Identities involving Bessel polynomials arising from linear differential equations
Kim, Taekyun; Kim, Dae San
2016-01-01
In this paper, we study linear di?erential equations arising from Bessel polynomials and their applications. From these linear differential equations, we give some new and explicit identities for Bessel polynomials.
Conformable Fractional Bessel Equation and Bessel Functions
Gökdoğan, Ahmet; Ünal, Emrah; Çelik, Ercan
2015-01-01
In this work, we study the fractional power series solutions around regular singular point x=0 of conformable fractional Bessel differential equation and fractional Bessel functions. Then, we compare fractional solutions with ordinary solutions. In addition, we present certain property of fractional Bessel functions.
YADOLLAH ORDOKHANI; HANIYE DEHESTANI
2015-01-01
In this paper a collocation method based on the Bessel-hybrid functions is used for approximation of the solution of linear Fredholm-Volterra integro-differential equations (FVIDEs) under mixed conditions. First, we explain the properties of Bessel-hybrid functions, which are combination of block-pulse functions and Bessel functions of first kind. The method is based upon Bessel-hybrid approximations, so that to obtain the operational matrixes and approximation of functions we use the tran...
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YADOLLAH ORDOKHANI
2015-12-01
Full Text Available In this paper a collocation method based on the Bessel-hybrid functions is used for approximation of the solution of linear Fredholm-Volterra integro-differential equations (FVIDEs under mixed conditions. First, we explain the properties of Bessel-hybrid functions, which are combination of block-pulse functions and Bessel functions of first kind. The method is based upon Bessel-hybrid approximations, so that to obtain the operational matrixes and approximation of functions we use the transfer matrix from Bessel-hybrid functions to Taylor polynomials. The matrix equations correspond to a system of linear algebraic equations with the unknown Bessel-hybrid coefficients. Present results and comparisons demonstrate our estimate have good degree of accuracy.
Institute of Scientific and Technical Information of China (English)
FAN Hong-Yi; WANG Yong
2006-01-01
With the help of Bose operator identities and entangled state representation and based on our previous work [Phys. Lett. A 325 (2004) 188] we derive some new generalized Bessel equations which also have Bessel function as their solution. It means that for these intricate higher-order differential equations, we can get Bessel function solutions without using the expatiatory power-series expansion method.
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.
Bessel functions and equations of mathematical physics
Epelde García, Markel
2016-01-01
The aim of this dissertation is to introduce Bessel functions to the reader, as well as studying some of their properties. Moreover, the final goal of this document is to present the most well- known applications of Bessel functions in physics.
Fractional Solutions of Bessel Equation with N-Method
Erdal Bas; Resat Yilmazer; Etibar Panakhov
2013-01-01
This paper deals with the design fractional solution of Bessel equation. We obtain explicit solutions of the equation with the help of fractional calculus techniques. Using the N-fractional calculus operator N ν method, we derive the fractional solutions of the equation.
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.
Ultradiscrete limit of Bessel function type solutions of the Painlev\\'{e} III equation
Isojima, Shin
2014-01-01
An ultradiscrete analog of the Bessel function is constructed by taking the ultradiscrete limit for a $q$-difference analog of the Bessel function. Then, a direct relationship between a class of special solutions for the ultradiscrete Painlev\\'{e} III equation and those of the discrete Painlev\\'{e} III equation which have a determinantal structure is established.
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...
McDonald, Kirk T
2000-01-01
Scalar Bessel beams are derived both via the wave equation and via diffraction theory. While such beams have a group velocity that exceeds the speed of light, this is a manifestation of the "scissors paradox" of special relativty. The signal velocity of a modulated Bessel beam is less than the speed of light. Forms of Bessel beams that satisfy Maxwell's equations are also given.
On Generalized Fractional Kinetic Equations Involving Generalized Bessel Function of the First Kind
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Dinesh Kumar
2015-01-01
Full Text Available We develop a new and further generalized form of the fractional kinetic equation involving generalized Bessel function of the first kind. The manifold generality of the generalized Bessel function of the first kind is discussed in terms of the solution of the fractional kinetic equation in the paper. The results obtained here are quite general in nature and capable of yielding a very large number of known and (presumably new results.
One some differential subordination involving the Bessel-Struve kernel function
Saiful R. Mondal; Dhuian, Mohamed Al
2016-01-01
In this article we study the inclusion properties of the Bessel-Struve kernel functions in the Janowski class. In particular, we find the conditions for which the Bessel-Struve kernel functions maps the unit disk to right half plane. An open problem in this aspect are also given. The third order differential subordination involving the Bessel-Struve kernel is also considered. The results are derived by defining suitable classes of admissible functions. One of the recurrence relation of the Be...
Institute of Scientific and Technical Information of China (English)
Mehmet Zeki SARIKAYA; Hüseyin YILDIRIM
2009-01-01
In this paper, we define the generalized Gauss-Weierstrass semigroups with Weierstrass kernel, and give some of their properties. Using them, we study the inversion formulas for the general-ized Riesz and Bessel potentials, generated by the generalized shift operators and associated with the Laplace Bessel differential operator.
Directory of Open Access Journals (Sweden)
Giuseppe Dattoli
1996-05-01
Full Text Available q analog of bessel functions, symmetric under the interchange of q and q^ −1 are introduced. The definition is based on the generating function realized as product of symmetric q-exponential functions with appropriate arguments. Symmetric q-Bessel function are shown to satisfy various identities as well as second-order q-differential equations, which in the limit q → 1 reproduce those obeyed by the usual cylindrical Bessel functions. A brief discussion on the possible algebraic setting for symmetric q-Bessel functions is also provided.
On hitting times, Bessel bridges and Schrödinger’s equation
Hernandez-del-Valle, Gerardo
2013-01-01
In this paper we establish relationships between four important concepts: (a) hitting time problems of Brownian motion, (b) 3-dimensional Bessel bridges, (c) Schr\\"odinger's equation with linear potential, and (d) heat equation problems with moving boundary. We relate (a) and (b) by means of Girsanov's theorem, which suggests a strategy to extend our ideas to problems in $\\mathbb{R}^n$ and general diffusions. This approach also leads to (c) because we may relate, through a Feynman-Kac represe...
Ladder operators and recursion relations for the associated Bessel polynomials
International Nuclear Information System (INIS)
Introducing the associated Bessel polynomials in terms of two non-negative integers, and under an integrability condition we simultaneously factorize their corresponding differential equation into a product of the ladder operators by four different ways as shape invariance symmetry equations. This procedure gives four different pairs of recursion relations on the associated Bessel polynomials. In spite of description of Bessel and Laguerre polynomials in terms of each other, we show that the associated Bessel differential equation is factorized in four different ways whereas for Laguerre one we have three different ways
Ladder operators and recursion relations for the associated Bessel polynomials
Fakhri, H.; Chenaghlou, A.
2006-10-01
Introducing the associated Bessel polynomials in terms of two non-negative integers, and under an integrability condition we simultaneously factorize their corresponding differential equation into a product of the ladder operators by four different ways as shape invariance symmetry equations. This procedure gives four different pairs of recursion relations on the associated Bessel polynomials. In spite of description of Bessel and Laguerre polynomials in terms of each other, we show that the associated Bessel differential equation is factorized in four different ways whereas for Laguerre one we have three different ways.
Ladder operators and recursion relations for the associated Bessel polynomials
Energy Technology Data Exchange (ETDEWEB)
Fakhri, H. [Institute for Studies in Theoretical Physics and Mathematics (IPM), PO Box 19395-5531, Tehran (Iran, Islamic Republic of) and Department of Theoretical Physics and Astrophysics, Physics Faculty, Tabriz University, PO Box 51666-16471, Tabriz (Iran, Islamic Republic of)]. E-mail: hfakhri@ipm.ir; Chenaghlou, A. [Institute for Studies in Theoretical Physics and Mathematics (IPM), PO Box 19395-5531, Tehran (Iran, Islamic Republic of) and Physics Department, Faculty of Science, Sahand University of Technology, PO Box 51335-1996, Tabriz (Iran, Islamic Republic of)]. E-mail: a.chenaghlou@sut.ac.ir
2006-10-30
Introducing the associated Bessel polynomials in terms of two non-negative integers, and under an integrability condition we simultaneously factorize their corresponding differential equation into a product of the ladder operators by four different ways as shape invariance symmetry equations. This procedure gives four different pairs of recursion relations on the associated Bessel polynomials. In spite of description of Bessel and Laguerre polynomials in terms of each other, we show that the associated Bessel differential equation is factorized in four different ways whereas for Laguerre one we have three different ways.
Reducible functional differential equations
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S. M. Shah
1985-01-01
Full Text Available This is the first part of a survey on analytic solutions of functional differential equations (FDE. Some classes of FDE that can be reduced to ordinary differential equations are considered since they often provide an insight into the structure of analytic solutions to equations with more general argument deviations. Reducible FDE also find important applications in the study of stability of differential-difference equations and arise in a number of biological models.
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.
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
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
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.
Fractional Differential Equations
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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.
Solving Ordinary Differential Equations
Krogh, F. T.
1987-01-01
Initial-value ordinary differential equation solution via variable order Adams method (SIVA/DIVA) package is collection of subroutines for solution of nonstiff ordinary differential equations. There are versions for single-precision and double-precision arithmetic. Requires fewer evaluations of derivatives than other variable-order Adams predictor/ corrector methods. Option for direct integration of second-order equations makes integration of trajectory problems significantly more efficient. Written in FORTRAN 77.
Nonlinear differential equations
Energy Technology Data Exchange (ETDEWEB)
Dresner, L.
1988-01-01
This report is the text of a graduate course on nonlinear differential equations given by the author at the University of Wisconsin-Madison during the summer of 1987. The topics covered are: direction fields of first-order differential equations; the Lie (group) theory of ordinary differential equations; similarity solutions of second-order partial differential equations; maximum principles and differential inequalities; monotone operators and iteration; complementary variational principles; and stability of numerical methods. The report should be of interest to graduate students, faculty, and practicing scientists and engineers. No prior knowledge is required beyond a good working knowledge of the calculus. The emphasis is on practical results. Most of the illustrative examples are taken from the fields of nonlinear diffusion, heat and mass transfer, applied superconductivity, and helium cryogenics.
Nonlinear differential equations
International Nuclear Information System (INIS)
This report is the text of a graduate course on nonlinear differential equations given by the author at the University of Wisconsin-Madison during the summer of 1987. The topics covered are: direction fields of first-order differential equations; the Lie (group) theory of ordinary differential equations; similarity solutions of second-order partial differential equations; maximum principles and differential inequalities; monotone operators and iteration; complementary variational principles; and stability of numerical methods. The report should be of interest to graduate students, faculty, and practicing scientists and engineers. No prior knowledge is required beyond a good working knowledge of the calculus. The emphasis is on practical results. Most of the illustrative examples are taken from the fields of nonlinear diffusion, heat and mass transfer, applied superconductivity, and helium cryogenics
On the Operator ⨁Bk Related to Bessel Heat Equation
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Wanchak Satsanit
2010-01-01
Full Text Available We study the equation (∂/∂tu(x,t=c2⊕Bku(x,t with the initial condition u(x,0=f(x for x∈Rn+. The operator ⊕Bk is the operator iterated k-times and is defined by ⊕Bk=((∑i=1pBxi4-(∑j=p+1p+qBxi4k, where p+q=n is the dimension of the Rn+, Bxi=∂2/∂xi2+(2vi/xi(∂/∂xi, 2vi=2αi+1, αi>-1/2, i=1,2,3,…,n, and k is a nonnegative integer, u(x,t is an unknown function for (x,t=(x1,x2,…,xn,t∈Rn+×(0,∞, f(x is a given generalized function, and c is a positive constant. We obtain the solution of such equation, which is related to the spectrum and the kernel, which is so called Bessel heat kernel. Moreover, such Bessel heat kernel has interesting properties and also related to the kernel of an extension of the heat equation.
Institute of Scientific and Technical Information of China (English)
赵喜来; 崔群法
2009-01-01
Root of characteristic equation for cylindrical Bessel equation eigenvalue prob-lems on general interval is of great real physical importance at engineering and physical. First, the characteristic equation of cylindrical Bessel equation eigenvalue problem on general interval is given, second, by mean of compared method, we obtaining roots of characteristic equation with Matlab program is discussed.
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,
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
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
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.
Differential equations I essentials
REA, Editors of
2012-01-01
REA's Essentials provide quick and easy access to critical information in a variety of different fields, ranging from the most basic to the most advanced. As its name implies, these concise, comprehensive study guides summarize the essentials of the field covered. Essentials are helpful when preparing for exams, doing homework and will remain a lasting reference source for students, teachers, and professionals. Differential Equations I covers first- and second-order equations, series solutions, higher-order linear equations, and the Laplace transform.
Calculus & ordinary differential equations
Pearson, David
1995-01-01
Professor Pearson's book starts with an introduction to the area and an explanation of the most commonly used functions. It then moves on through differentiation, special functions, derivatives, integrals and onto full differential equations. As with other books in the series the emphasis is on using worked examples and tutorial-based problem solving to gain the confidence of students.
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
Modern introduction to differential equations
Ricardo, Henry J
2009-01-01
A Modern Introduction to Differential Equations, Second Edition, provides an introduction to the basic concepts of differential equations. The book begins by introducing the basic concepts of differential equations, focusing on the analytical, graphical, and numerical aspects of first-order equations, including slope fields and phase lines. The discussions then cover methods of solving second-order homogeneous and nonhomogeneous linear equations with constant coefficients; systems of linear differential equations; the Laplace transform and its applications to the solution of differential equat
Approximation of Analytic Functions by Bessel's Functions of Fractional Order
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Soon-Mo Jung
2011-01-01
Full Text Available We will solve the inhomogeneous Bessel's differential equation x2y″(x+xy′(x+(x2-ν2y(x=∑m=0∞amxm, where ν is a positive nonintegral number and apply this result for approximating analytic functions of a special type by the Bessel functions of fractional order.
Approximation of Analytic Functions by Bessel's Functions of Fractional Order
Soon-Mo Jung
2011-01-01
We will solve the inhomogeneous Bessel's differential equation x2y″(x)+xy′(x)+(x2-ν2)y(x)=∑m=0∞amxm, where ν is a positive nonintegral number and apply this result for approximating analytic functions of a special type by the Bessel functions of fractional order.
Elliptic partial differential equations
Volpert, Vitaly
If we had to formulate in one sentence what this book is about it might be "How partial differential equations can help to understand heat explosion, tumor growth or evolution of biological species". These and many other applications are described by reaction-diffusion equations. The theory of reaction-diffusion equations appeared in the first half of the last century. In the present time, it is widely used in population dynamics, chemical physics, biomedical modelling. The purpose of this book is to present the mathematical theory of reaction-diffusion equations in the context of their numerous applications. We will go from the general mathematical theory to specific equations and then to their applications. Mathematical anaylsis of reaction-diffusion equations will be based on the theory of Fredholm operators presented in the first volume. Existence, stability and bifurcations of solutions will be studied for bounded domains and in the case of travelling waves. The classical theory of reaction-diffusion equ...
Awojoyogbe, Bamidele O; Dada, Michael O; Onwu, Samuel O; Ige, Taofeeq A; Akinwande, Ninuola I
2016-04-01
Magnetic resonance imaging (MRI) uses a powerful magnetic field along with radio waves and a computer to produce highly detailed "slice-by-slice" pictures of virtually all internal structures of matter. The results enable physicians to examine parts of the body in minute detail and identify diseases in ways that are not possible with other techniques. For example, MRI is one of the few imaging tools that can see through bones, making it an excellent tool for examining the brain and other soft tissues. Pulsed-field gradient experiments provide a straightforward means of obtaining information on the translational motion of nuclear spins. However, the interpretation of the data is complicated by the effects of restricting geometries as in the case of most cancerous tissues and the mathematical concept required to account for this becomes very difficult. Most diffusion magnetic resonance techniques are based on the Stejskal-Tanner formulation usually derived from the Bloch-Torrey partial differential equation by including additional terms to accommodate the diffusion effect. Despite the early success of this technique, it has been shown that it has important limitations, the most of which occurs when there is orientation heterogeneity of the fibers in the voxel of interest (VOI). Overcoming this difficulty requires the specification of diffusion coefficients as function of spatial coordinate(s) and such a phenomenon is an indication of non-uniform compartmental conditions which can be analyzed accurately by solving the time-dependent Bloch NMR flow equation analytically. In this study, a mathematical formulation of magnetic resonance flow sequence in restricted geometry is developed based on a general second order partial differential equation derived directly from the fundamental Bloch NMR flow equations. The NMR signal is obtained completely in terms of NMR experimental parameters. The process is described based on Bessel functions and properties that can make it
SIMULTANEOUS DIFFERENTIAL EQUATION COMPUTER
Collier, D.M.; Meeks, L.A.; Palmer, J.P.
1960-05-10
A description is given for an electronic simulator for a system of simultaneous differential equations, including nonlinear equations. As a specific example, a homogeneous nuclear reactor system including a reactor fluid, heat exchanger, and a steam boiler may be simulated, with the nonlinearity resulting from a consideration of temperature effects taken into account. The simulator includes three operational amplifiers, a multiplier, appropriate potential sources, and interconnecting R-C networks.
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...
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....
Modelling by Differential Equations
Chaachoua, Hamid; Saglam, Ayse
2006-01-01
This paper aims to show the close relation between physics and mathematics taking into account especially the theory of differential equations. By analysing the problems posed by scientists in the seventeenth century, we note that physics is very important for the emergence of this theory. Taking into account this analysis, we show the…
Do Differential Equations Swing?
Maruszewski, Richard F., Jr.
2006-01-01
One of the units of in a standard differential equations course is a discussion of the oscillatory motion of a spring and the associated material on forcing functions and resonance. During the presentation on practical resonance, the instructor may tell students that it is similar to when they take their siblings to the playground and help them on…
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
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 Mathematica
Abell, Martha L
2004-01-01
The Third Edition of the Differential Equations with Mathematica integrates new applications from a variety of fields,especially biology, physics, and engineering. The new handbook is also completely compatible with recent versions of Mathematica and is a perfect introduction for Mathematica beginners.* Focuses on the most often used features of Mathematica for the beginning Mathematica user* New applications from a variety of fields, including engineering, biology, and physics* All applications were completed using recent versions of Mathematica
Anticipated backward stochastic differential equations
Peng, Shige; Yang, Zhe
2009-01-01
In this paper we discuss new types of differential equations which we call anticipated backward stochastic differential equations (anticipated BSDEs). In these equations the generator includes not only the values of solutions of the present but also the future. We show that these anticipated BSDEs have unique solutions, a comparison theorem for their solutions, and a duality between them and stochastic differential delay equations.
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.
Kepler's Differential Equations
Holder, Martin
2011-01-01
Although the differential calculus was invented by Newton, Kepler established his famous laws 70 years earlier by using the same idea, namely to find a path in a nonuniform field of force by small steps. It is generally not known that Kepler demonstrated the elliptic orbit to be composed of intelligeable differential pieces, in modern language, to result from a differential equation. Kepler was first to attribute planetary orbits to a force from the sun, rather than giving them a predetermined geometric shape. Even though neither the force was known nor its relation to motion, he could determine the differential equations of motion from observation. This is one of the most important achievements in the history of physics. In contrast to Newton's Principia and Galilei's Dialogo Kepler's text is not easy to read, for various reasons. Therefore, in the present article, his results -- most of them well known -- are first presented in modern language. Then, in order to justify the claim, the full text of some rele...
Converting fractional differential equations into partial differential equations
He Ji-Huan; Li Zheng-Biao
2012-01-01
A transform is suggested in this paper to convert fractional differential equations with the modified Riemann-Liouville derivative into partial differential equations, and it is concluded that the fractional order in fractional differential equations is equivalent to the fractal dimension.
Institute of Scientific and Technical Information of China (English)
王强; 李顺初; 蒲俊
2015-01-01
This paper solved a boundary value problem of Riccati - Bessel equation;and the similar kernel function and similar structure of the solution were obtained. By further analysis and solving this class of boundary value problem,the guiding functions were firstly constructed by using two linearly independent solutions of Riccati- Bessel equation,and then the similar kernel function was assembled by the guiding functions and coefficient of right boundary value condition. The solution to the boundary value problem was assembled by similar kernel func-tion and coefficient of left boundary value condition. Therefore a new idea is put forward for solving this class of boundary value problem of Riccati - Bessel equation:similar structure.%针对 Riccati - Bessel 方程一类边值问题进行求解，获得了解式的相似核函数和相似结构，通过进一步分析，发现求解该类边值问题可先利用 Riccati - Bessel 方程的两个线性无关解构造引解函数，再结合右边值条件的系数组装得到相似核函数；通过相似核函数和左边值条件的系数组装就可以得到 Riccati - Bessel 方程边值问题的解，由此提出了解决该类 Riccati - Bessel 方程边值问题的一种新思路———相似构造。
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
Lopez, Cesar
2014-01-01
MATLAB is a high-level language and environment for numerical computation, visualization, and programming. Using MATLAB, you can analyze data, develop algorithms, and create models and applications. The language, tools, and built-in math functions enable you to explore multiple approaches and reach a solution faster than with spreadsheets or traditional programming languages, such as C/C++ or Java. MATLAB Differential Equations introduces you to the MATLAB language with practical hands-on instructions and results, allowing you to quickly achieve your goals. In addition to giving an introduct
Difference equations by differential equation methods
Hydon, Peter E
2014-01-01
Most well-known solution techniques for differential equations exploit symmetry in some form. Systematic methods have been developed for finding and using symmetries, first integrals and conservation laws of a given differential equation. Here the author explains how to extend these powerful methods to difference equations, greatly increasing the range of solvable problems. Beginning with an introduction to elementary solution methods, the book gives readers a clear explanation of exact techniques for ordinary and partial difference equations. The informal presentation is suitable for anyone who is familiar with standard differential equation methods. No prior knowledge of difference equations or symmetry is assumed. The author uses worked examples to help readers grasp new concepts easily. There are 120 exercises of varying difficulty and suggestions for further reading. The book goes to the cutting edge of research; its many new ideas and methods make it a valuable reference for researchers in the field.
Elements of partial differential equations
Sneddon, Ian N
2006-01-01
Geared toward students of applied rather than pure mathematics, this volume introduces elements of partial differential equations. Its focus is primarily upon finding solutions to particular equations rather than general theory.Topics include ordinary differential equations in more than two variables, partial differential equations of the first and second orders, Laplace's equation, the wave equation, and the diffusion equation. A helpful Appendix offers information on systems of surfaces, and solutions to the odd-numbered problems appear at the end of the book. Readers pursuing independent st
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...
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.
Some differential equations in synthetic differential geometry
Kock, Anders; Reyes, Gonzalo E.
2001-01-01
Some differential equations are considered in the context of Synthetic Differential Geometry. Here, this means that not only nilpotent infinitesimals, but also the formation of function spaces, is exploited. In particular, we utilize distribution spaces in our study of wave and heat equations.
Introduction to ordinary differential equations
Rabenstein, Albert L
1966-01-01
Introduction to Ordinary Differential Equations is a 12-chapter text that describes useful elementary methods of finding solutions using ordinary differential equations. This book starts with an introduction to the properties and complex variable of linear differential equations. Considerable chapters covered topics that are of particular interest in applications, including Laplace transforms, eigenvalue problems, special functions, Fourier series, and boundary-value problems of mathematical physics. Other chapters are devoted to some topics that are not directly concerned with finding solutio
Exponential generating functions for the associated Bessel functions
International Nuclear Information System (INIS)
Similar to the associated Legendre functions, the differential equation for the associated Bessel functions Bl,m(x) is introduced so that its form remains invariant under the transformation l → -l - 1. A Rodrigues formula for the associated Bessel functions as squared integrable solutions in both regions l l,m(x) may be taken into account as the union of the increasing (decreasing) infinite sequences with respect to l. It is shown that two new different types of exponential generating functions are attributed to the associated Bessel functions corresponding to these rearranged sequences
Solving Nonlinear Coupled Differential Equations
Mitchell, L.; David, J.
1986-01-01
Harmonic balance method developed to obtain approximate steady-state solutions for nonlinear coupled ordinary differential equations. Method usable with transfer matrices commonly used to analyze shaft systems. Solution to nonlinear equation, with periodic forcing function represented as sum of series similar to Fourier series but with form of terms suggested by equation itself.
Applied partial differential equations
Logan, J David
2015-01-01
This text presents the standard material usually covered in a one-semester, undergraduate course on boundary value problems and PDEs. Emphasis is placed on motivation, concepts, methods, and interpretation, rather than on formal theory. The concise treatment of the subject is maintained in this third edition covering all the major ideas: the wave equation, the diffusion equation, the Laplace equation, and the advection equation on bounded and unbounded domains. Methods include eigenfunction expansions, integral transforms, and characteristics. In this third edition, text remains intimately tied to applications in heat transfer, wave motion, biological systems, and a variety other topics in pure and applied science. The text offers flexibility to instructors who, for example, may wish to insert topics from biology or numerical methods at any time in the course. The exposition is presented in a friendly, easy-to-read, style, with mathematical ideas motivated from physical problems. Many exercises and worked e...
Differential equations methods and applications
Said-Houari, Belkacem
2015-01-01
This book presents a variety of techniques for solving ordinary differential equations analytically and features a wealth of examples. Focusing on the modeling of real-world phenomena, it begins with a basic introduction to differential equations, followed by linear and nonlinear first order equations and a detailed treatment of the second order linear equations. After presenting solution methods for the Laplace transform and power series, it lastly presents systems of equations and offers an introduction to the stability theory. To help readers practice the theory covered, two types of exercises are provided: those that illustrate the general theory, and others designed to expand on the text material. Detailed solutions to all the exercises are included. The book is excellently suited for use as a textbook for an undergraduate class (of all disciplines) in ordinary differential equations. .
Solving Differential Equations in R
Although R is still predominantly applied for statistical analysis and graphical representation, it is rapidly becoming more suitable for mathematical computing. One of the fields where considerable progress has been made recently is the solution of differential equations. Here w...
Stochastic differential equations, backward SDEs, partial differential equations
Pardoux, Etienne
2014-01-01
This research monograph presents results to researchers in stochastic calculus, forward and backward stochastic differential equations, connections between diffusion processes and second order partial differential equations (PDEs), and financial mathematics. It pays special attention to the relations between SDEs/BSDEs and second order PDEs under minimal regularity assumptions, and also extends those results to equations with multivalued coefficients. The authors present in particular the theory of reflected SDEs in the above mentioned framework and include exercises at the end of each chapter. Stochastic calculus and stochastic differential equations (SDEs) were first introduced by K. Itô in the 1940s, in order to construct the path of diffusion processes (which are continuous time Markov processes with continuous trajectories taking their values in a finite dimensional vector space or manifold), which had been studied from a more analytic point of view by Kolmogorov in the 1930s. Since then, this topic has...
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.
Theory of Bessel Functions of High Rank - I: Fundamental Bessel Functions
Qi, Zhi
2014-01-01
In this article we introduce a new category of special functions called fundamental Bessel functions arising from the Voronoi summation formula for $\\mathrm{GL}_n (\\mathbb{R})$. The fundamental Bessel functions of rank one and two are the oscillatory exponential functions $e^{\\pm i x}$ and the classical Bessel functions respectively. The main implements and subjects of our study of fundamental Bessel functions are their formal integral representations and Bessel equations.
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
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.
Groote, S; Pivovarov, A A
2012-01-01
We use configuration space methods to write down one-dimensional integral representations for one- and two-loop sunrise diagrams (also called Bessel moments) which we use to numerically check on the correctness of the second order differential equations for one- and two-loop sunrise diagrams that have recently been discussed in the literature.
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
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.
Group analysis of differential equations
Ovsiannikov, L V
1982-01-01
Group Analysis of Differential Equations provides a systematic exposition of the theory of Lie groups and Lie algebras and its application to creating algorithms for solving the problems of the group analysis of differential equations.This text is organized into eight chapters. Chapters I to III describe the one-parameter group with its tangential field of vectors. The nonstandard treatment of the Banach Lie groups is reviewed in Chapter IV, including a discussion of the complete theory of Lie group transformations. Chapters V and VI cover the construction of partial solution classes for the g
Differential equations and mathematical biology
Jones, DS; Sleeman, BD
2009-01-01
""… Much progress by these authors and others over the past quarter century in modeling biological and other scientific phenomena make this differential equations textbook more valuable and better motivated than ever. … The writing is clear, though the modeling is not oversimplified. Overall, this book should convince math majors how demanding math modeling needs to be and biologists that taking another course in differential equations will be worthwhile. The coauthors deserve congratulations as well as course adoptions.""-SIAM Review, Sept. 2010, Vol. 52, No. 3""… Where this text stands out i
Stability of Functional Differential Equations
Lemm, Jeffrey M
1986-01-01
This book provides an introduction to the structure and stability properties of solutions of functional differential equations. Numerous examples of applications (such as feedback systrems with aftereffect, two-reflector antennae, nuclear reactors, mathematical models in immunology, viscoelastic bodies, aeroautoelastic phenomena and so on) are considered in detail. The development is illustrated by numerous figures and tables.
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…
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.
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.
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
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.
Algebraic entropy for differential-delay equations
Viallet, Claude M.
2014-01-01
We extend the definition of algebraic entropy to a class of differential-delay equations. The vanishing of the entropy, as a structural property of an equation, signals its integrability. We suggest a simple way to produce differential-delay equations with vanishing entropy from known integrable differential-difference equations.
Handbook of differential equations stationary partial differential equations
Chipot, Michel
2006-01-01
This handbook is volume III in a series devoted to stationary partial differential quations. Similarly as volumes I and II, it is a collection of self contained state-of-the-art surveys written by well known experts in the field. The topics covered by this handbook include singular and higher order equations, problems near critically, problems with anisotropic nonlinearities, dam problem, T-convergence and Schauder-type estimates. These surveys will be useful for both beginners and experts and speed up the progress of corresponding (rapidly developing and fascinating) areas of mathematics. Ke
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...
Exterior Differential Systems for Higher Order Partial Differential Equations
Paul Bracken
2010-01-01
The theory of exterior differential systems is applied to study integrability of a set of related partial differential equations expressed in the terms of differential forms using Cartan's method. The Camassa-Holm equation and the Degasperis-Procesi equations are special cases that are described by these exterior differential systems. Some conservation laws are obtained in the cases of the more relevant equations. A closed differential ideal is constructed for each case studied.
Exterior Differential Systems for Higher Order Partial Differential Equations
Directory of Open Access Journals (Sweden)
Paul Bracken
2010-01-01
Full Text Available The theory of exterior differential systems is applied to study integrability of a set of related partial differential equations expressed in the terms of differential forms using Cartan's method. The Camassa-Holm equation and the Degasperis-Procesi equations are special cases that are described by these exterior differential systems. Some conservation laws are obtained in the cases of the more relevant equations. A closed differential ideal is constructed for each case studied.
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.
Fractional Complex Transform for Fractional Differential Equations
Li, Zheng-Biao; He, Ji-Huan
2010-01-01
Fractional complex transform is proposed to convert fractional differential equations into ordinary differential equations, so that all analytical methods devoted to advanced calculus can be easily applied to fractional calculus. Two examples are given.
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.
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.
Differential Equations of Ideal Memristors
Directory of Open Access Journals (Sweden)
Z. Biolek
2015-06-01
Full Text Available Ideal memristor is a resistor with a memory, which adds dynamics to its behavior. The most usual characteristics describing this dynamics are the constitutive relation (i.e. the relation between flux and charge, or Parameter-vs-state- map (PSM, mostly represented by the memristance-to-charge dependence. One of the so far unheeded tools for memristor description is its differential equation (DEM, composed exclusively of instantaneous values of voltage, current, and their derivatives. The article derives a general form of DEM that holds for any ideal memristor and shows that it is always a nonlinear equation of the first order; the PSM forms are found for memristors which are governed by DEMs of the Bernoulli and the Riccati types; a classification of memristors according to the type of their dynamics with respect to voltage and current is carried out.
Differential Galois Theory of Linear Difference Equations
Hardouin, Charlotte; Singer, Michael F.
2008-01-01
We present a Galois theory of difference equations designed to measure the differential dependencies among solutions of linear difference equations. With this we are able to reprove Hoelder's Theorem that the Gamma function satisfies no polynomial differential equation and are able to give general results that imply, for example, that no differential relationship holds among solutions of certain classes of q-hypergeometric functions.
On Backward Stochstic Partial Differential Equations.
2001-01-01
We prove an existence and uniqueness result for a general class of backward stochastic partial differential equations. This is a type of equations which appear as adjoint equations in the maximum principle approach to optimal control of systems described by stochastic partial differential equations.
Computational partial differential equations using Matlab
Li, Jichun
2008-01-01
Brief Overview of Partial Differential Equations The parabolic equations The wave equations The elliptic equations Differential equations in broader areasA quick review of numerical methods for PDEsFinite Difference Methods for Parabolic Equations Introduction Theoretical issues: stability, consistence, and convergence 1-D parabolic equations2-D and 3-D parabolic equationsNumerical examples with MATLAB codesFinite Difference Methods for Hyperbolic Equations IntroductionSome basic difference schemes Dissipation and dispersion errors Extensions to conservation lawsThe second-order hyperbolic PDE
Partial differential equations for scientists and engineers
Farlow, Stanley J
1993-01-01
Most physical phenomena, whether in the domain of fluid dynamics, electricity, magnetism, mechanics, optics, or heat flow, can be described in general by partial differential equations. Indeed, such equations are crucial to mathematical physics. Although simplifications can be made that reduce these equations to ordinary differential equations, nevertheless the complete description of physical systems resides in the general area of partial differential equations.This highly useful text shows the reader how to formulate a partial differential equation from the physical problem (constructing th
Heat kernel analysis for Bessel operators on symmetric cones
DEFF Research Database (Denmark)
Möllers, Jan
2014-01-01
. The heat kernel is explicitly given in terms of a multivariable $I$-Bessel function on $Ω$. Its corresponding heat kernel transform defines a continuous linear operator between $L^p$-spaces. The unitary image of the $L^2$-space under the heat kernel transform is characterized as a weighted Bergmann space......We investigate the heat equation corresponding to the Bessel operators on a symmetric cone $Ω=G/K$. These operators form a one-parameter family of elliptic self-adjoint second order differential operators and occur in the Lie algebra action of certain unitary highest weight representations...
Partial differential equations of mathematical physics
Sobolev, S L
1964-01-01
Partial Differential Equations of Mathematical Physics emphasizes the study of second-order partial differential equations of mathematical physics, which is deemed as the foundation of investigations into waves, heat conduction, hydrodynamics, and other physical problems. The book discusses in detail a wide spectrum of topics related to partial differential equations, such as the theories of sets and of Lebesgue integration, integral equations, Green's function, and the proof of the Fourier method. Theoretical physicists, experimental physicists, mathematicians engaged in pure and applied math
Introduction to differential equations with dynamical systems
Campbell, Stephen L
2011-01-01
Many textbooks on differential equations are written to be interesting to the teacher rather than the student. Introduction to Differential Equations with Dynamical Systems is directed toward students. This concise and up-to-date textbook addresses the challenges that undergraduate mathematics, engineering, and science students experience during a first course on differential equations. And, while covering all the standard parts of the subject, the book emphasizes linear constant coefficient equations and applications, including the topics essential to engineering students. Stephen Cam
Involutive reductions and solutions of differential equations
Engelmann, Joachim
2003-01-01
This work introduces the so-called involutive reduction procedure to simplify and solve differential equations. The method is based on symmetry analysis, which was developed by the Norwegian mathematician Sophus Lie. The involutive reduction procedure uses the given differential equation itself and the invariant surface condition of this differential equation. The invariant surface condition incorporates the symmetries of the problem. This coupled system of partial differential equati...
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...
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 ...
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.
Difference Galois theory of linear differential equations
Di Vizio, Lucia; Hardouin, Charlotte; Wibmer, Michael
2013-01-01
We develop a Galois theory for linear differential equations equipped with the action of an endomorphism. This theory is aimed at studying the difference algebraic relations among the solutions of a linear differential equation. The Galois groups here are linear difference algebraic groups, i.e., matrix groups defined by algebraic difference equations.
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
Exponential generating functions for the associated Bessel functions
Energy Technology Data Exchange (ETDEWEB)
Fakhri, H [Department of Theoretical Physics and Astrophysics, Physics Faculty, University of Tabriz, PO Box 51666-16471, Tabriz (Iran, Islamic Republic of); Mojaveri, B; Nobary, M A Gomshi [Department of Physics, Faculty of Science, Razi University, Kermanshah (Iran, Islamic Republic of)], E-mail: hfakhri@tabrizu.ac.ir, E-mail: bmojaveri@raziu.ac.ir, E-mail: mnobary@razi.ac.ir
2008-09-26
Similar to the associated Legendre functions, the differential equation for the associated Bessel functions B{sub l,m}(x) is introduced so that its form remains invariant under the transformation l {yields} -l - 1. A Rodrigues formula for the associated Bessel functions as squared integrable solutions in both regions l < 0 and l {>=} 0 is presented. The functions with the same m but with different positive and negative values of l are not independent of each other, while the functions with the same l + m (l - m) but with different values of l and m are independent of each other. So, all the functions B{sub l,m}(x) may be taken into account as the union of the increasing (decreasing) infinite sequences with respect to l. It is shown that two new different types of exponential generating functions are attributed to the associated Bessel functions corresponding to these rearranged sequences.
Exponential generating functions for the associated Bessel functions
Fakhri, H.; Mojaveri, B.; Gomshi Nobary, M. A.
2008-09-01
Similar to the associated Legendre functions, the differential equation for the associated Bessel functions Bl,m(x) is introduced so that its form remains invariant under the transformation l → -l - 1. A Rodrigues formula for the associated Bessel functions as squared integrable solutions in both regions l = 0 is presented. The functions with the same m but with different positive and negative values of l are not independent of each other, while the functions with the same l + m (l - m) but with different values of l and m are independent of each other. So, all the functions Bl,m(x) may be taken into account as the union of the increasing (decreasing) infinite sequences with respect to l. It is shown that two new different types of exponential generating functions are attributed to the associated Bessel functions corresponding to these rearranged sequences.
Filamentation with nonlinear Bessel vortices.
Jukna, V; Milián, C; Xie, C; Itina, T; Dudley, J; Courvoisier, F; Couairon, A
2014-10-20
We present a new type of ring-shaped filaments featured by stationary nonlinear high-order Bessel solutions to the laser beam propagation equation. Two different regimes are identified by direct numerical simulations of the nonlinear propagation of axicon focused Gaussian beams carrying helicity in a Kerr medium with multiphoton absorption: the stable nonlinear propagation regime corresponds to a slow beam reshaping into one of the stationary nonlinear high-order Bessel solutions, called nonlinear Bessel vortices. The region of existence of nonlinear Bessel vortices is found semi-analytically. The influence of the Kerr nonlinearity and nonlinear losses on the beam shape is presented. Direct numerical simulations highlight the role of attractors played by nonlinear Bessel vortices in the stable propagation regime. Large input powers or small cone angles lead to the unstable propagation regime where nonlinear Bessel vortices break up into an helical multiple filament pattern or a more irregular structure. Nonlinear Bessel vortices are shown to be sufficiently intense to generate a ring-shaped filamentary ionized channel in the medium which is foreseen as opening the way to novel applications in laser material processing of transparent dielectrics. PMID:25401574
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.
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
A reinterpretation of set differential equations as differential equations in a Banach space
Rasmussen, Martin; Rieger, Janosch; Webster, Kevin
2015-01-01
Set differential equations are usually formulated in terms of the Hukuhara differential, which implies heavy restrictions for the nature of a solution. We propose to reformulate set differential equations as ordinary differential equations in a Banach space by identifying the convex and compact subsets of $\\R^d$ with their support functions. Using this representation, we demonstrate how existence and uniqueness results can be applied to set differential equations. We provide a simple example,...
Nth-order Fuzzy Differential Equations Under Generalized Differentiability
Directory of Open Access Journals (Sweden)
Soheil Salahshour
2011-11-01
Full Text Available In this paper, the multiple solutions of Nth-order fuzzy differential equations by the equivalent integral forms are considered. Also, an Existence and uniqueness theorem of solution of Nth-order fuzzy differential equations is proved under Nth-order generalized differentiability in Banach space.
Sasaki, Ryu
2016-01-01
Exact solvability (ES) of one-dimensional quantum potentials $V(x)$ is a vague concept. We propose that beyond its most conventional range the ES status should be attributed also to many less common interaction models for which the wave functions remain piecewise proportional to special functions. The claim is supported by constructive analysis of a toy model $V(x)= -g^2\\exp (-|x|)$. The detailed description of the related bound-state and scattering solutions of Schr\\"{o}dinger equation is provided in terms of Bessel functions which are properly matched in the origin.
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...
A Numerical Method for Fuzzy Differential Equations and Hybrid Fuzzy Differential Equations
Ivaz, K.; Khastan, A.; Juan J. Nieto
2013-01-01
Numerical algorithms for solving first-order fuzzy differential equations and hybrid fuzzy differential equations have been investigated. Sufficient conditions for stability and convergence of the proposed algorithms are given, and their applicability is illustrated with some examples.
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…
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.
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.
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.
Symbolic Solution of Linear Differential Equations
Feinberg, R. B.; Grooms, R. G.
1981-01-01
An algorithm for solving linear constant-coefficient ordinary differential equations is presented. The computational complexity of the algorithm is discussed and its implementation in the FORMAC system is described. A comparison is made between the algorithm and some classical algorithms for solving differential equations.
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
Differential equations inverse and direct problems
Favini, Angelo
2006-01-01
DEGENERATE FIRST ORDER IDENTIFICATION PROBLEMS IN BANACH SPACES A NONISOTHERMAL DYNAMICAL GINZBURG-LANDAU MODEL OF SUPERCONDUCTIVITY. EXISTENCE AND UNIQUENESS THEOREMSSOME GLOBAL IN TIME RESULTS FOR INTEGRODIFFERENTIAL PARABOLIC INVERSE PROBLEMSFOURTH ORDER ORDINARY DIFFERENTIAL OPERATORS WITH GENERAL WENTZELL BOUNDARY CONDITIONSTUDY OF ELLIPTIC DIFFERENTIAL EQUATIONS IN UMD SPACESDEGENERATE INTEGRODIFFERENTIAL EQUATIONS OF PARABOLIC TYPE EXPONENTIAL ATTRACTORS FOR SEMICONDUCTOR EQUATIONSCONVERGENCE TO STATIONARY STATES OF SOLUTIONS TO THE SEMILINEAR EQUATION OF VISCOELASTICITY ASYMPTOTIC BEHA
Symmetry Coefficients of Semilinear Partial Differential Equations
Freire, Igor Leite; Martins, Antonio Carlos Gilli
2008-01-01
We show that for any semilinear partial differential equation of order m, the infinitesimals of the independent variables depend only on the independent variables and, if m>1 and the equation is also linear in its derivatives of order m-1 of the dependent variable, then the infinitesimal of the dependent variable is at most linear on the dependent variable. Many examples of important partial differential equations in Analysis, Geometry and Mathematical - Physics are given in order to enlighte...
The 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.
On the Diamond Bessel Heat Kernel
Wanchak Satsanit
2011-01-01
We study the heat equation in n dimensional by Diamond Bessel operator. We find the solution by method of convolution and Fourier transform in distribution theory and also obtain an interesting kernel related to the spectrum and the kernel which is called Bessel heat kernel.
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...
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...
Using Bessel functions to find fixed solutions to wave equations%利用Bessel函数求解波动方程的定解问题
Institute of Scientific and Technical Information of China (English)
金启胜
2014-01-01
分离变量法是求解波动方程定解问题的一种重要方法。分离变量法的重点在于求特征值及其对应的特征函数。Bessel函数是应用很广泛的一种特征函数，运用Bessel函数的有关性质可以很方便地求解波动方程的定解问题。%The method of separation of variables is an important method for finding solutions to heat conduction equations. The method is used to find the characteristic values of characteristic functions. Bessel functions are characteristic functions,which can be widely used to find fixed solutions to wave equations.
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...
Fractional-differential equations of motion
Olemskoi, Alexander I.
1999-01-01
An elementary system leading to the notions of fractional integrals and derivatives is considered. Various physical situations whose description is associated with fractional differential equations of motion are discussed.
Connecting Related Rates and Differential Equations
Brandt, Keith
2012-01-01
This article points out a simple connection between related rates and differential equations. The connection can be used for in-class examples or homework exercises, and it is accessible to students who are familiar with separation of variables.
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...
Differential equations in airplane mechanics
Carleman, M T
1922-01-01
In the following report, we will first draw some conclusions of purely theoretical interest, from the general equations of motion. At the end, we will consider the motion of an airplane, with the engine dead and with the assumption that the angle of attack remains constant. Thus we arrive at a simple result, which can be rendered practically utilizable for determining the trajectory of an airplane descending at a constant steering angle.
A Unified Introduction to Ordinary Differential Equations
Lutzer, Carl V.
2006-01-01
This article describes how a presentation from the point of view of differential operators can be used to (partially) unify the myriad techniques in an introductory course in ordinary differential equations by providing students with a powerful, flexible paradigm that extends into (or from) linear algebra. (Contains 1 footnote.)
Existence theorems for ordinary differential equations
Murray, Francis J
2007-01-01
Theorems stating the existence of an object-such as the solution to a problem or equation-are known as existence theorems. This text examines fundamental and general existence theorems, along with the Picard iterants, and applies them to properties of solutions and linear differential equations.The authors assume a basic knowledge of real function theory, and for certain specialized results, of elementary functions of a complex variable. They do not consider the elementary methods for solving certain special differential equations, nor advanced specialized topics; within these restrictions, th
Some problems in fractal differential equations
Su, Weiyi
2016-06-01
Based upon the fractal calculus on local fields, or p-type calculus, or Gibbs-Butzer calculus ([1],[2]), we suggest a constructive idea for "fractal differential equations", beginning from some special examples to a general theory. However, this is just an original idea, it needs lots of later work to support. In [3], we show example "two dimension wave equations with fractal boundaries", and in this note, other examples, as well as an idea to construct fractal differential equations are shown.
5-th order differential equations related to Calabi-Yau differential equations
Almkvist, Gert
2007-01-01
The very few 5-th order differential equations which have 4-th order Calabi-Yau equations as pullbacks are listed. We use the pullback of Yifan Yang that in most cases has much lower degree than the usual pullback.
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...
Institute of Scientific and Technical Information of China (English)
陈宗荣; 李顺初
2011-01-01
In this paper, we solve the general boundary value problem of Bessel equations, and obtain the similar structure and the similar kernel function of solutions. A new idea and method for solving this kind of problems is formed: so called "similar structure construction". This idea and method can be used to analyze inner properties of solutions, to solve some practical problems and to write analytical softwares.%对Bessel方程的一般边值问题进行求解,得到了解式的相似结构和相似核函数及求解Bessel方程边值问题的一个新思想和新方法:相似结构构造法.该方法有利于进一步分析解的内在规律、解决相应的应用问题、方便编制相应的分析软件.
Differential 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.
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.
Jackson Integral Representations of Modified $q$-Bessel Functions and $q$-Bessel-Macdonald Functions
Olshanetsky, M. A.; Rogov, V-B. K.
1996-01-01
The $q$ analog of Modified Bessel functions and Bessel-Macdonald functions, were defined in our previous work (q-alg/950913) as general solutions of a second order difference equations. Here we present a collection of their representations by the Jackson q-integral.
Studies of Transverse Momentum Dependent Parton Distributions and Bessel Weighting
Gamberg, Leonard
2015-10-01
We present a new technique for analysis of transverse momentum dependent parton distribution functions, based on the Bessel weighting formalism. Advantages of employing Bessel weighting are that transverse momentum weighted asymmetries provide a means to disentangle the convolutions in the cross section in a model independent way. The resulting compact expressions immediately connect to work on evolution equations for transverse momentum dependent parton distribution and fragmentation functions. As a test case, we apply the procedure to studies of the double longitudinal spin asymmetry in SIDIS using a dedicated Monte Carlo generator which includes quark intrinsic transverse momentum within the generalized parton model. Using a fully differential cross section for the process, the effect of four momentum conservation is analyzed using various input models for transverse momentum distributions and fragmentation functions. We observe a few percent systematic offset of the Bessel-weighted asymmetry obtained from Monte Carlo extraction compared to input model calculations. Bessel weighting 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. Work is supported by the U.S. Department of Energy under Contract No. DE-FG02-07ER41460.
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...
Inequalities for differential and integral equations
Ames, William F
1997-01-01
Inequalities for Differential and Integral Equations has long been needed; it contains material which is hard to find in other books. Written by a major contributor to the field, this comprehensive resource contains many inequalities which have only recently appeared in the literature and which can be used as powerful tools in the development of applications in the theory of new classes of differential and integral equations. For researchers working in this area, it will be a valuable source of reference and inspiration. It could also be used as the text for an advanced graduate course.Key Features* Covers a variety of linear and nonlinear inequalities which find widespread applications in the theory of various classes of differential and integral equations* Contains many inequalities which have only recently appeared in literature and cannot yet be found in other books* Provides a valuable reference to engineers and graduate students
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...
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.
Difference methods for stiff delay differential equations
International Nuclear Information System (INIS)
Delay differential equations of the form y'(t) = f(y(t), z(t)), where z(t) = [y1(α1(y(t))),..., y/sub n/(α/sub n/(y(t)))]/sup T/ and α/sub i/(y(t)) less than or equal to t, arise in many scientific and engineering fields when transport lags and propagation times are physically significant in a dynamic process. Difference methods for approximating the solution of stiff delay systems require special stability properties that are generalizations of those employed for stiff ordinary differential equations. By use of the model equation y'(t) = py(t) + qy(t-1), with complex p and q, the definitions of A-stability, A( )-stability, and stiff stability have been generalize to delay equations. For linear multistep difference formulas, these properties extend directly from ordinary to delay equations. This straight forward extension is not true for implicit Runge-Kutta methods, as illustrated by the midpoint formula, which is A-stable for ordinary equations, but not for delay equations. A computer code for stiff delay equations was developed using the BDF. 24 figures, 5 tables
LINEARIZED OSCILLATIONS FOR NEUTRAL DIFFERENTIAL EQUATIONS
Institute of Scientific and Technical Information of China (English)
李建利; 申建华
2004-01-01
Consider the nonlinear neutral delay differential equation d/dt[x(t)-P(t)g(x(t-τ))]+Q(t)h(x(t-σ))=01t≥t0,where P1Q∈C([t01∞),R(τ>01,σ≥0,We obtain a linearized oscillation result by an associate linear equation in the case when liminf P(t)=p0∈[-1,0)。
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...
Modeling and Prediction Using Stochastic Differential Equations
DEFF Research Database (Denmark)
Juhl, Rune; Møller, Jan Kloppenborg; Jørgensen, John Bagterp;
2016-01-01
Pharmacokinetic/pharmakodynamic (PK/PD) modeling for a single subject is most often performed using nonlinear models based on deterministic ordinary differential equations (ODEs), and the variation between subjects in a population of subjects is described using a population (mixed effects) setup...... deterministic and can predict the future perfectly. A more realistic approach would be to allow for randomness in the model due to e.g., the model be too simple or errors in input. We describe a modeling and prediction setup which better reflects reality and suggests stochastic differential equations (SDEs...
Algorithms For Integrating Nonlinear Differential Equations
Freed, A. D.; Walker, K. P.
1994-01-01
Improved algorithms developed for use in numerical integration of systems of nonhomogenous, nonlinear, first-order, ordinary differential equations. In comparison with integration algorithms, these algorithms offer greater stability and accuracy. Several asymptotically correct, thereby enabling retention of stability and accuracy when large increments of independent variable used. Accuracies attainable demonstrated by applying them to systems of nonlinear, first-order, differential equations that arise in study of viscoplastic behavior, spread of acquired immune-deficiency syndrome (AIDS) virus and predator/prey populations.
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
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 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.
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
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
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.
Babusci, D.; Dattoli, G.; Germano, B.; Martinelli, M. R.; Ricci, P. E.
2011-01-01
We use the operator method to evaluate a class of integrals involving Bessel or Bessel-type functions. The technique we propose is based on the formal reduction of these family of functions to Gaussians.
Noncommutative Bessel symmetric functions
Novelli, Jean-Christophe; Thibon, Jean-Yves
2006-01-01
The consideration of tensor products of 0-Hecke algebra modules leads to natural analogs of the Bessel J-functions in the algebra of noncommutative symmetric functions. This provides a simple explanation of various combinatorial properties of Bessel functions.
Nonlinear Partial Functional Differential Equations: Existence and Stability
Caraballo Garrido, Tomás
2001-01-01
Existence and uniqueness of solutions for a class of nonlinear functional differential equations in Hilbert spaces are established. Sufficient conditions which guarantee the transference of exponential stability from partial differential equations to partial functional differential equations are studied. The stability results derived are also applied to ordinary differential equations with hereditary characteristics.
Path Integral Methods for Stochastic Differential Equations
Chow, Carson C.; Buice, Michael A.
2015-01-01
Stochastic differential equations (SDEs) have multiple applications in mathematical neuroscience and are notoriously difficult. Here, we give a self-contained pedagogical review of perturbative field theoretic and path integral methods to calculate moments of the probability density function of SDEs. The methods can be extended to high dimensional systems such as networks of coupled neurons and even deterministic systems with quenched disorder.
Parallel Algorithm Solves Coupled Differential Equations
Hayashi, A.
1987-01-01
Numerical methods adapted to concurrent processing. Algorithm solves set of coupled partial differential equations by numerical integration. Adapted to run on hypercube computer, algorithm separates problem into smaller problems solved concurrently. Increase in computing speed with concurrent processing over that achievable with conventional sequential processing appreciable, especially for large problems.
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...
Newton's method for stochastic functional differential equations
Directory of Open Access Journals (Sweden)
Monika Wrzosek
2012-08-01
Full Text Available In this article, we apply Newton's method to stochastic functional differential equations. The first part concerns a first-order convergence. We formulate a Gronwall-type inequality which plays an important role in the proof of the convergence theorem for the Newton method. In the second part a probabilistic second-order convergence is studied.
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].
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
Unified Bessel, Modified Bessel, Spherical Bessel and Bessel-Clifford Functions
Yaşar, Banu Yılmaz; Özarslan, Mehmet Ali
2016-01-01
In the present paper, unification of Bessel, modified Bessel, spherical Bessel and Bessel-Clifford functions via the generalized Pochhammer symbol [ Srivastava HM, Cetinkaya A, K{\\i}ymaz O. A certain generalized Pochhammer symbol and its applications to hypergeometric functions. Applied Mathematics and Computation, 2014, 226 : 484-491] is defined. Several potentially useful properties of the unified family such as generating function, integral representation, Laplace transform and Mellin tran...
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...
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 ...
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...
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.
Differential constraints and exact solutions of nonlinear diffusion equations
Kaptsov, Oleg V.; Verevkin, Igor V.
2002-01-01
The differential constraints are applied to obtain explicit solutions of nonlinear diffusion equations. Certain linear determining equations with parameters are used to find such differential constraints. They generalize the determining equations used in the search for classical Lie symmetries.
Introduction to numerical methods for time dependent differential equations
Kreiss, Heinz-Otto
2014-01-01
Introduces both the fundamentals of time dependent differential equations and their numerical solutions Introduction to Numerical Methods for Time Dependent Differential Equations delves into the underlying mathematical theory needed to solve time dependent differential equations numerically. Written as a self-contained introduction, the book is divided into two parts to emphasize both ordinary differential equations (ODEs) and partial differential equations (PDEs). Beginning with ODEs and their approximations, the authors provide a crucial presentation of fundamental notions, such as the t
Schiesser, William E
2014-01-01
Features a solid foundation of mathematical and computational tools to formulate and solve real-world PDE problems across various fields With a step-by-step approach to solving partial differential equations (PDEs), Differential Equation Analysis in Biomedical Science and Engineering: Partial Differential Equation Applications with R successfully applies computational techniques for solving real-world PDE problems that are found in a variety of fields, including chemistry, physics, biology, and physiology. The book provides readers with the necessary knowledge to reproduce and extend the com
Schiesser, William E
2014-01-01
Features a solid foundation of mathematical and computational tools to formulate and solve real-world ODE problems across various fields With a step-by-step approach to solving ordinary differential equations (ODEs), Differential Equation Analysis in Biomedical Science and Engineering: Ordinary Differential Equation Applications with R successfully applies computational techniques for solving real-worldODE problems that are found in a variety of fields, including chemistry, physics, biology,and physiology. The book provides readers with the necessary knowledge to reproduce andextend the comp
A textbook on ordinary differential equations
Ahmad, Shair
2014-01-01
The book is a primer of the theory of Ordinary Differential Equations. Each chapter is completed by a broad set of exercises; the reader will also find a set of solutions of selected exercises. The book contains many interesting examples as well (like the equations for the electric circuits, the pendium equation, the logistic equation, the Lotka-Volterra system, and many other) which introduce the reader to some interesting aspects of the theory and its applications. The work is mainly addressed to students of Mathematics, Physics, Engineering, Statistics, Computer Sciences, with knowledge of Calculus and Linear Algebra, and contains more advanced topics for further developments, such as Laplace transform; Stability theory and existence of solutions to Boundary Value problems. The authors are preparing a complete solutions manual, containing solutions to all the exercises published in the book. The manual will be available Summer 2014. Instructors who wish to adopt the book may request the manual by writing...
Malliavin differentiability of solutions of rough differential equations
Inahama, Yuzuru
2013-01-01
In this paper we study rough differential equations driven by Gaussian rough paths from the viewpoint of Malliavin calculus. Under mild assumptions on coefficient vector fields and underlying Gaussian processes, we prove that solutions at a fixed time is smooth in the sense of Malliavin calculus. Examples of Gaussian processes include fractional Brownian motion with Hurst parameter larger than $1/4$.
CHEBYSHEV APPROXIMATION OF THE SECOND KIND OF MODIFIED BESSEL FUNCTION OF ORDER ZERO
Institute of Scientific and Technical Information of China (English)
张璟; 周哲玮
2004-01-01
The second kind of modified Bessel function of order zero is the solutions of many problems in engineering. Modified Bessel equation is transformed by exponential transformation and expanded by J. P. Boyd' s rational Chebyshev basis.
Causal interpretation of stochastic differential equations
DEFF Research Database (Denmark)
Sokol, Alexander; Hansen, Niels Richard
2014-01-01
We give a causal interpretation of stochastic differential equations (SDEs) by defining the postintervention SDE resulting from an intervention in an SDE. We show that under Lipschitz conditions, the solution to the postintervention SDE is equal to a uniform limit in probability of postintervention...... structural equation models based on the Euler scheme of the original SDE, thus relating our definition to mainstream causal concepts. We prove that when the driving noise in the SDE is a Lévy process, the postintervention distribution is identifiable from the generator of the SDE....
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.
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.
Ordinary differential equations and mechanical systems
Awrejcewicz, Jan
2014-01-01
This book applies a step-by-step treatment of the current state-of-the-art of ordinary differential equations used in modeling of engineering systems/processes and beyond. It covers systematically ordered problems, beginning with first and second order ODEs, linear and higher-order ODEs of polynomial form, theory and criteria of similarity, modeling approaches, phase plane and phase space concepts, stability optimization, and ending on chaos and synchronization. Presenting both an overview of the theory of the introductory differential equations in the context of applicability and a systematic treatment of modeling of numerous engineering and physical problems through linear and non-linear ODEs, the volume is self-contained, yet serves both scientific and engineering interests. The presentation relies on a general treatment, analytical and numerical methods, concrete examples, and engineering intuition. The scientific background used is well balanced between elementary and advanced level, making it as a uniqu...
Hamiltonian partial differential equations and applications
Nicholls, David; Sulem, Catherine
2015-01-01
This book is a unique selection of work by world-class experts exploring the latest developments in Hamiltonian partial differential equations and their applications. Topics covered within are representative of the field’s wide scope, including KAM and normal form theories, perturbation and variational methods, integrable systems, stability of nonlinear solutions as well as applications to cosmology, fluid mechanics and water waves. The volume contains both surveys and original research papers and gives a concise overview of the above topics, with results ranging from mathematical modeling to rigorous analysis and numerical simulation. It will be of particular interest to graduate students as well as researchers in mathematics and physics, who wish to learn more about the powerful and elegant analytical techniques for Hamiltonian partial differential equations.
Spurious Solutions Of Nonlinear Differential Equations
Yee, H. C.; Sweby, P. K.; Griffiths, D. F.
1992-01-01
Report utilizes nonlinear-dynamics approach to investigate possible sources of errors and slow convergence and non-convergence of steady-state numerical solutions when using time-dependent approach for problems containing nonlinear source terms. Emphasizes implications for development of algorithms in CFD and computational sciences in general. Main fundamental conclusion of study is that qualitative features of nonlinear differential equations cannot be adequately represented by finite-difference method and vice versa.
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....
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.
Spurious Numerical Solutions Of Differential Equations
Lafon, A.; Yee, H. C.
1995-01-01
Paper presents detailed study of spurious steady-state numerical solutions of differential equations that contain nonlinear source terms. Main objectives of this study are (1) to investigate how well numerical steady-state solutions of model nonlinear reaction/convection boundary-value problem mimic true steady-state solutions and (2) to relate findings of this investigation to implications for interpretation of numerical results from computational-fluid-dynamics algorithms and computer codes used to simulate reacting flows.
Partial differential equation models in macroeconomics.
Achdou, Yves; Buera, Francisco J; Lasry, Jean-Michel; Lions, Pierre-Louis; Moll, Benjamin
2014-11-13
The purpose of this article is to get mathematicians interested in studying a number of partial differential equations (PDEs) that naturally arise in macroeconomics. These PDEs come from models designed to study some of the most important questions in economics. At the same time, they are highly interesting for mathematicians because their structure is often quite difficult. We present a number of examples of such PDEs, discuss what is known about their properties, and list some open questions for future research. PMID:25288811
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.
LORENE: Spectral methods differential equations solver
Gourgoulhon, Eric; Grandclément, Philippe; Marck, Jean-Alain; Novak, Jérôme; Taniguchi, Keisuke
2016-08-01
LORENE (Langage Objet pour la RElativité NumériquE) solves various problems arising in numerical relativity, and more generally in computational astrophysics. It is a set of C++ classes and provides tools to solve partial differential equations by means of multi-domain spectral methods. LORENE classes implement basic structures such as arrays and matrices, but also abstract mathematical objects, such as tensors, and astrophysical objects, such as stars and black holes.
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…
Linear measure functional differential equations with infinite delay
Monteiro, G. (Giselle Antunes); Slavík, A.
2014-01-01
We use the theory of generalized linear ordinary differential equations in Banach spaces to study linear measure functional differential equations with infinite delay. We obtain new results concerning the existence, uniqueness, and continuous dependence of solutions. Even for equations with a finite delay, our results are stronger than the existing ones. Finally, we present an application to functional differential equations with impulses.
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.
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...
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
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.
NUMERICAL METHODS FOR DIFFERENTIAL GAMES BASED ON PARTIAL DIFFERENTIAL EQUATIONS
Falcone, M
2006-01-01
In this paper we present some numerical methods for the solution of two-persons zero-sum deterministic differential games. The methods are based on the dynamic programming approach. We first solve the Isaacs equation associated to the game to get an approximate value function and then we use it to reconstruct approximate optimal feedback controls and optimal trajectories. The approximation schemes also have an interesting control interpretation since the time-discrete scheme stems from a dyna...
Preconditioned iterative methods for partial differential equations
Energy Technology Data Exchange (ETDEWEB)
Leaf, G.K.; Minkoff, M.; Diaz, J.C.
1987-01-01
In this paper we consider several preconditioners and iterative methods for solving the linear algebraic system associated with a partial differential equation. Our interest stems from earlier work in Method of Lines (MOL) software for solving kinetics-diffusion equations and a recognition that the solution of the underlying linear system at each timestep is crucial in terms of computational storage and time. We are interested in developing an approach to handle nonsymmetric matrices so that we can deal with convective terms in the partial differential equation (PDE). To examine our methods we consider a model problem which has been used in related work. With regard to the approach there are two aspects: the preconditioner and the iterative method. Among the preconditioners considered are normal form LU factorization and variations related to approximate inverses. The iterative methods include normal form conjugate gradients and related nonsymmetric methods (ORTHOMIN and ORTHODIR). We have found that the use of either an approximate LU factorization or an approximate inverse in combination with normal form conjugate gradient iteration provides an effective approach for solving our model problem. This result suggests potential use of approximate inverses for parallel computation. 5 refs., 4 figs.
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.
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.
On Liapunov transformations of linear systems of implicit differential equations
Mazanik, S. A.
1991-01-01
An asymptotical equivalence of linear systems of implicit differential equations is investigated. Sufficient conditions to transform a linear system of implicit differential equations to a system of specal type are given.
Numerical analysis of systems of ordinary and stochastic differential equations
Artemiev, S S
1997-01-01
This text deals with numerical analysis of systems of both ordinary and stochastic differential equations. It covers numerical solution problems of the Cauchy problem for stiff ordinary differential equations (ODE) systems by Rosenbrock-type methods (RTMs).
Differential Equations, Associators, and Recurrences for Amplitudes
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'.
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
Directory of Open Access Journals (Sweden)
Georg Puhlfürst
2016-01-01
Full Text Available We provide new methods to straightforwardly obtain compact and analytic expressions for ϵ-expansions of functions appearing in both field and string theory amplitudes. An algebraic method is presented to explicitly solve for recurrence relations connecting different ϵ-orders of a power series solution in ϵ of a differential equation. This strategy generalizes the usual iteration by Picard's method. Our tools are demonstrated for generalized hypergeometric functions. Furthermore, we match the ϵ-expansion of specific generalized hypergeometric functions with the underlying Drinfeld associator with proper Lie algebra and monodromy representations. We also apply our tools for computing ϵ-expansions for solutions to generic first-order Fuchsian equations (Schlesinger system. Finally, we set up our methods to systematically get compact and explicit α′-expansions of tree-level superstring amplitudes to any order in α′.
Lectures on differential equations for Feynman integrals
International Nuclear Information System (INIS)
Over the last year significant progress was made in the understanding of the computation of Feynman integrals using differential equations (DE). These lectures give a review of these developments, while not assuming any prior knowledge of the subject. After an introduction to DE for Feynman integrals, we point out how they can be simplified using algorithms available in the mathematical literature. We discuss how this is related to a recent conjecture for a canonical form of the equations. We also discuss a complementary approach that is based on properties of the space–time loop integrands, and explain how the ideas of leading singularities and d-log representations can be used to find an optimal basis for the DE. Finally, as an application of these ideas we show how single-scale integrals can be bootstrapped using the Drinfeld associator of a DE. (topical review)
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.
Stochastic Differential Equations in Artificial Pancreas Modelling
DEFF Research Database (Denmark)
Duun-Henriksen, Anne Katrine
to assess the timing, intensity and duration of physical exercise in advance, to adjust the insulin dose accordingly. Additionally, several uncontrollable and unpredictable factors such as stress, hormonal cycles and sickness changing the metabolic state make this task even more difficult. The development....... However, uncertainty in the model occurs due to the nature of physiological systems and due to the presence of unknown disturbances. An attractive approach to deal with this uncertainty is to use stochastic differential equations (SDEs). In a model based on SDEs, the noise is separated into two terms: 1...
Stochastic differential equations and diffusion processes
Ikeda, N
1989-01-01
Being a systematic treatment of the modern theory of stochastic integrals and stochastic differential equations, the theory is developed within the martingale framework, which was developed by J.L. Doob and which plays an indispensable role in the modern theory of stochastic analysis.A considerable number of corrections and improvements have been made for the second edition of this classic work. In particular, major and substantial changes are in Chapter III and Chapter V where the sections treating excursions of Brownian Motion and the Malliavin Calculus have been expanded and refined. Sectio
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
Solving ordinary differential equations in SPEAKEASY. [SPKODE
Energy Technology Data Exchange (ETDEWEB)
Shampine, L. F.
1977-08-01
SPEAKEASY does not have within it FORTRAN-type functions. A function like sin(x) is defined as a table of values at specified points and is held in the computer as an array. Because of this, the differential equation to be solved is defined only at certain points. This problem must be confronted; the algorithms and the code employing them do quite well at meeting the requirements for acceptable solution. The algorithms used are described, and step size, order, and errors are discussed. Several examples are given, along with a listing of subroutine SPKODE. (RWR)
Ordinary Differential Equations through Dimensional Analysis
Belinch'on, J A
2005-01-01
In in this paper we show how using D.A. it is found a simple change of variables (c.v.) that brings us to obtain differential equations simpler than the original one. In a pedagogical way (at least we try to do that) and in order to make see that each c.v. corresponds to an invariant solution (induced by a symmetry) or a particular solution, we compare (with all the tedious details, i.e. calculations) the proposed method with the Lie method. The method is checked even in ODEs that do not admit symmetries.
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
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.
Terahertz plasmonic Bessel beamformer
Energy Technology Data Exchange (ETDEWEB)
Monnai, Yasuaki; Shinoda, Hiroyuki [Graduate School of Frontier Sciences, The University of Tokyo, 7-3-1 Hongo, Bunkyo-ku, Tokyo 113-8656 (Japan); Jahn, David; Koch, Martin [Department of Physics, Philipps University of Marburg, Renthof 5, 35032 Marburg (Germany); Withayachumnankul, Withawat [School of Electrical and Electronics Engineering, The University of Adelaide, Adelaide, SA 5005 (Australia)
2015-01-12
We experimentally demonstrate terahertz Bessel beamforming based on the concept of plasmonics. The proposed planar structure is made of concentric metallic grooves with a subwavelength spacing that couple to a point source to create tightly confined surface waves or spoof surface plasmon polaritons. Concentric scatterers periodically incorporated at a wavelength scale allow for launching the surface waves into free space to define a Bessel beam. The Bessel beam defined at 0.29 THz has been characterized through terahertz time-domain spectroscopy. This approach is capable of generating Bessel beams with planar structures as opposed to bulky axicon lenses and can be readily integrated with solid-state terahertz sources.
Solving Differential Equations in R: Package deSolve
In this paper we present the R package deSolve to solve initial value problems (IVP) written as ordinary differential equations (ODE), differential algebraic equations (DAE) of index 0 or 1 and partial differential equations (PDE), the latter solved using the method of lines appr...
The existence of solutions of q-difference-differential equations.
Wang, Xin-Li; Wang, Hua; Xu, Hong-Yan
2016-01-01
By using the Nevanlinna theory of value distribution, we investigate the existence of solutions of some types of non-linear q-difference differential equations. In particular, we generalize the Rellich-Wittich-type theorem and Malmquist-type theorem about differential equations to the case of q-difference differential equations (system). PMID:27218006
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.
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...
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
Energy Technology Data Exchange (ETDEWEB)
Sharp, D.H.; Habib, S.; Mineev, M.B.
1999-07-08
This is the final report of a Laboratory Directed Research and Development (LDRD) project at the Los Alamos National laboratory (LANL). The objectives of this proposal were (1) the development of methods for understanding and control of spacetime discretization errors in nonlinear stochastic partial differential equations, and (2) the development of new and improved practical numerical methods for the solutions of these equations. The authors have succeeded in establishing two methods for error control: the functional Fokker-Planck equation for calculating the time discretization error and the transfer integral method for calculating the spatial discretization error. In addition they have developed a new second-order stochastic algorithm for multiplicative noise applicable to the case of colored noises, and which requires only a single random sequence generation per time step. All of these results have been verified via high-resolution numerical simulations and have been successfully applied to physical test cases. They have also made substantial progress on a longstanding problem in the dynamics of unstable fluid interfaces in porous media. This work has lead to highly accurate quasi-analytic solutions of idealized versions of this problem. These may be of use in benchmarking numerical solutions of the full stochastic PDEs that govern real-world problems.
Hunt, L. R.; Villarreal, Ramiro
1987-01-01
System theorists understand that the same mathematical objects which determine controllability for nonlinear control systems of ordinary differential equations (ODEs) also determine hypoellipticity for linear partial differentail equations (PDEs). Moreover, almost any study of ODE systems begins with linear systems. It is remarkable that Hormander's paper on hypoellipticity of second order linear p.d.e.'s starts with equations due to Kolmogorov, which are shown to be analogous to the linear PDEs. Eigenvalue placement by state feedback for a controllable linear system can be paralleled for a Kolmogorov equation if an appropriate type of feedback is introduced. Results concerning transformations of nonlinear systems to linear systems are similar to results for transforming a linear PDE to a Kolmogorov equation.
Modeling Delays of Microwave Transistors and Transmission Lines by the 2nd Order Bessel Function
Directory of Open Access Journals (Sweden)
K. Ulovec
2007-04-01
Full Text Available At present, most of simulation programs can characterize gate delays of microwave transistors. However, the delay is mostly approximated by means of first-order differential equations. In the paper, a more accurate way is suggested which is based on an appropriate second-order differential equation. Concerning the transmission line delay, majority of the simulation programs use both Branin (for lossless lines and LCRG (for lossy lines models. However, the first causes extreme simulation times, and the second causes well-known spurious oscillations in the simulation results. In the paper, an unusual way for modeling the transmission line delay is defined, which is also based on the second-order Bessel function. The proposed model does not create the spurious oscillations and the simulation times are comparable with those obtained with the classical models. Properties of the implementation of the second-order Bessel function are demonstrated by analyses of both digital and analog microwave circuits.
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.
Adaptive finite element methods for differential equations
Bangerth, Wolfgang
2003-01-01
These Lecture Notes discuss concepts of `self-adaptivity' in the numerical solution of differential equations, with emphasis on Galerkin finite element methods. The key issues are a posteriori error estimation and it automatic mesh adaptation. Besides the traditional approach of energy-norm error control, a new duality-based technique, the Dual Weighted Residual method for goal-oriented error estimation, is discussed in detail. This method aims at economical computation of arbitrary quantities of physical interest by properly adapting the computational mesh. This is typically required in the design cycles of technical applications. For example, the drag coefficient of a body immersed in a viscous flow is computed, then it is minimized by varying certain control parameters, and finally the stability of the resulting flow is investigated by solving an eigenvalue problem. `Goal-oriented' adaptivity is designed to achieve these tasks with minimal cost. At the end of each chapter some exercises are posed in order ...
Stability and Control of Functional Differential Equations
Peet, M M
2006-01-01
This thesis addresses the question of stability of systems defined by differential equations which contain nonlinearity and delay. In particular, we analyze the stability of a well-known delayed nonlinear implementation of a certain Internet congestion control protocol. We also describe a generalized methodology for proving stability of time-delay systems through the use of semidefinite programming. In Chapters 4 and 5, we consider an Internet congestion control protocol based on the decentralized gradient projection algorithm. For a certain class of utility function, this algorithm was shown to be globally convergent for some sufficiently small value of a gain parameter. Later work gave an explicit bound on this gain for a linearized version of the system. This thesis proves that this bound also implies stability of the original system. In Chapter 7, we describe a general methodology for proving stability of linear time-delay systems by computing solutions to an operator-theoretic version of the Lyapunov ine...
Elliptic partial differential equations of second order
Gilbarg, David
2001-01-01
From the reviews: "This is a book of interest to any having to work with differential equations, either as a reference or as a book to learn from. The authors have taken trouble to make the treatment self-contained. It (is) suitable required reading for a PhD student. Although the material has been developed from lectures at Stanford, it has developed into an almost systematic coverage that is much longer than could be covered in a year's lectures". Newsletter, New Zealand Mathematical Society, 1985 "Primarily addressed to graduate students this elegant book is accessible and useful to a broad spectrum of applied mathematicians". Revue Roumaine de Mathématiques Pures et Appliquées,1985.
Advances in differential equations and applications
Martínez, Vicente
2014-01-01
The book contains a selection of contributions given at the 23rd Congress on Differential Equations and Applications (CEDYA) / 13th Congress of Applied Mathematics (CMA) that took place at Castellon, Spain, in 2013. CEDYA is renowned as the congress of the Spanish Society of Applied Mathematics (SEMA) and constitutes the main forum and meeting point for applied mathematicians in Spain. The papers included in this book have been selected after a thorough refereeing process and provide a good summary of the recent activity developed by different groups working mainly in Spain on applications of mathematics to several fields of science and technology. The purpose is to provide a useful reference of academic and industrial researchers working in the area of numerical analysis and its applications.
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.
Basic Iterative Methods for Solving Elliptic Partial Differential Equation
Qahraman, Yousif Ahmed
2014-01-01
ABSTRACT: In this thesis, we studied the numerical techniques for the solution of two dimensional Elliptic partial differential equations such as Laplace's and Poisson's equations. These types of differential equations have specific applications in physical and engineering models. The discrete approximation of both equations is based on finite difference method. In this research, five points finite difference approximation is used for Laplace's and Poisson's equations. To solve the resulting ...
Partial Differential Equations in General Relativity
Energy Technology Data Exchange (ETDEWEB)
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)
Introduction to Adaptive Methods for Differential Equations
Eriksson, Kenneth; Estep, Don; Hansbo, Peter; Johnson, Claes
Knowing thus the Algorithm of this calculus, which I call Differential Calculus, all differential equations can be solved by a common method (Gottfried Wilhelm von Leibniz, 1646-1719).When, several years ago, I saw for the first time an instrument which, when carried, automatically records the number of steps taken by a pedestrian, it occurred to me at once that the entire arithmetic could be subjected to a similar kind of machinery so that not only addition and subtraction, but also multiplication and division, could be accomplished by a suitably arranged machine easily, promptly and with sure results. For it is unworthy of excellent men to lose hours like slaves in the labour of calculations, which could safely be left to anyone else if the machine was used. And now that we may give final praise to the machine, we may say that it will be desirable to all who are engaged in computations which, as is well known, are the managers of financial affairs, the administrators of others estates, merchants, surveyors, navigators, astronomers, and those connected with any of the crafts that use mathematics (Leibniz).
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.
Compatible Spatial Discretizations for Partial Differential Equations
Energy Technology Data Exchange (ETDEWEB)
Arnold, Douglas, N, ed.
2004-11-25
From May 11--15, 2004, the Institute for Mathematics and its Applications held a hot topics workshop on Compatible Spatial Discretizations for Partial Differential Equations. The numerical solution of partial differential equations (PDE) is a fundamental task in science and engineering. The goal of the workshop was to bring together a spectrum of scientists at the forefront of the research in the numerical solution of PDEs to discuss compatible spatial discretizations. We define compatible spatial discretizations as those that inherit or mimic fundamental properties of the PDE such as topology, conservation, symmetries, and positivity structures and maximum principles. A wide variety of discretization methods applied across a wide range of scientific and engineering applications have been designed to or found to inherit or mimic intrinsic spatial structure and reproduce fundamental properties of the solution of the continuous PDE model at the finite dimensional level. A profusion of such methods and concepts relevant to understanding them have been developed and explored: mixed finite element methods, mimetic finite differences, support operator methods, control volume methods, discrete differential forms, Whitney forms, conservative differencing, discrete Hodge operators, discrete Helmholtz decomposition, finite integration techniques, staggered grid and dual grid methods, etc. This workshop seeks to foster communication among the diverse groups of researchers designing, applying, and studying such methods as well as researchers involved in practical solution of large scale problems that may benefit from advancements in such discretizations; to help elucidate the relations between the different methods and concepts; and to generally advance our understanding in the area of compatible spatial discretization methods for PDE. Particular points of emphasis included: + Identification of intrinsic properties of PDE models that are critical for the fidelity of numerical
Legendre-tau approximations for functional differential equations
Ito, K.; Teglas, R.
1986-01-01
The numerical approximation of solutions to linear retarded functional differential equations are considered using the so-called Legendre-tau method. The functional differential equation is first reformulated as a partial differential equation with a nonlocal boundary condition involving time-differentiation. The approximate solution is then represented as a truncated Legendre series with time-varying coefficients which satisfy a certain system of ordinary differential equations. The method is very easy to code and yields very accurate approximations. Convergence is established, various numerical examples are presented, and comparison between the latter and cubic spline approximation is made.
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.
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).
Existence of Anti-periodic Solution for Differential Equations
Institute of Scientific and Technical Information of China (English)
FU NING
2010-01-01
In this paper,we discuss the anti-periodic boundary value problem for a class of first order differential equations.By using homotopy method,we obtain the conditions for the existence of anti-periodic solution for the equation under consideration.This result can be extended to higher order differential equations.
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.
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...
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.
AMDLIBAE, IBM 360 Subroutine Library, Special Function, Polynomials, Differential Equation
International Nuclear Information System (INIS)
Description of problem or function: AMDLIBAE is a subset of the IBM 360 Subroutine Library at the Applied Mathematics Division at Argonne National Laboratory. This subset includes library categories A-E: Identification/Description: A152S A MPA: Mult. prec. floating point arith. package; B156S A ARSIN: Arcsine, arccosine; B158S A DSIN/DCOS: DP sine, cosine; B159S A DTAN/DCOT: DP tangent, cotangent; B252S A SINH/COSH: Hyperbolic sine, cosine; B353S A ALOG: SP logarithm; B354S A DEXP: DP exponential; B355S A DLOG: DP logarithm; B456S A DCUBRT: DP cube root; B457S A ARGPOWER: XY; B458S A ARGFDXPD: DP XY; C150S F DQD: Q. D. algorithm applied to a power series; C151S F DCONF1: Eval. cont. fract. Q. D. of power series; C250S F CUBIC: Roots of cubic polynomial equation; C251S F QUARTIC: Roots of quartic polynomial equation; C252S F RSSR: All roots of poly eqs. with real coef.; C253S F POLDRV: Driver for C254S; C254S F CPOLY: Roots arb. poly. Jenkins-Traub algorithm; C353S F1 CLEBSH: Ang. mom. coef. - Clebsch, Racah, Wigner; C365S A ALGAMA: Logarithm of the gamma function; C366S A DGAMMA/DLGAMA: DP gamma and log(gamma) functions; C368S F EONE: Exponential integral E1; C370S F BESJY: Bessel functions J and Y; C371S F BESIK: Bessel functions I and K; C372S F CHIPRB: Chi-square integral; C380S F DRZETA: Long precision zeta, zeta-1 functions; C382S F DCGAM: Long precision complex gamma; C383S A DERF/DERFC: DP error function; C384S F BFJ1: Bessel function J1; C385S F COULMB: Regular Coulomb wave functions; C386S F1 DSGMAL: Coulomb phase shift; C387S F BFJYR: Bessel functions J0,J1,Y0,Y1; C388S F IRCOUL: LP irregular Coulomb wave functions; C389S F GAMIN: Incomplete gamma function; C390S F LQ: Assoc. Legendre functions of 2. kind; C392S A DAERF: Inverse error function; C393S F CDEONE: Modified complex exponential integral; D153S F DROMB: Two-dimensional Romberg quadrature; D153S P DROMBP: Two-dimensional Romberg quadrature; D158S F ANC4: Adap. quad. using 4. order Newton-Cotes; D
STRICT STABILITY OF IMPULSIVE SET VALUED DIFFERENTIAL EQUATIONS
Institute of Scientific and Technical Information of China (English)
无
2011-01-01
In this paper, we develop strict stability concepts of ODE to impulsive hybrid set valued differential equations. By Lyapunov’s original method, we get some basic strict stability criteria of impulsive hybrid set valued equations.
A precise definition of reduction of partial differential equations
Zhdanov, Renat Z.; Tsyfra, Ivan M.; Popovych, Roman O.
2002-01-01
We give a comprehensive analysis of interrelations between the basic concepts of the modern theory of symmetry (classical and non-classical) reductions of partial differential equations. Using the introduced definition of reduction of differential equations we establish equivalence of the non-classical (conditional symmetry) and direct (Ansatz) approaches to reduction of partial differential equations. As an illustration we give an example of non-classical reduction of the nonlinear wave equa...
Hamilton-Jacobi method for solving ordinary differential equations
Institute of Scientific and Technical Information of China (English)
Mei Feng-Xiang; Wu Hui-Bin; Zhang Yong-Fa
2006-01-01
The Hamilton-Jacobi method for solving ordinary differential equations is presented in this paper.A system of ordinary differential equations of first order or second order can be expressed as a Hamilton system under certain conditions.Then the Hamilton-Jacobi method is used in the integration of the Hamilton system and the solution of the original ordinary differential equations can be found.Finally,an example is given to illustrate the application of the result.
Stability of infinite dimensional stochastic differential equations with applications
Liu, Kai
2005-01-01
PrefaceSTOCHASTIC DIFFERENTIAL EQUATIONS IN INFINITE DIMENSIONSNotations,Definitions and Preliminaries Wiener Processes and Stochastic Integration Definitions and Methods of Stability Notes and Comments STABILITY F LINEAR STOCHASTIC DIFFERENTIAL EQUATIONSStable Semigroups Lyapunov Equations and Stability Uniformly Asymptotic Stability STABILITY F NONLINEAR STOCHASTIC DIFFERENTIAL EQUATIONSEquivalence of L p -Stability and Exponential Stability A Coerciv Decay Condition Stability of Semilinear Stochastic Evolution Equations Lyapunov Functions for Strong Solutions Two Applications Further Result
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
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....
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.
Numerical solution of ordinary differential equations
Fox, L
1987-01-01
Nearly 20 years ago we produced a treatise (of about the same length as this book) entitled Computing methods for scientists and engineers. It was stated that most computation is performed by workers whose mathematical training stopped somewhere short of the 'professional' level, and that some books are therefore needed which use quite simple mathematics but which nevertheless communicate the essence of the 'numerical sense' which is exhibited by the real computing experts and which is surely needed, at least to some extent, by all who use modern computers and modern numerical software. In that book we treated, at no great length, a variety of computational problems in which the material on ordinary differential equations occupied about 50 pages. At that time it was quite common to find books on numerical analysis, with a little on each topic ofthat field, whereas today we are more likely to see similarly-sized books on each major topic: for example on numerical linear algebra, numerical approximation, numeri...
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.
Approximate Solution of nth-Order Fuzzy Linear Differential Equations
Directory of Open Access Journals (Sweden)
Xiaobin Guo
2013-01-01
Full Text Available The approximate solution of nth-order fuzzy linear differential equations in which coefficient functions maintain the sign is investigated by the undetermined fuzzy coefficients method. The differential equations is converted to a crisp function system of linear equations according to the operations of fuzzy numbers. The fuzzy approximate solution of the fuzzy linear differential equation is obtained by solving the crisp linear equations. Some numerical examples are given to illustrate the proposed method. It is an extension of Allahviranloo's results.
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.
Distributional and entire solutions of ordinary differential and functional differential equations
Shah, S. M.; Joseph Wiener
1983-01-01
A brief survey of recent results on distributional and entire solutions of ordinary differential equations (ODE) and functional differential equations (FDE) is given. Emphasis is made on linear equations with polynomial coefficients. Some work on generalized-function solutions of integral equations is also mentioned.
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...
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.
Bessel potential space on the Laguerre hypergroup
Directory of Open Access Journals (Sweden)
Ahmed Taieb
2011-01-01
Full Text Available Abstract In this article, we define the fractional differentiation Dδ of order δ, δ > 0, induced by the Laguerre operator L and associated with respect to the Haar measure dmα. We obtain a characterization of the Bessel potential space using Dδ and different equivalent norms.
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.
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...
Nonstandard Topics for Student Presentations in Differential Equations
LeMasurier, Michelle
2006-01-01
An interesting and effective way to showcase the wide variety of fields to which differential equations can be applied is to have students give short oral presentations on a specific application. These talks, which have been presented by 30-40 students per year in our differential equations classes, provide exposure to a diverse array of topics…
Parameter Estimates in Differential Equation Models for Chemical Kinetics
Winkel, Brian
2011-01-01
We discuss the need for devoting time in differential equations courses to modelling and the completion of the modelling process with efforts to estimate the parameters in the models using data. We estimate the parameters present in several differential equation models of chemical reactions of order n, where n = 0, 1, 2, and apply more general…
Topics in numerical partial differential equations and scientific computing
2016-01-01
Numerical partial differential equations (PDEs) are an important part of numerical simulation, the third component of the modern methodology for science and engineering, besides the traditional theory and experiment. This volume contains papers that originated with the collaborative research of the teams that participated in the IMA Workshop for Women in Applied Mathematics: Numerical Partial Differential Equations and Scientific Computing in August 2014.
The Differential Equation Algorithm for General Deformed Swept Volumes
Institute of Scientific and Technical Information of China (English)
汪国平; 华宣积; 孙家广
2000-01-01
The differential equation approach for characterizing swept volume boundaries is extended to include objects experiencing deformation. For deformed swept volume, it is found that the structure and algorithm of sweep-envelope differential equation (SEDE) are similar between the deformed and the rigid swept volumes. The efficiency of SEDE approach for deformed swept volume is proved with an example.
Analysis of Caputo Impulsive Fractional Order Differential Equations with Applications
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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.
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.
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…
Variable-mesh method of solving differential equations
Van Wyk, R.
1969-01-01
Multistep predictor-corrector method for numerical solution of ordinary differential equations retains high local accuracy and convergence properties. In addition, the method was developed in a form conducive to the generation of effective criteria for the selection of subsequent step sizes in step-by-step solution of 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.
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 of parabolic type
Friedman, Avner
2008-01-01
This accessible and self-contained treatment provides even readers previously unacquainted with parabolic and elliptic equations with sufficient background to understand research literature. Author Avner Friedman - Director of the Mathematical Biosciences Institute at The Ohio State University - offers a systematic and thorough approach that begins with the main facts of the general theory of second order linear parabolic equations. Subsequent chapters explore asymptotic behavior of solutions, semi-linear equations and free boundary problems, and the extension of results concerning fundamenta
Partial differential equations & boundary value problems with Maple
Articolo, George A
2009-01-01
Partial Differential Equations and Boundary Value Problems with Maple presents all of the material normally covered in a standard course on partial differential equations, while focusing on the natural union between this material and the powerful computational software, Maple. The Maple commands are so intuitive and easy to learn, students can learn what they need to know about the software in a matter of hours- an investment that provides substantial returns. Maple''s animation capabilities allow students and practitioners to see real-time displays of the solutions of partial differential equations. Maple files can be found on the books website. Ancillary list: Maple files- http://www.elsevierdirect.com/companion.jsp?ISBN=9780123747327 Provides a quick overview of the software w/simple commands needed to get startedIncludes review material on linear algebra and Ordinary Differential equations, and their contribution in solving partial differential equationsIncorporates an early introduction to Sturm-L...
Field Method for Integrating the First Order Differential Equation
Institute of Scientific and Technical Information of China (English)
JIA Li-qun; ZHENG Shi-wang; ZHANG Yao-yu
2007-01-01
An important modern method in analytical mechanics for finding the integral, which is called the field-method, is used to research the solution of a differential equation of the first order. First, by introducing an intermediate variable, a more complicated differential equation of the first order can be expressed by two simple differential equations of the first order, then the field-method in analytical mechanics is introduced for solving the two differential equations of the first order. The conclusion shows that the field-method in analytical mechanics can be fully used to find the solutions of a differential equation of the first order, thus a new method for finding the solutions of the first order is provided.
Modified Chebyshev Collocation Method for Solving Differential Equations
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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.
Adomian Decomposition Method for Nonlinear Differential-Difference Equation
Institute of Scientific and Technical Information of China (English)
无
2007-01-01
Adomian decomposition method is applied to find the analytical and numerical solutions for the discretized mKdV equation, A numerical scheme is proposed to solve the long-time behavior of the discretized mKdV equation.The procedure presented here can be used to solve other differential-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 New Factorisation of a General Second Order Differential Equation
Clegg, Janet
2006-01-01
A factorisation of a general second order ordinary differential equation is introduced from which the full solution to the equation can be obtained by performing two integrations. The method is compared with traditional methods for solving these type of equations. It is shown how the Green's function can be derived directly from the factorisation…
A Survey on Oscillation of Impulsive Ordinary Differential Equations
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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.
Real-time optical laboratory solution of parabolic differential equations
Casasent, David; Jackson, James
1988-01-01
An optical laboratory matrix-vector processor is used to solve parabolic differential equations (the transient diffusion equation with two space variables and time) by an explicit algorithm. This includes optical matrix-vector nonbase-2 encoded laboratory data, the combination of nonbase-2 and frequency-multiplexed data on such processors, a high-accuracy optical laboratory solution of a partial differential equation, new data partitioning techniques, and a discussion of a multiprocessor optical matrix-vector architecture.
International Nuclear Information System (INIS)
We study a forward-backward system of stochastic differential equations in an infinite-dimensional framework and its relationships with a semilinear parabolic differential equation on a Hilbert space, in the spirit of the approach of Pardoux-Peng. We prove that the stochastic system allows us to construct a unique solution of the parabolic equation in a suitable class of locally Lipschitz real functions. The parabolic equation is understood in a mild sense which requires the notion of a generalized directional gradient, that we introduce by a probabilistic approach and prove to exist for locally Lipschitz functions.The use of the generalized directional gradient allows us to cover various applications to option pricing problems and to optimal stochastic control problems (including control of delay equations and reaction-diffusion equations),where the lack of differentiability of the coefficients precludes differentiability of solutions to the associated parabolic equations of Black-Scholes or Hamilton-Jacobi-Bellman type
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.
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
New exact solutions to some difference differential equations
Wang, Zhen; Zhang, Hong-Qing
2006-10-01
In this paper, we use our method to solve the extended Lotka-Volterra equation and discrete KdV equation. With the help of Maple, we obtain a number of exact solutions to the two equations including soliton solutions presented by hyperbolic functions of sinh and cosh, periodic solutions presented by trigonometric functions of sin and cos, and rational solutions. This method can be used to solve some other nonlinear difference-differential equations.
Cohomology and Bessel functions Theory
Mekhfi, Mustapha
2002-01-01
By studying cohomological quantum mechanics on the punctured plane,we were led to identify (reduced) Bessel functions with homotopic loops living on the plane.This identification led us to correspondence rules between exponentials and Bessel functions.The use of these rules makes us retrieve known but also new formulas in Bessel functions theory.
Rogov, V. -B. K.
2000-01-01
The modified q-Bessel functions and the q-Bessel-Macdonald functions of the first and second kind are introduced. Their definition is based on representations as power series. Recurrence relations, the q-Wronskians, asymptotic decompositions and q-integral representations are received. In addition, the q-Bessel-Macdonald function of kind 3 is determined by its q-integral representation.
Some integrals involving Bessel functions
Glasser, M. Lawrence; Montaldi, Emilio
1993-01-01
A number of new definite integrals involving Bessel functions are presented. These have been derived by finding new integral representations for the product of two Bessel functions of different order and argument in terms of the generalized hypergeometric function with subsequent reduction to special cases. Connection is made with Weber's second exponential integral and Laplace transforms of products of three Bessel functions.
An introduction to partial differential equations with Matlab
Coleman, Matthew P
2013-01-01
Introduction What are Partial Differential Equations? PDEs We Can Already Solve Initial and Boundary Conditions Linear PDEs-Definitions Linear PDEs-The Principle of Superposition Separation of Variables for Linear, Homogeneous PDEs Eigenvalue Problems The Big Three PDEsSecond-Order, Linear, Homogeneous PDEs with Constant CoefficientsThe Heat Equation and Diffusion The Wave Equation and the Vibrating String Initial and Boundary Conditions for the Heat and Wave EquationsLaplace's Equation-The Potential Equation Using Separation of Variables to Solve the Big Three PDEs Fourier Series Introduction
Alternative to the Kohn-Sham equations: The Pauli potential differential equation
Levämäki, H.; Nagy, Á.; Kokko, K.; Vitos, L.
2015-12-01
A recently developed theoretical framework of performing self-consistent orbital-free (OF) density functional theory (DFT) calculations at Kohn-Sham DFT level accuracy is tested in practice. The framework is valid for spherically symmetric systems. Numerical results for the Beryllium atom are presented and compared to accurate Kohn-Sham data. These calculations make use of a differential equation that we have developed for the so called Pauli potential, a key quantity in OF-DFT. The Pauli potential differential equation and the OF Euler equation form a system of two coupled differential equations, which have to be solved simultaneously within the DFT self-consistent loop.
International Nuclear Information System (INIS)
In this Letter, a generalized fractional sub-equation method is proposed for solving fractional differential equations with variable coefficients. Being concise and straightforward, this method is applied to the space–time fractional Gardner equation with variable coefficients. As a result, many exact solutions are obtained including hyperbolic function solutions, trigonometric function solutions and rational solutions. It is shown that the considered method provides a very effective, convenient and powerful mathematical tool for solving many other fractional differential equations in mathematical physics. -- Highlights: ► Study of fractional differential equations with variable coefficients plays a role in applied physical sciences. ► It is shown that the proposed algorithm is effective for solving fractional differential equations with variable coefficients. ► The obtained solutions may give insight into many considerable physical processes.
Energy Technology Data Exchange (ETDEWEB)
Tang, Bo, E-mail: tangbo08@yahoo.cn [School of Mathematics and Statistics, Xi' an Jiaotong University, Xi' an 710049 (China); He, Yinnian [School of Mathematics and Statistics, Xi' an Jiaotong University, Xi' an 710049 (China); College of Mathematics Sciences, Xinjiang Normal University, Urumqi, Xinjiang 830054 (China); Wei, Leilei, E-mail: leileiwei09@gmail.com [School of Mathematics and Statistics, Xi' an Jiaotong University, Xi' an 710049 (China); Zhang, Xindong [College of Mathematics Sciences, Xinjiang Normal University, Urumqi, Xinjiang 830054 (China)
2012-08-06
In this Letter, a generalized fractional sub-equation method is proposed for solving fractional differential equations with variable coefficients. Being concise and straightforward, this method is applied to the space–time fractional Gardner equation with variable coefficients. As a result, many exact solutions are obtained including hyperbolic function solutions, trigonometric function solutions and rational solutions. It is shown that the considered method provides a very effective, convenient and powerful mathematical tool for solving many other fractional differential equations in mathematical physics. -- Highlights: ► Study of fractional differential equations with variable coefficients plays a role in applied physical sciences. ► It is shown that the proposed algorithm is effective for solving fractional differential equations with variable coefficients. ► The obtained solutions may give insight into many considerable physical processes.
Solutions of system of P1 equations without use of auxiliary differential equations coupled
International Nuclear Information System (INIS)
The system of P1 equations is composed by two equations coupled itself one for the neutron flux and other for the current. Usually this system is solved by definitions of two integrals parameters, which are named slowing down densities of the flux and the current. Hence, the system P1 can be change from integral to only two differential equations. However, there are two new differentials equations that may be solved with the initial system. The present work analyzes this procedure and studies a method, which solve the P1 equations directly, without definitions of slowing down densities. (author)
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.
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.
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...
Periodicity and positivity of a class of fractional differential equations.
Ibrahim, Rabha W; Ahmad, M Z; Mohammed, M Jasim
2016-01-01
Fractional differential equations have been discussed in this study. We utilize the Riemann-Liouville fractional calculus to implement it within the generalization of the well known class of differential equations. The Rayleigh differential equation has been generalized of fractional second order. The existence of periodic and positive outcome is established in a new method. The solution is described in a fractional periodic Sobolev space. Positivity of outcomes is considered under certain requirements. We develop and extend some recent works. An example is constructed. PMID:27390664
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.
Almost automorphic solutions for some partial functional differential equations
Ezzinbi, Khalil; N'guerekata, Gaston Mandata
2007-04-01
In this work, we study the existence of almost automorphic solutions for some partial functional differential equations. We prove that the existence of a bounded solution on implies the existence of an almost automorphic solution. Our results extend the classical known theorem by Bohr and Neugebauer on the existence of almost periodic solutions for inhomegeneous linear almost periodic differential equations. We give some applications to hyperbolic equations and Lotka-Volterra type equations used to describe the evolution of a single diffusive animal species.
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
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.
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.
Bracken, Paul
2009-01-01
A generalized KdV equation is formulated as an exterior differential system, which is used to determine the prolongation structure of the equation. The prolongation structure is obtained for several cases of the variable powers, and nontrivial algebras are determined. The analysis is extended to a differential system which gives the Camassa-Holm equation as a particular case. The subject of conservation laws is briefly discussed for each of the equations. A Backlund transformation is determin...
Bracken, Paul
2009-01-01
A generalized KdV equation is formulated as an exterior differential system, which is used to determine the prolongation structure of the equation. The prolongation structure is obtained for several cases of the variable powers, and nontrivial algebras are determined. The analysis is extended to a differential system which gives the Camassa-Holm equation as a particular case. The subject of conservation laws is briefly discussed for each of the equations. A Backlund transformation is determined using one of the prolongations.
Dirichlet problem for a second order singular differential equation
Directory of Open Access Journals (Sweden)
Wenshu Zhou
2006-12-01
Full Text Available This article concerns the existence of positive solutions to the Dirichlet problem for a second order singular differential equation. To prove existence, we use the classical method of elliptic regularization.
FORMAL SOLUTIONS OF PARTIAL DIFFERENTIAL EQUATIONS AND THE PROJECTIVE LIMIT
Institute of Scientific and Technical Information of China (English)
施惟慧; 沈臻
2003-01-01
Based on stratification theory, the existence theorems of formal solutions of partial differential equation (PDE) are given. And the relationship between formal solutions and projective limit of Ehresmann chain is presented.
ALMOST AUTOMORPHIC MILD SOLUTIONS TO SOME FRACTIONAL DELAY DIFFERENTIAL EQUATIONS
Institute of Scientific and Technical Information of China (English)
无
2012-01-01
In this paper,a new and general existence and uniqueness theorem of almost automorphic mild solutions is obtained for some fractional delay differential equations,using sectorial operators and the Banach contraction principle.
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.
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.
STABILITY OF FUNCTIONAL DIFFERENTIAL EQUATIONS WITH INFINITE DELAYS
Institute of Scientific and Technical Information of China (English)
LuoZhiguo; ShenJianhua
2005-01-01
In this paper,the stability of a class of impulsive functional differential equations with infinite delays is investigated. A uniform stability theorem and a uniform asymptotic stability theorem are established.
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.
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.
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.
An oscillation criterion for inhomogeneous Stieltjes integro-differential equations
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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].
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.
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...
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.
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.
On subnormal solutions of second order linear periodic differential equations
Institute of Scientific and Technical Information of China (English)
Kwang; Ho; SHON
2007-01-01
In this paper, we investigate the existence and the form of subnormal solution for a class of second order periodic linear differential equations, estimate the growth properties of all solutions, and answer the question raised by Gundersen and Steinbart.
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...
Long-Term Dynamics of Autonomous Fractional Differential Equations
Liu, Tao; Xu, Wei; Xu, Yong; Han, Qun
This paper aims to investigate long-term dynamic behaviors of autonomous fractional differential equations with effective numerical method. The long-term dynamic behaviors predict where systems are heading after long-term evolution. We make some modification and transplant cell mapping methods to autonomous fractional differential equations. The mapping time duration of cell mapping is enlarged to deal with the long memory effect. Three illustrative examples, i.e. fractional Lotka-Volterra equation, fractional van der Pol oscillator and fractional Duffing equation, are studied with our revised generalized cell mapping method. We obtain long-term dynamics, such as attractors, basins of attraction, and saddles. Compared with some existing stability and numerical results, the validity of our method is verified. Furthermore, we find that the fractional order has its effect on the long-term dynamics of autonomous fractional differential equations.
Transformation matrices between non-linear and linear differential equations
Sartain, R. L.
1983-01-01
In the linearization of systems of non-linear differential equations, those systems which can be exactly transformed into the second order linear differential equation Y"-AY'-BY=0 where Y, Y', and Y" are n x 1 vectors and A and B are constant n x n matrices of real numbers were considered. The 2n x 2n matrix was used to transform the above matrix equation into the first order matrix equation X' = MX. Specially the matrix M and the conditions which will diagonalize or triangularize M were studied. Transformation matrices P and P sub -1 were used to accomplish this diagonalization or triangularization to return to the solution of the second order matrix differential equation system from the first order system.
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.
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.
Difference algebraic relations among solutions of linear differential equations
Di Vizio, Lucia; Hardouin, Charlotte; Wibmer, Michael
2013-01-01
We extend and apply the Galois theory of linear differential equations equipped with the action of an endomorphism. The Galois groups in this Galois theory are difference algebraic groups and we use structure theorems for these groups to characterize the possible difference algebraic relations among solutions of linear differential equations. This yields tools to show that certain special functions are difference transcendent. One of our main results is a characterization of discrete integrab...
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.
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.
Geometric Approaches for Generating Prolongations for Nonlinear Partial Differential Equations
Bracken, Paul
2011-01-01
The prolongation structure of a two-by-two problem is formulated very generally in terms of exterior differential forms on a standard representation of Pauli matrices. The differential system is general without making reference to any specific equation. An integrability condition is provided which gives by construction the equation to be investigated and whose components involve the structure constants of an SU(2) Lie algebra. Along side this, a related, different kind of prolongation, a type...
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.
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.
Transformation methods in the study of nonlinear partial differential equations
Sophocleous, Christodoulos
1991-01-01
Transformation methods are perhaps the most powerful analytic tool currently available in the study of nonlinear partial differential equations. Transformations may be classified into two categories: category I includes transformations of the dependent and independent variables of a given partial differential equation and category II additionally includes transformations of the derivatives of the dependent variables. In part I of this thesis our principal attention is focused on transform...
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.
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.
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.
Geddes, K. O.
1977-01-01
If a linear ordinary differential equation with polynomial coefficients is converted into integrated form then the formal substitution of a Chebyshev series leads to recurrence equations defining the Chebyshev coefficients of the solution function. An explicit formula is presented for the polynomial coefficients of the integrated form in terms of the polynomial coefficients of the differential form. The symmetries arising from multiplication and integration of Chebyshev polynomials are exploited in deriving a general recurrence equation from which can be derived all of the linear equations defining the Chebyshev coefficients. Procedures for deriving the general recurrence equation are specified in a precise algorithmic notation suitable for translation into any of the languages for symbolic computation. The method is algebraic and it can therefore be applied to differential equations containing indeterminates.
Stochastic Theories and Deterministic Differential Equations
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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.
Liouvillian propagators, Riccati equation and differential Galois theory
International Nuclear Information System (INIS)
In this paper a Galoisian approach to building propagators through Riccati equations is presented. The main result corresponds to the relationship between the Galois integrability of the linear Schrödinger equation and the virtual solvability of the differential Galois group of its associated characteristic equation. As the main application of this approach we solve Ince’s differential equation through the Hamiltonian algebrization procedure and the Kovacic algorithm to find the propagator for a generalized harmonic oscillator. This propagator has applications which describe the process of degenerate parametric amplification in quantum optics and light propagation in a nonlinear anisotropic waveguide. Toy models of propagators inspired by integrable Riccati equations and integrable characteristic equations are also presented. (paper)
CIME course on Control of Partial Differential Equations
Alabau-Boussouira, Fatiha; Glass, Olivier; Le Rousseau, Jérôme; Zuazua, Enrique
2012-01-01
The term “control theory” refers to the body of results - theoretical, numerical and algorithmic - which have been developed to influence the evolution of the state of a given system in order to meet a prescribed performance criterion. Systems of interest to control theory may be of very different natures. This monograph is concerned with models that can be described by partial differential equations of evolution. It contains five major contributions and is connected to the CIME Course on Control of Partial Differential Equations that took place in Cetraro (CS, Italy), July 19 - 23, 2010. Specifically, it covers the stabilization of evolution equations, control of the Liouville equation, control in fluid mechanics, control and numerics for the wave equation, and Carleman estimates for elliptic and parabolic equations with application to control. We are confident this work will provide an authoritative reference work for all scientists who are interested in this field, representing at the same time a fri...
Liouvillian propagators, Riccati equation and differential Galois theory
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.
Solutions of the System of Differential Equations by Differential Transform/Finite Difference Method
SÜNGÜ, İnci ÇİLİNGİR; DEMIR, Huseyin
2012-01-01
In this study, Differential Transform/Finite Difference Method is considered as a new solution technique. Discretization of system of first and second order linear and nonlinear differential equations were investigated and approximate solutions were compared with the solutions of Adomian Decomposition Method. The results show that Differential Transform/Finite Difference method is one of the efficient approaches to solve system of differential equations. Consequently, it was shown that the hy...
Energy Technology Data Exchange (ETDEWEB)
Avakian, Harut [Thomas Jefferson National Accelerator Facility (TJNAF), Newport News, VA (United States); Gamberg, Leonard [Pennsylvania State Univ., University Park, PA (United States); Rossi, Patrizia [Thomas Jefferson National Accelerator Facility (TJNAF), Newport News, VA (United States); Prokudin, Alexei [Pennsylvania State Univ., University Park, PA (United States)
2016-05-01
We review the concept of Bessel weighted asymmetries for semi-inclusive deep inelastic scattering and focus on the cross section in Fourier space, conjugate to the outgoing hadron’s transverse momentum, where convolutions of transverse momentum dependent parton distribution functions and fragmentation functions become simple products. Individual asymmetric terms in the cross section can be projected out by means of a generalized set of weights involving Bessel functions. The procedure is applied to studies of the double longitudinal spin asymmetry in semi-inclusive deep inelastic scattering using a new dedicated Monte Carlo generator which includes quark intrinsic transverse momentum within the generalized parton model. We observe a few percent systematic offset of the Bessel-weighted asymmetry obtained from Monte Carlo extraction compared to input model calculations, which is due to the limitations imposed by the energy and momentum conservation at the given energy and hard scale Q2. We find that the Bessel weighting technique provides a powerful and reliable tool to study the Fourier transform of TMDs with controlled systematics due to experimental acceptances and resolutions with different TMD model inputs.
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.
COMPARISON THEOREM OF BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS
Institute of Scientific and Technical Information of China (English)
无
2010-01-01
This paper is devoted to deriving a comparison theorem of solutions to backward doubly stochastic differential equations driven by Brownian motion and backward It-Kunita integral. By the application of this theorem, we give an existence result of the solutions to these equations with continuous coefficients.
STABILITY OF NONLINEAR NEUTRAL DIFFERENTIAL EQUATION VIA FIXED POINT
Institute of Scientific and Technical Information of China (English)
无
2012-01-01
In this paper,a nonlinear neutral differential equation is considered.By a fixed point theory,we give some conditions to ensure that the zero solution to the equation is asymptotically stable.Some existing results are improved and generalized.
STABILITY 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.
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.
Constrained least-squares methods for partial differential equations
De Maerschalck, B.; Gerritsma, M.I.
2006-01-01
Least-squares methods for partial differential equations are based on a norm-equivalence between the error norm and the residual norm. The resulting algebraic system of equations, which is symmetric positive definite, can also be obtained by solving a weighted collocation scheme using least-squares
OSCILLATION CRITERIA FOR SECOND ORDER NONLINEAR DIFFERENTIAL EQUATION WITH DAMPING
Institute of Scientific and Technical Information of China (English)
LUO Hui; ZHUANG Rong-kun; GUO Xing-ming
2005-01-01
By the generalized Riccati transformation and the integral averaging technique,some sufficient conditions of oscillation of the solutions for second order nonlinear differential equations with damping were discussed. Some sufficient oscillation criteria for previous equations were built up. Some oscillation criteria have been expanded and strengthened in some other known results.
Existence of positive periodic solutions for neutral functional differential equations
Directory of Open Access Journals (Sweden)
Zhixiang Li
2006-03-01
Full Text Available We find sufficient conditions for the existence of positive periodic solutions of two kinds of neutral differential equations. Using Krasnoselskii's fixed-point theorem in cones, we obtain results that extend and improve previous results. These results are useful mostly when applied to neutral equations with delay in bio-mathematics.
The Use of Kruskal-Newton Diagrams for Differential Equations
International Nuclear Information System (INIS)
The method of Kruskal-Newton diagrams for the solution of differential equations with boundary layers is shown to provide rapid intuitive understanding of layer scaling and can result in the conceptual simplification of some problems. The method is illustrated using equations arising in the theory of pattern formation and in plasma physics.
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.
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
Modelling conjugation with stochastic differential equations
DEFF Research Database (Denmark)
Philipsen, Kirsten Riber; Christiansen, Lasse Engbo; Hasman, Henrik;
2010-01-01
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...
A simple way of introducing stochastic differential equations
Basharov, A. M.
2016-05-01
The notion of the Ito increment and the stochastic differential equation of the non-Wiener type were introduced using the simple “natural” property of counting process. The properties of the stochastic differential and integral were demonstrated and clarified in a simple and original way.
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.
Similarity analysis of differential equations by Lie group.
Na, T. Y.; Hansen, A. G.
1971-01-01
Methods for transforming partial differential equations into forms more suitable for analysis and solution are investigated. The idea of Lie's infinitesimal contact transformation group is introduced to develop a systematic method which involves mostly algebraic manipulations. A thorough presentation of the application of this general method to the problem of similarity analysis in a broader sense - namely, the similarity between partial and ordinary differential equations, boundary value and initial value problems, and nonlinear and linear equations - is given with new and very general methods evolved for deriving the possible groups of transformations.
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.
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
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.
Geometric Approaches for Generating Prolongations for Nonlinear Partial Differential Equations
Bracken, Paul
2011-01-01
The prolongation structure of a two-by-two problem is formulated very generally in terms of exterior differential forms on a standard representation of Pauli matrices. The differential system is general without making reference to any specific equation. An integrability condition is provided which gives by construction the equation to be investigated and whose components involve the structure constants of an SU(2) Lie algebra. Along side this, a related, different kind of prolongation, a type of Wahlquist-Estabrook prolongation, over a closed differential ideal is discussed and some applications are given.
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.
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.
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.
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.
Fractal differential equations and fractal-time dynamical systems
Indian Academy of Sciences (India)
Abhay Parvate; A D Gangal
2005-03-01
Differential equations and maps are the most frequently studied examples of dynamical systems and may be considered as continuous and discrete time-evolution processes respectively. The processes in which time evolution takes place on Cantor- like fractal subsets of the real line may be termed as fractal-time dynamical systems. Formulation of these systems requires an appropriate framework. A new calculus called -calculus, is a natural calculus on subsets ⊂ R of dimension , 0 < ≤ 1. It involves integral and derivative of order , called -integral and -derivative respectively. The -integral is suitable for integrating functions with fractal support of dimension , while the -derivative enables us to differentiate functions like the Cantor staircase. The functions like the Cantor staircase function occur naturally as solutions of -differential equations. Hence the latter can be used to model fractal-time processes or sublinear dynamical systems. We discuss construction and solutions of some fractal differential equations of the form $$D^{}_{F,t} x = h(x, t),$$ where ℎ is a vector field and $D^{}_{F,t}$ is a fractal differential operator of order in time . We also consider some equations of the form $$D^{}_{F,t} W(x, t) = L[W(x, t)],$$ where is an ordinary differential operator in the real variable , and $(t, x) F × \\mathbf{R}^{n}$ where is a Cantor-like set of dimension . Further, we discuss a method of finding solutions to -differential equations: They can be mapped to ordinary differential equations, and the solutions of the latter can be transformed back to get those of the former. This is illustrated with a couple of examples.
Hybrid singular systems of differential equations
Institute of Scientific and Technical Information of China (English)
殷刚; 张纪峰
2002-01-01
This work develops hybrid models for large-scale singular differential system and analyzestheir asymptotic properties. To take into consideration the discrete shifts in regime across whichthe behavior of the corresponding dynamic systems is markedly different, our goals are to develophybrid systems in which continuous dynamics are intertwined with discrete events under random-jumpdisturbances and to reduce complexity of large-scale singular systems via singularly perturbed Markovchains. To reduce the complexity of large-scale hybrid singular systems, two-time scale is used in theformulation. Under general assumptions, limit behavior of the underlying system is examined. Usingweak convergence methods, it is shown that the systems can be approximated by limit systems inwhich the coefficients are averaged out with respect to the quasi-stationary distributions. Since thelimit systems have fewer states, the complexity is much reduced.
A Simple Stochastic Differential Equation with Discontinuous Drift
DEFF Research Database (Denmark)
Simonsen, Maria; Leth, John-Josef; Schiøler, Henrik;
2013-01-01
In this paper we study solutions to stochastic differential equations (SDEs) with discontinuous drift. We apply two approaches: The Euler-Maruyama method and the Fokker-Planck equation and show that a candidate density function based on the Euler-Maruyama method approximates a candidate density...... function based on the stationary Fokker-Planck equation. Furthermore, we introduce a smooth function which approximates the discontinuous drift and apply the Euler-Maruyama method and the Fokker-Planck equation with this input. The point of departure for this work is a particular SDE with discontinuous...
Linear differential equations to solve nonlinear mechanical problems: A novel approach
Nair, C. Radhakrishnan
2004-01-01
Often a non-linear mechanical problem is formulated as a non-linear differential equation. A new method is introduced to find out new solutions of non-linear differential equations if one of the solutions of a given non-linear differential equation is known. Using the known solution of the non-linear differential equation, linear differential equations are set up. The solutions of these linear differential equations are found using standard techniques. Then the solutions of the linear differe...
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.
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.
Bessel potential spaces in Beurling's distributions
Sohn, Byung Keun
2009-01-01
We introduce the generalized Bessel potential spaces in the Beurling’s distributions. We give the topological characterizations of the generalized Bessel potential spaces and consider multiplication and convolution operations in the generalized Bessel potential spaces.
Laguerre-Gauss beams versus Bessel beams showdown: peer comparison.
Mendoza-Hernández, Job; Arroyo-Carrasco, Maximino Luis; Iturbe-Castillo, Marcelo David; Chávez-Cerda, Sabino
2015-08-15
We present for the first time a comparison under similar circumstances between Laguerre-Gauss beams (LGBs) and Bessel beams (BB), and show that the former can be a better option for many applications in which BBs are currently used. By solving the Laguerre-Gauss differential equation in the asymptotic limit of a large radial index, we find the parameters to perform a peer comparison, showing that LGBs can propagate quasi-nondiffracting beams within the same region of space where the corresponding BBs do. We also demonstrate that LGBs, which have the property of self-healing, are more robust in the sense that they can propagate further than BBs under similar initial conditions. PMID:26274648
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.
Dedalus: Flexible framework for spectrally solving differential equations
Burns, Keaton; Brown, Ben; Lecoanet, Daniel; Oishi, Jeff; Vasil, Geoff
2016-03-01
Dedalus solves differential equations using spectral methods. It is designed to solve initial-value, boundary-value, and eigenvalue problems involving nearly arbitrary equations sets and implements a highly flexible spectral framework that can simulate many domains and custom equations. Its primary features include symbolic equation entry, spectral domain discretization, multidimensional parallelization, implicit-explicit timestepping, and flexible analysis with HDF5. The code is written primarily in Python and features an easy-to-use interface, including text-based equation entry. The numerical algorithm produces highly sparse systems for a wide variety of equations on spectrally-discretized domains; these systems are efficiently solved by Dedalus using compiled libraries and multidimensional parallelization through MPI.
Banica, Teodor; Belinschi, Serban; Capitaine, Mireille; Collins, Benoit
2007-01-01
We introduce and study a remarkable family of real probability measures $\\pi_{st}$, that we call free Bessel laws. These are related to the free Poisson law $\\pi$ via the formulae $\\pi_{s1}=\\pi^{\\boxtimes s}$ and $\\pi_{1t}=\\pi^{\\boxplus t}$. Our study includes: definition and basic properties, analytic aspects (supports, atoms, densities), combinatorial aspects (functional transforms, moments, partitions), and a discussion of the relation with random matrices and quantum groups.
Wavelet Methods for Solving Fractional Order Differential Equations
Directory of Open Access Journals (Sweden)
A. K. Gupta
2014-01-01
Full Text Available Fractional calculus is a field of applied mathematics which deals with derivatives and integrals of arbitrary orders. The fractional calculus has gained considerable importance during the past decades mainly due to its application in diverse fields of science and engineering such as viscoelasticity, diffusion of biological population, signal processing, electromagnetism, fluid mechanics, electrochemistry, and many more. In this paper, we review different wavelet methods for solving both linear and nonlinear fractional differential equations. Our goal is to analyze the selected wavelet methods and assess their accuracy and efficiency with regard to solving fractional differential equations. We discuss challenges faced by researchers in this field, and we emphasize the importance of interdisciplinary effort for advancing the study on various wavelets in order to solve differential equations of arbitrary order.
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.
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. .
A perturbative solution to metadynamics ordinary differential equation
Tiwary, Pratyush; Parrinello, Michele
2015-01-01
Metadynamics is a popular enhanced sampling scheme wherein by periodic application of a repulsive bias, one can surmount high free energy barriers and explore complex landscapes. Recently metadynamics was shown to be mathematically well founded, in the sense that the biasing procedure is guaranteed to converge to the true free energy surface in the long time limit irrespective of the precise choice of biasing parameters. A differential equation governing the post-transient convergence behavior of metadynamics was also derived. In this short communication, we revisit this differential equation, expressing it in a convenient and elegant Riccati-like form. A perturbative solution scheme is then developed for solving this differential equation, which is valid for any generic biasing kernel. The solution clearly demonstrates the robustness of metadynamics to choice of biasing parameters and gives further confidence in the widely used method.
A perturbative solution to metadynamics ordinary differential equation
Tiwary, Pratyush; Dama, James F.; Parrinello, Michele
2015-12-01
Metadynamics is a popular enhanced sampling scheme wherein by periodic application of a repulsive bias, one can surmount high free energy barriers and explore complex landscapes. Recently, metadynamics was shown to be mathematically well founded, in the sense that the biasing procedure is guaranteed to converge to the true free energy surface in the long time limit irrespective of the precise choice of biasing parameters. A differential equation governing the post-transient convergence behavior of metadynamics was also derived. In this short communication, we revisit this differential equation, expressing it in a convenient and elegant Riccati-like form. A perturbative solution scheme is then developed for solving this differential equation, which is valid for any generic biasing kernel. The solution clearly demonstrates the robustness of metadynamics to choice of biasing parameters and gives further confidence in the widely used method.
Cauchy-Kowalevski and polynomial ordinary differential equations
Directory of Open Access Journals (Sweden)
Roger J. Thelwell
2012-01-01
Full Text Available The Cauchy-Kowalevski Theorem is the foremost result guaranteeing existence and uniqueness of local solutions for analytic quasilinear partial differential equations with Cauchy initial data. The techniques of Cauchy-Kowalevski may also be applied to initial-value ordinary differential equations. These techniques, when applied in the polynomial ordinary differential equation setting, lead one naturally to a method in which coefficients of the series solution are easily computed in a recursive manner, and an explicit majorization admits a clear a priori error bound. The error bound depends only on immediately observable quantities of the polynomial system; coefficients, initial conditions, and polynomial degree. The numerous benefits of the polynomial system are shown for a specific example.
Difference methods for stiff delay differential equations. [DDESUB, in FORTRAN
Energy Technology Data Exchange (ETDEWEB)
Roth, Mitchell G.
1980-12-01
Delay differential equations of the form y'(t) = f(y(t), z(t)), where z(t) = (y/sub 1/(..cap alpha../sub 1/(y(t))),..., y/sub n/(..cap alpha../sub n/(y(t))))/sup T/ and ..cap alpha../sub i/(y(t)) less than or equal to t, arise in many scientific and engineering fields when transport lags and propagation times are physically significant in a dynamic process. Difference methods for approximating the solution of stiff delay systems require special stability properties that are generalizations of those employed for stiff ordinary differential equations. By use of the model equation y'(t) = py(t) + qy(t-1), with complex p and q, the definitions of A-stability, A( )-stability, and stiff stability have been generalize to delay equations. For linear multistep difference formulas, these properties extend directly from ordinary to delay equations. This straight forward extension is not true for implicit Runge-Kutta methods, as illustrated by the midpoint formula, which is A-stable for ordinary equations, but not for delay equations. A computer code for stiff delay equations was developed using the BDF. 24 figures, 5 tables.
Numerical Stability Test of Neutral Delay Differential Equations
Directory of Open Access Journals (Sweden)
Z. H. Wang
2008-01-01
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.
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.
Numerical integration of asymptotic solutions of ordinary differential equations
Thurston, Gaylen A.
1989-01-01
Classical asymptotic analysis of ordinary differential equations derives approximate solutions that are numerically stable. However, the analysis also leads to tedious expansions in powers of the relevant parameter for a particular problem. The expansions are replaced with integrals that can be evaluated by numerical integration. The resulting numerical solutions retain the linear independence that is the main advantage of asymptotic solutions. Examples, including the Falkner-Skan equation from laminar boundary layer theory, illustrate the method of asymptotic analysis with numerical integration.
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.
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.
Advanced methods for the solution of differential equations
Goldstein, M. E.; Braun, W. H.
1973-01-01
This book is based on a course presented at the Lewis Research Center for engineers and scientists who were interested in increasing their knowledge of differential equations. Those results which can actually be used to solve equations are therefore emphasized; and detailed proofs of theorems are, for the most part, omitted. However, the conclusions of the theorems are stated in a precise manner, and enough references are given so that the interested reader can find the steps of the proofs.
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.
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.
Involutive characteristic sets of algebraic partial differential equation systems
Institute of Scientific and Technical Information of China (English)
CHEN; Yufu(陈玉福); GAO; Xiaoshan(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.
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
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.
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
Directory of Open Access Journals (Sweden)
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 .
Bessel filters applied in biomedical image processing
Mesa Lopez, Juan Pablo; Castañeda Saldarriaga, Diego Leon
2014-06-01
A magnetic resonance is an image obtained by means of an imaging test that uses magnets and radio waves to create body images, however, in some images it's difficult to recognize organs or foreign agents present in the body. With these Bessel filters the objective is to significantly increase the resolution of magnetic resonance images taken to make them much clearer in order to detect anomalies and diagnose the illness. As it's known, Bessel filters appear to solve the Schrödinger equation for a particle enclosed in a cylinder and affect the image distorting the colors and contours of it, therein lies the effectiveness of these filters, since the clear outline shows more defined and easy to recognize abnormalities inside the body.
WAVEFORM RELAXATION METHODS OF NONLINEAR INTEGRAL-DIFFERENTIAL-ALGEBRAIC EQUATIONS
Institute of Scientific and Technical Information of China (English)
Yao-lin Jiang
2005-01-01
In this paper we consider continuous-time and discrete-time waveform relaxation methods for general nonlinear integral-differential-algebraic equations. For the continuous-time case we derive the convergence condition of the iterative methods by invoking the spectral theory on the resulting iterative operators. By use of the implicit difference forms,namely the backward-differentiation formulae, we also yield the convergence condition of the discrete waveforms. Numerical experiments are provided to illustrate the theoretical work reported here.
Existence of a coupled system of fractional differential equations
International Nuclear Information System (INIS)
We manage the existence and uniqueness of a fractional coupled system containing Schrödinger equations. Such a system appears in quantum mechanics. We confirm that the fractional system under consideration admits a global solution in appropriate functional spaces. The solution is shown to be unique. The method is based on analytic technique of the fixed point theory. The fractional differential operator is considered from the virtue of the Riemann-Liouville differential operator
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.
Differential-equation Filtering in Seismic Data Processing
Institute of Scientific and Technical Information of China (English)
无
2006-01-01
Noise attenuation is necessary before and after stacking in the seismic data processing. We describe the filtering method based on differential equations, which transforms the filtering equations in the frequency domain or in the f-k domain back into the time or time-space domains, and use the finite-difference algorithm to solve the equations. The method does not require the seismic data being stationary; and the filtering parameters can vary at any temporal and spatial point. The application results of real data show that the method has a good processing quality.
Power-spectral-density relationship for retarded differential equations
Barker, L. K.
1974-01-01
The power spectral density (PSD) relationship between input and output of a set of linear differential-difference equations of the retarded type with real constant coefficients and delays is discussed. The form of the PSD relationship is identical with that applicable to unretarded equations. Since the PSD relationship is useful if and only if the system described by the equations is stable, the stability must be determined before applying the PSD relationship. Since it is sometimes difficult to determine the stability of retarded equations, such equations are often approximated by simpler forms. It is pointed out that some common approximations can lead to erroneous conclusions regarding the stability of a system and, therefore, to the possibility of obtaining PSD results which are not valid.
Pecina, P.
2016-08-01
The integro-differential equation for the polarization vector P inside the meteor trail, representing the analytical solution of the set of Maxwell equations, is solved for the case of backscattering of radio waves on meteoric ionization. The transversal and longitudinal dimensions of a typical meteor trail are small in comparison to the distances to both transmitter and receiver and so the phase factor appearing in the kernel of the integral equation is large and rapidly changing. This allows us to use the method of stationary phase to obtain an approximate solution of the integral equation for the scattered field and for the corresponding generalized radar equation. The final solution is obtained by expanding it into the complete set of Bessel functions, which results in solving a system of linear algebraic equations for the coefficients of the expansion. The time behaviour of the meteor echoes is then obtained using the generalized radar equation. Examples are given for values of the electron density spanning a range from underdense meteor echoes to overdense meteor echoes. We show that the time behaviour of overdense meteor echoes using this method is very different from the one obtained using purely numerical solutions of the Maxwell equations. Our results are in much better agreement with the observations performed e. g. by the Ondřejov radar.
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
Finite extensions of Bessel sequences
Bakić, Damir; Berić, Tomislav
2015-01-01
The paper studies finite extensions of Bessel sequences in infinite-dimensional Hilbert spaces. We provide a characterization of Bessel sequences that can be extended to frames by adding finitely many vectors. We also characterize frames that can be converted to Parseval frames by finite-dimensional perturbations. Finally, some results on excesses of frames and near-Riesz bases are derived.
Stability theorems for stochastic differential equations driven by G-Brownian motion
Zhang, Defei
2011-01-01
In this paper, stability theorems for stochastic differential equations and backward stochastic differential equations driven by G-Brownian motion are obtained. We show the existence and uniqueness of solutions to forward-backward stochastic differential equations driven by G-Brownian motion. Stability theorem for forward-backward stochastic differential equations driven by G-Brownian motion is also presented.
Spreading speeds in a lattice differential equation with distributed delay
Niu, Hui-Ling
2015-01-01
This paper studies the spreading speed for a lattice differential equation with infinite distributed delay and we find that the spreading speed coincides with the minimal wave speed of traveling waves. Here the model has been proposed to describe a single species living in a 1D patch environment with infinite number of patches connected locally by diffusion.
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.
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.
Integration of CAS in the Didactics of Differential Equations.
Balderas Puga, Angel
In this paper are described some features of the intensive use of math software, primarily DERIVE, in the context of modeling in an introductory university course in differential equations. Different aspects are detailed: changes in the curriculum that included not only course contents, but also the sequence of introduction to various topics and…
Climate Modeling in the Calculus and Differential Equations Classroom
Kose, Emek; Kunze, Jennifer
2013-01-01
Students in college-level mathematics classes can build the differential equations of an energy balance model of the Earth's climate themselves, from a basic understanding of the background science. Here we use variable albedo and qualitative analysis to find stable and unstable equilibria of such a model, providing a problem or perhaps a…
Building Context with Tumor Growth Modeling Projects in Differential Equations
Beier, Julie C.; Gevertz, Jana L.; Howard, Keith E.
2015-01-01
The use of modeling projects serves to integrate, reinforce, and extend student knowledge. Here we present two projects related to tumor growth appropriate for a first course in differential equations. They illustrate the use of problem-based learning to reinforce and extend course content via a writing or research experience. Here we discuss…
Solving Second-Order Differential Equations with Variable Coefficients
Wilmer, A., III; Costa, G. B.
2008-01-01
A method is developed in which an analytical solution is obtained for certain classes of second-order differential equations with variable coefficients. By the use of transformations and by repeated iterated integration, a desired solution is obtained. This alternative method represents a different way to acquire a solution from classic power…
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…
Chaos in A Class of Impulsive Differential Equation
Institute of Scientific and Technical Information of China (English)
JiongRUAN; WeiLIN
1999-01-01
In this paper,the chaotic differential equation with impulse effect is introduced including its foundamental theory.For illustrating the chaotic characteristic of this kind of system,the theory of the dynamics is applied and the computer simulation is given.
STABILITY OF STOCHASTIC DIFFERENTIAL EQUATIONS WITH UNBOUNDED DELAY
Institute of Scientific and Technical Information of China (English)
无
2009-01-01
In this paper,we obtain suffcient conditions for the stability in p-th moment of the analytical solutions and the mean square stability of a stochastic differential equation with unbounded delay proposed in [6,10] using the explicit Euler method.
THE DIFFERENTIAL INTEGRAL EQUATIONS ON SMOOTH CLOSED ORIENTABLE MANIFOLDS
Institute of Scientific and Technical Information of China (English)
无
2001-01-01
Using integration by parts and Stokes' formula, the authors give a new definition of Hadamard principal value of higher order singular integrals with Bochner-Martinelli kernel on smooth closed orientable manifolds in Cn. The Plemelj formula and composite formula of higher order singular integral arc obtained. Differential integral equations on smooth closed orientable manifolds are treated by using the composite formula.
Linear algebra a first course with applications to differential equations
Apostol, Tom M
2014-01-01
Developed from the author's successful two-volume Calculus text this book presents Linear Algebra without emphasis on abstraction or formalization. To accommodate a variety of backgrounds, the text begins with a review of prerequisites divided into precalculus and calculus prerequisites. It continues to cover vector algebra, analytic geometry, linear spaces, determinants, linear differential equations and more.
Solving Generalised Riccati Differential Equations by Homotopy Analysis Method
Directory of Open Access Journals (Sweden)
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.
Perturbative methods for inverse problems on degenerate differential equations
Directory of Open Access Journals (Sweden)
Angelo Favini
2012-12-01
Full Text Available Pertubation results for linear relations satisfying a resolvent condition of weak parabolic type are established. Such results are applied to solve some inverse problems for degenerate differential equations, supplying a new method which avoids any fixed-point argument and essentially consists in reducing the original inverse problem to an auxiliary direct one.
On Polynomial Solutions of Linear Differential Equations with Polynomial Coefficients
Si, Do Tan
1977-01-01
Demonstrates a method for solving linear differential equations with polynomial coefficients based on the fact that the operators z and D + d/dz are known to be Hermitian conjugates with respect to the Bargman and Louck-Galbraith scalar products. (MLH)
ALMOST PERIODIC SOLUTIONS TO STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS
Institute of Scientific and Technical Information of China (English)
无
2012-01-01
By applying the properties of almost periodic function and exponential dichotomy of linear system as well as Banach fixed point theorem,we establish the conditions for the existence and uniqueness of square-mean almost periodic solution to some stochastic functional differential equations.
On the nonlinear difference-differential equations arising in physics
Directory of Open Access Journals (Sweden)
M.A. Abdou
2015-10-01
As a result, we obtain many kinds of exact solutions which include soliton solutions, periodic solutions and rational solutions in a uniform way if solutions of these kinds exist. The method is straightforward and concise, and it can also be applied to other nonlinear difference differential equations in physics.
A parallel method for numerical solution of delay differential equations
Institute of Scientific and Technical Information of China (English)
无
2000-01-01
A parallel diagonally-iterated Runge-Kutta (PDIRK) method is constructed to solve stiff initial value problems for delay differential equations. The order and stability of this PDIRK method has been analyzed, and the iteration parameters of the method are tuned in such a way that fast convergence to the value of corrector is achieved.
Continuous dependence and differentiation of solutions of finite difference equations
Johnny Henderson; Linda Lee
1991-01-01
Conditions are given for the continuity and differentiability of solutions of initial value problems and boundary value problems for the nth order finite difference equation, u(m+n)=f(m,u(m),u(m+1),…,u(m+n−1)),m∈ℤ.
Advances in nonlinear partial differential equations and stochastics
Kawashima, S
1998-01-01
In the past two decades, there has been great progress in the theory of nonlinear partial differential equations. This book describes the progress, focusing on interesting topics in gas dynamics, fluid dynamics, elastodynamics etc. It contains ten articles, each of which discusses a very recent result obtained by the author. Some of these articles review related results.
Numerical Stability Test of Neutral Delay Differential Equations
Wang, Z. H.
2008-01-01
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 transc...
Calculation of Volterra kernels for solutions of nonlinear differential equations
van Hemmen, JL; Kistler, WM; Thomas, EGF
2000-01-01
We consider vector-valued autonomous differential equations of the form x' = f(x) + phi with analytic f and investigate the nonanticipative solution operator phi bar right arrow A(phi) in terms of its Volterra series. We show that Volterra kernels of order > 1 occurring in the series expansion of th
Positive Solutions for Nonlinear Differential Equations with Periodic Boundary Condition
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Shengjun Li
2012-01-01
Full Text Available We study the existence of positive solutions for second-order nonlinear differential equations with nonseparated boundary conditions. Our nonlinearity may be singular in its dependent variable. The proof of the main result relies on a nonlinear alternative principle of Leray-Schauder. Recent results in the literature are generalized and significantly improved.
Parameter Estimates in Differential Equation Models for Population Growth
Winkel, Brian J.
2011-01-01
We estimate the parameters present in several differential equation models of population growth, specifically logistic growth models and two-species competition models. We discuss student-evolved strategies and offer "Mathematica" code for a gradient search approach. We use historical (1930s) data from microbial studies of the Russian biologist,…
Adams Predictor-Corrector Systems for Solving Fuzzy Differential Equations
Directory of Open Access Journals (Sweden)
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.
Numerical Solution of Differential Algebraic Equations and Applications
DEFF Research Database (Denmark)
Thomsen, Per Grove
2005-01-01
These lecture notes have been written as part of a special course on the numerical solution of Differential Algebraic Equations and applications . The course was held at IMM in the spring of 2005. The authors of the different chapters have all taken part in the course and the chapters are written...
Solutions of differential equations in a Bernstein polynomial basis
Idrees Bhatti, M.; Bracken, P.
2007-08-01
An algorithm for approximating solutions to differential equations in a modified new Bernstein polynomial basis is introduced. The algorithm expands the desired solution in terms of a set of continuous polynomials over a closed interval and then makes use of the Galerkin method to determine the expansion coefficients to construct a solution. Matrix formulation is used throughout the entire procedure. However, accuracy and efficiency are dependent on the size of the set of Bernstein polynomials and the procedure is much simpler compared to the piecewise B spline method for solving differential equations. A recursive definition of the Bernstein polynomials and their derivatives are also presented. The current procedure is implemented to solve three linear equations and one nonlinear equation, and excellent agreement is found between the exact and approximate solutions. In addition, the algorithm improves the accuracy and efficiency of the traditional methods for solving differential equations that rely on much more complicated numerical techniques. This procedure has great potential to be implemented in more complex systems where there are no exact solutions available except approximations.
Syntheses of differential games and pseudo-Riccati equations
Directory of Open Access Journals (Sweden)
Yuncheng You
2002-03-01
Full Text Available For differential games of fixed duration of linear dynamical systems with nonquadratic payoff functionals, it is proved that the value and the optimal strategies as saddle point exist whenever the associated pseudo-Riccati equation has a regular solution P(t,x. Then the closed-loop optimal strategies are given by u(t=Ã¢ÂˆÂ’RÃ¢ÂˆÂ’1BÃ¢ÂˆÂ—P(t,x(t,Ã¢Â€Â‰v(t=Ã¢ÂˆÂ’SÃ¢ÂˆÂ’1CÃ¢ÂˆÂ—P(t,x(t. For differential game problems of Mayer type, the existence of a regular solution to the pseudo-Riccati equation is proved under certain assumptions and a constructive expression of that solution can be found by solving an algebraic equation with time parameter.
ADAPTIVE INTERVAL WAVELET PRECISE INTEGRATION METHOD FOR PARTIAL DIFFERENTIAL EQUATIONS
Institute of Scientific and Technical Information of China (English)
MEI Shu-li; LU Qi-shao; ZHANG Sen-wen; JIN Li
2005-01-01
The quasi-Shannon interval wavelet is constructed based on the interpolation wavelet theory, and an adaptive precise integration method, which is based on extrapolation method is presented for nonlinear ordinary differential equations (ODEs). And then, an adaptive interval wavelet precise integration method (AIWPIM) for nonlinear partial differential equations(PDEs) is proposed. The numerical results show that the computational precision of AIWPIM is higher than that of the method constructed by combining the wavelet and the 4th Runge-Kutta method, and the computational amounts of these two methods are almost equal. For convenience, the Burgers equation is taken as an example in introducing this method, which is also valid for more general cases.
BOOK REVIEW: Partial Differential Equations in General Relativity
Halburd, Rodney G.
2008-11-01
Although many books on general relativity contain an overview of the relevant background material from differential geometry, very little attention is usually paid to background material from the theory of differential equations. This is understandable in a first course on relativity but it often limits the kinds of problems that can be studied rigorously. Einstein's field equations lie at the heart of general relativity. They are a system of partial differential equations (PDEs) relating the curvature of spacetime to properties of matter. A central part of most problems in general relativity is to extract information about solutions of these equations. Most standard texts achieve this by studying exact solutions or numerical and analytical approximations. In the book under review, Alan Rendall emphasises the role of rigorous qualitative methods in general relativity. There has long been a need for such a book, giving a broad overview of the relevant background from the theory of partial differential equations, and not just from differential geometry. It should be noted that the book also covers the basic theory of ordinary differential equations. Although there are many good books on the rigorous theory of PDEs, methods related to the Einstein equations deserve special attention, not only because of the complexity and importance of these equations, but because these equations do not fit into any of the standard classes of equations (elliptic, parabolic, hyperbolic) that one typically encounters in a course on PDEs. Even specifying exactly what ones means by a Cauchy problem in general relativity requires considerable care. The main problem here is that the manifold on which the solution is defined is determined by the solution itself. This means that one does not simply define data on a submanifold. Rendall's book gives a good overview of applications and results from the qualitative theory of PDEs to general relativity. It would be impossible to give detailed
High Weak Order Methods for Stochastic Differential Equations Based on Modified Equations
Abdulle, Assyr
2012-01-01
© 2012 Society for Industrial and Applied Mathematics. Inspired by recent advances in the theory of modified differential equations, we propose a new methodology for constructing numerical integrators with high weak order for the time integration of stochastic differential equations. This approach is illustrated with the constructions of new methods of weak order two, in particular, semi-implicit integrators well suited for stiff (meansquare stable) stochastic problems, and implicit integrators that exactly conserve all quadratic first integrals of a stochastic dynamical system. Numerical examples confirm the theoretical results and show the versatility of our methodology.
A weak kernel formula for Bessel functions
Chai, Jingsong
2015-01-01
In this paper, we prove a weak kernel formula of Bessel functions attached to irreducible generic representations of p-adic $GL(n)$. As an application, we show that the Bessel function defined by Bessel distribution coincides with the Bessel function defined via uniqueness of Whittaker models on the open Bruhat cell.
Painlevé differential equations in the complex plane
Gromak, Valerii I; Shimomura, Shun
2002-01-01
This book is the first comprehensive treatment of Painlevé differential equations in the complex plane. Starting with a rigorous presentation for the meromorphic nature of their solutions, the Nevanlinna theory will be applied to offer a detailed exposition of growth aspects and value distribution of Painlevé transcendents. The subsequent main part of the book is devoted to topics of classical background such as representations and expansions of solutions, solutions of special type like rational and special transcendental solutions, Bäcklund transformations and higher order analogues, treated separately for each of these six equations. The final chapter offers a short overview of applications of Painlevé equations, including an introduction to their discrete counterparts. Due to the present important role of Painlevé equations in physical applications, this monograph should be of interest to researchers in both mathematics and physics and to graduate students interested in mathematical physics and the th...
Sun, Leping
2016-01-01
This paper is concerned with the backward differential formula or BDF methods for a class of nonlinear 2-delay differential algebraic equations. We obtain two sufficient conditions under which the methods are stable and asymptotically stable. At last, examples show that our methods are true. PMID:27441132
Kim, K H
1999-01-01
Generalizing the work of Shapiro and Loginov, we derive new formulae of differentiation useful for solving differential equations with complex-valued random coefficients. We apply the formulae to the quantum-mechanical problem of noninteracting electrons moving in a correlated random potential in one dimension.
A new method for homoclinic solutions of ordinary differential equations
Energy Technology Data Exchange (ETDEWEB)
Akyildiz, F. Talay [Department of Mathematics, Ondokuz Mayis University, 55139 Kurupelit Samsun (Turkey); Vajravelu, K. [Department of Mathematics, University of Central Florida, Orlando, FL 32816 (United States)], E-mail: vajravelu@ucf.edu; Liao, S.-J. [School of Naval Architecture, Ocean and Civil Engineering, Shanghai Jiao Tong University, Shanghai 200030 (China)
2009-02-15
Consideration is given to the homoclinic solutions of ordinary differential equations. We first review the Melnikov analysis to obtain Melnikov function, when the perturbation parameter is zero and when the differential equation has a hyperbolic equilibrium. Since Melnikov analysis fails, using Homotopy Analysis Method (HAM, see [Liao SJ. Beyond perturbation: introduction to the homotopy analysis method. Boca Raton: Chapman and Hall/CRC Press; 2003; Liao SJ. An explicit, totally analytic approximation of Blasius' viscous flow problems. Int J Non-Linear Mech 1999;34(4):759-78; Liao SJ. On the homotopy analysis method for nonlinear problems. Appl Math Comput 2004;147(2):499-513] and others [Abbasbandy S. The application of the homotopy analysis method to nonlinear equations arising in heat transfer. Phys Lett A 2006;360:109-13; Hayat T, Sajid M. On analytic solution for thin film flow of a forth grade fluid down a vertical cylinder. Phys Lett A, in press; Sajid M, Hayat T, Asghar S. Comparison between the HAM and HPM solutions of thin film flows of non-Newtonian fluids on a moving belt. Nonlinear Dyn, in press]), we obtain homoclinic solution for a differential equation with zero perturbation parameter and with hyperbolic equilibrium. Then we show that the Melnikov type function can be obtained as a special case of this homotopy analysis method. Finally, homoclinic solutions are obtained (for nontrivial examples) analytically by HAM, and are presented through graphs.
Fast methods for static Hamilton-Jacobi Partial Differential Equations
Energy Technology Data Exchange (ETDEWEB)
Vladimirsky, Alexander Boris
2001-05-01
The authors develop a family of fast methods approximating the solution to a wide class of static Hamilton-Jacobi partial differential equations. These partial differential equations are considered in the context of control-theoretic and front-propagation problems. In general, to produce a numerical solution to such a problem, one has to solve a large system of coupled non-linear discretized equations. The techniques use partial information about the characteristic directions to de-couple the system. Previously known fast methods, available for isotropic problems, are discussed in detail. They introduce a family of new Ordered Upwinding Methods (OUM) for general (anisotropic) problems and prove convergence to the viscosity solution of the corresponding Hamilton-Jacobi partial differential equation. The hybrid methods introduced here are based on the analysis of the role played by anisotropy in the context of front propagation and optimal trajectory problems. The performance of the methods is analyzed and compared to that of several other numerical approaches to these problems. Computational experiments are performed using test problems from control theory, computational geometry and seismology.
Zhukovsky, K
2014-01-01
We present a general method of operational nature to analyze and obtain solutions for a variety of equations of mathematical physics and related mathematical problems. We construct inverse differential operators and produce operational identities, involving inverse derivatives and families of generalised orthogonal polynomials, such as Hermite and Laguerre polynomial families. We develop the methodology of inverse and exponential operators, employing them for the study of partial differential equations. Advantages of the operational technique, combined with the use of integral transforms, generating functions with exponentials and their integrals, for solving a wide class of partial derivative equations, related to heat, wave, and transport problems, are demonstrated. PMID:24892051
Directory of Open Access Journals (Sweden)
K. Zhukovsky
2014-01-01
Full Text Available We present a general method of operational nature to analyze and obtain solutions for a variety of equations of mathematical physics and related mathematical problems. We construct inverse differential operators and produce operational identities, involving inverse derivatives and families of generalised orthogonal polynomials, such as Hermite and Laguerre polynomial families. We develop the methodology of inverse and exponential operators, employing them for the study of partial differential equations. Advantages of the operational technique, combined with the use of integral transforms, generating functions with exponentials and their integrals, for solving a wide class of partial derivative equations, related to heat, wave, and transport problems, are demonstrated.
Constructing general partial differential equations using polynomial and neural networks.
Zjavka, Ladislav; Pedrycz, Witold
2016-01-01
Sum fraction terms can approximate multi-variable functions on the basis of discrete observations, replacing a partial differential equation definition with polynomial elementary data relation descriptions. Artificial neural networks commonly transform the weighted sum of inputs to describe overall similarity relationships of trained and new testing input patterns. Differential polynomial neural networks form a new class of neural networks, which construct and solve an unknown general partial differential equation of a function of interest with selected substitution relative terms using non-linear multi-variable composite polynomials. The layers of the network generate simple and composite relative substitution terms whose convergent series combinations can describe partial dependent derivative changes of the input variables. This regression is based on trained generalized partial derivative data relations, decomposed into a multi-layer polynomial network structure. The sigmoidal function, commonly used as a nonlinear activation of artificial neurons, may transform some polynomial items together with the parameters with the aim to improve the polynomial derivative term series ability to approximate complicated periodic functions, as simple low order polynomials are not able to fully make up for the complete cycles. The similarity analysis facilitates substitutions for differential equations or can form dimensional units from data samples to describe real-world problems.
Differential Forms and Wave Equations for General Relativity
Lau, S R
1996-01-01
Recently, Choquet-Bruhat and York and Abrahams, Anderson, Choquet-Bruhat, and York (AACY) have cast the 3+1 evolution equations of general relativity in gauge-covariant and causal ``first-order symmetric hyperbolic form,'' thereby cleanly separating physical from gauge degrees of freedom in the Cauchy problem for general relativity. A key ingredient in their construction is a certain wave equation which governs the light-speed propagation of the extrinsic curvature tensor. Along a similar line, we construct a related wave equation which, as the key equation in a system, describes vacuum general relativity. Whereas the approach of AACY is based on tensor-index methods, the present formulation is written solely in the language of differential forms. Our approach starts with Sparling's tetrad-dependent differential forms, and our wave equation governs the propagation of Sparling's 2-form, which in the ``time-gauge'' is built linearly from the ``extrinsic curvature 1-form.'' The tensor-index version of our wave e...
Lie Symmetry Analysis of the Hopf Functional-Differential Equation
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Daniel D. Janocha
2015-08-01
Full Text Available In this paper, we extend the classical Lie symmetry analysis from partial differential equations to integro-differential equations with functional derivatives. We continue the work of Oberlack and Wacławczyk (2006, Arch. Mech. 58, 597, (2013, J. Math. Phys. 54, 072901, where the extended Lie symmetry analysis is performed in the Fourier space. Here, we introduce a method to perform the extended Lie symmetry analysis in the physical space where we have to deal with the transformation of the integration variable in the appearing integral terms. The method is based on the transformation of the product y(xdx appearing in the integral terms and applied to the functional formulation of the viscous Burgers equation. The extended Lie symmetry analysis furnishes all known symmetries of the viscous Burgers equation and is able to provide new symmetries associated with the Hopf formulation of the viscous Burgers equation. Hence, it can be employed as an important tool for applications in continuum mechanics.
Van der Corput inequalities for Bessel functions
Baricz, Árpád; Laforgia, Andrea; Pogány, Tibor K.
2014-01-01
In this note we offer some log-concavity properties of certain functions related to Bessel functions of the first kind and modified Bessel functions of the first and second kind, by solving partially a recent conjecture on the log-convexity/log-concavity properties for modified Bessel functions of the first kind and their derivatives. Moreover, we give an application of the mentioned results by extending two inequalities of van der Corput to Bessel and modified Bessel functions of the first k...
The Finite Element Method An Introduction with Partial Differential Equations
Davies, A J
2011-01-01
The finite element method is a technique for solving problems in applied science and engineering. The essence of this book is the application of the finite element method to the solution of boundary and initial-value problems posed in terms of partial differential equations. The method is developed for the solution of Poisson's equation, in a weighted-residual context, and then proceeds to time-dependent and nonlinear problems. The relationship with the variational approach is alsoexplained. This book is written at an introductory level, developing all the necessary concepts where required. Co
International Conference on Differential Equations and Mathematical Physics
Saitō, Yoshimi
1987-01-01
The meeting in Birmingham, Alabama, provided a forum for the discussion of recent developments in the theory of ordinary and partial differential equations, both linear and non-linear, with particular reference to work relating to the equations of mathematical physics. The meeting was attended by about 250 mathematicians from 22 countries. The papers in this volume all involve new research material, with at least outline proofs; some papers also contain survey material. Topics covered include: Schrödinger theory, scattering and inverse scattering, fluid mechanics (including conservative systems and inertial manifold theory attractors), elasticity, non-linear waves, and feedback control theory.
Analytic solution to a class of integro-differential equations
Directory of Open Access Journals (Sweden)
Xuming Xie
2003-03-01
Full Text Available In this paper, we consider the integro-differential equation $$ epsilon^2 y''(x+L(xmathcal{H}(y=N(epsilon,x,y,mathcal{H}(y, $$ where $mathcal{H}(y[x]=frac{1}{pi}(Pint_{-infty}^{infty} frac{y(t}{t-x}dt$ is the Hilbert transform. The existence and uniqueness of analytic solution in appropriately chosen space is proved. Our method consists of extending the equation to an appropriately chosen region in the complex plane, then use the Contraction Mapping Theorem.
Analytic solutions of a class of nonlinear partial differential equations
Institute of Scientific and Technical Information of China (English)
ZHANG Hong-qing; DING Qi
2008-01-01
An approach is presented for computing the adjoint operator vector of a class of nonlinear (that is,partial-nonlinear) operator matrices by using the properties of conjugate operators to generalize a previous method proposed by the author.A unified theory is then given to solve a class of nonlinear (partial-nonlinear and including all linear)and non-homogeneous differential equations with a mathematical mechanization method.In other words,a transformation is constructed by homogenization and triangulation,which reduces the original system to a simpler diagonal system.Applications are given to solve some elasticity equations.
Mallet, D. G.; McCue, S. W.
2009-01-01
The solution of linear ordinary differential equations (ODEs) is commonly taught in first-year undergraduate mathematics classrooms, but the understanding of the concept of a solution is not always grasped by students until much later. Recognizing what it is to be a solution of a linear ODE and how to postulate such solutions, without resorting to…
Lattice quantum chromodynamics equation of state: A better differential method
Indian Academy of Sciences (India)
Rajiv V Gavai; Sourendu Gupta; Swagato Mukherjee
2008-09-01
We propose a better differential method for the computation of the equation of state of QCD from lattice simulations. In contrast to the earlier differential method, our technique yields positive pressure for all temperatures including the temperatures in the transition region. Employing it on temporal lattices of 8, 10 and 12 sites and by extrapolating to zero lattice spacing we obtained the pressure, energy density, entropy density, specific heat and speed of sound in quenched QCD for 0.9 ≤ /c ≤ 3. At high temperatures comparisons of our results are made with those from the dimensional reduction approach and also with those from a conformal symmetric theory.
Numerical analysis for the moments of Bessel functions and Bessel-trigonometric functions
Wang, Yinkun; Ying LI; Luo, Jianshu
2016-01-01
The moments of Bessel functions and Bessel-trigonometric functions play a basic role in many practical problems and numerical analysis. This paper presents a complete analysis for these moments based on the recursive relations of Bessel functions. To evaluate the moments of Bessel functions numerically, a fast and efficient scheme is also proposed to approximate the integral of Bessel function of the first kind and of zero order. The moments of Bessel-trigonometric functions are proved to be ...
Probabilistic Forecasts of Solar Irradiance by Stochastic Differential Equations
DEFF Research Database (Denmark)
Iversen, Jan Emil Banning; Morales González, Juan Miguel; Møller, Jan Kloppenborg;
2014-01-01
Probabilistic forecasts of renewable energy production provide users with valuable information about the uncertainty associated with the expected generation. Current state-of-the-art forecasts for solar irradiance have focused on producing reliable point forecasts. The additional information...... included in probabilistic forecasts may be paramount for decision makers to efficiently make use of this uncertain and variable generation. In this paper, a stochastic differential equation framework for modeling the uncertainty associated with the solar irradiance point forecast is proposed. This modeling...... approach allows for characterizing both the interdependence structure of prediction errors of short-term solar irradiance and their predictive distribution. Three different stochastic differential equation models are first fitted to a training data set and subsequently evaluated on a one-year test set...
Multigrid methods for differential equations with highly oscillatory coefficients
Engquist, Bjorn; Luo, Erding
1993-01-01
New coarse grid multigrid operators for problems with highly oscillatory coefficients are developed. These types of operators are necessary when the characters of the differential equations on coarser grids or longer wavelengths are different from that on the fine grid. Elliptic problems for composite materials and different classes of hyperbolic problems are practical examples. The new coarse grid operators can be constructed directly based on the homogenized differential operators or hierarchically computed from the finest grid. Convergence analysis based on the homogenization theory is given for elliptic problems with periodic coefficients and some hyperbolic problems. These are classes of equations for which there exists a fairly complete theory for the interaction between shorter and longer wavelengths in the problems. Numerical examples are presented.
Information Theoretic Limits on Learning Stochastic Differential Equations
Bento, José; Montanari, Andrea
2011-01-01
Consider the problem of learning the drift coefficient of a stochastic differential equation from a sample path. In this paper, we assume that the drift is parametrized by a high dimensional vector. We address the question of how long the system needs to be observed in order to learn this vector of parameters. We prove a general lower bound on this time complexity by using a characterization of mutual information as time integral of conditional variance, due to Kadota, Zakai, and Ziv. This general lower bound is applied to specific classes of linear and non-linear stochastic differential equations. In the linear case, the problem under consideration is the one of learning a matrix of interaction coefficients. We evaluate our lower bound for ensembles of sparse and dense random matrices. The resulting estimates match the qualitative behavior of upper bounds achieved by computationally efficient procedures.
Differential equations, dynamical systems, and an introduction to chaos
Smale, Stephen; Devaney, Robert L
2003-01-01
Thirty years in the making, this revised text by three of the world''s leading mathematicians covers the dynamical aspects of ordinary differential equations. it explores the relations between dynamical systems and certain fields outside pure mathematics, and has become the standard textbook for graduate courses in this area. The Second Edition now brings students to the brink of contemporary research, starting from a background that includes only calculus and elementary linear algebra.The authors are tops in the field of advanced mathematics, including Steve Smale who is a recipient of the Field''s Medal for his work in dynamical systems.* Developed by award-winning researchers and authors* Provides a rigorous yet accessible introduction to differential equations and dynamical systems* Includes bifurcation theory throughout* Contains numerous explorations for students to embark uponNEW IN THIS EDITION* New contemporary material and updated applications* Revisions throughout the text, including simplification...
Some recent advances in the numerical solution of differential equations
D'Ambrosio, Raffaele
2016-06-01
The purpose of the talk is the presentation of some recent advances in the numerical solution of differential equations, with special emphasis to reaction-diffusion problems, Hamiltonian problems and ordinary differential equations with discontinuous right-hand side. As a special case, in this short paper we focus on the solution of reaction-diffusion problems by means of special purpose numerical methods particularly adapted to the problem: indeed, following a problem oriented approach, we propose a modified method of lines based on the employ of finite differences shaped on the qualitative behavior of the solutions. Constructive issues and a brief analysis are presented, together with some numerical experiments showing the effectiveness of the approach and a comparison with existing solvers.
Analytic solution of differential equation for gyroscope's motions
Tyurekhodjaev, Abibulla N.; Mamatova, Gulnar U.
2016-08-01
Problems of motion of a rigid body with a fixed point are one of the urgent problems in classical mechanics. A feature of this problem is that, despite the important results achieved by outstanding mathematicians in the last two centuries, there is still no complete solution. This paper obtains an analytical solution of the problem of motion of an axisymmetric rigid body with variable inertia moments in resistant environment described by the system of nonlinear differential equations of L. Euler, involving the partial discretization method for nonlinear differential equations, which was built by A. N. Tyurekhodjaev based on the theory of generalized functions. To such problems belong gyroscopic instruments, in particular, and especially gyroscopes.
Differential Equations driven by \\Pi-rough paths
Gyurkó, Lajos Gergely
2012-01-01
This paper revisits the concept of rough paths of inhomogeneous degree of smoothness (geometric \\Pi-rough paths in our terminology) sketched by Lyons ("Differential equations driven by rough signals", Revista Mathematica Iber. Vol 14, Nr. 2,215-310, 1998). Although geometric \\Pi-rough paths can be treated as p-rough paths for a sufficiently large p and the theory of integration of Lip-\\gamma one-forms (\\gamma>p-1) along geometric p-rough paths applies, we prove the existence of integrals of one-forms under weaker conditions. Moreover, we consider differential equations driven by geometric \\Pi-rough paths and give sufficient conditions for existence and uniqueness of solution.
PC analysis of stochastic differential equations driven by Wiener noise
Le Maître, Olivier Le
2015-03-01
A polynomial chaos (PC) analysis with stochastic expansion coefficients is proposed for stochastic differential equations driven by additive or multiplicative Wiener noise. It is shown that for this setting, a Galerkin formalism naturally leads to the definition of a hierarchy of stochastic differential equations governing the evolution of the PC modes. Under the mild assumption that the Wiener and uncertain parameters can be treated as independent random variables, it is also shown that the Galerkin formalism naturally separates parametric uncertainty and stochastic forcing dependences. This enables us to perform an orthogonal decomposition of the process variance, and consequently identify contributions arising from the uncertainty in parameters, the stochastic forcing, and a coupled term. Insight gained from this decomposition is illustrated in light of implementation to simplified linear and non-linear problems; the case of a stochastic bifurcation is also considered.
Lu, Bin
2012-06-01
In this Letter, the fractional derivatives in the sense of modified Riemann-Liouville derivative and the Bäcklund transformation of fractional Riccati equation are employed for constructing the exact solutions of nonlinear fractional partial differential equations. The power of this manageable method is presented by applying it to several examples. This approach can also be applied to other nonlinear fractional differential equations.
Solving Differential Equations in R: Package deSolve
Directory of Open Access Journals (Sweden)
Karline Soetaert
2010-02-01
Full Text Available 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 differential equations can be represented in R code or as compiled code. In the latter case, R is used as a tool to trigger the integration and post-process the results, which facilitates model development and application, whilst the compiled code significantly increases simulation speed. The methods implemented are efficient, robust, and well documented public-domain Fortran routines. They include four integrators from the ODEPACK package (LSODE, LSODES, LSODA, LSODAR, DVODE and DASPK2.0. In addition, a suite of Runge-Kutta integrators and special-purpose solvers to efficiently integrate 1-, 2- and 3-dimensional partial differential equations are available. The routines solve both stiff and non-stiff systems, and include many options, e.g., to deal in an efficient way with the sparsity of the Jacobian matrix, or finding the root of equations. In this article, our objectives are threefold: (1 to demonstrate the potential of using R for dynamic modeling, (2 to highlight typical uses of the different methods implemented and (3 to compare the performance of models specified in R code and in compiled code for a number of test cases. These comparisons demonstrate that, if the use of loops is avoided, R code can efficiently integrate problems comprising several thousands of state variables. Nevertheless, the same problem may be solved from 2 to more than 50 times faster by using compiled code compared to an implementation using only R code. Still, amongst the benefits of R are a more flexible and interactive implementation, better readability of the code, and access to R’s high-level procedures. deSolve is the successor of package odesolve which will be deprecated in
Application of Rational Expansion Method for Differential-Difference Equation
Institute of Scientific and Technical Information of China (English)
王琪
2011-01-01
In this paper, we applied the rational formal expansion method to construct a series of sofiton-like and period-form solutions for nonlinear differential-difference equations. Compared with most existing methods, the proposed method not only recovers some known solutions, but also finds some new and more general solutions. The efficiency of the method can be demonstrated on Toda Lattice and Ablowitz-Ladik Lattice.
Similarity Solutions of Partial Differential Equations in Probability
Directory of Open Access Journals (Sweden)
Mario Lefebvre
2011-01-01
Full Text Available Two-dimensional diffusion processes are considered between concentric circles and in angular sectors. The aim of the paper is to compute the probability that the process will hit a given part of the boundary of the stopping region first. The appropriate partial differential equations are solved explicitly by using the method of similarity solutions and the method of separation of variables. Some solutions are expressed as generalized Fourier series.
Mild Solutions for Fractional Differential Equations with Nonlocal Conditions
Directory of Open Access Journals (Sweden)
Fang Li
2010-01-01
Full Text Available This paper is concerned with the existence and uniqueness of mild solution of the fractional differential equations with nonlocal conditions dqx(t/dtq=−Ax(t+f(t,x(t,Gx(t, t∈[0,T], and x(0+g(x=x0, in a Banach space X, where 0
Fundamental solution of an integro-differential transport equation
International Nuclear Information System (INIS)
The problems connected with the construction of generalized functions of the fundamental solution of a stationary single-velocity integro-differential neutron transport equation on the basis of the integral transformation technique and its applications are analyzed. A number of concrete expressions for the fundamental solutions in the tree-dimensional (spherical coordinates) and two-dimensional (cylindrical coordinates) geometries are derived. The most of the formula are apparently published for the first time
Certified reduced basis methods for parametrized partial differential equations
Hesthaven, Jan S; Stamm, Benjamin
2016-01-01
This book provides a thorough introduction to the mathematical and algorithmic aspects of certified reduced basis methods for parametrized partial differential equations. Central aspects ranging from model construction, error estimation and computational efficiency to empirical interpolation methods are discussed in detail for coercive problems. More advanced aspects associated with time-dependent problems, non-compliant and non-coercive problems and applications with geometric variation are also discussed as examples.
A stochastic differential equation framework for the turbulent velocity field
DEFF Research Database (Denmark)
Barndorff-Nielsen, Ole Eiler; Schmiegel, Jürgen
We discuss a stochastic differential equation, as a modelling framework for the turbulent velocity field, that is capable of capturing basic stylized facts of the statistics of velocity increments. In particular, we focus on the evolution of the probability density of velocity increments characte...... characterized by a normal inverse Gaussian shape with heavy tails for small scales and aggregational Gaussianity for large scales. In addition, we show that the proposed model is in accordance with Kolmogorov's refined similarity hypotheses....
Entropy and convexity for nonlinear partial differential equations
Ball, John M.; Chen, Gui-Qiang G.
2013-01-01
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 function...
Control of Oscillations in Second-Order Differential Equation
Directory of Open Access Journals (Sweden)
Šutová Zuzana
2014-12-01
Full Text Available The article deals with the control of oscillations in a specific type of second-order differential equations. The purpose of the research is to prove the possibility of oscillation frequency control based on a change in the value of a singular perturbation parameter placed into a mathematical model of a nonlinear dynamical system at the highest derivative. The oscillation frequency change caused by a different value of the parameter is verified by numerically modelling the system.
Reproducing Kernel Method for Fractional Riccati Differential Equations
Directory of Open Access Journals (Sweden)
X. Y. Li
2014-01-01
Full Text Available This paper is devoted to a new numerical method for fractional Riccati differential equations. The method combines the reproducing kernel method and the quasilinearization technique. Its main advantage is that it can produce good approximations in a larger interval, rather than a local vicinity of the initial position. Numerical results are compared with some existing methods to show the accuracy and effectiveness of the present method.
A stability analysis for a semilinear parabolic partial differential equation
Chafee, N.
1973-01-01
The parabolic partial differential equation considered is u sub t = u sub xx + f(u), where minus infinity x plus infinity and o t plus infinity. Under suitable hypotheses pertaining to f, a class of initial data is exhibited: phi(x), minus infinity x plus infinity, for which the corresponding solutions u(x,t) appraoch zero as t approaches the limit of plus infinity. This convergence is uniform with respect to x on any compact subinterval of the real axis.