussian noise. It is extremely important to realize that Gaussian noise does not imply that the field variables undergo Gaussian fluctuations, and that these nonquantum field theories are fully interacting. The limitation to one loop is not as serious as might be supposed: Experience with quantum field theories (QFTs) has taught us that one-loop physics is often quite adequate to give a good description of the salient issues. The limitation to one loop does, however, offer marked technical advantages: Because at one loop almost any field theory can be rendered finite using zeta function technology, we can sidestep the complications inherent in the Martin-Siggia-Rose formalism (the SPDE analog of the Becchi-Rouet-Stora-Tyutin formalism used in QFT) and instead focus attention on a minimalist approach that uses only the physical fields (this ''direct approach'' is the SPDE analog of canonical quantization using physical fields). After setting up the general formalism for the characteristic functional (partition function), we show how to define the effective action to all loops, and then focus on the one-loop effective action and its specialization to constant fields: the effective potential. The physical interpretation of the effective action and effective potential for SPDEs is addressed and we show that key features carry over from
Effective action for stochastic partial differential equations.
Hochberg, D; Molina-París, C; Pérez-Mercader, J; Visser, M
1999-12-01
Stochastic partial differential equations (SPDEs) are the basic tool for modeling systems where noise is important. SPDEs are used for models of turbulence, pattern formation, and the structural development of the universe itself. It is reasonably well known that certain SPDEs can be manipulated to be equivalent to (nonquantum) field theories that nevertheless exhibit deep and important relationships with quantum field theory. In this paper we systematically extend these ideas: We set up a functional integral formalism and demonstrate how to extract all the one-loop physics for an arbitrary SPDE subject to arbitrary Gaussian noise. It is extremely important to realize that Gaussian noise does not imply that the field variables undergo Gaussian fluctuations, and that these nonquantum field theories are fully interacting. The limitation to one loop is not as serious as might be supposed: Experience with quantum field theories (QFTs) has taught us that one-loop physics is often quite adequate to give a good description of the salient issues. The limitation to one loop does, however, offer marked technical advantages: Because at one loop almost any field theory can be rendered finite using zeta function technology, we can sidestep the complications inherent in the Martin-Siggia-Rose formalism (the SPDE analog of the Becchi-Rouet-Stora-Tyutin formalism used in QFT) and instead focus attention on a minimalist approach that uses only the physical fields (this "direct approach" is the SPDE analog of canonical quantization using physical fields). After setting up the general formalism for the characteristic functional (partition function), we show how to define the effective action to all loops, and then focus on the one-loop effective action and its specialization to constant fields: the effective potential. The physical interpretation of the effective action and effective potential for SPDEs is addressed and we show that key features carry over from QFT to the case of
In-out intermittency in partial differential equation and ordinary differential equation models.
Covas, Eurico; Tavakol, Reza; Ashwin, Peter; Tworkowski, Andrew; Brooke, John M.
2001-06-01
We find concrete evidence for a recently discovered form of intermittency, referred to as in-out intermittency, in both partial differential equation (PDE) and ordinary differential equation (ODE) models of mean field dynamos. This type of intermittency [introduced in P. Ashwin, E. Covas, and R. Tavakol, Nonlinearity 9, 563 (1999)] occurs in systems with invariant submanifolds and, as opposed to on-off intermittency which can also occur in skew product systems, it requires an absence of skew product structure. By this we mean that the dynamics on the attractor intermittent to the invariant manifold cannot be expressed simply as the dynamics on the invariant subspace forcing the transverse dynamics; the transverse dynamics will alter that tangential to the invariant subspace when one is far enough away from the invariant manifold. Since general systems with invariant submanifolds are not likely to have skew product structure, this type of behavior may be of physical relevance in a variety of dynamical settings. The models employed here to demonstrate in-out intermittency are axisymmetric mean-field dynamo models which are often used to study the observed large-scale magnetic variability in the Sun and solar-type stars. The occurrence of this type of intermittency in such models may be of interest in understanding some aspects of such variabilities. (c) 2001 American Institute of Physics.
New exact solutions to some difference differential equations
Institute of Scientific and Technical Information of China (English)
Wang Zhen; Zhang Hong-Qing
2006-01-01
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.
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
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
Müller, Angelina; Wallrabe, Ulrike
2016-01-01
We present a ring aperture with independently switchable segments for the three-dimensional control of quasi propagation invariant beams. We demonstrate that our liquid crystal design concept preserves coherence and generates the Bessel beam structure.
Fan sub-equation method for Wick-type stochastic partial differential equations
Energy Technology Data Exchange (ETDEWEB)
Zhang Sheng, E-mail: zhshaeng@yahoo.com.c [Department of Mathematics, Bohai University, Jinzhou 121013 (China); School of Mathematical Sciences, Dalian University of Technology, Dalian 116024 (China); Zhang Hongqing [School of Mathematical Sciences, Dalian University of Technology, Dalian 116024 (China)
2010-09-13
An improved algorithm is devised for using Fan sub-equation method to solve Wick-type stochastic partial differential equations. Applying the improved algorithm to the Wick-type generalized stochastic KdV equation, we obtain more general Jacobi and Weierstrass elliptic function solutions, hyperbolic and trigonometric function solutions, exponential function solutions and rational solutions.
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.
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...
An Efficient Series Solution for Nonlinear Multiterm Fractional Differential Equations
Directory of Open Access Journals (Sweden)
Moh’d Khier Al-Srihin
2017-01-01
Full Text Available In this paper, we introduce an efficient series solution for a class of nonlinear multiterm fractional differential equations of Caputo type. The approach is a generalization to our recent work for single fractional differential equations. We extend the idea of the Taylor series expansion method to multiterm fractional differential equations, where we overcome the difficulty of computing iterated fractional derivatives, which are difficult to be computed in general. The terms of the series are obtained sequentially using a closed formula, where only integer derivatives have to be computed. Several examples are presented to illustrate the efficiency of the new approach and comparison with the Adomian decomposition method is performed.
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.
A New Approach for Solving Fractional Partial Differential Equations
Directory of Open Access Journals (Sweden)
Fanwei Meng
2013-01-01
Full Text Available We propose a new approach for solving fractional partial differential equations based on a nonlinear fractional complex transformation and the general Riccati equation and apply it to solve the nonlinear time fractional biological population model and the (4+1-dimensional space-time fractional Fokas equation. As a result, some new exact solutions for them are obtained. This approach can be suitable for solving fractional partial differential equations with more general forms than the method proposed by S. Zhang and H.-Q. Zhang (2011.
Discretization of partial differential equations preserving their physical symmetries
Energy Technology Data Exchange (ETDEWEB)
Valiquette, F; Winternitz, P [Centre de Recherches Mathematiques, Universite de Montreal, C.P. 6128, succ. Centre-ville, Montreal, QC, H3C 3J7 (Canada)
2005-11-11
A procedure for obtaining a 'minimal' discretization of a partial differential equation, preserving all of its Lie point symmetries, is presented. 'Minimal' in this case means that the differential equation is replaced by a partial difference scheme involving N difference equations, where N is the number of independent and dependent variables. We restrict ourselves to one scalar function of two independent variables. As examples, invariant discretizations of the heat, Burgers and Korteweg-de Vries equations are presented. Some exact solutions of the discrete schemes are obtained.
Lipschitz Regularity of Solutions for Mixed Integro-Differential Equations
Barles, Guy; Ciomaga, Adina; Imbert, Cyril
2011-01-01
We establish new Hoelder and Lipschitz estimates for viscosity solutions of a large class of elliptic and parabolic nonlinear integro-differential equations, by the classical Ishii-Lions's method. We thus extend the Hoelder regularity results recently obtained by Barles, Chasseigne and Imbert (2011). In addition, we deal with a new class of nonlocal equations that we term mixed integro-differential equations. These equations are particularly interesting, as they are degenerate both in the local and nonlocal term, but their overall behavior is driven by the local-nonlocal interaction, e.g. the fractional diffusion may give the ellipticity in one direction and the classical diffusion in the complementary one.
Differential geometric formulation of the Cauchy Navier equations
Schadt, Frank
2011-01-01
The paper presents a reformulation of some of the most basic entities and equations of linear elasticity - the stress and strain tensor, the Cauchy Navier equilibrium equations, material equations for linear isotropic bodies - in a modern differential geometric language using differential forms and lie derivatives. Similar steps have been done successfully in general relativity, quantum physics and electrodynamics and are of great use in those fields. In Elasticity Theory, however, such a modern differential geometric approach is much less common. Furthermore, existing reformulations demand a vast knowledge of differential geometry, including nonstandard entities such as vector valued differential forms and the like. This paper presents a less general but more easily accessible approach to using modern differential geometry in elasticity theory than those published up to now.
Darboux transformations and linear parabolic partial differential equations
Energy Technology Data Exchange (ETDEWEB)
Arrigo, Daniel J.; Hickling, Fred [Department of Mathematics, University of Central Arkansas, Conway, AR (United States)
2002-07-19
Solutions for a class of linear parabolic partial differential equation are provided. These solutions are obtained by first solving a system of (n+1) nonlinear partial differential equations. This system arises as the coefficients of a Darboux transformation and is equivalent to a matrix Burgers' equation. This matrix equation is solved using a generalized Hopf-Cole transformation. The solutions for the original equation are given in terms of solutions of the heat equation. These results are applied to the (1+1)-dimensional Schroedinger equation where all bound state solutions are obtained for a 2n-parameter family of potentials. As a special case, the solutions for integral members of the regular and modified Poeschl-Teller potentials are recovered. (author). Letter-to-the-editor.
The Pullback Equation for Differential Forms
Csató, Gyula
2012-01-01
An important question in geometry and analysis is to know when two k-forms f and g are equivalent through a change of variables. The problem is therefore to find a map I so that it satisfies the pullback equation: I *(g) = f. In more physical terms, the question under consideration can be seen as a problem of mass transportation. The problem has received considerable attention in the cases k = 2 and k = n, but much less when 3 ae k ae n-1. The present monograph provides the first comprehensive study of the equation. The work begins by recounting various properties of exterior forms and differe
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
Energy Technology Data Exchange (ETDEWEB)
Zhang, Sheng [Department of Mathematics, Bohai University, Jinzhou 121000 (China)]. E-mail: zhshaeng@yahoo.com.cn; Xia, Tiecheng [Department of Mathematics, Bohai University, Jinzhou 121000 (China); Department of Mathematics, Shanghai University, Shanghai 200444 (China)
2007-04-09
In this Letter, a generalized new auxiliary equation method is proposed for constructing more general exact solutions of nonlinear partial differential equations. With the aid of symbolic computation, we choose the combined KdV-mKdV equation and the (2+1)-dimensional asymmetric Nizhnik-Novikov-Vesselov equations to illustrate the validity and advantages of the method. As a result, many new and more general exact solutions are obtained.
Algebroid Solutions of Second Order Complex Differential Equations
Directory of Open Access Journals (Sweden)
Lingyun Gao
2014-01-01
Full Text Available Using value distribution theory and maximum modulus principle, the problem of the algebroid solutions of second order algebraic differential equation is investigated. Examples show that our results are sharp.
Lie symmetry analysis of some time fractional partial differential equations
El Kinani, E. H.; Ouhadan, A.
2015-04-01
This paper uses Lie symmetry analysis to reduce the number of independent variables of time fractional partial differential equations. Then symmetry properties have been employed to construct some exact solutions.
Numerical identifications of parameters in partial differential equations
Energy Technology Data Exchange (ETDEWEB)
Li Jingzhi; Zou Jun [Department of Mathematics, Chinese University of Hong Kong, Shatin, N. T., Hong Kong (China)
2005-01-01
In this paper, we will review some recent theoretical and algorithmic developments in parameter identifications in partial differential equations by our research group, focusing on such aspects as variational formulations, convergence analysis, choice strategies of regularization parameters and algorithmic implementations.
EXISTENCE OF GENERALIZED WEAKLYSOLUTIONS OF DIFFERENTIAL EQUATIONS IN PRODUCT SPACES
Institute of Scientific and Technical Information of China (English)
范进军
2004-01-01
In this paper, by using Lyapunov function and weak noncompactness conditions, we give an existence theorem of generalized weakly solutions of Cauchy problem of differential equations in product spaces.
Reflected Backward Stochastic Differential Equations Driven by Countable Brownian Motions
Directory of Open Access Journals (Sweden)
Pengju Duan
2013-01-01
Full Text Available This paper deals with a new class of reflected backward stochastic differential equations driven by countable Brownian motions. The existence and uniqueness of the RBSDEs are obtained via Snell envelope and fixed point theorem.
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...
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.
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.
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...
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.
On almost automorphic solutions of linear operational-differential equations
Directory of Open Access Journals (Sweden)
Gaston M. N'Guérékata
2004-01-01
Full Text Available We prove almost periodicity and almost automorphy of bounded solutions of linear differential equations x′(t=Ax(t+f(t for some class of linear operators acting in a Banach space.
Convergence to equilibria in scalar nonquasimonotone functional differential equations
Pituk, Mihály
We consider a class of scalar functional differential equations generating a strongly order preserving semiflow with respect to the exponential ordering introduced by Smith and Thieme. It is shown that the boundedness of all solutions and the stability properties of an equilibrium are exactly the same as for the ordinary differential equation which is obtained by "ignoring the delays". The result on the boundedness of the solutions, combined with a convergence theorem due to Smith and Thieme, leads to explicit necessary and sufficient conditions for the convergence of all solutions starting from a dense subset of initial data. Under stronger conditions, guaranteeing that the functional differential equation is asymptotically equivalent to a scalar ordinary differential equation, a similar result is proved for the convergence of all solutions.
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.
Large Deviations for Multi-valued Stochastic Differential Equations
Ren, Jiagang; Zhang, Xicheng
2009-01-01
We prove a large deviation principle of Freidlin-Wentzell's type for the multivalued stochastic differential equations with monotone drifts, which in particular contains a class of SDEs with reflection in a convex domain.
An oscillation criterion for inhomogeneous Stieltjes integro-differential equations
Directory of Open Access Journals (Sweden)
M. A. El-Sayed
1994-01-01
Full Text Available The aim of the paper is to give an oscillation theorem for inhomogeneous Stieltjes integro-differential equation of the form p(tx′+∫atx(sdσ=f(t. The paper generalizes the author's work [2].
Critical Point Theorems and Applications to Differential Equations
Institute of Scientific and Technical Information of China (English)
A. R. EL AMROUSS
2005-01-01
This paper contains a generalization of the well-known Palais-Smale and Cerami compactness conditions. The compactness condition introduced is used to prove some general existence theorems for critical points. Some applications are given to differential equations.
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.
BOUNDARY VALUE PROBLEM FOR SECOND ORDER IMPULSIVE DIFFERENTIAL EQUATION
Institute of Scientific and Technical Information of China (English)
无
2006-01-01
The author employs the method of upper and lower solutions together with the monotone iterative technique to obtain the existence theorem of minimal and maximal solutions for a boundary value problem of second order impulsive differential equation.
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.
OSCILLATION THEOREMS FOR SECOND ORDER QUASILINEAR PERTURBED DIFFERENTIAL EQUATIONS
Institute of Scientific and Technical Information of China (English)
无
2001-01-01
New oscillation criteria for the second order perturbed differential equation are presented. The special case of the results includes the corresponding results in previous papers,extends and unifies a number of known results.
A stochastic differential equation with a sticky point
Bass, Richard F.
2012-01-01
We consider a degenerate stochastic differential equation that has a sticky point in the Markov process sense. We prove that weak existence and weak uniqueness hold, but that pathwise uniqueness does not hold nor does a strong solution exist.
Uniqueness and existence results for ordinary differential equations
Cid, J. Angel; Heikkila, Seppo; Pouso, Rodrigo Lopez
2006-04-01
We establish some uniqueness and existence results for first-order ordinary differential equations with constant-signed discontinuous nonlinear parts. Several examples are given to illustrate the applicability of our work.
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.
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.
Boundary value problems for partial differential equations with exponential dichotomies
Laederich, Stephane
We are extending the notion of exponential dichotomies to partial differential evolution equations on the n-torus. This allows us to give some simple geometric criteria for the existence of solutions to certain nonlinear Dirichlet boundary value problems.
Lectures on the practical solution of differential equations
Energy Technology Data Exchange (ETDEWEB)
Dresner, L.
1979-11-01
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.
Variational integrators for nonvariational partial differential equations
Kraus, Michael; Maj, Omar
2015-08-01
Variational integrators for Lagrangian dynamical systems provide a systematic way to derive geometric numerical methods. These methods preserve a discrete multisymplectic form as well as momenta associated to symmetries of the Lagrangian via Noether's theorem. An inevitable prerequisite for the derivation of variational integrators is the existence of a variational formulation for the considered problem. Even though for a large class of systems this requirement is fulfilled, there are many interesting examples which do not belong to this class, e.g., equations of advection-diffusion type frequently encountered in fluid dynamics or plasma physics. On the other hand, it is always possible to embed an arbitrary dynamical system into a larger Lagrangian system using the method of formal (or adjoint) Lagrangians. We investigate the application of the variational integrator method to formal Lagrangians, and thereby extend the application domain of variational integrators to include potentially all dynamical systems. The theory is supported by physically relevant examples, such as the advection equation and the vorticity equation, and numerically verified. Remarkably, the integrator for the vorticity equation combines Arakawa's discretisation of the Poisson brackets with a symplectic time stepping scheme in a fully covariant way such that the discrete energy is exactly preserved. In the presentation of the results, we try to make the geometric framework of variational integrators accessible to non specialists.
Causal interpretation of stochastic differential equations
DEFF Research Database (Denmark)
Sokol, Alexander; Hansen, Niels Richard
2014-01-01
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....
Partial differential equations and calculus of variations
Leis, Rolf
1988-01-01
This volume contains 18 invited papers by members and guests of the former Sonderforschungsbereich in Bonn (SFB 72) who, over the years, collaborated on the research group "Solution of PDE's and Calculus of Variations". The emphasis is on existence and regularity results, on special equations of mathematical physics and on scattering theory.
Hadamard-type fractional differential equations, inclusions and inequalities
Ahmad, Bashir; Ntouyas, Sotiris K; Tariboon, Jessada
2017-01-01
This book focuses on the recent development of fractional differential equations, integro-differential equations, and inclusions and inequalities involving the Hadamard derivative and integral. Through a comprehensive study based in part on their recent research, the authors address the issues related to initial and boundary value problems involving Hadamard type differential equations and inclusions as well as their functional counterparts. The book covers fundamental concepts of multivalued analysis and introduces a new class of mixed initial value problems involving the Hadamard derivative and Riemann-Liouville fractional integrals. In later chapters, the authors discuss nonlinear Langevin equations as well as coupled systems of Langevin equations with fractional integral conditions. Focused and thorough, this book is a useful resource for readers and researchers interested in the area of fractional calculus.
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...
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.
Exact travelling wave solutions of nonlinear partial differential equations
Energy Technology Data Exchange (ETDEWEB)
Soliman, A.A. [Department of Mathematics, Faculty of Education (AL-Arish) Suez Canal University, AL-Arish 45111 (Egypt)]. E-mail: asoliman_99@yahoo.com; Abdou, M.A. [Theoretical Research Group, Department of Physics, Faculty of Science, Mansoura University, Mansoura 35516 (Egypt)]. E-mail: m_abdou_eg@yahoo.com
2007-04-15
An extended Fan-sub equation method is developed for searching exact travelling wave solutions of nonlinear partial differential equations. The key idea of this method is to take full advantage of the general elliptic equation, involving five parameters, which has more new solutions and whose degeneracies can lead to special sub equation involving three parameters. As an illustration of the extended Fan method, more new solutions are obtained for three models namely, generalized KdV, Drinfeld-Sokolov system and RLW equation.
Transport of intensity phase imaging using Bessel sources
Petruccelli, Jonathan C.; Chakraborty, Tonmoy
2016-05-01
Propagation-based phase contrast using the transport of intensity equation (TIE) allows rapid, deterministic phase retrieval from defocused images. For weakly attenuating objects, phase can be retrieved from a single image. However, the TIE suffers from significant low frequency artifacts due to enhancement of noise during phase retrieval. We demonstrate that by patterning the illumination source as approximately a modified Bessel function of the 2nd kind of zero order, quantitative phase can be imaged directly at the detector within a spatial frequency band. Outside of that band, Bessel sources still improve low frequency performance in phase retrieval.
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.
Coherence and Chaos in Integrable PDEs (Partial Differential Equations)
1991-03-01
01 Aug 88 to 30 Sep 9n 4. AMSUB"=S. PUNOUUS NU"蕁 COHERENCE AND CHAOS IN INTEGRABLE PDEs ( PARTIAL DIFFERENTIAL EQUATIONS ) AFOSR-83-0195 _61102F... Differential Equations , Parts 1 and 2; Lectures in Appl. Math. 23, edited by Basil Nicolaenko, Darrel Holm, and and J. Mac Hyman (American Mathematical...Coherent Structures, edited by David Campbell, Alan C. Newell, R. Schrieffer, and Harvey Segur, Physica 18D (1986). 4. Nonlinear Systems of Partial
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.
Wavelet operational matrix method for solving the Riccati differential equation
Li, Yuanlu; Sun, Ning; Zheng, Bochao; Wang, Qi; Zhang, Yingchao
2014-03-01
A Haar wavelet operational matrix method (HWOMM) was derived to solve the Riccati differential equations. As a result, the computation of the nonlinear term was simplified by using the Block pulse function to expand the Haar wavelet one. The proposed method can be used to solve not only the classical Riccati differential equations but also the fractional ones. The capability and the simplicity of the proposed method was demonstrated by some examples and comparison with other methods.
First integrals and stability of second-order differential equations
Institute of Scientific and Technical Information of China (English)
Xu Xue-Jun; Mei Feng-Xiang
2006-01-01
The stability of second-order differential equations is studied by using their integrals. A system of second-order differential equations can be considered as a mechanical system with holonomic constraints. A conserved quantity of the mechanical system or a part of the system is obtained by using the Noether theory. It is possible that the conserved quantity becomes a Liapunov function and the stability of the system is proved by the Liapunov theorem.
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.
Linear Quaternion Differential Equations: Basic Theory and Fundamental Results
Kou, Kit Ian; Xia, Yong-Hui
2015-01-01
Quaternion-valued differential equations (QDEs) is a new kind of differential equations which have many applications in physics and life sciences. The largest difference between QDEs and ODEs is the algebraic structure. On the non-commutativity of the quaternion algebra, the algebraic structure of the solutions to the QDEs is completely different from ODEs. It is actually a left- or right- free module, not a linear vector space. This paper establishes a systematic frame work for the theory of...
Rough differential equations driven by signals in Besov spaces
Prömel, David J.; Trabs, Mathias
2016-03-01
Rough differential equations are solved for signals in general Besov spaces unifying in particular the known results in Hölder and p-variation topology. To this end the paracontrolled distribution approach, which has been introduced by Gubinelli, Imkeller and Perkowski [24] to analyze singular stochastic PDEs, is extended from Hölder to Besov spaces. As an application we solve stochastic differential equations driven by random functions in Besov spaces and Gaussian processes in a pathwise sense.
Positive Stabilization of Linear Differential Algebraic Equation System
Directory of Open Access Journals (Sweden)
Muhafzan
2016-01-01
Full Text Available We study in this paper the existence of a feedback for linear differential algebraic equation system such that the closed-loop system is positive and stable. A necessary and sufficient condition for such existence has been established. This result can be used to detect the existence of a state feedback law that makes the linear differential algebraic equation system in closed loop positive and stable.
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.
Stability of a Neutral Stochastic Functional Differential Equations
Institute of Scientific and Technical Information of China (English)
LI Bi-wen
2005-01-01
Sufficient condition for stochastic unifrom stability of a neutral stochastic functional differential equation is given, especially, new techniques are developed to cope with the neutral delay case, we obtained the sufficient condition for asymptotic stabillty of neutral stochastic differential delay equations. Due to the new techniques developed in this paper, the results obtained are very general and useful. The theory developed here gives a unified treatment for various asymptotic estimates e.g. exponential and polynomial bounds.
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.
Simulation of Stochastic Partial Differential Equations and Stochastic Active Contours
Lang, Annika
2007-01-01
This thesis discusses several aspects of the simulation of stochastic partial differential equations. First, two fast algorithms for the approximation of infinite dimensional Gaussian random fields with given covariance are introduced. Later Hilbert space-valued Wiener processes are constructed out of these random fields. A short introduction to infinite-dimensional stochastic analysis and stochastic differential equations is given. Furthermore different definitions of numerical stability for...
Directory of Open Access Journals (Sweden)
Khaled A. Gepreel
2016-07-01
Full Text Available In this paper, we improve the extended trial equation method to construct the exact solutions for nonlinear coupled system of partial differential equations in mathematical physics. We use the extended trial equation method to find some different types of exact solutions such as the Jacobi elliptic function solutions, soliton solutions, trigonometric function solutions and rational, exact solutions to the nonlinear coupled Schrodinger Boussinesq equations when the balance number is a positive integer. The performance of this method is reliable, effective and powerful for solving more complicated nonlinear partial differential equations in mathematical physics. The balance number of this method is not constant as we have in other methods. This method allows us to construct many new types of exact solutions. By using the Maple software package we show that all obtained solutions satisfy the original partial differential equations.
Liouvillian propagators, Riccati equation and differential Galois theory
Acosta-Humánez, Primitivo; Suazo, Erwin
2013-11-01
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.
Bessel functions in mass action modeling of memories and remembrances
Energy Technology Data Exchange (ETDEWEB)
Freeman, Walter J. [Department of Molecular and Cell Biology, University of California, Berkeley, CA 94720-3206 (United States); Capolupo, Antonio [Dipartimento di Fisica, E.R. Caianiello Universitá di Salerno, and INFN Gruppo collegato di Salerno, Fisciano 84084 (Italy); Kozma, Robert [Department of Mathematics, Memphis University, Memphis, TN 38152 (United States); Olivares del Campo, Andrés [The Blackett Laboratory, Imperial College London, Prince Consort Road, London SW7 2BZ (United Kingdom); Vitiello, Giuseppe, E-mail: vitiello@sa.infn.it [Dipartimento di Fisica, E.R. Caianiello Universitá di Salerno, and INFN Gruppo collegato di Salerno, Fisciano 84084 (Italy)
2015-10-02
Data from experimental observations of a class of neurological processes (Freeman K-sets) present functional distribution reproducing Bessel function behavior. We model such processes with couples of damped/amplified oscillators which provide time dependent representation of Bessel equation. The root loci of poles and zeros conform to solutions of K-sets. Some light is shed on the problem of filling the gap between the cellular level dynamics and the brain functional activity. Breakdown of time-reversal symmetry is related with the cortex thermodynamic features. This provides a possible mechanism to deduce lifetime of recorded memory. - Highlights: • We consider data from observations of impulse responses of cortex to electric shocks. • These data are fitted by Bessel functions which may be represented by couples of damped/amplified oscillators. • We study the data by using couples of damped/amplified oscillators. • We discuss lifetime and other properties of the considered brain processes.
Euler-Chebyshev methods for integro-differential equations
Houwen, P.J. van der; Sommeijer, B.P.
1996-01-01
We construct and analyse explicit methods for solving initial value problems for systems of differential equations with expensive righthand side functions whose Jacobian has its stiff eigenvalues along the negative axis. Such equations arise after spatial discretization of parabolic integro-differen
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.
Generalized ordinary differential equations not absolutely continuous solutions
Kurzweil, Jaroslav
2012-01-01
This book provides a systematic treatment of the Volterra integral equation by means of a modern integration theory which extends considerably the field of differential equations. It contains many new concepts and results in the framework of a unifying theory. In particular, this new approach is suitable in situations where fast oscillations occur.
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.
Almost Automorphic Solutions to Abstract Fractional Differential Equations
Directory of Open Access Journals (Sweden)
Liang Jin
2010-01-01
Full Text Available A new and general existence and uniqueness theorem of almost automorphic solutions is obtained for the semilinear fractional differential equation , in complex Banach spaces, with Stepanov-like almost automorphic coefficients. Moreover, an application to a fractional relaxation-oscillation equation is given.
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.
Automated computational modelling for complicated partial differential equations
Ølgaard, K.B.
2013-01-01
In engineering, physical phenomena are often described mathematically by partial differential equations (PDEs), and a commonly used method to solve these equations is the finite element method (FEM). Implementing a solver based on this method for a given PDE in a computer program written in source c
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.
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 f...
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.
Stochastic Theories and Deterministic Differential Equations
Directory of Open Access Journals (Sweden)
John F. Moxnes
2010-01-01
Full Text Available We discuss the concept of “hydrodynamic” stochastic theory, which is not based on the traditional Markovian concept. A Wigner function developed for friction is used for the study of operators in quantum physics, and for the construction of a quantum equation with friction. We compare this theory with the quantum theory, the Liouville process, and the Ornstein-Uhlenbeck process. Analytical and numerical examples are presented and compared.
Stability analysis of linear multistep methods for delay differential equations
Directory of Open Access Journals (Sweden)
V. L. Bakke
1986-01-01
Full Text Available Stability properties of linear multistep methods for delay differential equations with respect to the test equation y′(t=ay(λt+by(t, t≥0,0<λ<1, are investigated. It is known that the solution of this equation is bounded if and only if |a|<−b and we examine whether this property is inherited by multistep methods with Lagrange interpolation and by parametrized Adams methods.
Logarithmic singularities of solutions to nonlinear partial differential equations
Tahara, Hidetoshi
2007-01-01
We construct a family of singular solutions to some nonlinear partial differential equations which have resonances in the sense of a paper due to T. Kobayashi. The leading term of a solution in our family contains a logarithm, possibly multiplied by a monomial. As an application, we study nonlinear wave equations with quadratic nonlinearities. The proof is by the reduction to a Fuchsian equation with singular coefficients.
Stability of the second order partial differential equations
Ghaemi MB; Cho YJ; Alizadeh B; Gordji M Eshaghi
2011-01-01
Abstract We say that a functional equation (ξ) is stable if any function g satisfying the functional equation (ξ) approximately is near to a true solution of (ξ). In this paper, by using Banach's contraction principle, we prove the stability of nonlinear partial differential equations of the following forms: y x ( x , t ) = f ( x , t , y ( x , t ) ) , a y x ( x , t ) + b y t ( x , t ) = f ( x , t , y ( x , t ) ) , p (...
Stability of a Certain Retard Functional Differential Equation
Institute of Scientific and Technical Information of China (English)
谷淑会; 高国柱
2003-01-01
The authors obtain some sufficient conditions for the stability of zero solutions to some types of the functional equation. (x)(t)+ p(t)-x(t)+q(t)x(t)+f (t, xt)=0 by transformations and the Liapunov's Second method. The obtained conclusions generalize some results of Stability of Equation (x)(t)+p(t)(x)(t)+q(t)x(t)=0 and Jack Hale in his paper of Theory of Functional Differential Equations.
Exp-function method for solving fractional partial differential equations.
Zheng, Bin
2013-01-01
We extend the Exp-function method to fractional partial differential equations in the sense of modified Riemann-Liouville derivative based on nonlinear fractional complex transformation. For illustrating the validity of this method, we apply it to the space-time fractional Fokas equation and the nonlinear fractional Sharma-Tasso-Olver (STO) equation. As a result, some new exact solutions for them are successfully established.
Symmetries of th-Order Approximate Stochastic Ordinary Differential Equations
Directory of Open Access Journals (Sweden)
E. Fredericks
2012-01-01
Full Text Available Symmetries of th-order approximate stochastic ordinary differential equations (SODEs are studied. The determining equations of these SODEs are derived in an Itô calculus context. These determining equations are not stochastic in nature. SODEs are normally used to model nature (e.g., earthquakes or for testing the safety and reliability of models in construction engineering when looking at the impact of random perturbations.
Linear and nonlinear degenerate abstract differential equations with small parameter
Shakhmurov, Veli B.
2016-01-01
The boundary value problems for linear and nonlinear regular degenerate abstract differential equations are studied. The equations have the principal variable coefficients and a small parameter. The linear problem is considered on a parameter-dependent domain (i.e., on a moving domain). The maximal regularity properties of linear problems and the optimal regularity of the nonlinear problem are obtained. In application, the well-posedness of the Cauchy problem for degenerate parabolic equation...
Klimsiak, Tomasz
2010-01-01
We prove that under natural assumptions on the data strong solutions in Sobolev spaces of semilinear parabolic equations in divergence form involving measure on the right-hand side may be represented by solutions of some generalized backward stochastic differential equations. As an application we provide stochastic representation of strong solutions of the obstacle problem be means of solutions of some reflected backward stochastic differential equations. To prove the latter result we use a stochastic homographic approximation for solutions of the reflected backward equation. The approximation may be viewed as a stochastic analogue of the homographic approximation for solutions to the obstacle problem.
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.
Lie symmetries and differential galois groups of linear equations
Oudshoorn, W.R.; Put, M. van der
2002-01-01
For a linear ordinary differential equation the Lie algebra of its infinitesimal Lie symmetries is compared with its differential Galois group. For this purpose an algebraic formulation of Lie symmetries is developed. It turns out that there is no direct relation between the two above objects. In co
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.
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
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.
New Ultraspherical Wavelets Spectral Solutions for Fractional Riccati Differential Equations
Directory of Open Access Journals (Sweden)
W. M. Abd-Elhameed
2014-01-01
Full Text Available We introduce two new spectral wavelets algorithms for solving linear and nonlinear fractional-order Riccati differential equation. The suggested algorithms are basically based on employing the ultraspherical wavelets together with the tau and collocation spectral methods. The main idea for obtaining spectral numerical solutions depends on converting the differential equation with its initial condition into a system of linear or nonlinear algebraic equations in the unknown expansion coefficients. For the sake of illustrating the efficiency and the applicability of our algorithms, some numerical examples including comparisons with some algorithms in the literature are presented.
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
Nonparaxial Bessel and Bessel-Gauss pincers light-sheets
Mitri, F. G.
2017-01-01
Nonparaxial optical Bessel and Bessel-Gauss pincers optical-sheets are introduced based upon the angular spectrum decomposition in plane waves. The angular spectrum function and the beam-shape coefficients are expressed by means of improper integrals computed numerically. The radiated component of the electric field is also evaluated, displaying unique features of the nonparaxial Bessel pincers light-sheets. This new type of auto-focusing light-sheets finds potential applications in the development of novel methods in optical light-sheet tweezers for particle manipulation in opto-fluidics, particle sizing and imaging. Numerical predictions for the scattering, radiation force and torque, and particle dynamics also benefit from the developed beam solution.
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.
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.
Directory of Open Access Journals (Sweden)
Xinzhi Liu
1998-01-01
Full Text Available This paper studies a class of high order delay partial differential equations. Employing high order delay differential inequalities, several oscillation criteria are established for such equations subject to two different boundary conditions. Two examples are also given.
Extension of Oppenheim's Problem to Bessel Functions
Directory of Open Access Journals (Sweden)
Zhu Ling
2007-01-01
Full Text Available Our aim is to extend some trigonometric inequalities to Bessel functions. Moreover, we deduce the hyperbolic analogue of these trigonometric inequalities, and we extend these inequalities to modified Bessel functions.
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.
Computational uncertainty principle in nonlinear ordinary differential equations
Institute of Scientific and Technical Information of China (English)
LI; Jianping
2001-01-01
［1］Li Jianping, Zeng Qingcun, Chou Jifan, Computational Uncertainty Principle in Nonlinear Ordinary Differential Equations I. Numerical Results, Science in China, Ser. E, 2000, 43(5): 449［2］Henrici, P., Discrete Variable Methods in Ordinary Differential Equations, New York: John Wiley, 1962, 1; 187.［3］Henrici, P., Error Propagation for Difference Methods, New York: John Whiley, 1963.［4］Gear, C. W., Numerical Initial Value Problems in Ordinary Differential Equations, Englewood Cliffs, NJ: Prentice-Hall, 1971, 1; 72.［5］Hairer, E., Nrsett, S. P., Wanner, G., Solving Ordinary Differential Equations I. Nonstiff Problems, 2nd ed., Berlin-Heidelberg-New York: Springer-Verlag, 1993, 130.［6］Stoer, J., Bulirsch, R., Introduction to Numerical Analysis, 2nd ed., Vol. 1, Berlin-Heidelberg-New York: Springer-Verlag (reprinted in China by Beijing Wold Publishing Corporation), 1998, 428.［7］Li Qingyang, Numerical Methods in Ordinary Differential Equations (Stiff Problems and Boundary Value Problems), in Chinese Beijing: Higher Education Press, 1991, 1.［8］Li Ronghua, Weng Guochen, Numerical Methods in Differential Equations (in Chinese), 3rd ed., Beijing: Higher Education Press, 1996, 1.［9］Dahlquist, G., Convergence and stability in the numerical integration of ordinary differential equations, Math. Scandinavica, 1956, 4: 33.［10］Dahlquist, G., 33 years of numerical instability, Part I, BIT, 1985, 25: 188.［11］Heisenberg, W., The Physical Principles of Quantum Theory, Chicago: University of Chicago Press, 1930.［12］McMurry, S. M., Quantum Mechanics, London: Addison-Wesley Longman Ltd (reprined in China by Beijing World Publishing Corporation), 1998.
A Collocation Method for Solving Fractional Riccati Differential Equation
Directory of Open Access Journals (Sweden)
Yalçın Öztürk
2013-01-01
Full Text Available We have introduced a Taylor collocation method, which is based on collocation method for solving fractional Riccati differential equation with delay term. This method is based on first taking the truncated Taylor expansions of the solution function in the fractional Riccati differential equation and then substituting their matrix forms into the equation. Using collocation points, we have the system of nonlinear algebraic equation. Then, we solve the system of nonlinear algebraic equation using Maple 13, and we have the coefficients of the truncated Taylor sum. In addition, illustrative examples are presented to demonstrate the effectiveness of the proposed method. Comparing the methodology with some known techniques shows that the present approach is relatively easy and highly accurate.
Differential equations and integrable models the $SU(3)$ case
Dorey, P; Dorey, Patrick; Tateo, Roberto
2000-01-01
We exhibit a relationship between the massless $a_2^{(2)}$ integrable quantum field theory and a certain third-order ordinary differential equation, thereby extending a recent result connecting the massless sine-Gordon model to the Schrödinger equation. This forms part of a more general correspondence involving $A_2$-related Bethe ansatz systems and third-order differential equations. A non-linear integral equation for the generalised spectral problem is derived, and some numerical checks are performed. Duality properties are discussed, and a simple variant of the nonlinear equation is suggested as a candidate to describe the finite volume ground state energies of minimal conformal field theories perturbed by the operators $\\phi_{12}$, $\\phi_{21}$ and $\\phi_{15}$. This is checked against previous results obtained using the thermodynamic Bethe ansatz.
Feng, Qing-Hua
2014-08-01
In this paper, a new fractional projective Riccati equation method is proposed to establish exact solutions for fractional partial differential equations in the sense of modified Riemann—Liouville derivative. This method can be seen as the fractional version of the known projective Riccati equation method. For illustrating the validity of this method, we apply this method to solve the space-time fractional Whitham—Broer—Kaup (WBK) equations and the nonlinear fractional Sharma—Tasso—Olever (STO) equation, and as a result, some new exact solutions for them are obtained.
Energy Technology Data Exchange (ETDEWEB)
Mancas, Stefan C. [Department of Mathematics, Embry–Riddle Aeronautical University, Daytona Beach, FL 32114-3900 (United States); Rosu, Haret C., E-mail: hcr@ipicyt.edu.mx [IPICYT, Instituto Potosino de Investigacion Cientifica y Tecnologica, Apdo Postal 3-74 Tangamanga, 78231 San Luis Potosí, SLP (Mexico)
2013-09-02
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.
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.
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.
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.
Farshid Mirzaee; Mohammad Komak Yari
2016-01-01
In this paper, we introduce three-dimensional fuzzy differential transform method and we utilize it to solve fuzzy partial differential equations. This technique is a successful method because of reducing such problems to solve a system of algebraic equations; so, the problem can be solved directly. A considerable advantage of this method is to obtain the analytical solutions if the equation has an exact solution that is a polynomial function. Numerical examples are included to demonstrate th...
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.
Kleinert, H.; Zatloukal, V.
2015-01-01
The statistics of rare events, the so-called black-swan events, is governed by non-Gaussian distributions with heavy power-like tails. We calculate the Green functions of the associated Fokker-Planck equations and solve the related stochastic differential equations. We also discuss the subject in the framework of path integration.
Solution of partial differential equations using a gridless method
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Syms, G.F. [National Research Council of Canada, Inst. for Aerospace Research, Ottawa, Ontario (Canada)]. E-mail: Jerry.Syms@nrc-cnrc.gc.ca
2004-07-01
A set of algorithms to solve linear and nonlinear partial differential evolution equations in one dimension using a gridless method was developed. The potential flexibility of the method is connected to the fact that the points in the grid are not. In the gridless method, the spatial derivatives are computed from the analytic differentiation of a local approximation to the function while the temporal integration is carried out using standard ordinary differential equation techniques. Clouds of points were used to determine the local function approximation. Two sets of basis functions were implemented: ordinary polynomials, x{sup j}, and focus-centred polynomials, (x - x{sup (i)}){sup j}. Overdetermined matrix systems defining the polynomial coefficients were solved through a linear least-squares procedure using either the normal equations or orthogonal triangulation. It was found that the choice of the basis functions and solution procedure could greatly affect the matrix condition number and thus the accuracy of the function reconstruction. The ability of the gridless method to solve partial differential equations was demonstrated by applying the method to the linear convection-diffusion equation and the nonlinear Burger's equation. The stability of the method was found to be negatively affected when reconstructions from over-determined systems were used. (author)
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.
Maximal inequalities for bessel processes
Directory of Open Access Journals (Sweden)
Graversen SE
1998-01-01
Full Text Available It is proved that the uniform law of large numbers (over a random parameter set for the -dimensional ( Bessel process started at 0 is valid: for all stopping times for . The rate obtained (on the right-hand side is shown to be the best possible. The following inequality is gained as a consequence: for all stopping times for , where the constant satisfies as . This answers a question raised in [4]. The method of proof relies upon representing the Bessel process as a time changed geometric Brownian motion. The main emphasis of the paper is on the method of proof and on the simplicity of solution.
Fractional Calculus: Integral and Differential Equations of Fractional Order
Gorenflo, Rudolf
2008-01-01
We introduce the linear operators of fractional integration and fractional differentiation in the framework of the Riemann-Liouville fractional calculus. Particular attention is devoted to the technique of Laplace transforms for treating these operators in a way accessible to applied scientists, avoiding unproductive generalities and excessive mathematical rigor. By applying this technique we shall derive the analytical solutions of the most simple linear integral and differential equations of fractional order. We show the fundamental role of the Mittag-Leffler function, whose properties are reported in an ad hoc Appendix. The topics discussed here will be: (a) essentials of Riemann-Liouville fractional calculus with basic formulas of Laplace transforms, (b) Abel type integral equations of first and second kind, (c) relaxation and oscillation type differential equations of fractional order.
Numerical diagnostics of solution blowup in differential equations
Belov, A. A.
2017-01-01
New simple and robust methods have been proposed for detecting poles, logarithmic poles, and mixed-type singularities in systems of ordinary differential equations. The methods produce characteristics of these singularities with a posteriori asymptotically precise error estimates. This approach is applicable to an arbitrary parametrization of integral curves, including the arc length parametrization, which is optimal for stiff and ill-conditioned problems. The method can be used to detect solution blowup for a broad class of important nonlinear partial differential equations, since they can be reduced to huge-order systems of ordinary differential equations by applying the method of lines. The method is superior in robustness and simplicity to previously known methods.
Entropy and convexity for nonlinear partial differential equations.
Ball, John M; Chen, Gui-Qiang G
2013-12-28
Partial differential equations are ubiquitous in almost all applications of mathematics, where they provide a natural mathematical description of many phenomena involving change in physical, chemical, biological and social processes. The concept of entropy originated in thermodynamics and statistical physics during the nineteenth century to describe the heat exchanges that occur in the thermal processes in a thermodynamic system, while the original notion of convexity is for sets and functions in mathematics. Since then, entropy and convexity have become two of the most important concepts in mathematics. In particular, nonlinear methods via entropy and convexity have been playing an increasingly important role in the analysis of nonlinear partial differential equations in recent decades. This opening article of the Theme Issue is intended to provide an introduction to entropy, convexity and related nonlinear methods for the analysis of nonlinear partial differential equations. We also provide a brief discussion about the content and contributions of the papers that make up this Theme Issue.
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.
On Differential Equations Describing 3-Dimensional Hyperbolic Spaces
Institute of Scientific and Technical Information of China (English)
WU Jun-Yi; DING Qing; Keti Tenenblat
2006-01-01
In this paper, we introduce the notion of a (2+1)-dimensional differential equation describing threedimensional hyperbolic spaces (3-h.s.). The (2+1)-dimensional coupled nonlinear Schrodinger equation and its sister equation, the (2+1)-dimensional coupled derivative nonlinear Schrodinger equation, are shown to describe 3-h.s. The (2+1)-dimensional generalized HF model: St = (1/2i [S, Sy] + 2iσS)x, σx = 1-4itr(SSxSy), in which S ∈ GLC(2)/GLC(1)×GLC(1),provides another example of (2+1)-dimensional differential equations describing 3-h.s. As a direct consequence, the geometric construction of an infinite number of conservation laws of such equations is illustrated. Furthermore we display a new infinite number of conservation laws of the (2+1)-dimensional nonlinear Schrodinger equation and the (2+1)odimensional derivative nonlinear Schrodinger equation by a geometric way.
Energy Technology Data Exchange (ETDEWEB)
Paul, Wolfgang; Koeppe, Jeanette [Institut fuer Physik, Martin Luther Universitaet, 06099 Halle (Germany); Grecksch, Wilfried [Institut fuer Mathematik, Martin Luther Universitaet, 06099 Halle (Germany)
2016-07-01
The standard approach to solve a non-relativistic quantum problem is through analytical or numerical solution of the Schroedinger equation. We show a way to go around it. This way is based on the derivation of the Schroedinger equation from conservative diffusion processes and the establishment of (several) stochastic variational principles leading to the Schroedinger equation under the assumption of a kinematics described by Nelson's diffusion processes. Mathematically, the variational principle can be considered as a stochastic optimal control problem linked to the forward-backward stochastic differential equations of Nelson's stochastic mechanics. The Hamilton-Jacobi-Bellmann equation of this control problem is the Schroedinger equation. We present the mathematical background and how to turn it into a numerical scheme for analyzing a quantum system without using the Schroedinger equation and exemplify the approach for a simple 1d problem.
Stability of solutions to stochastic partial differential equations
Gess, Benjamin; Tölle, Jonas M.
2016-03-01
We provide a general framework for the stability of solutions to stochastic partial differential equations with respect to perturbations of the drift. More precisely, we consider stochastic partial differential equations with drift given as the subdifferential of a convex function and prove continuous dependence of the solutions with regard to random Mosco convergence of the convex potentials. In particular, we identify the concept of stochastic variational inequalities (SVI) as a well-suited framework to study such stability properties. The generality of the developed framework is then laid out by deducing Trotter type and homogenization results for stochastic fast diffusion and stochastic singular p-Laplace equations. In addition, we provide an SVI treatment for stochastic nonlocal p-Laplace equations and prove their convergence to the respective local models.
Numerical Stability Test of Neutral Delay Differential Equations
Directory of Open Access Journals (Sweden)
Z. H. Wang
2008-01-01
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.
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.
Optimal Variational Asymptotic Method for Nonlinear Fractional Partial Differential Equations.
Baranwal, Vipul K; Pandey, Ram K; Singh, Om P
2014-01-01
We propose optimal variational asymptotic method to solve time fractional nonlinear partial differential equations. In the proposed method, an arbitrary number of auxiliary parameters γ 0, γ 1, γ 2,… and auxiliary functions H 0(x), H 1(x), H 2(x),… are introduced in the correction functional of the standard variational iteration method. The optimal values of these parameters are obtained by minimizing the square residual error. To test the method, we apply it to solve two important classes of nonlinear partial differential equations: (1) the fractional advection-diffusion equation with nonlinear source term and (2) the fractional Swift-Hohenberg equation. Only few iterations are required to achieve fairly accurate solutions of both the first and second problems.
The multicomponent KP hierarchy: differential Fay identities and Lax equations
Teo, Lee Peng
2011-06-01
In this paper, we show that four sets of differential Fay identities of an N-component KP hierarchy derived from the bilinear relation satisfied by the tau function of the hierarchy are sufficient to derive the auxiliary linear equations for the wavefunctions. From this, we derive the Lax representation for the N-component KP hierarchy, which are equations satisfied by some pseudo-differential operators with matrix coefficients. Besides the Lax equations with respect to the time variables proposed in Date et al (1981 J. Phys. Soc. Japan 50 3806-12), we also obtain a set of equations relating different charge sectors, which can be considered as a generalization of the modified KP hierarchy proposed in Takebe (2002 Lett. Math. Phys. 59 157-72).
Kiryakova, Virginia S.
2012-11-01
The Laplace Transform (LT) serves as a basis of the Operational Calculus (OC), widely explored by engineers and applied scientists in solving mathematical models for their practical needs. This transform is closely related to the exponential and trigonometric functions (exp, cos, sin) and to the classical differentiation and integration operators, reducing them to simple algebraic operations. Thus, the classical LT and the OC give useful tool to handle differential equations and systems with constant coefficients. Several generalizations of the LT have been introduced to allow solving, in a similar way, of differential equations with variable coefficients and of higher integer orders, as well as of fractional (arbitrary non-integer) orders. Note that fractional order mathematical models are recently widely used to describe better various systems and phenomena of the real world. This paper surveys briefly some of our results on classes of such integral transforms, that can be obtained from the LT by means of "transmutations" which are operators of the generalized fractional calculus (GFC). On the list of these Laplace-type integral transforms, we consider the Borel-Dzrbashjan, Meijer, Krätzel, Obrechkoff, generalized Obrechkoff (multi-index Borel-Dzrbashjan) transforms, etc. All of them are G- and H-integral transforms of convolutional type, having as kernels Meijer's G- or Fox's H-functions. Besides, some special functions (also being G- and H-functions), among them - the generalized Bessel-type and Mittag-Leffler (M-L) type functions, are generating Gel'fond-Leontiev (G-L) operators of generalized differentiation and integration, which happen to be also operators of GFC. Our integral transforms have operational properties analogous to those of the LT - they do algebrize the G-L generalized integrations and differentiations, and thus can serve for solving wide classes of differential equations with variable coefficients of arbitrary, including non-integer order
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, ...
Inverse Coefficient Problems for Nonlinear Parabolic Differential Equations
Institute of Scientific and Technical Information of China (English)
Yun Hua OU; Alemdar HASANOV; Zhen Hai LIU
2008-01-01
This paper is devoted to a class of inverse problems for a nonlinear parabolic differential equation.The unknown coefficient of the equation depends on the gradient of the solution and belongs to a set of admissible coefficients.It is proved that the convergence of solutions for the corresponding direct problems continuously depends on the coefficient convergence.Based on this result the existence of a quasisolution of the inverse problem is obtained in the appropriate class of admissible coefficients.
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.
Almost Automorphic Solutions to Abstract Fractional Differential Equations
Directory of Open Access Journals (Sweden)
Ti-Jun Xiao
2010-01-01
Full Text Available A new and general existence and uniqueness theorem of almost automorphic solutions is obtained for the semilinear fractional differential equation Dtαu(t=Au(t+Dtα−1f(t,u(t (1<α<2, in complex Banach spaces, with Stepanov-like almost automorphic coefficients. Moreover, an application to a fractional relaxation-oscillation equation is given.
Solving ordinary differential equations with range conditions. Applications
Castillo Ron, Enrique; Conejo Navarro, Antonio Jesús; Castillo Sánchez, María del Carmen; Mínguez Solana, Roberto
2006-01-01
This paper introduces the problem of solving ordinary differential equations with extra linear conditions written in terms of ranges, and deals with the corresponding existence and uniqueness problems. Some methods for analyzing the existence of solutions and obtaining the set of all solutions, based on the theory of cones and polyhedra, are given. These solutions are found by first converting the problem to a system of linear algebraic equations and then applying the corresponding well-known...
All Meromorphic Solutions of Some Algebraic Differential Equations
Institute of Scientific and Technical Information of China (English)
Wenjun Yuan; Zifeng Huang; Jinchun Lai; Jianming Qi
2014-01-01
In this article, we introduce some results with respect to the integrality and exact solutions of some 2nd order algebraic DEs. We obtain the sufficient and neces-sary conditions of integrable and the general meromorphic solutions of these equa-tions by the complex method, which improves the corresponding results obtained by many authors. Our results show that the complex method provides a powerful math-ematical tool for solving a large number of nonlinear partial differential equations in mathematical physics.
Difference equations versus differential equations, a possible equivalence for the Rössler system?
Letellier, Christophe; Elaydi, Saber; Aguirre, Luis A.; Alaoui, Aziz
2004-08-01
When a set of nonlinear differential equations is investigated, most of time there is no analytical solution and only numerical integration techniques can provide accurate numerical solutions. In a general way the process of numerical integration is the replacement of a set of differential equations with a continuous dependence on the time by a model for which the time variable is discrete. In numerical investigations a fourth-order Runge-Kutta integration scheme is usually sufficient. Nevertheless, sometimes a set of difference equations may be required and, in this case, standard schemes like the forward Euler, backward Euler or central difference schemes are used. The major problem encountered with these schemes is that they offer numerical solutions equivalent to those of the set of differential equations only for sufficiently small integration time steps. In some cases, it may be of interest to obtain difference equations with the same type of solutions as for the differential equations but with significantly large time steps. Nonstandard schemes as introduced by Mickens [Nonstandard Finite Difference Models of Differential Equations, World Scientific, 1994] allow to obtain more robust difference equations. In this paper, using such nonstandard scheme, we propose some difference equations as discrete analogues of the Rössler system for which it is shown that the dynamics is less dependent on the time step size than when a nonstandard scheme is used. In particular, it has been observed that the solutions to the discrete models are topologically equivalent to the solutions to the Rössler system as long as the time step is less than the threshold value associated with the Nyquist criterion.
On hyperbolic Bessel processes and beyond
Wisniewolski, Maciej
2011-01-01
We investigate distributions of hyperbolic Bessel processes. We find links between the hyperbolic cosinus of the hyperbolic Bessel processes and the functionals of geometric Brownian motion. We present an explicit formula of Laplace transform of hyperbolic cosinus of hyperbolic Bessel processes and some interesting different probabilistic representations of this Laplace transform. We express the one-dimensional distribution of hyperbolic Bessel process in terms of other, known and independent processes. We present some applications including a new proof of Bougerol's identity and it's generalization. We characterize the distribution of the process being hyperbolic sinus of hyperbolic Bessel processes.
Forward-backward stochastic differential equations and their applications
Ma, Jin
2007-01-01
This volume is a survey/monograph on the recently developed theory of forward-backward stochastic differential equations (FBSDEs). Basic techniques such as the method of optimal control, the "Four Step Scheme", and the method of continuation are presented in full. Related topics such as backward stochastic PDEs and many applications of FBSDEs are also discussed in detail. The volume is suitable for readers with basic knowledge of stochastic differential equations, and some exposure to the stochastic control theory and PDEs. It can be used for researchers and/or senior graduate students in the areas of probability, control theory, mathematical finance, and other related fields.
Minimal parameter solution of the quaternion differential equation
Liu, Ruihua
2005-11-01
The efficiently calculate of the attitude matrix is an important subject in the Strap-down Inertial Navigation System (SINS), because the precision of its solution directly effects on the system performance. A new method of 3rd order minimal parameter solution for the orthogonal matrix differential equation is used to solve the quaternion differential equation of SINS in this paper, and the numerical simulation is done as well. From the simulation result, we can see that when the new algorithm is used, the precision of the solved attitude angles is two orders higher than the classical method, and the floating-point operations is only abort half of the old one.
Involutive characteristic sets of algebraic partial differential equation systems
Institute of Scientific and Technical Information of China (English)
陈玉福; 高小山
2003-01-01
This paper presents an algorithm to reduce a nonlinear algebraic partial differential equation system into the involutive characteristic set with respect to an abstract involutive prolongation direction, which covers the existing algorithms based on Riquier method, Thomas method, and Pommaret method. It also provides new algorithms for computing involutive characteristic sets due to the existence of new involutive directions. Experiments show that these new algorithms may be used to significantly reduce the computational steps in Wu-Ritt's characteristic set method for algebraic partial differential equations.
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.
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
Extremal eigenvalues of measure differential equations with fixed variation
Institute of Scientific and Technical Information of China (English)
无
2010-01-01
In this paper we will study eigenvalues of measure differential equations which are motivated by physical problems when physical quantities are not absolutely continuous.By taking Neumann eigenvalues of measure differential equations as an example,we will show how the extremal problems can be completely solved by exploiting the continuity results of eigenvalues in weak* topology of measures and the Lagrange multiplier rule for nonsmooth functionals.These results can give another explanation for extremal eigenvalues of SturmLiouville operators with integrable potentials.
Infinite System of Differential Equations in Some Spaces
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M. Mursaleen
2012-01-01
Full Text Available The first measure of noncompactness was defined by Kuratowski in 1930 and later the Hausdorff measure of noncompactness was introduced in 1957 by Goldenštein et al. These measures of noncompactness have various applications in several areas of analysis, for example, in operator theory, fixed point theory, and in differential and integral equations. In particular, the Hausdorff measure of noncompactness has been extensively used in the characterizations of compact operators between the infinite-dimensional Banach spaces. In this paper, we present a brief survey on the applications of measures of noncompactness to the theory of infinite system of differential equations in some spaces and .
Lectures on the theory of group properties of differential equations
Ovsyannikov, LV
2013-01-01
These lecturers provide a clear introduction to Lie group methods for determining and using symmetries of differential equations, a variety of their applications in gas dynamics and other nonlinear models as well as the author's remarkable contribution to this classical subject. It contains material that is useful for students and teachers but cannot be found in modern texts. For example, the theory of partially invariant solutions developed by Ovsyannikov provides a powerful tool for solving systems of nonlinear differential equations and investigating complicated mathematical models. Readers
GHM method for obtaining rationalsolutions of nonlinear differential equations.
Vazquez-Leal, Hector; Sarmiento-Reyes, Arturo
2015-01-01
In this paper, we propose the application of the general homotopy method (GHM) to obtain rational solutions of nonlinear differential equations. It delivers a high precision representation of the nonlinear differential equation using a few linear algebraic terms. In order to assess the benefits of this proposal, three nonlinear problems are solved and compared against other semi-analytic methods or numerical methods. The obtained results show that GHM is a powerful tool, capable to generate highly accurate rational solutions. AMS subject classification 34L30.
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.
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.
On fractional partial differential equations related to quantum mechanics
Energy Technology Data Exchange (ETDEWEB)
Purohit, S D [Department of Basic-Sciences (Mathematics), College of Technology and Engineering, M.P. University of Agriculture and Technology, Udaipur-313001 (India); Kalla, S L, E-mail: sunil_a_purohit@yahoo.com, E-mail: shyamkalla@gmail.com [Institute of Mathematics, VIHE, 15 B, Pal-Link Road, Jodhpur-342008 (India)
2011-01-28
In this paper, we investigate the solutions of generalized fractional partial differential equations involving the Caputo time-fractional derivative and the Liouville space-fractional derivatives. The solutions of these equations are obtained by employing the joint Laplace and Fourier transforms. Several special cases as solutions of one-dimensional non-homogeneous fractional equations occurring in quantum mechanics are presented in the concluding section. The results given earlier by Debnath (2003 Fract. Calc. Appl. Anal. 6 119-55), Saxena et al (2010 Appl. Math. Comput. 216 1412-7) and Pagnini and Mainardi (2010 J. Comput. Appl. Math. 233 1590-5) follow as special cases of our findings.
On fractional partial differential equations related to quantum mechanics
Purohit, S. D.; Kalla, S. L.
2011-01-01
In this paper, we investigate the solutions of generalized fractional partial differential equations involving the Caputo time-fractional derivative and the Liouville space-fractional derivatives. The solutions of these equations are obtained by employing the joint Laplace and Fourier transforms. Several special cases as solutions of one-dimensional non-homogeneous fractional equations occurring in quantum mechanics are presented in the concluding section. The results given earlier by Debnath (2003 Fract. Calc. Appl. Anal. 6 119-55), Saxena et al (2010 Appl. Math. Comput. 216 1412-7) and Pagnini and Mainardi (2010 J. Comput. Appl. Math. 233 1590-5) follow as special cases of our findings.
Excitability in a stochastic differential equation model for calcium puffs.
Rüdiger, S
2014-06-01
Calcium dynamics are essential to a multitude of cellular processes. For many cell types, localized discharges of calcium through small clusters of intracellular channels are building blocks for all spatially extended calcium signals. Because of the large noise amplitude, the validity of noise-approximating model equations for this system has been questioned. Here we revisit the master equations for local calcium release, examine the multiple scales of calcium concentrations in the cluster domain, and derive adapted stochastic differential equations. We show by comparison of discrete and continuous trajectories that the Langevin equations can be made consistent with the master equations even for very small channel numbers. In its deterministic limit, the model reveals that excitability, a dynamical phenomenon observed in many natural systems, is at the core of calcium puffs. The model also predicts a bifurcation from transient to sustained release which may link local and global calcium signals in cells.
Boolean Differentiation Equations Applicable in Reconfigurable Computational Medium
Directory of Open Access Journals (Sweden)
Shidlovskiy Stanislav
2016-01-01
Full Text Available High performance computing environment synthesis with parallel architecture reconstructing throughout the process itself is described. Synthesized computational medium involving Boolean differential equation calculations so as to function in real-time image processing. Automaton imaging was illustrated involving the rearrangement of every processing medium element to calculate the partial differentials of n-th order in respect to Boolean function variables. The method of obtaining setting codes for each element was also described. An example in calculating 2nd -order Boolean derivative to two differentials in respect to Boolean functions, depending on three arguments within the reconstructible computational medium of 8×8 processing elements was given.
Sectorial oscillation of linear differential equations and iterated order
Directory of Open Access Journals (Sweden)
Dao-chun Sun
2004-10-01
Full Text Available In the present paper, we investigate higher order linear differential equations with entire coefficients of iterated order. Using value distribution theory of transcendental meromorphic functions and covering surface theory, we extend a result on the order of growth of solutions published by Bank and Langley [2].
On a perturbation method for partial differential equations
Energy Technology Data Exchange (ETDEWEB)
Fernandez, Francisco M. [CEQUINOR (Conicet), Departamento de Quimica, Facultad de Ciencias Exactas, Universidad Nacional de la Plata, La Plata (Argentina)]. E-mail: framfer@isis.unlp.edu.ar
2001-06-08
We show that a recently developed perturbation method for partial differential equations can be rewritten in the form of an interaction picture. In this way it is possible to compare this approach with others such as the standard perturbation theory and a straightforward temporal expansion of the evolution operator. We choose a simple, exactly solvable model as an illustrative example. (author)
On System of Time-fractional Partial Differential Equations
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Abid KAMRAN
2013-01-01
Full Text Available In this paper, we apply Homotopy Perturbation (HPM using Laplace transform to tackle time- fractional system of Partial Differential equations. The proposed technique is fully compatible with the complexity of these problems and obtained results are highly encouraging. Numerical results coupled with graphical representations explicitly reveal the complete reliability and efficiency of the suggested algorithm.
Solutions to nonlocal fractional differential equations using a noncompact semigroup
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Shaochun Ji
2013-10-01
Full Text Available This article concerns the existence of solutions to nonlocal fractional differential equations in Banach spaces. By using a type of newly-defined measure of noncompactness, we discuss this problem in general Banach spaces without any compactness assumptions to the operator semigroup. Some existence results are obtained when the nonlocal term is compact and when is Lipschitz continuous.
Adams Predictor-Corrector Systems for Solving Fuzzy Differential Equations
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Dequan Shang
2013-01-01
Full Text Available A predictor-corrector algorithm and an improved predictor-corrector (IPC algorithm based on Adams method are proposed to solve first-order differential equations with fuzzy initial condition. These algorithms are generated by updating the Adams predictor-corrector method and their convergence is also analyzed. Finally, the proposed methods are illustrated by solving an example.
GROWTH OF SOLUTIONS OF THREE ORDER DIFFERENTIAL EQUATIONS
Institute of Scientific and Technical Information of China (English)
ChenZongxuan
2005-01-01
In this paper,the precise estimation of the order and hyper-order of solutions of a class of three order homogeneous and non-homogeneous linear differential equations are obtained. The results of M. Ozawa (1980), G. Gundersen (1988) and J. K. Langley ( 1986 ) are improved.
A Simple Derivation of Kepler's Laws without Solving Differential Equations
Provost, J.-P.; Bracco, C.
2009-01-01
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…
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...
Solving Generalised Riccati Differential Equations by Homotopy Analysis Method
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J. Vahidi
2013-07-01
Full Text Available In this paper, the quadratic Riccati differential equation is solved by means of an analytic technique, namely the homotopy analysis method (HAM. Comparisons are made between Adomian’s decomposition method (ADM and the exact solution and the homotopy analysis method. The results reveal that the proposed method is very effective and simple.
STABILITY RESULTS OF RANDOM IMPULSIVE SEMILINEAR DIFFERENTIAL EQUATIONS
Institute of Scientific and Technical Information of China (English)
M.GOWRISANKAR; P.MOHANKUMAR; A.VINODKUMAR
2014-01-01
In this paper, we study the existence, uniqueness, continuous dependence, Ulam stabilities and exponential stability of random impulsive semilinear differential equations un-der sufficient condition. The results are obtained by using the contraction mapping principle. Finally an example is given to illustrate the applications of the abstract results.
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.
Differential equations of the shell suspension. Three-dimensional problem
Гнатейко, Нонна Валентинівна
2016-01-01
Differential equations of suspension of gyroscope are constructed as a shell of rotation. Analytical material well-being of analysis of properties of suspension as a system with part parameters is created. Three-dimensional approach gives possibility for the comprehensive study of errors of devices of inertial navigation from position impedance status.
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.
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.
Mild Solutions of Neutral Stochastic Partial Functional Differential Equations
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T. E. Govindan
2011-01-01
Full Text Available This paper studies the existence and uniqueness of a mild solution for a neutral stochastic partial functional differential equation using a local Lipschitz condition. When the neutral term is zero and even in the deterministic special case, the result obtained here appears to be new. An example is included to illustrate the theory.
Approximate solution of a nonlinear partial differential equation
Vajta, M.
2007-01-01
Nonlinear partial differential equations (PDE) are notorious to solve. In only a limited number of cases can we find an analytic solution. In most cases, we can only apply some numerical scheme to simulate the process described by a nonlinear PDE. Therefore, approximate solutions are important for t
Splitting methods for partial Volterra integro-differential equations
Brunner, H.; Houwen, P.J. van der; Sommeijer, B.P.
1999-01-01
The spatial discretization of initial-value problems for (nonlinear) parabolic or hyperbolic PDEs with memory terms leads to (large) systems of Volterra integro-differential equations (VIDEs). In this paper we study the efficient numerical solution of such systems by methods based on linear multiste
Reflected Backward Doubly Stochastic Differential Equations with Discontinuous Coefficients
Institute of Scientific and Technical Information of China (English)
Zhi LI; Jiao Wan LUO
2013-01-01
In this paper,we study one-dimensional reflected backward doubly stochastic differential equations (RBDSDEs) with one continuous barrier and discontinuous (left or right continuous) generator.We obtain an existence theorem and a comparison theorem for solutions of the class of RBDSDEs.