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Sample records for equation ode system

  1. Parallels between control PDE's (Partial Differential Equations) and systems of ODE's (Ordinary Differential Equations)

    Science.gov (United States)

    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.

  2. LSODKR, Stiff Ordinary Differential Equations (ODE) System Solver with Krylov Iteration with Root-finding

    International Nuclear Information System (INIS)

    Hindmarsh, A.C.; Petzold, L.R.

    2005-01-01

    1 - Description of program or function: LSODKR is a new initial value ODE solver for stiff and non-stiff systems. It is a variant of the LSODPK and LSODE solvers, intended mainly for large stiff systems. The main differences between LSODKR and LSODE are the following: a) for stiff systems, LSODKR uses a corrector iteration composed of Newton iteration and one of four preconditioned Krylov subspace iteration methods. The user must supply routines for the preconditioning operations, b) within the corrector iteration, LSODKR does automatic switching between functional (fix point) iteration and modified Newton iteration, The nonlinear iteration method-switching differs from the method-switching in LSODA and LSODAR, but provides similar savings by using the cheaper method in the non-stiff regions of the problem. c) LSODKR includes the ability to find roots of given functions of the solution during the integration. d) LSODKR also improves on the Krylov methods in LSODPK by offering the option to save and reuse the approximate Jacobian data underlying the pre-conditioner. The LSODKR source is commented extensively to facilitate modification. Both a single-precision version and a double-precision version are available. 2 - Methods: It is assumed that the ODEs are given explicitly, so that the system can be written in the form dy/dt = f(t,y), where y is the vector of dependent variables, and t is the independent variable. Integration is by Adams or BDF (Backward Differentiation Formula) methods, at user option. Corrector iteration is by Newton or fix point iteration, determined dynamically. Linear system solution is by a preconditioned Krylov iteration, selected by user from Incomplete Orthogonalization Method, Generalized Minimum Residual Method, and two variants of Preconditioned Conjugate Gradient Method. Preconditioning is to be supplied by the user

  3. LSODKR, Stiff Ordinary Differential Equations (ODE) System Solver with Krylov Iteration and Root-finding

    International Nuclear Information System (INIS)

    Hindmarsh, A.D.; Brown, P.N.

    1996-01-01

    1 - Description of program or function: LSODKR is a new initial value ODE solver for stiff and non-stiff systems. It is a variant of the LSODPK and LSODE solvers, intended mainly for large stiff systems. The main differences between LSODKR and LSODE are the following: a) for stiff systems, LSODKR uses a corrector iteration composed of Newton iteration and one of four preconditioned Krylov subspace iteration methods. The user must supply routines for the preconditioning operations, b) within the corrector iteration, LSODKR does automatic switching between functional (fix point) iteration and modified Newton iteration, c) LSODKR includes the ability to find roots of given functions of the solution during the integration. 2 - Method of solution: Integration is by Adams or BDF (Backward Differentiation Formula) methods, at user option. Corrector iteration is by Newton or fix point iteration, determined dynamically. Linear system solution is by a preconditioned Krylov iteration, selected by user from Incomplete Orthogonalization Method, Generalized Minimum Residual Method, and two variants of Preconditioned Conjugate Gradient Method. Preconditioning is to be supplied by the user. 3 - Restrictions on the complexity of the problem: None

  4. From differential to difference equations for first order ODEs

    Science.gov (United States)

    Freed, Alan D.; Walker, Kevin P.

    1991-01-01

    When constructing an algorithm for the numerical integration of a differential equation, one should first convert the known ordinary differential equation (ODE) into an ordinary difference equation. Given this difference equation, one can develop an appropriate numerical algorithm. This technical note describes the derivation of two such ordinary difference equations applicable to a first order ODE. The implicit ordinary difference equation has the same asymptotic expansion as the ODE itself, whereas the explicit ordinary difference equation has an asymptotic that is similar in structure but different in value when compared with that of the ODE.

  5. Solving the Bateman equations in CASMO5 using implicit ode numerical methods for stiff systems

    International Nuclear Information System (INIS)

    Hykes, J. M.; Ferrer, R. M.

    2013-01-01

    The Bateman equations, which describe the transmutation of nuclides over time as a result of radioactive decay, absorption, and fission, are often numerically stiff. This is especially true if short-lived nuclides are included in the system. This paper describes the use of implicit numerical methods for o D Es applied to the stiff Bateman equations, specifically employing the Backward Differentiation Formulas (BDF) form of the linear multistep method. As is true in other domains, using an implicit method removes or lessens the (sometimes severe) step-length constraints by which explicit methods must abide. To gauge its accuracy and speed, the BDF method is compared to a variety of other solution methods, including Runge-Kutta explicit methods and matrix exponential methods such as the Chebyshev Rational Approximation Method (CRAM). A preliminary test case was chosen as representative of a PWR lattice depletion step and was solved with numerical libraries called from a Python front-end. The Figure of Merit (a combined measure of accuracy and efficiency) for the BDF method was nearly identical to that for CRAM, while explicit methods and other matrix exponential approximations trailed behind. The test case includes 319 nuclides, in which the shortest-lived nuclide is 98 Nb with a half-life of 2.86 seconds. Finally, the BDF and CRAM methods were compared within CASMO5, where CRAM had a FOM about four times better than BDF, although the BDF implementation was not fully optimized. (authors)

  6. Study of ODE limit problems for reaction-diffusion equations

    Directory of Open Access Journals (Sweden)

    Jacson Simsen

    2018-01-01

    Full Text Available In this work we study ODE limit problems for reaction-diffusion equations for large diffusion and we study the sensitivity of nonlinear ODEs with respect to initial conditions and exponent parameters. Moreover, we prove continuity of the flow and weak upper semicontinuity of a family of global attractors for reaction-diffusion equations with spatially variable exponents when the exponents go to 2 in \\(L^{\\infty}(\\Omega\\ and the diffusion coefficients go to infinity.

  7. Adaptive observer for the joint estimation of parameters and input for a coupled wave PDE and infinite dimensional ODE system

    KAUST Repository

    Belkhatir, Zehor; Mechhoud, Sarra; Laleg-Kirati, Taous-Meriem

    2016-01-01

    This paper deals with joint parameters and input estimation for coupled PDE-ODE system. The system consists of a damped wave equation and an infinite dimensional ODE. This model describes the spatiotemporal hemodynamic response in the brain

  8. ODE/IM correspondence and modified affine Toda field equations

    Energy Technology Data Exchange (ETDEWEB)

    Ito, Katsushi; Locke, Christopher

    2014-08-15

    We study the two-dimensional affine Toda field equations for affine Lie algebra g{sup ^} modified by a conformal transformation and the associated linear equations. In the conformal limit, the associated linear problem reduces to a (pseudo-)differential equation. For classical affine Lie algebra g{sup ^}, we obtain a (pseudo-)differential equation corresponding to the Bethe equations for the Langlands dual of the Lie algebra g, which were found by Dorey et al. in study of the ODE/IM correspondence.

  9. Constructing Frozen Jacobian Iterative Methods for Solving Systems of Nonlinear Equations, Associated with ODEs and PDEs Using the Homotopy Method

    Directory of Open Access Journals (Sweden)

    Uswah Qasim

    2016-03-01

    Full Text Available A homotopy method is presented for the construction of frozen Jacobian iterative methods. The frozen Jacobian iterative methods are attractive because the inversion of the Jacobian is performed in terms of LUfactorization only once, for a single instance of the iterative method. We embedded parameters in the iterative methods with the help of the homotopy method: the values of the parameters are determined in such a way that a better convergence rate is achieved. The proposed homotopy technique is general and has the ability to construct different families of iterative methods, for solving weakly nonlinear systems of equations. Further iterative methods are also proposed for solving general systems of nonlinear equations.

  10. Exact Solutions for Fractional Differential-Difference Equations by an Extended Riccati Sub-ODE Method

    International Nuclear Information System (INIS)

    Feng Qinghua

    2013-01-01

    In this paper, an extended Riccati sub-ODE method is proposed to establish new exact solutions for fractional differential-difference equations in the sense of modified Riemann—Liouville derivative. By a fractional complex transformation, a given fractional differential-difference equation can be turned into another differential-difference equation of integer order. The validity of the method is illustrated by applying it to solve the fractional Hybrid lattice equation and the fractional relativistic Toda lattice system. As a result, some new exact solutions including hyperbolic function solutions, trigonometric function solutions and rational solutions are established. (general)

  11. Discontinuities in ODEs - Systems with change of state

    DEFF Research Database (Denmark)

    Thomsen, Per Grove

    2006-01-01

    The occurrence of discontinuous right hand sides in ODE-systems often appears in technical applications. Such applications may be characterised by the cases where the system changes between several states. Each state is defined by a system of ODEs and the transition between states is defined...

  12. Fast resolution of the neutron diffusion equation through public domain Ode codes

    Energy Technology Data Exchange (ETDEWEB)

    Garcia, V.M.; Vidal, V.; Garayoa, J. [Universidad Politecnica de Valencia, Departamento de Sistemas Informaticos, Valencia (Spain); Verdu, G. [Universidad Politecnica de Valencia, Departamento de Ingenieria Quimica y Nuclear, Valencia (Spain); Gomez, R. [I.E.S. de Tavernes Blanques, Valencia (Spain)

    2003-07-01

    The time-dependent neutron diffusion equation is a partial differential equation with source terms. The resolution method usually includes discretizing the spatial domain, obtaining a large system of linear, stiff ordinary differential equations (ODEs), whose resolution is computationally very expensive. Some standard techniques use a fixed time step to solve the ODE system. This can result in errors (if the time step is too large) or in long computing times (if the time step is too little). To speed up the resolution method, two well-known public domain codes have been selected: DASPK and FCVODE that are powerful codes for the resolution of large systems of stiff ODEs. These codes can estimate the error after each time step, and, depending on this estimation can decide which is the new time step and, possibly, which is the integration method to be used in the next step. With these mechanisms, it is possible to keep the overall error below the chosen tolerances, and, when the system behaves smoothly, to take large time steps increasing the execution speed. In this paper we address the use of the public domain codes DASPK and FCVODE for the resolution of the time-dependent neutron diffusion equation. The efficiency of these codes depends largely on the preconditioning of the big systems of linear equations that must be solved. Several pre-conditioners have been programmed and tested; it was found that the multigrid method is the best of the pre-conditioners tested. Also, it has been found that DASPK has performed better than FCVODE, being more robust for our problem.We can conclude that the use of specialized codes for solving large systems of ODEs can reduce drastically the computational work needed for the solution; and combining them with appropriate pre-conditioners, the reduction can be still more important. It has other crucial advantages, since it allows the user to specify the allowed error, which cannot be done in fixed step implementations; this, of course

  13. Modelling and Inverse-Modelling: Experiences with O.D.E. Linear Systems in Engineering Courses

    Science.gov (United States)

    Martinez-Luaces, Victor

    2009-01-01

    In engineering careers courses, differential equations are widely used to solve problems concerned with modelling. In particular, ordinary differential equations (O.D.E.) linear systems appear regularly in Chemical Engineering, Food Technology Engineering and Environmental Engineering courses, due to the usefulness in modelling chemical kinetics,…

  14. VODE, Variable Coefficient Ordinary Differential Equations (ODE) Solver

    International Nuclear Information System (INIS)

    Brown, P.N.; Hindmarsh, A.C.; Byrne, G.D.

    2002-01-01

    1 - Description of program or function: VODE is a package of subroutines for the numerical solution of the initial-value problem for systems of first-order ordinary differential equations. The package can be used for either stiff or non-stiff systems. In the stiff case, the Jacobian matrix is treated as full or banded. An algorithm is included for saving and reusing the Jacobian matrix under certain conditions. If storage is limited, this option may be suppressed. 2 - Method of solution - VODE uses the variable-order, variable- coefficient Adams-Moulton method for non-stiff systems and the variable-order, fixed-leading-coefficient Backward Differentiation Formula (BDF) method for stiff systems

  15. Iterative solution of linear equations in ODE codes. [Krylov subspaces

    Energy Technology Data Exchange (ETDEWEB)

    Gear, C. W.; Saad, Y.

    1981-01-01

    Each integration step of a stiff equation involves the solution of a nonlinear equation, usually by a quasi-Newton method that leads to a set of linear problems. Iterative methods for these linear equations are studied. Of particular interest are methods that do not require an explicit Jacobian, but can work directly with differences of function values using J congruent to f(x + delta) - f(x). Some numerical experiments using a modification of LSODE are reported. 1 figure, 2 tables.

  16. Second-Order Systems of ODEs Admitting Three-Dimensional Lie Algebras and Integrability

    Directory of Open Access Journals (Sweden)

    Muhammad Ayub

    2013-01-01

    the case of k≥3. We discuss the singular invariant representations of canonical forms for systems of two second-order ODEs admitting three-dimensional Lie algebras. Furthermore, we give an integration procedure for canonical forms for systems of two second-order ODEs admitting three-dimensional Lie algebras which comprises of two approaches, namely, division into four types I, II, III, and IV and that of integrability of the invariant representations. We prove that if a system of two second-order ODEs has a three-dimensional solvable Lie algebra, then, its general solution can be obtained from a partially linear, partially coupled or reduced invariantly represented system of equations. A natural extension of this result is provided for a system of two kth-order (k≥3 ODEs. We present illustrative examples of familiar integrable physical systems which admit three-dimensional Lie algebras such as the classical Kepler problem and the generalized Ermakov systems that give rise to closed trajectories.

  17. Effective ODE Zones in a Multi- Agent System

    DEFF Research Database (Denmark)

    Hjorth, Poul G.

    Simulations which contain a large number of agents with rules for agent-agent interactions may grow to a level of complexity where it is cumbersome to extract useful information, difficult to split or agregate parts, and taxing on computational resources. We present here an example where a coarse...... graining of the system, and replacement of individual interactions with ODEs describing dynamical interactions between ‘effective zones’, leads to a fast and useful simplified model of the original complex system....

  18. A Tutorial on RxODE: Simulating Differential Equation Pharmacometric Models in R.

    Science.gov (United States)

    Wang, W; Hallow, K M; James, D A

    2016-01-01

    This tutorial presents the application of an R package, RxODE, that facilitates quick, efficient simulations of ordinary differential equation models completely within R. Its application is illustrated through simulation of design decision effects on an adaptive dosing regimen. The package provides an efficient, versatile way to specify dosing scenarios and to perform simulation with variability with minimal custom coding. Models can be directly translated to Rshiny applications to facilitate interactive, real-time evaluation/iteration on simulation scenarios.

  19. Adaptive observer for the joint estimation of parameters and input for a coupled wave PDE and infinite dimensional ODE system

    KAUST Repository

    Belkhatir, Zehor

    2016-08-05

    This paper deals with joint parameters and input estimation for coupled PDE-ODE system. The system consists of a damped wave equation and an infinite dimensional ODE. This model describes the spatiotemporal hemodynamic response in the brain and the objective is to characterize brain regions using functional Magnetic Resonance Imaging (fMRI) data. For this reason, we propose an adaptive estimator and prove the asymptotic convergence of the state, the unknown input and the unknown parameters. The proof is based on a Lyapunov approach combined with a priori identifiability assumptions. The performance of the proposed observer is illustrated through some simulation results.

  20. Numerical analysis of systems of ordinary and stochastic differential equations

    CERN Document Server

    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).

  1. Exploring Students' Understanding of Ordinary Differential Equations Using Computer Algebraic System (CAS)

    Science.gov (United States)

    Maat, Siti Mistima; Zakaria, Effandi

    2011-01-01

    Ordinary differential equations (ODEs) are one of the important topics in engineering mathematics that lead to the understanding of technical concepts among students. This study was conducted to explore the students' understanding of ODEs when they solve ODE questions using a traditional method as well as a computer algebraic system, particularly…

  2. Krylov subspace methods for the solution of large systems of ODE's

    DEFF Research Database (Denmark)

    Thomsen, Per Grove; Bjurstrøm, Nils Henrik

    1998-01-01

    In Air Pollution Modelling large systems of ODE's arise. Solving such systems may be done efficientliy by Semi Implicit Runge-Kutta methods. The internal stages may be solved using Krylov subspace methods. The efficiency of this approach is investigated and verified.......In Air Pollution Modelling large systems of ODE's arise. Solving such systems may be done efficientliy by Semi Implicit Runge-Kutta methods. The internal stages may be solved using Krylov subspace methods. The efficiency of this approach is investigated and verified....

  3. ODE/IM correspondence and Bethe ansatz for affine Toda field equations

    Directory of Open Access Journals (Sweden)

    Katsushi Ito

    2015-07-01

    Full Text Available We study the linear problem associated with modified affine Toda field equation for the Langlands dual gˆ∨, where gˆ is an untwisted affine Lie algebra. The connection coefficients for the asymptotic solutions of the linear problem are found to correspond to the Q-functions for g-type quantum integrable models. The ψ-system for the solutions associated with the fundamental representations of g leads to Bethe ansatz equations associated with the affine Lie algebra gˆ. We also study the A2r(2 affine Toda field equation in massless limit in detail and find its Bethe ansatz equations as well as T–Q relations.

  4. Generalization of the Bernoulli ODE

    Science.gov (United States)

    Azevedo, Douglas; Valentino, Michele C.

    2017-01-01

    In this note, we propose a generalization of the famous Bernoulli differential equation by introducing a class of nonlinear first-order ordinary differential equations (ODEs). We provide a family of solutions for this introduced class of ODEs and also we present some examples in order to illustrate the applications of our result.

  5. Validation and selection of ODE based systems biology models: how to arrive at more reliable decisions.

    Science.gov (United States)

    Hasdemir, Dicle; Hoefsloot, Huub C J; Smilde, Age K

    2015-07-08

    Most ordinary differential equation (ODE) based modeling studies in systems biology involve a hold-out validation step for model validation. In this framework a pre-determined part of the data is used as validation data and, therefore it is not used for estimating the parameters of the model. The model is assumed to be validated if the model predictions on the validation dataset show good agreement with the data. Model selection between alternative model structures can also be performed in the same setting, based on the predictive power of the model structures on the validation dataset. However, drawbacks associated with this approach are usually under-estimated. We have carried out simulations by using a recently published High Osmolarity Glycerol (HOG) pathway from S.cerevisiae to demonstrate these drawbacks. We have shown that it is very important how the data is partitioned and which part of the data is used for validation purposes. The hold-out validation strategy leads to biased conclusions, since it can lead to different validation and selection decisions when different partitioning schemes are used. Furthermore, finding sensible partitioning schemes that would lead to reliable decisions are heavily dependent on the biology and unknown model parameters which turns the problem into a paradox. This brings the need for alternative validation approaches that offer flexible partitioning of the data. For this purpose, we have introduced a stratified random cross-validation (SRCV) approach that successfully overcomes these limitations. SRCV leads to more stable decisions for both validation and selection which are not biased by underlying biological phenomena. Furthermore, it is less dependent on the specific noise realization in the data. Therefore, it proves to be a promising alternative to the standard hold-out validation strategy.

  6. Advantages and Disadvantages of Using MATLAB/ode45 for Solving Differential Equations in Engineering Applications

    OpenAIRE

    Waleed K. Ahmed

    2013-01-01

    The present paper demonstrates the route used for solving differential equations for the engineering applications at UAEU. Usually students at the Engineering Requirements Unit (ERU) stage of the Faculty of Engineering at the UAEU must enroll in a course of Differential Equations and Engineering Applications (MATH 2210) as a prerequisite for the subsequent stages of their study. Mainly, one of the objectives of this course is that the students practice MATLAB software package during the cours...

  7. Solving differential–algebraic equation systems by means of index reduction methodology

    DEFF Research Database (Denmark)

    Sørensen, Kim; Houbak, Niels; Condra, Thomas

    2006-01-01

    of a number of differential equations and algebraic equations — a so called DAE system. Two of the DAE systems are of index 1 and they can be solved by means of standard DAE-solvers. For the actual application, the equation systems are integrated by means of MATLAB’s solver: ode23t, that solves moderately...... stiff ODEs and index 1 DAEs by means of the trapezoidal rule. The last sub-model that models the boilers steam drum consist of two differential and three algebraic equations. The index of this model is greater than 1, which means that ode23t cannot integrate this equation system. In this paper......, it is shown how the equation system, by means of an index reduction methodology, can be reduced to a system of ordinary differential equationsODEs....

  8. MOCCASIN: converting MATLAB ODE models to SBML.

    Science.gov (United States)

    Gómez, Harold F; Hucka, Michael; Keating, Sarah M; Nudelman, German; Iber, Dagmar; Sealfon, Stuart C

    2016-06-15

    MATLAB is popular in biological research for creating and simulating models that use ordinary differential equations (ODEs). However, sharing or using these models outside of MATLAB is often problematic. A community standard such as Systems Biology Markup Language (SBML) can serve as a neutral exchange format, but translating models from MATLAB to SBML can be challenging-especially for legacy models not written with translation in mind. We developed MOCCASIN (Model ODE Converter for Creating Automated SBML INteroperability) to help. MOCCASIN can convert ODE-based MATLAB models of biochemical reaction networks into the SBML format. MOCCASIN is available under the terms of the LGPL 2.1 license (http://www.gnu.org/licenses/lgpl-2.1.html). Source code, binaries and test cases can be freely obtained from https://github.com/sbmlteam/moccasin : mhucka@caltech.edu More information is available at https://github.com/sbmlteam/moccasin. © The Author 2016. Published by Oxford University Press.

  9. Low-storage implicit/explicit Runge-Kutta schemes for the simulation of stiff high-dimensional ODE systems

    Science.gov (United States)

    Cavaglieri, Daniele; Bewley, Thomas

    2015-04-01

    Implicit/explicit (IMEX) Runge-Kutta (RK) schemes are effective for time-marching ODE systems with both stiff and nonstiff terms on the RHS; such schemes implement an (often A-stable or better) implicit RK scheme for the stiff part of the ODE, which is often linear, and, simultaneously, a (more convenient) explicit RK scheme for the nonstiff part of the ODE, which is often nonlinear. Low-storage RK schemes are especially effective for time-marching high-dimensional ODE discretizations of PDE systems on modern (cache-based) computational hardware, in which memory management is often the most significant computational bottleneck. In this paper, we develop and characterize eight new low-storage implicit/explicit RK schemes which have higher accuracy and better stability properties than the only low-storage implicit/explicit RK scheme available previously, the venerable second-order Crank-Nicolson/Runge-Kutta-Wray (CN/RKW3) algorithm that has dominated the DNS/LES literature for the last 25 years, while requiring similar storage (two, three, or four registers of length N) and comparable floating-point operations per timestep.

  10. On differential operators generating iterative systems of linear ODEs of maximal symmetry algebra

    Science.gov (United States)

    Ndogmo, J. C.

    2017-06-01

    Although every iterative scalar linear ordinary differential equation is of maximal symmetry algebra, the situation is different and far more complex for systems of linear ordinary differential equations, and an iterative system of linear equations need not be of maximal symmetry algebra. We illustrate these facts by examples and derive families of vector differential operators whose iterations are all linear systems of equations of maximal symmetry algebra. Some consequences of these results are also discussed.

  11. Compact tunable silicon photonic differential-equation solver for general linear time-invariant systems.

    Science.gov (United States)

    Wu, Jiayang; Cao, Pan; Hu, Xiaofeng; Jiang, Xinhong; Pan, Ting; Yang, Yuxing; Qiu, Ciyuan; Tremblay, Christine; Su, Yikai

    2014-10-20

    We propose and experimentally demonstrate an all-optical temporal differential-equation solver that can be used to solve ordinary differential equations (ODEs) characterizing general linear time-invariant (LTI) systems. The photonic device implemented by an add-drop microring resonator (MRR) with two tunable interferometric couplers is monolithically integrated on a silicon-on-insulator (SOI) wafer with a compact footprint of ~60 μm × 120 μm. By thermally tuning the phase shifts along the bus arms of the two interferometric couplers, the proposed device is capable of solving first-order ODEs with two variable coefficients. The operation principle is theoretically analyzed, and system testing of solving ODE with tunable coefficients is carried out for 10-Gb/s optical Gaussian-like pulses. The experimental results verify the effectiveness of the fabricated device as a tunable photonic ODE solver.

  12. Finding identifiable parameter combinations in nonlinear ODE models and the rational reparameterization of their input-output equations.

    Science.gov (United States)

    Meshkat, Nicolette; Anderson, Chris; Distefano, Joseph J

    2011-09-01

    When examining the structural identifiability properties of dynamic system models, some parameters can take on an infinite number of values and yet yield identical input-output data. These parameters and the model are then said to be unidentifiable. Finding identifiable combinations of parameters with which to reparameterize the model provides a means for quantitatively analyzing the model and computing solutions in terms of the combinations. In this paper, we revisit and explore the properties of an algorithm for finding identifiable parameter combinations using Gröbner Bases and prove useful theoretical properties of these parameter combinations. We prove a set of M algebraically independent identifiable parameter combinations can be found using this algorithm and that there exists a unique rational reparameterization of the input-output equations over these parameter combinations. We also demonstrate application of the procedure to a nonlinear biomodel. Copyright © 2011 Elsevier Inc. All rights reserved.

  13. Coupling constant metamorphosis as an integrability-preserving transformation for general finite-dimensional dynamical systems and ODEs

    Energy Technology Data Exchange (ETDEWEB)

    Sergyeyev, Artur, E-mail: Artur.Sergyeyev@math.slu.cz [Mathematical Institute, Silesian University in Opava, Na Rybníčku 1, 746 01 Opava (Czech Republic)

    2012-06-04

    In the present Letter we extend the multiparameter coupling constant metamorphosis, also known as the generalized Stäckel transform, from Hamiltonian dynamical systems to general finite-dimensional dynamical systems and ODEs. This transform interchanges the values of integrals of motion with the parameters these integrals depend on but leaves the phase space coordinates intact. Sufficient conditions under which the transformation in question preserves integrability and a simple formula relating the solutions of the original system to those of the transformed one are given. -- Highlights: ► We consider the multiparameter coupling constant metamorphosis (MCCM). ► The latter is also known as the generalized Stäckel transform. ► This transform is extended to general (non-Hamiltonian) finite-dimensional dynamical systems. ► The extended transform preserves integrability just as the original MCCM. ► A simple formula for transforming solutions under MCCM is given.

  14. Coupling constant metamorphosis as an integrability-preserving transformation for general finite-dimensional dynamical systems and ODEs

    International Nuclear Information System (INIS)

    Sergyeyev, Artur

    2012-01-01

    In the present Letter we extend the multiparameter coupling constant metamorphosis, also known as the generalized Stäckel transform, from Hamiltonian dynamical systems to general finite-dimensional dynamical systems and ODEs. This transform interchanges the values of integrals of motion with the parameters these integrals depend on but leaves the phase space coordinates intact. Sufficient conditions under which the transformation in question preserves integrability and a simple formula relating the solutions of the original system to those of the transformed one are given. -- Highlights: ► We consider the multiparameter coupling constant metamorphosis (MCCM). ► The latter is also known as the generalized Stäckel transform. ► This transform is extended to general (non-Hamiltonian) finite-dimensional dynamical systems. ► The extended transform preserves integrability just as the original MCCM. ► A simple formula for transforming solutions under MCCM is given.

  15. Numerical solutions of a ODE's system for neutronics

    International Nuclear Information System (INIS)

    Lima, Suzylaine da Silva; Ramos, Alexandre F.

    2017-01-01

    The preliminary results that were obtained in the computational implementation to solve numerically a System of Coupled Differential Equations were presented. This system is intended to describe the kinetics of nuclear reactions occurring in the interior of a fusion-fission hybrid reactor in which fusion occurs in periodic pulses, which may be laser, for example. The hybrid reactor contains a core in which the nuclear fusion fuel is injected and is enveloped by two layers both composed of subcritical fission fuel. Our results show that a fusion-fission hybrid reactor composed of two layers of fission can maximize the energy utilization in this type of reactor

  16. Simulation of Stochastic Processes by Coupled ODE-PDE

    Science.gov (United States)

    Zak, Michail

    2008-01-01

    A document discusses the emergence of randomness in solutions of coupled, fully deterministic ODE-PDE (ordinary differential equations-partial differential equations) due to failure of the Lipschitz condition as a new phenomenon. It is possible to exploit the special properties of ordinary differential equations (represented by an arbitrarily chosen, dynamical system) coupled with the corresponding Liouville equations (used to describe the evolution of initial uncertainties in terms of joint probability distribution) in order to simulate stochastic processes with the proscribed probability distributions. The important advantage of the proposed approach is that the simulation does not require a random-number generator.

  17. Solving differential-algebraic equation systems by means of index reduction methodology

    DEFF Research Database (Denmark)

    Sørensen, Kim; Houbak, Niels; Condra, Thomas Joseph

    2006-01-01

    of a number of differential equations and algebraic equations - a so called DAE system. Two of the DAE systems are of index 1 and they can be solved by means of standard DAE-solvers. For the actual application, the equation systems are integrated by means of MATLAB’s solver: ode23t, that solves moderately...... stiff ODE’s and index 1 DAE’s by means of the trapezoidal rule. The last sub-model that models the boilers steam drum consist of two differential and three algebraic equations. The index of this model is greater than 1, which means that ode23t cannot integrate this equation system. In this paper......, it is shown how the equation system, by means of an index reduction methodology, can be reduced to a system of Ordinary- Differential-Equations - ODE’s....

  18. ShinyKGode: an Interactive Application for ODE Parameter Inference Using Gradient Matching.

    Science.gov (United States)

    Wandy, Joe; Niu, Mu; Giurghita, Diana; Daly, Rónán; Rogers, Simon; Husmeier, Dirk

    2018-02-27

    Mathematical modelling based on ordinary differential equations (ODEs) is widely used to describe the dynamics of biological systems, particularly in systems and pathway biology. Often the kinetic parameters of these ODE systems are unknown and have to be inferred from the data. Approximate parameter inference methods based on gradient matching (which do not require performing computationally expensive numerical integration of the ODEs) have been getting popular in recent years, but many implementations are difficult to run without expert knowledge. Here we introduce ShinyKGode, an interactive web application to perform fast parameter inference on ODEs using gradient matching. ShinyKGode can be used to infer ODE parameters on simulated and observed data using gradient matching. Users can easily load their own models in Systems Biology Markup Language format, and a set of pre-defined ODE benchmark models are provided in the application. Inferred parameters are visualised alongside diagnostic plots to assess convergence. The R package for ShinyKGode can be installed through the Comprehensive R Archive Network (CRAN). Installation instructions, as well as tutorial videos and source code are available at https://joewandy.github.io/shinyKGode. dirk.husmeier@glasgow.ac.uk. None.

  19. Optimal control on hybrid ode systems with application to a tick disease model.

    Science.gov (United States)

    Ding, Wandi

    2007-10-01

    We are considering an optimal control problem for a type of hybrid system involving ordinary differential equations and a discrete time feature. One state variable has dynamics in only one season of the year and has a jump condition to obtain the initial condition for that corresponding season in the next year. The other state variable has continuous dynamics. Given a general objective functional, existence, necessary conditions and uniqueness for an optimal control are established. We apply our approach to a tick-transmitted disease model with age structure in which the tick dynamics changes seasonally while hosts have continuous dynamics. The goal is to maximize disease-free ticks and minimize infected ticks through an optimal control strategy of treatment with acaricide. Numerical examples are given to illustrate the results.

  20. Exploring inductive linearization for pharmacokinetic-pharmacodynamic systems of nonlinear ordinary differential equations.

    Science.gov (United States)

    Hasegawa, Chihiro; Duffull, Stephen B

    2018-02-01

    Pharmacokinetic-pharmacodynamic systems are often expressed with nonlinear ordinary differential equations (ODEs). While there are numerous methods to solve such ODEs these methods generally rely on time-stepping solutions (e.g. Runge-Kutta) which need to be matched to the characteristics of the problem at hand. The primary aim of this study was to explore the performance of an inductive approximation which iteratively converts nonlinear ODEs to linear time-varying systems which can then be solved algebraically or numerically. The inductive approximation is applied to three examples, a simple nonlinear pharmacokinetic model with Michaelis-Menten elimination (E1), an integrated glucose-insulin model and an HIV viral load model with recursive feedback systems (E2 and E3, respectively). The secondary aim of this study was to explore the potential advantages of analytically solving linearized ODEs with two examples, again E3 with stiff differential equations and a turnover model of luteinizing hormone with a surge function (E4). The inductive linearization coupled with a matrix exponential solution provided accurate predictions for all examples with comparable solution time to the matched time-stepping solutions for nonlinear ODEs. The time-stepping solutions however did not perform well for E4, particularly when the surge was approximated by a square wave. In circumstances when either a linear ODE is particularly desirable or the uncertainty in matching the integrator to the ODE system is of potential risk, then the inductive approximation method coupled with an analytical integration method would be an appropriate alternative.

  1. Integration of differential equations by the pseudo-linear (PL) approximation

    International Nuclear Information System (INIS)

    Bonalumi, Riccardo A.

    1998-01-01

    A new method of integrating differential equations was originated with the technique of approximately calculating the integrals called the pseudo-linear (PL) procedure: this method is A-stable. This article contains the following examples: 1st order ordinary differential equations (ODEs), 2nd order linear ODEs, stiff system of ODEs (neutron kinetics), one-dimensional parabolic (diffusion) partial differential equations. In this latter case, this PL method coincides with the Crank-Nicholson method

  2. Pod systems: an equivariant ordinary differential equation approach to dynamical systems on a spatial domain

    International Nuclear Information System (INIS)

    Elmhirst, Toby; Stewart, Ian; Doebeli, Michael

    2008-01-01

    We present a class of systems of ordinary differential equations (ODEs), which we call 'pod systems', that offers a new perspective on dynamical systems defined on a spatial domain. Such systems are typically studied as partial differential equations, but pod systems bring the analytic techniques of ODE theory to bear on the problems, and are thus able to study behaviours and bifurcations that are not easily accessible to the standard methods. In particular, pod systems are specifically designed to study spatial dynamical systems that exhibit multi-modal solutions. A pod system is essentially a linear combination of parametrized functions in which the coefficients and parameters are variables whose dynamics are specified by a system of ODEs. That is, pod systems are concerned with the dynamics of functions of the form Ψ(s, t) = y 1 (t) φ(s; x 1 (t)) + ··· + y N (t) φ(s; x N (t)), where s in R n is the spatial variable and φ: R n × R d → R. The parameters x i in R d and coefficients y i in R are dynamic variables which evolve according to some system of ODEs, x-dot i = G i (x, y) and y-dot i = H i (x, y), for i = 1, ..., N. The dynamics of Ψ in function space can then be studied through the dynamics of the x and y in finite dimensions. A vital feature of pod systems is that the ODEs that specify the dynamics of the x and y variables are not arbitrary; restrictions on G i and H i are required to guarantee that the dynamics of Ψ in function space are well defined (that is, that trajectories are unique). One important restriction is symmetry in the ODEs which arises because Ψ is invariant under permutations of the indices of the (x i , y i ) pairs. However, this is not the whole story, and the primary goal of this paper is to determine the necessary structure of the ODEs explicitly to guarantee that the dynamics of Ψ are well defined

  3. The Code of Criminal Procedure Brazilian Military: Ode or Requiem for the Inquisitorial System?

    Directory of Open Access Journals (Sweden)

    Nicanor Henrique Netto Armando

    2015-12-01

    Full Text Available This paper conducted a literature review aimed to identify the epistemological principles, social and political underlying the inquisitorial and adversarial procedural systems, which connect the characteristics of each of these systems, to investigate which of them matches the Criminal Procedure Code of Military (CPPM. The findings of the survey show that for a system to be characterize as libelous not just the separation of functions to accuse and judge. It is necessary to keep the separation for which the structure of dialectical process does not break, and the evidential initiative is always reserved for the parties. With regard to systems,the sticking point is the identification of its principle informer, for it is he who will determine if the system is inquisition regime or libelous, and not ancillary elements (orality, advertising, separation  of  activities.  The  process  aims  to  reconstruction  of  a  historical  fact,  the management of proof is erected the core founding or the unifying principle of a system. In this context, devices in the CPPM to give judge powers investigative denote the adoption of the principle inquisitive, who founded a system inquisition regime, because they represent a breach of equality, contradictory, the very structure of the dialectic process. Consequently, fulminam the main guarantee of urisdiction, which is the impartiality of the judge. With this, it is concluded that the CPPM is essentially inquisition regime. This study also (rethinking the need of dichotomization of criminal proceedings Brazilian, perquirindo if the duality of legislation on criminal proceedings is consistent with a current view of the process as a constitutional  model  that  ensures  the  enforcement  of fundamental rights by bases principiológicas jointly agreed to any process.

  4. Simulation of ODE/PDE models with MATLAB, OCTAVE and SCILAB scientific and engineering applications

    CERN Document Server

    Vande Wouwer, Alain; Vilas, Carlos

    2014-01-01

    Simulation of ODE/PDE Models with MATLAB®, OCTAVE and SCILAB shows the reader how to exploit a fuller array of numerical methods for the analysis of complex scientific and engineering systems than is conventionally employed. The book is dedicated to numerical simulation of distributed parameter systems described by mixed systems of algebraic equations, ordinary differential equations (ODEs) and partial differential equations (PDEs). Special attention is paid to the numerical method of lines (MOL), a popular approach to the solution of time-dependent PDEs, which proceeds in two basic steps: spatial discretization and time integration. Besides conventional finite-difference and -element techniques, more advanced spatial-approximation methods are examined in some detail, including nonoscillatory schemes and adaptive-grid approaches. A MOL toolbox has been developed within MATLAB®/OCTAVE/SCILAB. In addition to a set of spatial approximations and time integrators, this toolbox includes a collection of applicatio...

  5. Stiffness and the automatic selection of ODE codes

    International Nuclear Information System (INIS)

    Shampine, L.F.

    1984-01-01

    The author describes the basic ideas behind the most popular methods for the numerical solution of ordinary differential equations (ODEs). He takes up the qualitative behavior of solutions of ODEs and its relation ot the propagation of numerical error. Codes for ODEs are intended either for stiff problems or for non-stiff problems. The difference is explained. Users of codes do not have the information needed to recognize stiffness. A code, DEASY, which automatically recognizes stiffness and selects a suitable method is described

  6. High Order A-stable Continuous General Linear Methods for Solution of Systems of Initial Value Problems in ODEs

    Directory of Open Access Journals (Sweden)

    Dauda GuliburYAKUBU

    2012-12-01

    Full Text Available Accurate solutions to initial value systems of ordinary differential equations may be approximated efficiently by Runge-Kutta methods or linear multistep methods. Each of these has limitations of one sort or another. In this paper we consider, as a middle ground, the derivation of continuous general linear methods for solution of stiff systems of initial value problems in ordinary differential equations. These methods are designed to combine the advantages of both Runge-Kutta and linear multistep methods. Particularly, methods possessing the property of A-stability are identified as promising methods within this large class of general linear methods. We show that the continuous general linear methods are self-starting and have more ability to solve the stiff systems of ordinary differential equations, than the discrete ones. The initial value systems of ordinary differential equations are solved, for instance, without looking for any other method to start the integration process. This desirable feature of the proposed approach leads to obtaining very high accuracy of the solution of the given problem. Illustrative examples are given to demonstrate the novelty and reliability of the methods.

  7. Nonlinear ordinary differential equations analytical approximation and numerical methods

    CERN Document Server

    Hermann, Martin

    2016-01-01

    The book discusses the solutions to nonlinear ordinary differential equations (ODEs) using analytical and numerical approximation methods. Recently, analytical approximation methods have been largely used in solving linear and nonlinear lower-order ODEs. It also discusses using these methods to solve some strong nonlinear ODEs. There are two chapters devoted to solving nonlinear ODEs using numerical methods, as in practice high-dimensional systems of nonlinear ODEs that cannot be solved by analytical approximate methods are common. Moreover, it studies analytical and numerical techniques for the treatment of parameter-depending ODEs. The book explains various methods for solving nonlinear-oscillator and structural-system problems, including the energy balance method, harmonic balance method, amplitude frequency formulation, variational iteration method, homotopy perturbation method, iteration perturbation method, homotopy analysis method, simple and multiple shooting method, and the nonlinear stabilized march...

  8. A specialized ODE integrator for the efficient computation of parameter sensitivities

    Directory of Open Access Journals (Sweden)

    Gonnet Pedro

    2012-05-01

    Full Text Available Abstract Background Dynamic mathematical models in the form of systems of ordinary differential equations (ODEs play an important role in systems biology. For any sufficiently complex model, the speed and accuracy of solving the ODEs by numerical integration is critical. This applies especially to systems identification problems where the parameter sensitivities must be integrated alongside the system variables. Although several very good general purpose ODE solvers exist, few of them compute the parameter sensitivities automatically. Results We present a novel integration algorithm that is based on second derivatives and contains other unique features such as improved error estimates. These features allow the integrator to take larger time steps than other methods. In practical applications, i.e. systems biology models of different sizes and behaviors, the method competes well with established integrators in solving the system equations, and it outperforms them significantly when local parameter sensitivities are evaluated. For ease-of-use, the solver is embedded in a framework that automatically generates the integrator input from an SBML description of the system of interest. Conclusions For future applications, comparatively ‘cheap’ parameter sensitivities will enable advances in solving large, otherwise computationally expensive parameter estimation and optimization problems. More generally, we argue that substantially better computational performance can be achieved by exploiting characteristics specific to the problem domain; elements of our methods such as the error estimation could find broader use in other, more general numerical algorithms.

  9. Numerical solution of ordinary differential equations. For classical, relativistic and nano systems

    International Nuclear Information System (INIS)

    Greenspan, D.

    2006-01-01

    An up-to-date survey on numerical solutions with theory, intuition and applications. Ordinary differential equations (ODE) play a significant role in mathematics, physics and engineering sciences, and thus are part of relevant college and university courses. Many problems, however, both traditional and modern, do not possess exact solutions, and must be treated numerically. Usually this is done with software packages, but for this to be efficient requires a sound understanding of the mathematics involved. This work meets the need for an affordable textbook that helps in understanding numerical solutions of ODE. Carefully structured by an experienced textbook author, it provides a survey of ODE for various applications, both classical and modern, including such special applications as relativistic and nano systems. The examples are carefully explained and compiled into an algorithm, each of which is presented generically, independent of a specific programming language, while each chapter is rounded off with exercises. The text meets the demands of MA200 courses and of the newly created Numerical Solution of Differential Equations courses, making it ideal for both students and lecturers in physics, mathematics, mechanical engineering, electrical engineering, as well as for physicists, mathematicians, engineers, and electrical engineers. From the Contents - Euler's Method - Runge-Kutta Methods - The Method of Taylor Expansions - Large Second Order Systems with Application to Nano Systems - Completely Conservative, Covariant Numerical Methodology - Instability - Numerical Solution of Tridiagonal Linear Algebraic Systems and Related Nonlinear Systems - Approximate Solution of Boundary Value Problems - Special Relativistic Motion - Special Topics - Appendix: Basic Matrix Operations - Bibliography. (orig.) (orig.)

  10. Finding Solvable Units of Variables in Nonlinear ODEs of ECM Degradation Pathway Network

    Directory of Open Access Journals (Sweden)

    Shuji Kawasaki

    2017-01-01

    Full Text Available We consider ordinary differential equation (ODE model for a pathway network that arises in extracellular matrix (ECM degradation. For solving the ODEs, we propose applying the mass conservation law (MCL, together with a stoichiometry called doubling rule, to them. Then it leads to extracting new units of variables in the ODEs that can be solved explicitly, at least in principle. The simulation results for the ODE solutions show that the numerical solutions are indeed in good accord with theoretical solutions and satisfy the MALs.

  11. Finding Solvable Units of Variables in Nonlinear ODEs of ECM Degradation Pathway Network.

    Science.gov (United States)

    Kawasaki, Shuji; Minerva, Dhisa; Itano, Keiko; Suzuki, Takashi

    2017-01-01

    We consider ordinary differential equation (ODE) model for a pathway network that arises in extracellular matrix (ECM) degradation. For solving the ODEs, we propose applying the mass conservation law (MCL), together with a stoichiometry called doubling rule , to them. Then it leads to extracting new units of variables in the ODEs that can be solved explicitly, at least in principle. The simulation results for the ODE solutions show that the numerical solutions are indeed in good accord with theoretical solutions and satisfy the MALs.

  12. Selected Works of Oded Schramm

    CERN Document Server

    Benjamini, Itai

    2011-01-01

    This volume is dedicated to the memory of the late Oded Schramm (1961-2008), distinguished statistician. Throughout his life, Oded made profound and beautiful contributions to mathematics that will have a lasting influence. In these two volumes, Editors Itai Benjamini and Olle Haggstrom have collected some of his papers, supplemented with three survey papers by Steffen Rohde, Haggstrom and Cristophe Garban that further elucidate his work. The papers within are a representative collection that shows the breadth, depth, enthusiasm and clarity of his work, with sections on Geometry, Noise Sensiti

  13. Optical solver for a system of ordinary differential equations based on an external feedback assisted microring resonator.

    Science.gov (United States)

    Hou, Jie; Dong, Jianji; Zhang, Xinliang

    2017-06-15

    Systems of ordinary differential equations (SODEs) are crucial for describing the dynamic behaviors in various systems such as modern control systems which require observability and controllability. In this Letter, we propose and experimentally demonstrate an all-optical SODE solver based on the silicon-on-insulator platform. We use an add/drop microring resonator to construct two different ordinary differential equations (ODEs) and then introduce two external feedback waveguides to realize the coupling between these ODEs, thus forming the SODE solver. A temporal coupled mode theory is used to deduce the expression of the SODE. A system experiment is carried out for further demonstration. For the input 10 GHz NRZ-like pulses, the measured output waveforms of the SODE solver agree well with the calculated results.

  14. Classification of All Single Travelling Wave Solutions to Calogero-Degasperis-Focas Equation

    International Nuclear Information System (INIS)

    Liu Chengshi

    2007-01-01

    Under the travelling wave transformation, Calogero-Degasperis-Focas equation is reduced to an ordinary differential equation. Using a symmetry group of one parameter, this ODE is reduced to a second-order linear inhomogeneous ODE. Furthermore, we apply the change of the variable and complete discrimination system for polynomial to solve the corresponding integrals and obtained the classification of all single travelling wave solutions to Calogero-Degasperis-Focas equation.

  15. LEARNERS’ SATISFACTION LEVEL WITH ONLINE STUDENT PORTAL AS A SUPPORT SYSTEM IN AN OPEN AND DISTANCE eLEARNING ENVIRONMENT (ODeL

    Directory of Open Access Journals (Sweden)

    Percia V. SECRETO

    2015-07-01

    Full Text Available Learner support in an open, distance and online learning is defined as “all activities and elements in education that respond to a known learner or group of learners, and which are designed to assist in the cognitive, affective, and systemic realms of the learning process” (Brindley, et. al, 2004. Teaching and tutoring, advising and counseling, and information and administration are the main institutional systems involved in learner support. The UP Open University functions under an open and distance e-learning (ODeL framework of distance education where most of its academic and non-academic processes are done through the Internet. It has developed an online Academic Information Management System (AIMS which serves as the gateway to the University’s academic operations. The Online Student Portal (OSP is the component of the system for the students. OSP serves such functionalities as online registration, viewing of grades, request for their records, payment of fees, and information hub. The study analyzed the learners’ satisfaction with the portal’s functionality, efficiency, appearance, ease of use, and security. An online survey was conducted of continuing undergraduate and graduate students (n=147 who were admitted prior to the implementation of the portal and thus had experienced both the manual and online processes. The survey was conducted from September 26 to October 3, 2013. In general, about 85 percent of those who participated in the survey were either very satisfied or satisfied with their overall experience of the portal. Ninety percent of the total participants found the portal cost-effective and informative. Overall, the participants identified the portal as a convenient and effective venue for getting accurate and immediate information about their performance, school activities, academic schedules, and other information relevant to their learning transactions. These features had made the portal an important student

  16. Energy-based operator splitting approach for the time discretization of coupled systems of partial and ordinary differential equations for fluid flows: The Stokes case

    Science.gov (United States)

    Carichino, Lucia; Guidoboni, Giovanna; Szopos, Marcela

    2018-07-01

    The goal of this work is to develop a novel splitting approach for the numerical solution of multiscale problems involving the coupling between Stokes equations and ODE systems, as often encountered in blood flow modeling applications. The proposed algorithm is based on a semi-discretization in time based on operator splitting, whose design is guided by the rationale of ensuring that the physical energy balance is maintained at the discrete level. As a result, unconditional stability with respect to the time step choice is ensured by the implicit treatment of interface conditions within the Stokes substeps, whereas the coupling between Stokes and ODE substeps is enforced via appropriate initial conditions for each substep. Notably, unconditional stability is attained without the need of subiterating between Stokes and ODE substeps. Stability and convergence properties of the proposed algorithm are tested on three specific examples for which analytical solutions are derived.

  17. Soliton equations and Hamiltonian systems

    CERN Document Server

    Dickey, L A

    2002-01-01

    The theory of soliton equations and integrable systems has developed rapidly during the last 30 years with numerous applications in mechanics and physics. For a long time, books in this field have not been written but the flood of papers was overwhelming: many hundreds, maybe thousands of them. All this output followed one single work by Gardner, Green, Kruskal, and Mizura on the Korteweg-de Vries equation (KdV), which had seemed to be merely an unassuming equation of mathematical physics describing waves in shallow water. Besides its obvious practical use, this theory is attractive also becau

  18. Sparse Additive Ordinary Differential Equations for Dynamic Gene Regulatory Network Modeling.

    Science.gov (United States)

    Wu, Hulin; Lu, Tao; Xue, Hongqi; Liang, Hua

    2014-04-02

    The gene regulation network (GRN) is a high-dimensional complex system, which can be represented by various mathematical or statistical models. The ordinary differential equation (ODE) model is one of the popular dynamic GRN models. High-dimensional linear ODE models have been proposed to identify GRNs, but with a limitation of the linear regulation effect assumption. In this article, we propose a sparse additive ODE (SA-ODE) model, coupled with ODE estimation methods and adaptive group LASSO techniques, to model dynamic GRNs that could flexibly deal with nonlinear regulation effects. The asymptotic properties of the proposed method are established and simulation studies are performed to validate the proposed approach. An application example for identifying the nonlinear dynamic GRN of T-cell activation is used to illustrate the usefulness of the proposed method.

  19. Systems of Inhomogeneous Linear Equations

    Science.gov (United States)

    Scherer, Philipp O. J.

    Many problems in physics and especially computational physics involve systems of linear equations which arise e.g. from linearization of a general nonlinear problem or from discretization of differential equations. If the dimension of the system is not too large standard methods like Gaussian elimination or QR decomposition are sufficient. Systems with a tridiagonal matrix are important for cubic spline interpolation and numerical second derivatives. They can be solved very efficiently with a specialized Gaussian elimination method. Practical applications often involve very large dimensions and require iterative methods. Convergence of Jacobi and Gauss-Seidel methods is slow and can be improved by relaxation or over-relaxation. An alternative for large systems is the method of conjugate gradients.

  20. The respiratory system in equations

    CERN Document Server

    Maury, Bertrand

    2013-01-01

    The book proposes an introduction to the mathematical modeling of the respiratory system. A detailed introduction on the physiological aspects makes it accessible to a large audience without any prior knowledge on the lung. Different levels of description are proposed, from the lumped models with a small number of parameters (Ordinary Differential Equations), up to infinite dimensional models based on Partial Differential Equations. Besides these two types of differential equations, two chapters are dedicated to resistive networks, and to the way they can be used to investigate the dependence of the resistance of the lung upon geometrical characteristics. The theoretical analysis of the various models is provided, together with state-of-the-art techniques to compute approximate solutions, allowing comparisons with experimental measurements. The book contains several exercises, most of which are accessible to advanced undergraduate students.

  1. Lie and Noether symmetries of systems of complex ordinary ...

    Indian Academy of Sciences (India)

    2014-07-02

    Jul 2, 2014 ... Abstract. The Lie and Noether point symmetry analyses of a kth-order system of m complex ordi- nary differential equations (ODEs) with m dependent variables are performed. The decomposition of complex symmetries of the given system of complex ODEs yields Lie- and Noether-like opera- tors.

  2. Exact results in the large system size limit for the dynamics of the chemical master equation, a one dimensional chain of equations.

    Science.gov (United States)

    Martirosyan, A; Saakian, David B

    2011-08-01

    We apply the Hamilton-Jacobi equation (HJE) formalism to solve the dynamics of the chemical master equation (CME). We found exact analytical expressions (in large system-size limit) for the probability distribution, including explicit expression for the dynamics of variance of distribution. We also give the solution for some simple cases of the model with time-dependent rates. We derived the results of the Van Kampen method from the HJE approach using a special ansatz. Using the Van Kampen method, we give a system of ordinary differential equations (ODEs) to define the variance in a two-dimensional case. We performed numerics for the CME with stationary noise. We give analytical criteria for the disappearance of bistability in the case of stationary noise in one-dimensional CMEs.

  3. Nonlinear integrodifferential equations as discrete systems

    Science.gov (United States)

    Tamizhmani, K. M.; Satsuma, J.; Grammaticos, B.; Ramani, A.

    1999-06-01

    We analyse a class of integrodifferential equations of the `intermediate long wave' (ILW) type. We show that these equations can be formally interpreted as discrete, differential-difference systems. This allows us to link equations of this type with previous results of ours involving differential-delay equations and, on the basis of this, propose new integrable equations of ILW type. Finally, we extend this approach to pure difference equations and propose ILW forms for the discrete lattice KdV equation.

  4. Symmetry Classification of First Integrals for Scalar Linearizable Second-Order ODEs

    Directory of Open Access Journals (Sweden)

    K. S. Mahomed

    2012-01-01

    Full Text Available Symmetries of the fundamental first integrals for scalar second-order ordinary differential equations (ODEs which are linear or linearizable by point transformations have already been obtained. Firstly we show how one can determine the relationship between the symmetries and the first integrals of linear or linearizable scalar ODEs of order two. Secondly, a complete classification of point symmetries of first integrals of such linear ODEs is studied. As a consequence, we provide a counting theorem for the point symmetries of first integrals of scalar linearizable second-order ODEs. We show that there exists the 0-, 1-, 2-, or 3-point symmetry cases. It is shown that the maximal algebra case is unique.

  5. Characterization of Symmetry Properties of First Integrals for Submaximal Linearizable Third-Order ODEs

    Directory of Open Access Journals (Sweden)

    K. S. Mahomed

    2013-01-01

    Full Text Available The relationship between first integrals of submaximal linearizable third-order ordinary differential equations (ODEs and their symmetries is investigated. We obtain the classifying relations between the symmetries and the first integral for submaximal cases of linear third-order ODEs. It is known that the maximum Lie algebra of the first integral is achieved for the simplest equation and is four-dimensional. We show that for the other two classes they are not unique. We also obtain counting theorems of the symmetry properties of the first integrals for these classes of linear third-order ODEs. For the 5 symmetry class of linear third-order ODEs, the first integrals can have 0, 1, 2, and 3 symmetries, and for the 4 symmetry class of linear third-order ODEs, they are 0, 1, and 2 symmetries, respectively. In the case of submaximal linear higher-order ODEs, we show that their full Lie algebras can be generated by the subalgebras of certain basic integrals.

  6. Nonchaoticity of Ordinary Differential Equations Describing Autonomous Transcriptional Regulatory Circuits

    International Nuclear Information System (INIS)

    Li Pengfei; Hu Gang; Chen Runsheng

    2008-01-01

    Gene transcriptional regulation (TR) processes are often described by coupled nonlinear ordinary differential equations (ODEs). When the dimension of TR circuits is high (e.g. n ≥ 3) the motions of the corresponding ODEs may, very probably, show self-sustained oscillations and chaos. On the other hand, chaoticity may be harmful for the normal biological functions of TR processes. In this letter we numerically study the dynamics of 3-gene TR ODEs in great detail, and investigate many 4-, 5-, and 10-gene TR systems by randomly choosing figures and parameters in the conventionally accepted ranges. And we find that oscillations are very seldom and no chaotic motion is observed, even if the dimension of systems is sufficiently high (n ≥ 3). It is argued that the observation of nonchaoticity of these ODEs agrees with normal functions of actual TR processes

  7. State-dependent neutral delay equations from population dynamics.

    Science.gov (United States)

    Barbarossa, M V; Hadeler, K P; Kuttler, C

    2014-10-01

    A novel class of state-dependent delay equations is derived from the balance laws of age-structured population dynamics, assuming that birth rates and death rates, as functions of age, are piece-wise constant and that the length of the juvenile phase depends on the total adult population size. The resulting class of equations includes also neutral delay equations. All these equations are very different from the standard delay equations with state-dependent delay since the balance laws require non-linear correction factors. These equations can be written as systems for two variables consisting of an ordinary differential equation (ODE) and a generalized shift, a form suitable for numerical calculations. It is shown that the neutral equation (and the corresponding ODE--shift system) is a limiting case of a system of two standard delay equations.

  8. Non-linear mixed-effects pharmacokinetic/pharmacodynamic modelling in NLME using differential equations

    DEFF Research Database (Denmark)

    Tornøe, Christoffer Wenzel; Agersø, Henrik; Madsen, Henrik

    2004-01-01

    The standard software for non-linear mixed-effect analysis of pharmacokinetic/phar-macodynamic (PK/PD) data is NONMEM while the non-linear mixed-effects package NLME is an alternative as tong as the models are fairly simple. We present the nlmeODE package which combines the ordinary differential...... equation (ODE) solver package odesolve and the non-Linear mixed effects package NLME thereby enabling the analysis of complicated systems of ODEs by non-linear mixed-effects modelling. The pharmacokinetics of the anti-asthmatic drug theophylline is used to illustrate the applicability of the nlme...

  9. Beyond Euler's Method: Implicit Finite Differences in an Introductory ODE Course

    Science.gov (United States)

    Kull, Trent C.

    2011-01-01

    A typical introductory course in ordinary differential equations (ODEs) exposes students to exact solution methods. However, many differential equations must be approximated with numerical methods. Textbooks commonly include explicit methods such as Euler's and Improved Euler's. Implicit methods are typically introduced in more advanced courses…

  10. Conformal manifolds: ODEs from OPEs

    Science.gov (United States)

    Behan, Connor

    2018-03-01

    The existence of an exactly marginal deformation in a conformal field theory is very special, but it is not well understood how this is reflected in the allowed dimensions and OPE coefficients of local operators. To shed light on this question, we compute perturbative corrections to several observables in an abstract CFT, starting with the beta function. This yields a sum rule that the theory must obey in order to be part of a conformal manifold. The set of constraints relating CFT data at different values of the coupling can in principle be written as a dynamical system that allows one to flow arbitrarily far. We begin the analysis of it by finding a simple form for the differential equations when the spacetime and theory space are both one-dimensional. A useful feature we can immediately observe is that our system makes it very difficult for level crossing to occur.

  11. The spruce budworm and forest: a qualitative comparison of ODE and Boolean models

    Directory of Open Access Journals (Sweden)

    Raina Robeva

    2016-01-01

    Full Text Available Boolean and polynomial models of biological systems have emerged recently as viable companions to differential equations models. It is not immediately clear however whether such models are capable of capturing the multi-stable behaviour of certain biological systems: this behaviour is often sensitive to changes in the values of the model parameters, while Boolean and polynomial models are qualitative in nature. In the past few years, Boolean models of gene regulatory systems have been shown to capture multi-stability at the molecular level, confirming that such models can be used to obtain information about the system’s qualitative dynamics when precise information regarding its parameters may not be available. In this paper, we examine Boolean approximations of a classical ODE model of budworm outbreaks in a forest and show that these models exhibit a qualitative behaviour consistent with that derived from the ODE models. In particular, we demonstrate that these models can capture the bistable nature of insect population outbreaks, thus showing that Boolean models can be successfully utilized beyond the molecular level.

  12. HAM-Based Adaptive Multiscale Meshless Method for Burgers Equation

    Directory of Open Access Journals (Sweden)

    Shu-Li Mei

    2013-01-01

    Full Text Available Based on the multilevel interpolation theory, we constructed a meshless adaptive multiscale interpolation operator (MAMIO with the radial basis function. Using this operator, any nonlinear partial differential equations such as Burgers equation can be discretized adaptively in physical spaces as a nonlinear matrix ordinary differential equation. In order to obtain the analytical solution of the system of ODEs, the homotopy analysis method (HAM proposed by Shijun Liao was developed to solve the system of ODEs by combining the precise integration method (PIM which can be employed to get the analytical solution of linear system of ODEs. The numerical experiences show that HAM is not sensitive to the time step, and so the arithmetic error is mainly derived from the discrete in physical space.

  13. Linear integral equations and soliton systems

    International Nuclear Information System (INIS)

    Quispel, G.R.W.

    1983-01-01

    A study is presented of classical integrable dynamical systems in one temporal and one spatial dimension. The direct linearizations are given of several nonlinear partial differential equations, for example the Korteweg-de Vries equation, the modified Korteweg-de Vries equation, the sine-Gordon equation, the nonlinear Schroedinger equation, and the equation of motion for the isotropic Heisenberg spin chain; the author also discusses several relations between these equations. The Baecklund transformations of these partial differential equations are treated on the basis of a singular transformation of the measure (or equivalently of the plane-wave factor) occurring in the corresponding linear integral equations, and the Baecklund transformations are used to derive the direct linearization of a chain of so-called modified partial differential equations. Finally it is shown that the singular linear integral equations lead in a natural way to the direct linearizations of various nonlinear difference-difference equations. (Auth.)

  14. ODE constrained mixture modelling: a method for unraveling subpopulation structures and dynamics.

    Directory of Open Access Journals (Sweden)

    Jan Hasenauer

    2014-07-01

    Full Text Available Functional cell-to-cell variability is ubiquitous in multicellular organisms as well as bacterial populations. Even genetically identical cells of the same cell type can respond differently to identical stimuli. Methods have been developed to analyse heterogeneous populations, e.g., mixture models and stochastic population models. The available methods are, however, either incapable of simultaneously analysing different experimental conditions or are computationally demanding and difficult to apply. Furthermore, they do not account for biological information available in the literature. To overcome disadvantages of existing methods, we combine mixture models and ordinary differential equation (ODE models. The ODE models provide a mechanistic description of the underlying processes while mixture models provide an easy way to capture variability. In a simulation study, we show that the class of ODE constrained mixture models can unravel the subpopulation structure and determine the sources of cell-to-cell variability. In addition, the method provides reliable estimates for kinetic rates and subpopulation characteristics. We use ODE constrained mixture modelling to study NGF-induced Erk1/2 phosphorylation in primary sensory neurones, a process relevant in inflammatory and neuropathic pain. We propose a mechanistic pathway model for this process and reconstructed static and dynamical subpopulation characteristics across experimental conditions. We validate the model predictions experimentally, which verifies the capabilities of ODE constrained mixture models. These results illustrate that ODE constrained mixture models can reveal novel mechanistic insights and possess a high sensitivity.

  15. ODE constrained mixture modelling: a method for unraveling subpopulation structures and dynamics.

    Science.gov (United States)

    Hasenauer, Jan; Hasenauer, Christine; Hucho, Tim; Theis, Fabian J

    2014-07-01

    Functional cell-to-cell variability is ubiquitous in multicellular organisms as well as bacterial populations. Even genetically identical cells of the same cell type can respond differently to identical stimuli. Methods have been developed to analyse heterogeneous populations, e.g., mixture models and stochastic population models. The available methods are, however, either incapable of simultaneously analysing different experimental conditions or are computationally demanding and difficult to apply. Furthermore, they do not account for biological information available in the literature. To overcome disadvantages of existing methods, we combine mixture models and ordinary differential equation (ODE) models. The ODE models provide a mechanistic description of the underlying processes while mixture models provide an easy way to capture variability. In a simulation study, we show that the class of ODE constrained mixture models can unravel the subpopulation structure and determine the sources of cell-to-cell variability. In addition, the method provides reliable estimates for kinetic rates and subpopulation characteristics. We use ODE constrained mixture modelling to study NGF-induced Erk1/2 phosphorylation in primary sensory neurones, a process relevant in inflammatory and neuropathic pain. We propose a mechanistic pathway model for this process and reconstructed static and dynamical subpopulation characteristics across experimental conditions. We validate the model predictions experimentally, which verifies the capabilities of ODE constrained mixture models. These results illustrate that ODE constrained mixture models can reveal novel mechanistic insights and possess a high sensitivity.

  16. On method of solving third-order ordinary differential equations directly using Bernstein polynomials

    Science.gov (United States)

    Khataybeh, S. N.; Hashim, I.

    2018-04-01

    In this paper, we propose for the first time a method based on Bernstein polynomials for solving directly a class of third-order ordinary differential equations (ODEs). This method gives a numerical solution by converting the equation into a system of algebraic equations which is solved directly. Some numerical examples are given to show the applicability of the method.

  17. Differential equations a dynamical systems approach ordinary differential equations

    CERN Document Server

    Hubbard, John H

    1991-01-01

    This is a corrected third printing of the first part of the text Differential Equations: A Dynamical Systems Approach written by John Hubbard and Beverly West. The authors' main emphasis in this book is on ordinary differential equations. The book is most appropriate for upper level undergraduate and graduate students in the fields of mathematics, engineering, and applied mathematics, as well as the life sciences, physics and economics. Traditional courses on differential equations focus on techniques leading to solutions. Yet most differential equations do not admit solutions which can be written in elementary terms. The authors have taken the view that a differential equations defines functions; the object of the theory is to understand the behavior of these functions. The tools the authors use include qualitative and numerical methods besides the traditional analytic methods. The companion software, MacMath, is designed to bring these notions to life.

  18. Algebraic Properties of First Integrals for Scalar Linear Third-Order ODEs of Maximal Symmetry

    Directory of Open Access Journals (Sweden)

    K. S. Mahomed

    2013-01-01

    Full Text Available By use of the Lie symmetry group methods we analyze the relationship between the first integrals of the simplest linear third-order ordinary differential equations (ODEs and their point symmetries. It is well known that there are three classes of linear third-order ODEs for maximal cases of point symmetries which are 4, 5, and 7. The simplest scalar linear third-order equation has seven-point symmetries. We obtain the classifying relation between the symmetry and the first integral for the simplest equation. It is shown that the maximal Lie algebra of a first integral for the simplest equation y′′′=0 is unique and four-dimensional. Moreover, we show that the Lie algebra of the simplest linear third-order equation is generated by the symmetries of the two basic integrals. We also obtain counting theorems of the symmetry properties of the first integrals for such linear third-order ODEs. Furthermore, we provide insights into the manner in which one can generate the full Lie algebra of higher-order ODEs of maximal symmetry from two of their basic integrals.

  19. Lie symmetries for systems of evolution equations

    Science.gov (United States)

    Paliathanasis, Andronikos; Tsamparlis, Michael

    2018-01-01

    The Lie symmetries for a class of systems of evolution equations are studied. The evolution equations are defined in a bimetric space with two Riemannian metrics corresponding to the space of the independent and dependent variables of the differential equations. The exact relation of the Lie symmetries with the collineations of the bimetric space is determined.

  20. ON DIFFERENTIAL EQUATIONS, INTEGRABLE SYSTEMS, AND GEOMETRY

    OpenAIRE

    Enrique Gonzalo Reyes Garcia

    2004-01-01

    ON DIFFERENTIAL EQUATIONS, INTEGRABLE SYSTEMS, AND GEOMETRY Equations in partial derivatives appeared in the 18th century as essential tools for the analytic study of physical models and, later, they proved to be fundamental for the progress of mathematics. For example, fundamental results of modern differential geometry are based on deep theorems on differential equations. Reciprocally, it is possible to study differential equations through geometrical means just like it was done by o...

  1. Boundary-value problems in ODE

    Science.gov (United States)

    Tanriverdi, Tanfer

    In this thesis we discuss two problems. The first problem is that of Fanno flow in a tube. In [10] the authors have discussed the mathematics of the Fanno model in much more detail than had been previously been done. The analysis in [10] indicates that the Fanno model becomes relevant, if t indicates the unscaled time and t=et , only when t is at least of order O(e- 1) . Indeed, two most important time scales are when t=O(e-1) and t=O(e- 2) . The authors, in the former case, set t=e- 1t1 (t1=t),x=e -11, and obtain the equation math> 62u6t 21- 62u 6x21=- 2u6 2u6t21 , ( 0.0.1) where u is the velocity of the gas, with p=1,6x1=0 (x1=0). One can follow the solution along the characteristic x1=t1 , and to match with the inviscid behaviour when t1-->0 , u=2+t1 (x1=t1). (0.0.2) In the region t=O(e2) , the authors set t=e2t2, x=e2x2,h= x2t2. For small e , the BC (0.0.02) now becomes u=t2 (x2=t 2), (0.0.3) so that (0.0.1) now has a similarity solution of the form u=t2g( h), u2=e- 1u, and (h2- 1)g'' +4hg'+2g=2g(g+hg' ),' =/ (0.0.4) with g(h)-->2 ash-->1- ,from(0.0.3) (0.0.5) g(h)-->∞ ash-->0- ,(fromthe pressure). ( 0.0.6) In a recent paper [11] the authors discuss the existence of a solution of (0.0.4)-(0.0.6) by using a two dimensional topological shooting method. We also discuss the existence of a solution of (0.0.4)-(0.0.6) by using a shooting method. We first turn the nonlinear ode (0.0.4) into an integral equation and then shoot from the singularity at ∞. The second problem arises when one considers eigenfunction expansions associated with second order ordinary differential equations, as Titchmarsh does in his book. One is concerned with the solutions of the equation - d2ydx2+ q(x)y=ly, (0.0.7) along with certain boundary conditions, where q(x)=-( n2- /)sech 2(x), n=n+/. The problem (0.0.7) has an application in the study of discrete reaction-diffusion equations. Our purpose in this problem is to look in some detail at the equation (0.0.7). We first use contour

  2. A Special Family of LMM with Two Hybrid Points for Stiff ODEs ...

    African Journals Online (AJOL)

    Enright (1974) discussed the formulation of the second derivative LMM which was found to be stiffly stable for step number k £ 7 for the numerical solution of stiff Initial Value Problems (IVPs) in Ordinary Differential Equations (ODEs). In this paper some second derivative continuous linear multistep methods with two hybrid ...

  3. On the integration of an ODE involving the derivative of a Preisach nonlinearity

    International Nuclear Information System (INIS)

    Flynn, D; Rasskazov, O

    2005-01-01

    We offer an algorithm for numerical integration of an ODE with a Preisach nonlinearity under the derivative on the left-hand side. Despite the exotic form, equations of that kind are important in applied disciplines, for example in terrestrial hydrology

  4. The ODE/IM correspondence

    International Nuclear Information System (INIS)

    Dorey, Patrick; Dunning, Clare; Tateo, Roberto

    2007-01-01

    This paper reviews a recently discovered link between integrable quantum field theories and certain ordinary differential equations in the complex domain. Along the way, aspects of PT-symmetric quantum mechanics are discussed, and some elementary features of the six-vertex model and the Bethe ansatz are explained. (topical review)

  5. On the control of the chaotic attractors of the 2-d Navier-Stokes equations.

    Science.gov (United States)

    Smaoui, Nejib; Zribi, Mohamed

    2017-03-01

    The control problem of the chaotic attractors of the two dimensional (2-d) Navier-Stokes (N-S) equations is addressed in this paper. First, the Fourier Galerkin method based on a reduced-order modelling approach developed by Chen and Price is applied to the 2-d N-S equations to construct a fifth-order system of nonlinear ordinary differential equations (ODEs). The dynamics of the fifth-order system was studied by analyzing the system's attractor for different values of Reynolds number, R e . Then, control laws are proposed to drive the states of the ODE system to a desired attractor. Finally, an adaptive controller is designed to synchronize two reduced order ODE models having different Reynolds numbers and starting from different initial conditions. Simulation results indicate that the proposed control schemes work well.

  6. Riccati-parameter solutions of nonlinear second-order ODEs

    International Nuclear Information System (INIS)

    Reyes, M A; Rosu, H C

    2008-01-01

    It has been proven by Rosu and Cornejo-Perez (Rosu and Cornejo-Perez 2005 Phys. Rev. E 71 046607, Cornejo-Perez and Rosu 2005 Prog. Theor. Phys. 114 533) that for some nonlinear second-order ODEs it is a very simple task to find one particular solution once the nonlinear equation is factorized with the use of two first-order differential operators. Here, it is shown that an interesting class of parametric solutions is easy to obtain if the proposed factorization has a particular form, which happily turns out to be the case in many problems of physical interest. The method that we exemplify with a few explicitly solved cases consists in using the general solution of the Riccati equation, which contributes with one parameter to this class of parametric solutions. For these nonlinear cases, the Riccati parameter serves as a 'growth' parameter from the trivial null solution up to the particular solution found through the factorization procedure

  7. The Local Brewery: A Project for Use in Differential Equations Courses

    Science.gov (United States)

    Starling, James K.; Povich, Timothy J.; Findlay, Michael

    2016-01-01

    We describe a modeling project designed for an ordinary differential equations (ODEs) course using first-order and systems of first-order differential equations to model the fermentation process in beer. The project aims to expose the students to the modeling process by creating and solving a mathematical model and effectively communicating their…

  8. Heroin epidemics, treatment and ODE modelling.

    Science.gov (United States)

    White, Emma; Comiskey, Catherine

    2007-07-01

    The UN [United Nations Office on Drugs and Crime (UNODC): World Drug Report, 2005, vol. 1: Analysis. UNODC, 2005.], EU [European Monitoring Centre for Drugs and Drug Addiction (EMCDDA): Annual Report, 2005.http://annualreport.emcdda.eu.int/en/home-en.html.] and WHO [World Health Organisation (WHO): Biregional Strategy for Harm Reduction, 2005-2009. HIV and Injecting Drug Use. WHO, 2005.] have consistently highlighted in recent years the ongoing and persistent nature of opiate and particularly heroin use on a global scale. While this is a global phenomenon, authors have emphasised the significant impact such an epidemic has on individual lives and on society. National prevalence studies have indicated the scale of the problem, but the drug-using career, typically consisting of initiation, habitual use, a treatment-relapse cycle and eventual recovery, is not well understood. This paper presents one of the first ODE models of opiate addiction, based on the principles of mathematical epidemiology. The aim of this model is to identify parameters of interest for further study, with a view to informing and assisting policy-makers in targeting prevention and treatment resources for maximum effectiveness. An epidemic threshold value, R(0), is proposed for the drug-using career. Sensitivity analysis is performed on R(0) and it is then used to examine the stability of the system. A condition under which a backward bifurcation may exist is found, as are conditions that permit the existence of one or more endemic equilibria. A key result arising from this model is that prevention is indeed better than cure.

  9. Nonlocal symmetries of a class of scalar and coupled nonlinear ordinary differential equations of any order

    International Nuclear Information System (INIS)

    Pradeep, R Gladwin; Chandrasekar, V K; Senthilvelan, M; Lakshmanan, M

    2011-01-01

    In this paper, we devise a systematic procedure to obtain nonlocal symmetries of a class of scalar nonlinear ordinary differential equations (ODEs) of arbitrary order related to linear ODEs through nonlocal relations. The procedure makes use of the Lie point symmetries of the linear ODEs and the nonlocal connection to deduce the nonlocal symmetries of the corresponding nonlinear ODEs. Using these nonlocal symmetries, we obtain reduction transformations and reduced equations to specific examples. We find that the reduced equations can be explicitly integrated to deduce the general solutions for these cases. We also extend this procedure to coupled higher order nonlinear ODEs with specific reference to second-order nonlinear ODEs. (paper)

  10. A boundary value approach for solving three-dimensional elliptic and hyperbolic partial differential equations.

    Science.gov (United States)

    Biala, T A; Jator, S N

    2015-01-01

    In this article, the boundary value method is applied to solve three dimensional elliptic and hyperbolic partial differential equations. The partial derivatives with respect to two of the spatial variables (y, z) are discretized using finite difference approximations to obtain a large system of ordinary differential equations (ODEs) in the third spatial variable (x). Using interpolation and collocation techniques, a continuous scheme is developed and used to obtain discrete methods which are applied via the Block unification approach to obtain approximations to the resulting large system of ODEs. Several test problems are investigated to elucidate the solution process.

  11. Introduction to differential equations with dynamical systems

    CERN Document Server

    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 Campbell and Richard Haberman--using carefully worded derivations, elementary explanations, and examples, exercises, and figures rather than theorems and proofs--have written a book that makes learning and teaching differential equations easier and more relevant. The book also presents elementary dynamical systems in a unique and flexible way that is suitable for all courses, regardless of length.

  12. DISPL-1, 2. Order Nonlinear Partial Differential Equation System Solution for Kinetics Diffusion Problems

    International Nuclear Information System (INIS)

    Leaf, G.K.; Minkoff, M.

    1982-01-01

    1 - Description of problem or function: DISPL1 is a software package for solving second-order nonlinear systems of partial differential equations including parabolic, elliptic, hyperbolic, and some mixed types. The package is designed primarily for chemical kinetics- diffusion problems, although not limited to these problems. Fairly general nonlinear boundary conditions are allowed as well as inter- face conditions for problems in an inhomogeneous medium. The spatial domain is one- or two-dimensional with rectangular Cartesian, cylindrical, or spherical (in one dimension only) geometry. 2 - Method of solution: The numerical method is based on the use of Galerkin's procedure combined with the use of B-Splines (C.W.R. de-Boor's B-spline package) to generate a system of ordinary differential equations. These equations are solved by a sophisticated ODE software package which is a modified version of Hindmarsh's GEAR package, NESC Abstract 592. 3 - Restrictions on the complexity of the problem: The spatial domain must be rectangular with sides parallel to the coordinate geometry. Cross derivative terms are not permitted in the PDE. The order of the B-Splines is at most 12. Other parameters such as the number of mesh points in each coordinate direction, the number of PDE's etc. are set in a macro table used by the MORTRAn2 preprocessor in generating the object code

  13. Generalized Ordinary Differential Equation Models.

    Science.gov (United States)

    Miao, Hongyu; Wu, Hulin; Xue, Hongqi

    2014-10-01

    Existing estimation methods for ordinary differential equation (ODE) models are not applicable to discrete data. The generalized ODE (GODE) model is therefore proposed and investigated for the first time. We develop the likelihood-based parameter estimation and inference methods for GODE models. We propose robust computing algorithms and rigorously investigate the asymptotic properties of the proposed estimator by considering both measurement errors and numerical errors in solving ODEs. The simulation study and application of our methods to an influenza viral dynamics study suggest that the proposed methods have a superior performance in terms of accuracy over the existing ODE model estimation approach and the extended smoothing-based (ESB) method.

  14. Particle Systems and Partial Differential Equations I

    CERN Document Server

    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...

  15. Exponentially Convergent Algorithms for Abstract Differential Equations

    CERN Document Server

    Gavrilyuk, Ivan; Vasylyk, Vitalii

    2011-01-01

    This book presents new accurate and efficient exponentially convergent methods for abstract differential equations with unbounded operator coefficients in Banach space. These methods are highly relevant for the practical scientific computing since the equations under consideration can be seen as the meta-models of systems of ordinary differential equations (ODE) as well as the partial differential equations (PDEs) describing various applied problems. The framework of functional analysis allows one to obtain very general but at the same time transparent algorithms and mathematical results which

  16. LSODE, 1. Order Stiff or Non-Stiff Ordinary Differential Equations System Initial Value Problems

    International Nuclear Information System (INIS)

    Hindmarsh, A.C.; Petzold, L.R.

    2005-01-01

    1 - Description of program or function: LSODE (Livermore Solver for Ordinary Differential Equations) solves stiff and non-stiff systems of the form dy/dt = f. In the stiff case, it treats the Jacobian matrix df/dy as either a dense (full) or a banded matrix, and as either user-supplied or internally approximated by difference quotients. It uses Adams methods (predictor-corrector) in the non-stiff case, and Backward Differentiation Formula (BDF) methods (the Gear methods) in the stiff case. The linear systems that arise are solved by direct methods (LU factor/solve). The LSODE source is commented extensively to facilitate modification. Both a single-precision version and a double-precision version are available. 2 - Methods: It is assumed that the ODEs are given explicitly, so that the system can be written in the form dy/dt = f(t,y), where y is the vector of dependent variables, and t is the independent variable. LSODE contains two variable-order, variable- step (with interpolatory step-changing) integration methods. The first is the implicit Adams or non-stiff method, of orders one through twelve. The second is the backward differentiation or stiff method (or BDF method, or Gear's method), of orders one through five. 3 - Restrictions on the complexity of the problem: The differential equations must be given in explicit form, i.e., dy/dt = f(y,t). Problems with intermittent high-speed transients may cause inefficient or unstable performance

  17. Dynamical approach study of spurious steady-state numerical solutions of nonlinear differential equations. Part 1: The ODE connection and its implications for algorithm development in computational fluid dynamics

    Science.gov (United States)

    Yee, H. C.; Sweby, P. K.; Griffiths, D. F.

    1990-01-01

    Spurious stable as well as unstable steady state numerical solutions, spurious asymptotic numerical solutions of higher period, and even stable chaotic behavior can occur when finite difference methods are used to solve nonlinear differential equations (DE) numerically. The occurrence of spurious asymptotes is independent of whether the DE possesses a unique steady state or has additional periodic solutions and/or exhibits chaotic phenomena. The form of the nonlinear DEs and the type of numerical schemes are the determining factor. In addition, the occurrence of spurious steady states is not restricted to the time steps that are beyond the linearized stability limit of the scheme. In many instances, it can occur below the linearized stability limit. Therefore, it is essential for practitioners in computational sciences to be knowledgeable about the dynamical behavior of finite difference methods for nonlinear scalar DEs before the actual application of these methods to practical computations. It is also important to change the traditional way of thinking and practices when dealing with genuinely nonlinear problems. In the past, spurious asymptotes were observed in numerical computations but tended to be ignored because they all were assumed to lie beyond the linearized stability limits of the time step parameter delta t. As can be seen from the study, bifurcations to and from spurious asymptotic solutions and transitions to computational instability not only are highly scheme dependent and problem dependent, but also initial data and boundary condition dependent, and not limited to time steps that are beyond the linearized stability limit.

  18. A hierarchy of systems of nonlinear equations

    International Nuclear Information System (INIS)

    Falkensteiner, P.; Grosse, H.

    1985-01-01

    Imposing isospectral invariance for the one-dimensional Dirac operator yields an infinite hierarchy of systems of chiral invariant nonlinear partial differential equations. The same system is obtained through a Lax pair construction and finally a formulation in terms of Kac-Moody generators is given. (Author)

  19. First integrals and parametric solutions of third-order ODEs admitting {\\mathfrak{sl}(2, {R})}

    Science.gov (United States)

    Ruiz, A.; Muriel, C.

    2017-05-01

    A complete set of first integrals for any third-order ordinary differential equation admitting a Lie symmetry algebra isomorphic to sl(2, {R}) is explicitly computed. These first integrals are derived from two linearly independent solutions of a linear second-order ODE, without additional integration. The general solution in parametric form can be obtained by using the computed first integrals. The study includes a parallel analysis of the four inequivalent realizations of sl(2, {R}) , and it is applied to several particular examples. These include the generalized Chazy equation, as well as an example of an equation which admits the most complicated of the four inequivalent realizations.

  20. On the Inclusion of Difference Equation Problems and Z Transform Methods in Sophomore Differential Equation Classes

    Science.gov (United States)

    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.

  1. On A System of Rational Difference Equation

    OpenAIRE

    Din Qamar

    2014-01-01

    In this paper, we study local asymptotic stability, global character and periodic nature of solutions of the system of rational difference equations given by xn+1= , yn=, n=0, 1,…, where the parameters a; b; c; d; e; f ∊ (0; ∞), and with initial conditions x0; y0 ∊ (0; ∞). Some numerical examples are given to illustrate our results.

  2. Review Metaphor in Odes Seyfe Farghani

    Directory of Open Access Journals (Sweden)

    Dr. A. Vacegh Abbasi

    Full Text Available Simile as the main element of imagination has a leading function in the creation of various types of poetic images. Seif Farghani is an image maker poet who, via the aid of this element, takes step in the field of original and inspiring image making. In this research, the similes of Seif Farghani’s odes, are investigated from different aspects like types of simile, materials of simile, new similes, simile instruments and their static and dynamic nature and, at the end, their statistic analysis has been presented so that, in addition to knowing how to employ expressive instruments to create poetry and their impact on the poet’s style and language, the basic criteria of Seif Farghani’s poetry aesthetics would be presented to the reader. This study proves that, though Seif has made use of all forms of imagination, the similes of his odes are of a different type as far as the frequency and innovation are concerned, so that, regarding 3019 similes found in 125 odes, it is claimed that Seif Farghani is an image maker poet who has employed this element more than other elements of imagination in his image making. In order to achieve a specific linguistic style and creating some innovation and novelty in image making, he generates novel similes and, with a commitment to difficult nominal rhymes and placing them as one of simile sides, innovates new images.Variety of elements used in Seif's similes shows the breadth of the poet's scientific and intellectual scope in various fields. Comparing all parts of tenor and vehicle in respect to simile materials indicates that, in vehicle, the highest frequency has been dedicated to spiritualities and the lowest frequency to the historical and mythological elements. Similarly, in the investigation of vehicles of his odes, the highest frequency is devoted to objects and the lowest frequency to this world and hereafter.High frequency of singular to singular simile denotes brevity and innovation as well as rich

  3. Review Simile in Seife Farghani's Odes

    Directory of Open Access Journals (Sweden)

    Abdollah Vasegh abbasi

    2013-10-01

    Full Text Available Abstract Simile as the main element of imagination has a leading function in the creation of various types of poetic images. Seif  Farghani is an image maker poet who, via the aid of this element, takes step in the field of innovative and fantastic image making. In this research, the similes of Seif Farghani’s odes, are investigated from different aspects like types of simile, materials of simile, new similes, simile instruments and their static and dynamic nature. Finally their statistical analysis has been presented so that, in addition to knowing how to employ expressive instruments to create poetry and their impact on the poet’s style and language, the basic criteria of Seif Farghani’s poetry aesthetics would be presented to the reader. This study proves that, though Seif has made use of all forms of imagination, the similes of his odes are of a different type, concerning the frequency and innovation, so that, regarding 3019 similes found in 125 odes, it is claimed that Seif Farghani is an image maker poet who has employed this element more than other elements of imagination in making imagery. In order to achieve a specific speech and style and creating novelty in imagery, he generates novel similes and, with a commitment to difficult nominal rhymes and placing them as one of simile sides, innovates new images. Variety of elements used in Seif's similes shows the breadth of the poet's scientific and intellectual scope in various fields. Comparing all parts of tenor and vehicle in respect to simile materials indicates that, in vehicle, the highest frequency has been dedicated to spiritualities and the lowest frequency to the historical and mythological elements. Similarly, in the investigation of vehicles of his odes, the highest frequency is devoted to objects and the lowest frequency to this world and hereafter. High frequency of singular to singular simile denotes brevity and innovation as well as rich, smooth and

  4. From Ordinary Differential Equations to Structural Causal Models: the deterministic case

    NARCIS (Netherlands)

    Mooij, J.M.; Janzing, D.; Schölkopf, B.; Nicholson, A.; Smyth, P.

    2013-01-01

    We show how, and under which conditions, the equilibrium states of a first-order Ordinary Differential Equation (ODE) system can be described with a deterministic Structural Causal Model (SCM). Our exposition sheds more light on the concept of causality as expressed within the framework of

  5. Parameter identification in ODE models with oscillatory dynamics: a Fourier regularization approach

    Science.gov (United States)

    Chiara D'Autilia, Maria; Sgura, Ivonne; Bozzini, Benedetto

    2017-12-01

    In this paper we consider a parameter identification problem (PIP) for data oscillating in time, that can be described in terms of the dynamics of some ordinary differential equation (ODE) model, resulting in an optimization problem constrained by the ODEs. In problems with this type of data structure, simple application of the direct method of control theory (discretize-then-optimize) yields a least-squares cost function exhibiting multiple ‘low’ minima. Since in this situation any optimization algorithm is liable to fail in the approximation of a good solution, here we propose a Fourier regularization approach that is able to identify an iso-frequency manifold {{ S}} of codimension-one in the parameter space \

  6. On A System of Rational Difference Equation

    Directory of Open Access Journals (Sweden)

    Din Qamar

    2014-06-01

    Full Text Available In this paper, we study local asymptotic stability, global character and periodic nature of solutions of the system of rational difference equations given by xn+1= , yn=, n=0, 1,…, where the parameters a; b; c; d; e; f ∊ (0; ∞, and with initial conditions x0; y0 ∊ (0; ∞. Some numerical examples are given to illustrate our results.

  7. Nonlinear von Neumann equations for quantum dissipative systems

    International Nuclear Information System (INIS)

    Messer, J.; Baumgartner, B.

    1978-01-01

    For pure states nonlinear Schroedinger equations, the so-called Schroedinger-Langevin equations are well-known to model quantum dissipative systems of the Langevin type. For mixtures it is shown that these wave equations do not extend to master equations, but to corresponding nonlinear von Neumann equations. Solutions for the damped harmonic oscillator are discussed. (Auth.)

  8. Nonlinear von Neumann equations for quantum dissipative systems

    International Nuclear Information System (INIS)

    Messer, J.; Baumgartner, B.

    For pure states nonlinear Schroedinger equations, the so-called Schroedinger-Langevin equations are well-known to model quantum dissipative systems of the Langevin type. For mixtures it is shown that these wave equations do not extend to master equations, but to corresponding nonlinear von Neumann equations. Solutions for the damped harmonic oscillator are discussed. (Author)

  9. Attractors of the periodically forced Rayleigh system

    Directory of Open Access Journals (Sweden)

    Petre Bazavan

    2011-07-01

    Full Text Available The autonomous second order nonlinear ordinary differential equation(ODE introduced in 1883 by Lord Rayleigh, is the equation whichappears to be the closest to the ODE of the harmonic oscillator withdumping.In this paper we present a numerical study of the periodic andchaotic attractors in the dynamical system associated with the generalized Rayleigh equation. Transition between periodic and quasiperiodic motion is also studied. Numerical results describe the system dynamics changes (in particular bifurcations, when the forcing frequency is varied and thus, periodic, quasiperiodic or chaotic behaviour regions are predicted.

  10. Integrable systems of partial differential equations determined by structure equations and Lax pair

    International Nuclear Information System (INIS)

    Bracken, Paul

    2010-01-01

    It is shown how a system of evolution equations can be developed both from the structure equations of a submanifold embedded in three-space as well as from a matrix SO(6) Lax pair. The two systems obtained this way correspond exactly when a constraint equation is selected and imposed on the system of equations. This allows for the possibility of selecting the coefficients in the second fundamental form in a general way.

  11. On the comparison of numerical methods for the integration of kinetic equations in atmospheric chemistry and transport models

    Science.gov (United States)

    Saylor, Rick D.; Ford, Gregory D.

    The integration of systems of ordinary differential equations (ODEs) that arise in atmospheric photochemistry is of significant concern to tropospheric and stratospheric chemistry modelers. As a consequence of the stiff nature of these ODE systems, their solution requires a large fraction of the total computational effort in three-dimensional chemical model simulations. Several integration techniques have been proposed and utilized over the years in an attempt to provide computationally efficient, yet accurate, solutions to chemical kinetics ODES. In this work, we present a comparison of some of these techniques and argue that valid comparisons of ODE solvers must take into account the trade-off between solution accuracy and computational efficiency. Misleading comparison results can be obtained by neglecting the fact that any ODE solution method can be made faster or slower by manipulation of the appropriate error tolerances or time steps. Comparisons among ODE solution techniques should therefore attempt to identify which technique can provide the most accurate solution with the least computational effort over the entire range of behavior of each technique. We present here a procedure by which ODE solver comparisons can achieve this goal. Using this methodology, we compare a variety of integration techniques, including methods proposed by Hesstvedt et al. (1978, Int. J. Chem. Kinet.10, 971-994), Gong and Cho (1993, Atmospheric Environment27A, 2147-2160), Young and Boris (1977, J. phys. Chem.81, 2424-2427) and Hindmarsh (1983, In Scientific Computing (edited by Stepleman R. S. et al.), pp. 55-64. North-Holland, Amsterdam). We find that Gear-type solvers such as the Livermore Solver for ordinary differential equations (LSODE) and the sparse-matrix version of LSODE (LSODES) provide the most accurate solution of our test problems with the least computational effort.

  12. Introduction to linear systems of differential equations

    CERN Document Server

    Adrianova, L Ya

    1995-01-01

    The theory of linear systems of differential equations is one of the cornerstones of the whole theory of differential equations. At its root is the concept of the Lyapunov characteristic exponent. In this book, Adrianova presents introductory material and further detailed discussions of Lyapunov exponents. She also discusses the structure of the space of solutions of linear systems. Classes of linear systems examined are from the narrowest to widest: 1)�autonomous, 2)�periodic, 3)�reducible to autonomous, 4)�nearly reducible to autonomous, 5)�regular. In addition, Adrianova considers the following: stability of linear systems and the influence of perturbations of the coefficients on the stability the criteria of uniform stability and of uniform asymptotic stability in terms of properties of the solutions several estimates of the growth rate of solutions of a linear system in terms of its coefficients How perturbations of the coefficients change all the elements of the spectrum of the system is defin...

  13. Lorentz-force equations as Heisenberg equations for a quantum system in the euclidean space

    International Nuclear Information System (INIS)

    Rodriguez D, R.

    2007-01-01

    In an earlier work, the dynamic equations for a relativistic charged particle under the action of electromagnetic fields were formulated by R. Yamaleev in terms of external, as well as internal momenta. Evolution equations for external momenta, the Lorentz-force equations, were derived from the evolution equations for internal momenta. The mapping between the observables of external and internal momenta are related by Viete formulae for a quadratic polynomial, the characteristic polynomial of the relativistic dynamics. In this paper we show that the system of dynamic equations, can be cast into the Heisenberg scheme for a four-dimensional quantum system. Within this scheme the equations in terms of internal momenta play the role of evolution equations for a state vector, whereas the external momenta obey the Heisenberg equation for an operator evolution. The solutions of the Lorentz-force equation for the motion inside constant electromagnetic fields are presented via pentagonometric functions. (Author)

  14. Solutions of system of P1 equations without use of auxiliary differential equations coupled

    International Nuclear Information System (INIS)

    Martinez, Aquilino Senra; Silva, Fernando Carvalho da; Cardoso, Carlos Eduardo Santos

    2000-01-01

    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)

  15. Structural equation modeling and natural systems

    Science.gov (United States)

    Grace, James B.

    2006-01-01

    This book, first published in 2006, presents an introduction to the methodology of structural equation modeling, illustrates its use, and goes on to argue that it has revolutionary implications for the study of natural systems. A major theme of this book is that we have, up to this point, attempted to study systems primarily using methods (such as the univariate model) that were designed only for considering individual processes. Understanding systems requires the capacity to examine simultaneous influences and responses. Structural equation modeling (SEM) has such capabilities. It also possesses many other traits that add strength to its utility as a means of making scientific progress. In light of the capabilities of SEM, it can be argued that much of ecological theory is currently locked in an immature state that impairs its relevance. It is further argued that the principles of SEM are capable of leading to the development and evaluation of multivariate theories of the sort vitally needed for the conservation of natural systems.

  16. Differential Equations Models to Study Quorum Sensing.

    Science.gov (United States)

    Pérez-Velázquez, Judith; Hense, Burkhard A

    2018-01-01

    Mathematical models to study quorum sensing (QS) have become an important tool to explore all aspects of this type of bacterial communication. A wide spectrum of mathematical tools and methods such as dynamical systems, stochastics, and spatial models can be employed. In this chapter, we focus on giving an overview of models consisting of differential equations (DE), which can be used to describe changing quantities, for example, the dynamics of one or more signaling molecule in time and space, often in conjunction with bacterial growth dynamics. The chapter is divided into two sections: ordinary differential equations (ODE) and partial differential equations (PDE) models of QS. Rates of change are represented mathematically by derivatives, i.e., in terms of DE. ODE models allow describing changes in one independent variable, for example, time. PDE models can be used to follow changes in more than one independent variable, for example, time and space. Both types of models often consist of systems (i.e., more than one equation) of equations, such as equations for bacterial growth and autoinducer concentration dynamics. Almost from the onset, mathematical modeling of QS using differential equations has been an interdisciplinary endeavor and many of the works we revised here will be placed into their biological context.

  17. ODEPACK, Initial Value Problems of Ordinary Differential Equation System

    International Nuclear Information System (INIS)

    Hindmarsh, A.C.; Petzold, L.R.

    2005-01-01

    I - Description of program or function: ODEPACK is a collection of Fortran solvers for the initial value problem for ordinary differential equation systems. It consists of nine solvers, namely a basic solver called LSODE and eight variants of it -- LSODES, LSODA, LSODAR, LSODPK, LSODKR, LSODI, LSOIBT, and LSODIS. The collection is suitable for both stiff and non-stiff systems. It includes solvers for systems given in explicit form, dy/dt = f(t,y), and also solvers for systems given in linearly implicit form, A(t,y) dy/dt = g(t,y). Two of the solvers use general sparse matrix solvers for the linear systems that arise. Two others use iterative (preconditioned Krylov) methods instead of direct methods for these linear systems. The most recent addition is LSODIS, which solves implicit problems with general sparse treatment of all matrices involved. The ODEPACK solvers are written in standard Fortran 77, with a few exceptions, and with minimal machine dependencies. There are separate double and single precision versions of ODEPACK. The actual solver names are those given above with a prefix of D- or S- for the double or single precision version, respectively, i.e. DLSODE/SLSODE, etc. Each solver consists of a main driver subroutine having the same name as the solver and some number of subordinate routines. For each solver, there is also a demonstration program, which solves one or two simple problems in a somewhat self-checking manner. A. Solvers for explicitly given systems. For each of the following solvers, it is assumed that the ODEs are given explicitly, so that the system can be written in the form dy/dt = f(t,y), where y is the vector of dependent variables, and t is the independent variable. 1. LSODE (Livermore Solver for Ordinary Differential Equations) is the basic solver of the collection. It solves stiff and non-stiff systems of the form dy/dt = f. In the stiff case, it treats the Jacobian matrix df/dy as either a dense (full) or a banded matrix, and as

  18. On the selection of ordinary differential equation models with application to predator-prey dynamical models.

    Science.gov (United States)

    Zhang, Xinyu; Cao, Jiguo; Carroll, Raymond J

    2015-03-01

    We consider model selection and estimation in a context where there are competing ordinary differential equation (ODE) models, and all the models are special cases of a "full" model. We propose a computationally inexpensive approach that employs statistical estimation of the full model, followed by a combination of a least squares approximation (LSA) and the adaptive Lasso. We show the resulting method, here called the LSA method, to be an (asymptotically) oracle model selection method. The finite sample performance of the proposed LSA method is investigated with Monte Carlo simulations, in which we examine the percentage of selecting true ODE models, the efficiency of the parameter estimation compared to simply using the full and true models, and coverage probabilities of the estimated confidence intervals for ODE parameters, all of which have satisfactory performances. Our method is also demonstrated by selecting the best predator-prey ODE to model a lynx and hare population dynamical system among some well-known and biologically interpretable ODE models. © 2014, The International Biometric Society.

  19. A first course in ordinary differential equations analytical and numerical methods

    CERN Document Server

    Hermann, Martin

    2014-01-01

    This book presents a modern introduction to analytical and numerical techniques for solving ordinary differential equations (ODEs). Contrary to the traditional format—the theorem-and-proof format—the book is focusing on analytical and numerical methods. The book supplies a variety of problems and examples, ranging from the elementary to the advanced level, to introduce and study the mathematics of ODEs. The analytical part of the book deals with solution techniques for scalar first-order and second-order linear ODEs, and systems of linear ODEs—with a special focus on the Laplace transform, operator techniques and power series solutions. In the numerical part, theoretical and practical aspects of Runge-Kutta methods for solving initial-value problems and shooting methods for linear two-point boundary-value problems are considered. The book is intended as a primary text for courses on the theory of ODEs and numerical treatment of ODEs for advanced undergraduate and early graduate students. It is assumed t...

  20. Algebraic limit cycles in polynomial systems of differential equations

    International Nuclear Information System (INIS)

    Llibre, Jaume; Zhao Yulin

    2007-01-01

    Using elementary tools we construct cubic polynomial systems of differential equations with algebraic limit cycles of degrees 4, 5 and 6. We also construct a cubic polynomial system of differential equations having an algebraic homoclinic loop of degree 3. Moreover, we show that there are polynomial systems of differential equations of arbitrary degree that have algebraic limit cycles of degree 3, as well as give an example of a cubic polynomial system of differential equations with two algebraic limit cycles of degree 4

  1. Random ordinary differential equations and their numerical solution

    CERN Document Server

    Han, Xiaoying

    2017-01-01

    This book is intended to make recent results on the derivation of higher order numerical schemes for random ordinary differential equations (RODEs) available to a broader readership, and to familiarize readers with RODEs themselves as well as the closely associated theory of random dynamical systems. In addition, it demonstrates how RODEs are being used in the biological sciences, where non-Gaussian and bounded noise are often more realistic than the Gaussian white noise in stochastic differential equations (SODEs).   RODEs are used in many important applications and play a fundamental role in the theory of random dynamical systems.  They can be analyzed pathwise with deterministic calculus, but require further treatment beyond that of classical ODE theory due to the lack of smoothness in their time variable. Although classical numerical schemes for ODEs can be used pathwise for RODEs, they rarely attain their traditional order since the solutions of RODEs do not have sufficient smoothness to have Taylor ...

  2. Discrete-State Stochastic Models of Calcium-Regulated Calcium Influx and Subspace Dynamics Are Not Well-Approximated by ODEs That Neglect Concentration Fluctuations

    Science.gov (United States)

    Weinberg, Seth H.; Smith, Gregory D.

    2012-01-01

    Cardiac myocyte calcium signaling is often modeled using deterministic ordinary differential equations (ODEs) and mass-action kinetics. However, spatially restricted “domains” associated with calcium influx are small enough (e.g., 10−17 liters) that local signaling may involve 1–100 calcium ions. Is it appropriate to model the dynamics of subspace calcium using deterministic ODEs or, alternatively, do we require stochastic descriptions that account for the fundamentally discrete nature of these local calcium signals? To address this question, we constructed a minimal Markov model of a calcium-regulated calcium channel and associated subspace. We compared the expected value of fluctuating subspace calcium concentration (a result that accounts for the small subspace volume) with the corresponding deterministic model (an approximation that assumes large system size). When subspace calcium did not regulate calcium influx, the deterministic and stochastic descriptions agreed. However, when calcium binding altered channel activity in the model, the continuous deterministic description often deviated significantly from the discrete stochastic model, unless the subspace volume is unrealistically large and/or the kinetics of the calcium binding are sufficiently fast. This principle was also demonstrated using a physiologically realistic model of calmodulin regulation of L-type calcium channels introduced by Yue and coworkers. PMID:23509597

  3. Constructive Development of the Solutions of Linear Equations in Introductory Ordinary Differential Equations

    Science.gov (United States)

    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…

  4. The Artificial Hamiltonian, First Integrals, and Closed-Form Solutions of Dynamical Systems for Epidemics

    Science.gov (United States)

    Naz, Rehana; Naeem, Imran

    2018-03-01

    The non-standard Hamiltonian system, also referred to as a partial Hamiltonian system in the literature, of the form {\\dot q^i} = {partial H}/{partial {p_i}},\\dot p^i = - {partial H}/{partial {q_i}} + {Γ ^i}(t,{q^i},{p_i}) appears widely in economics, physics, mechanics, and other fields. The non-standard (partial) Hamiltonian systems arise from physical Hamiltonian structures as well as from artificial Hamiltonian structures. We introduce the term `artificial Hamiltonian' for the Hamiltonian of a model having no physical structure. We provide here explicitly the notion of an artificial Hamiltonian for dynamical systems of ordinary differential equations (ODEs). Also, we show that every system of second-order ODEs can be expressed as a non-standard (partial) Hamiltonian system of first-order ODEs by introducing an artificial Hamiltonian. This notion of an artificial Hamiltonian gives a new way to solve dynamical systems of first-order ODEs and systems of second-order ODEs that can be expressed as a non-standard (partial) Hamiltonian system by using the known techniques applicable to the non-standard Hamiltonian systems. We employ the proposed notion to solve dynamical systems of first-order ODEs arising in epidemics.

  5. Introduction to numerical methods for time dependent differential equations

    CERN Document Server

    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

  6. Numerical solutions of a ODE's system for neutronics; Soluções numéricas de um sistema de EDO’s para neutrônica

    Energy Technology Data Exchange (ETDEWEB)

    Lima, Suzylaine da Silva; Ramos, Alexandre F., E-mail: suzylaine.lima@usp.br, E-mail: alex.ramos@usp.br [Universidade de São Paulo (USP), SP (Brazil). Núcleo Interdisciplinar de Modelagem de Sistemas Complexos

    2017-07-01

    The preliminary results that were obtained in the computational implementation to solve numerically a System of Coupled Differential Equations were presented. This system is intended to describe the kinetics of nuclear reactions occurring in the interior of a fusion-fission hybrid reactor in which fusion occurs in periodic pulses, which may be laser, for example. The hybrid reactor contains a core in which the nuclear fusion fuel is injected and is enveloped by two layers both composed of subcritical fission fuel. Our results show that a fusion-fission hybrid reactor composed of two layers of fission can maximize the energy utilization in this type of reactor.

  7. 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.

  8. Differential equation analysis in biomedical science and engineering ordinary differential equation applications with R

    CERN Document Server

    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

  9. The 'strength' of a system of differential equations

    International Nuclear Information System (INIS)

    Hoenselaers, C.

    1977-01-01

    A review of Einstein's concept of ''strength'' of a system of differential equations is given. As an example the strength of the Einstein-Maxwell equations for non-null Maxwell field is calculated and shown to be the same as for the pure vacuum Einstein equations. (auth.)

  10. Integrable coupling system of fractional soliton equation hierarchy

    Energy Technology Data Exchange (ETDEWEB)

    Yu Fajun, E-mail: yfajun@163.co [College of Maths and Systematic Science, Shenyang Normal University, Shenyang 110034 (China)

    2009-10-05

    In this Letter, we consider the derivatives and integrals of fractional order and present a class of the integrable coupling system of the fractional order soliton equations. The fractional order coupled Boussinesq and KdV equations are the special cases of this class. Furthermore, the fractional AKNS soliton equation hierarchy is obtained.

  11. The numerical solution of linear multi-term fractional differential equations: systems of equations

    Science.gov (United States)

    Edwards, John T.; Ford, Neville J.; Simpson, A. Charles

    2002-11-01

    In this paper, we show how the numerical approximation of the solution of a linear multi-term fractional differential equation can be calculated by reduction of the problem to a system of ordinary and fractional differential equations each of order at most unity. We begin by showing how our method applies to a simple class of problems and we give a convergence result. We solve the Bagley Torvik equation as an example. We show how the method can be applied to a general linear multi-term equation and give two further examples.

  12. Dirac equations for generalised Yang-Mills systems

    International Nuclear Information System (INIS)

    Lechtenfeld, O.; Nahm, W.; Tchrakian, D.H.

    1985-06-01

    We present Dirac equations in 4p dimensions for the generalised Yang-Mills (GYM) theories introduced earlier. These Dirac equations are related to the self-duality equations of the GYM and are checked to be elliptic in a 'BPST' background. In this background these Dirac equations are integrated exactly. The possibility of imposing supersymmetry in the GYM-Dirac system is investigated, with negative results. (orig.)

  13. STRICT STABILITY OF IMPULSIVE SET VALUED DIFFERENTIAL EQUATIONS

    Institute of Scientific and Technical Information of China (English)

    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.

  14. Optimal control problem for the extended Fisher–Kolmogorov equation

    Indian Academy of Sciences (India)

    by methods of optimal control, such as chemical engineering and vehicle ... ern optimal control theories and applied models are not only represented by .... Obviously, equation (2.5) is an ordinary differential equation and according to ODE.

  15. The Reduction of Chazy Classes and Other Third-Order Differential Equations Related to Boundary Layer Flow Models

    International Nuclear Information System (INIS)

    Fakhar, K.; Kara, A. H.

    2012-01-01

    We study the symmetries, conservation laws and reduction of third-order equations that evolve from a prior reduction of models that arise in fluid phenomena. These could be the ordinary differential equations (ODEs) that are reductions of partial differential equations (PDEs) or, alternatively, PDEs related to given ODEs. In this class, the analysis includes the well-known Blasius, Chazy, and other associated third-order ODEs. (general)

  16. An a(α)-stable variable order ODE-solver and its application as advancement procedure for simulations in thermo- and fluid-dynamics

    International Nuclear Information System (INIS)

    Hofer, E.

    1981-01-01

    Simulations in thermo- and fluiddynamics often require the numerical solution of large initial value problems with stiffness caused by eigenvalues close to the imaginary axis. The regions of absolute stability of the most widely used ordinary differential equation (ODE) solvers, for stiff problems, do not properly account for this. The paper introduces a general purpose ODE-solver with considerably larger stability regions. Its reliability is illustrated by test problems, with complex eigenvalues, from a well known test package. Applications in large codes, for simulations in thermo- and fluiddynamics, demonstrate its practical usability. (orig.) [de

  17. 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...... description. In order to identify the parameters, a Maximum likelihood estimation method is used together with a simplified truncated second order filter. Because of the continuity feature of the predictor equation, two numerical integration methods, called the Odeint and the Discretization method...

  18. Closed-Form Solutions of the Thomas-Fermi in Heavy Atoms and the Langmuir-Blodgett in Current Flow ODEs in Mathematical Physics

    Directory of Open Access Journals (Sweden)

    Efstathios E. Theotokoglou

    2015-01-01

    Full Text Available Two kinds of second-order nonlinear, ordinary differential equations (ODEs appearing in mathematical physics are analyzed in this paper. The first one concerns the Thomas-Fermi (TF equation, while the second concerns the Langmuir-Blodgett (LB equation in current flow. According to a mathematical methodology recently developed, the exact analytic solutions of both TF and LB ODEs are proposed. Both of these are nonlinear of the second order and by a series of admissible functional transformations are reduced to Abel’s equations of the second kind of the normal form. The closed form solutions of the TF and LB equations in the phase and physical plane are given. Finally a new interesting result has been obtained related to the derivative of the TF function at the limit.

  19. Asymptotic behavior of monodromy singularly perturbed differential equations on a Riemann surface

    CERN Document Server

    Simpson, Carlos

    1991-01-01

    This book concerns the question of how the solution of a system of ODE's varies when the differential equation varies. The goal is to give nonzero asymptotic expansions for the solution in terms of a parameter expressing how some coefficients go to infinity. A particular classof families of equations is considered, where the answer exhibits a new kind of behavior not seen in most work known until now. The techniques include Laplace transform and the method of stationary phase, and a combinatorial technique for estimating the contributions of terms in an infinite series expansion for the solution. Addressed primarily to researchers inalgebraic geometry, ordinary differential equations and complex analysis, the book will also be of interest to applied mathematicians working on asymptotics of singular perturbations and numerical solution of ODE's.

  20. Numerical Solution of Fuzzy Differential Equations with Z-numbers Using Bernstein Neural Networks

    Directory of Open Access Journals (Sweden)

    Raheleh Jafari

    2017-01-01

    Full Text Available The uncertain nonlinear systems can be modeled with fuzzy equations or fuzzy differential equations (FDEs by incorporating the fuzzy set theory. The solutions of them are applied to analyze many engineering problems. However, it is very difficult to obtain solutions of FDEs. In this paper, the solutions of FDEs are approximated by two types of Bernstein neural networks. Here, the uncertainties are in the sense of Z-numbers. Initially the FDE is transformed into four ordinary differential equations (ODEs with Hukuhara differentiability. Then neural models are constructed with the structure of ODEs. With modified back propagation method for Z- number variables, the neural networks are trained. The theory analysis and simulation results show that these new models, Bernstein neural networks, are effective to estimate the solutions of FDEs based on Z-numbers.

  1. Integrability of some generalized Lotka - Volterra systems

    Energy Technology Data Exchange (ETDEWEB)

    Bountis, T.C.; Bier, M.; Hijmans, J.

    1983-08-08

    Several integrable systems of nonlinear ordinary differential equations of the Lotka-Volterra type are identified by the Painleve property and completely integrated. One such integrable case of N first order ode's is found, with N - 2 free parameters and N arbitrary. The concept of integrability of a general dynamical system, not necessarily derived from a hamiltonian, is also discussed.

  2. Elliptic and solitary wave solutions for Bogoyavlenskii equations system, couple Boiti-Leon-Pempinelli equations system and Time-fractional Cahn-Allen equation

    Directory of Open Access Journals (Sweden)

    Mostafa M.A. Khater

    Full Text Available In this article and for the first time, we introduce and describe Khater method which is a new technique for solving nonlinear partial differential equations (PDEs.. We apply this method for each of the following models Bogoyavlenskii equation, couple Boiti-Leon-Pempinelli system and Time-fractional Cahn-Allen equation. Khater method is very powerful, Effective, felicitous and fabulous method to get exact and solitary wave solution of (PDEs.. Not only just like that but it considers too one of the general methods for solving that kind of equations since it involves some methods as we will see in our discuss of the results. We make a comparison between the results of this new method and another method. Keywords: Bogoyavlenskii equations system, Couple Boiti-Leon-Pempinelli equations system, Time-fractional Cahn-Allen equation, Khater method, Traveling wave solutions, Solitary wave solutions

  3. The flow equation approach to many-particle systems

    CERN Document Server

    Kehrein, Stefan; Fujimori, A; Varma, C; Steiner, F

    2006-01-01

    This self-contained monograph addresses the flow equation approach to many-particle systems. The flow equation approach consists of a sequence of infinitesimal unitary transformations and is conceptually similar to renormalization and scaling methods. Flow equations provide a framework for analyzing Hamiltonian systems where these conventional many-body techniques fail. The text first discusses the general ideas and concepts of the flow equation method. In a second part these concepts are illustrated with various applications in condensed matter theory including strong-coupling problems and non-equilibrium systems. The monograph is accessible to readers familiar with graduate- level solid-state theory.

  4. Robust Satisfiability of Systems of Equations

    Czech Academy of Sciences Publication Activity Database

    Franek, Peter; Krčál, M.

    2015-01-01

    Roč. 62, č. 4 (2015), Article 26 ISSN 0004-5411 R&D Projects: GA ČR GBP202/12/G061 Grant - others:GA MŠk(CZ) LL1201 Institutional support: RVO:67985807 Keywords : nonlinear equations * satisfability * undecibility * topological extensions * uncertainty * robustness Subject RIV: IN - Informatics, Computer Science Impact factor: 1.803, year: 2015

  5. The Death and Life in the Poem Ode to A Nightingale

    Institute of Scientific and Technical Information of China (English)

    穆念

    2014-01-01

    John Keats is an famous English Romantic poet. His poem Ode to A Nightingale are mostly read by readers all over the world. In China, many scholars have analyzed the ode from various perspectives, especially death. But the short paper will not on-ly analyze the death, but also the life in the ode. Keats loves death, and praises life.

  6. Conservation properties and potential systems of vorticity-type equations

    International Nuclear Information System (INIS)

    Cheviakov, Alexei F.

    2014-01-01

    Partial differential equations of the form divN=0, N t +curl M=0 involving two vector functions in R 3 depending on t, x, y, z appear in different physical contexts, including the vorticity formulation of fluid dynamics, magnetohydrodynamics (MHD) equations, and Maxwell's equations. It is shown that these equations possess an infinite family of local divergence-type conservation laws involving arbitrary functions of space and time. Moreover, it is demonstrated that the equations of interest have a rather special structure of a lower-degree (degree two) conservation law in R 4 (t,x,y,z). The corresponding potential system has a clear physical meaning. For the Maxwell's equations, it gives rise to the scalar electric and the vector magnetic potentials; for the vorticity equations of fluid dynamics, the potentialization inverts the curl operator to yield the fluid dynamics equations in primitive variables; for MHD equations, the potential equations yield a generalization of the Galas-Bogoyavlenskij potential that describes magnetic surfaces of ideal MHD equilibria. The lower-degree conservation law is further shown to yield curl-type conservation laws and determined potential equations in certain lower-dimensional settings. Examples of new nonlocal conservation laws, including an infinite family of nonlocal material conservation laws of ideal time-dependent MHD equations in 2+1 dimensions, are presented

  7. Handbook of integral equations

    CERN Document Server

    Polyanin, Andrei D

    2008-01-01

    This handbook contains over 2,500 integral equations with solutions as well as analytical and numerical methods for solving linear and nonlinear equations. It explores Volterra, Fredholm, WienerHopf, Hammerstein, Uryson, and other equations that arise in mathematics, physics, engineering, the sciences, and economics. This second edition includes new chapters on mixed multidimensional equations and methods of integral equations for ODEs and PDEs, along with over 400 new equations with exact solutions. With many examples added for illustrative purposes, it presents new material on Volterra, Fredholm, singular, hypersingular, dual, and nonlinear integral equations, integral transforms, and special functions.

  8. Optimal overlapping of waveform relaxation method for linear differential equations

    International Nuclear Information System (INIS)

    Yamada, Susumu; Ozawa, Kazufumi

    2000-01-01

    Waveform relaxation (WR) method is extremely suitable for solving large systems of ordinary differential equations (ODEs) on parallel computers, but the convergence of the method is generally slow. In order to accelerate the convergence, the methods which decouple the system into many subsystems with overlaps some of the components between the adjacent subsystems have been proposed. The methods, in general, converge much faster than the ones without overlapping, but the computational cost per iteration becomes larger due to the increase of the dimension of each subsystem. In this research, the convergence of the WR method for solving constant coefficients linear ODEs is investigated and the strategy to determine the number of overlapped components which minimizes the cost of the parallel computations is proposed. Numerical experiments on an SR2201 parallel computer show that the estimated number of the overlapped components by the proposed strategy is reasonable. (author)

  9. Partial differential equations mathematical techniques for engineers

    CERN Document Server

    Epstein, Marcelo

    2017-01-01

    This monograph presents a graduate-level treatment of partial differential equations (PDEs) for engineers. The book begins with a review of the geometrical interpretation of systems of ODEs, the appearance of PDEs in engineering is motivated by the general form of balance laws in continuum physics. Four chapters are devoted to a detailed treatment of the single first-order PDE, including shock waves and genuinely non-linear models, with applications to traffic design and gas dynamics. The rest of the book deals with second-order equations. In the treatment of hyperbolic equations, geometric arguments are used whenever possible and the analogy with discrete vibrating systems is emphasized. The diffusion and potential equations afford the opportunity of dealing with questions of uniqueness and continuous dependence on the data, the Fourier integral, generalized functions (distributions), Duhamel's principle, Green's functions and Dirichlet and Neumann problems. The target audience primarily comprises graduate s...

  10. Robust estimation for ordinary differential equation models.

    Science.gov (United States)

    Cao, J; Wang, L; Xu, J

    2011-12-01

    Applied scientists often like to use ordinary differential equations (ODEs) to model complex dynamic processes that arise in biology, engineering, medicine, and many other areas. It is interesting but challenging to estimate ODE parameters from noisy data, especially when the data have some outliers. We propose a robust method to address this problem. The dynamic process is represented with a nonparametric function, which is a linear combination of basis functions. The nonparametric function is estimated by a robust penalized smoothing method. The penalty term is defined with the parametric ODE model, which controls the roughness of the nonparametric function and maintains the fidelity of the nonparametric function to the ODE model. The basis coefficients and ODE parameters are estimated in two nested levels of optimization. The coefficient estimates are treated as an implicit function of ODE parameters, which enables one to derive the analytic gradients for optimization using the implicit function theorem. Simulation studies show that the robust method gives satisfactory estimates for the ODE parameters from noisy data with outliers. The robust method is demonstrated by estimating a predator-prey ODE model from real ecological data. © 2011, The International Biometric Society.

  11. A New Algorithm for System of Integral Equations

    Directory of Open Access Journals (Sweden)

    Abdujabar Rasulov

    2014-01-01

    Full Text Available We develop a new algorithm to solve the system of integral equations. In this new method no need to use matrix weights. Beacause of it, we reduce computational complexity considerable. Using the new algorithm it is also possible to solve an initial boundary value problem for system of parabolic equations. To verify the efficiency, the results of computational experiments are given.

  12. VMOMS: a computer code for finding moment solutions to the Grad-Shafranov equation

    International Nuclear Information System (INIS)

    Lao, L.L.; Wieland, R.M.; Houlberg, W.A.; Hirshman, S.P.

    1982-02-01

    A code VMOMS is described which finds approximate solutions to the Grad-Shafranov equation describing scalar pressure-balance equilibria for axisymmetric tokamak plasmas. A Fourier series expansion of the flux surface coordinates (R,Z) is made in terms of two new coordinates (rho, theta), and the resulting equation is conveniently reduced to a system of ordinary differential equations (ODE's) using a variational principle. The solution of these simple equations with pressure and current as driving functions, yields, in principle, a complete description of the equilibrium. Complete axisymmetry is assumed, as well as up-down symmetry about the toroidal midplane

  13. Symmetry Reduction and Cauchy Problems for a Class of Fourth-Order Evolution Equations

    International Nuclear Information System (INIS)

    Li Jina; Zhang Shunli

    2008-01-01

    We exploit higher-order conditional symmetry to reduce initial-value problems for evolution equations to Cauchy problems for systems of ordinary differential equations (ODEs). We classify a class of fourth-order evolution equations which admit certain higher-order generalized conditional symmetries (GCSs) and give some examples to show the main reduction procedure. These reductions cannot be derived within the framework of the standard Lie approach, which hints that the technique presented here is something essential for the dimensional reduction of evolution equations

  14. Structural Equation and Mei Conserved Quantity of Mei Symmetry for Appell Equations in Holonomic Systems with Unilateral Constraints

    International Nuclear Information System (INIS)

    Jia Liqun; Cui Jinchao; Zhang Yaoyu; Luo Shaokai

    2009-01-01

    Structural equation and Mei conserved quantity of Mei symmetry for Appell equations in holonomic systems with unilateral constraints are investigated. Appell equations and differential equations of motion for holonomic mechanic systems with unilateral constraints are established. The definition and the criterion of Mei symmetry for Appell equations in holonomic systems with unilateral constraints under the infinitesimal transformations of groups are also given. The expressions of the structural equation and Mei conserved quantity of Mei symmetry for Appell equations in holonomic systems with unilateral constraints expressed by Appell functions are obtained. An example is given to illustrate the application of the results. (general)

  15. Scaling of differential equations

    CERN Document Server

    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...

  16. Development of Educational Materials to Enhance Students‧ Motivation using the ODE Physics Engine

    Science.gov (United States)

    Demura, Kosei

    This paper presents educational materials, a simulator and a textbook, using the Open Dynamics Engine (ODE) . ODE is an open source, fast, robust and industrial quality library for a real-time and interactive simulation of rigid body dynamics. ODE is suitable for developing educational materials. However, there had been no book which introduced how to use ODE to make simulators written in Japanese. Thus I wrote a textbook which gave basic robotics and how to make simulators based on ODE. Students are able to tackle the subject with interest using the textbook and the simulators.

  17. Modulation equations for spatially periodic systems: derivation and solutions

    NARCIS (Netherlands)

    Schielen, R.; Doelman, A.

    1996-01-01

    We study a class of partial dierential equations in one spatial dimension, which can be seen as model equations for the analysis of pattern formation in physical systems dened on unbounded, weakly oscillating domains. We perform a linear and weakly nonlinear stability analysis for solutions that

  18. Undergraduate Students' Mental Operations in Systems of Differential Equations

    Science.gov (United States)

    Whitehead, Karen; Rasmussen, Chris

    2003-01-01

    This paper reports on research conducted to understand undergraduate students' ways of reasoning about systems of differential equations (SDEs). As part of a semester long classroom teaching experiment in a first course in differential equations, we conducted task-based interviews with six students after their study of first order differential…

  19. Efficient Instantiation of Parameterised Boolean Equation Systems to Parity Games

    NARCIS (Netherlands)

    Kant, Gijs; van de Pol, Jan Cornelis; Wijs, A.J.; Bošnački, D.; Edelkamp, S.

    Parameterised Boolean Equation Systems (PBESs) are sequences of Boolean fixed point equations with data variables, used for, e.g., verification of modal μ-calculus formulae for process algebraic specifications with data. Solving a PBES is usually done by instantiation to a Parity Game and then

  20. Systems of evolution equations and the singular perturbation method

    International Nuclear Information System (INIS)

    Mika, J.

    Several fundamental theorems are presented important for the solution of linear evolution equations in the Banach space. The algorithm is deduced extending the solution of the system of singularly perturbed evolution equations into an asymptotic series with respect to a small positive parameter. The asymptotic convergence is shown of an approximate solution to the accurate solution. Singularly perturbed evolution equations of the resonance type were analysed. The special role is considered of the asymptotic equivalence of P1 equations obtained as the first order approximation if the spherical harmonics method is applied to the linear Boltzmann equation, and the diffusion equations of the linear transport theory where the small parameter approaches zero. (J.B.)

  1. On the integrability of some generalized Lotka-Volterra systems

    Science.gov (United States)

    Bier, M.; Hijmans, J.; Bountis, T. C.

    1983-08-01

    Several integrable systems of nonlinear ordinary differential equations of the Lotka-Volterra type are identified by the Painleveproperty and completely integrated. One such integrable case of N first order ode's is found, with N-2 free parameters and N arbitrary. The concept of integrability of a general dynamical system, not necessarily derived from a Hamiltonian, is also discussed.

  2. Runge-Kutta Methods for Linear Ordinary Differential Equations

    Science.gov (United States)

    Zingg, David W.; Chisholm, Todd T.

    1997-01-01

    Three new Runge-Kutta methods are presented for numerical integration of systems of linear inhomogeneous ordinary differential equations (ODES) with constant coefficients. Such ODEs arise in the numerical solution of the partial differential equations governing linear wave phenomena. The restriction to linear ODEs with constant coefficients reduces the number of conditions which the coefficients of the Runge-Kutta method must satisfy. This freedom is used to develop methods which are more efficient than conventional Runge-Kutta methods. A fourth-order method is presented which uses only two memory locations per dependent variable, while the classical fourth-order Runge-Kutta method uses three. This method is an excellent choice for simulations of linear wave phenomena if memory is a primary concern. In addition, fifth- and sixth-order methods are presented which require five and six stages, respectively, one fewer than their conventional counterparts, and are therefore more efficient. These methods are an excellent option for use with high-order spatial discretizations.

  3. Ordinary differential equations a graduate text

    CERN Document Server

    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...

  4. On Critical Behaviour in Systems of Hamiltonian Partial Differential Equations.

    Science.gov (United States)

    Dubrovin, Boris; Grava, Tamara; Klein, Christian; Moro, Antonio

    2015-01-01

    We study the critical behaviour of solutions to weakly dispersive Hamiltonian systems considered as perturbations of elliptic and hyperbolic systems of hydrodynamic type with two components. We argue that near the critical point of gradient catastrophe of the dispersionless system, the solutions to a suitable initial value problem for the perturbed equations are approximately described by particular solutions to the Painlevé-I (P[Formula: see text]) equation or its fourth-order analogue P[Formula: see text]. As concrete examples, we discuss nonlinear Schrödinger equations in the semiclassical limit. A numerical study of these cases provides strong evidence in support of the conjecture.

  5. Explicit Solutions for the (2 + 1-Dimensional Jaulent–Miodek Equation Using the Integrating Factors Method in an Unbounded Domain

    Directory of Open Access Journals (Sweden)

    Rahma Sadat

    2018-03-01

    Full Text Available In this work, we prove that the integrating factors can be used as a reduction method. Analytical solutions of the Jaulent–Miodek (JM equation are obtained using integrating factors as an extension of a recent work where, through hidden symmetries, the JM was reduced to ordinary differential equations (ODEs. Some of these ODEs had no quadrature. We here derive several new solutions for these non-solvable ODEs.

  6. A periodically-switched ODE model for N-bunch beamloading in a storage ring

    International Nuclear Information System (INIS)

    Schwartz, C.

    1999-01-01

    A new baseband formulation of the coupled cavity/longitudinal-bunch ODEs is derived. Assuming linearity, a model of the form dot x(t) = A(t)x(t) + B(t)u(t) arises, where A(t) and B(t) are piecewise constant, and periodic with the revolution period T 0 . Such models, known in the control community as (periodic) switched systems, have known (in)stability criteria and control theoretic properties, which can be useful in the analysis and control of multiple bunch beamloading

  7. Penalized Nonlinear Least Squares Estimation of Time-Varying Parameters in Ordinary Differential Equations

    KAUST Repository

    Cao, Jiguo; Huang, Jianhua Z.; Wu, Hulin

    2012-01-01

    Ordinary differential equations (ODEs) are widely used in biomedical research and other scientific areas to model complex dynamic systems. It is an important statistical problem to estimate parameters in ODEs from noisy observations. In this article we propose a method for estimating the time-varying coefficients in an ODE. Our method is a variation of the nonlinear least squares where penalized splines are used to model the functional parameters and the ODE solutions are approximated also using splines. We resort to the implicit function theorem to deal with the nonlinear least squares objective function that is only defined implicitly. The proposed penalized nonlinear least squares method is applied to estimate a HIV dynamic model from a real dataset. Monte Carlo simulations show that the new method can provide much more accurate estimates of functional parameters than the existing two-step local polynomial method which relies on estimation of the derivatives of the state function. Supplemental materials for the article are available online.

  8. Systems of Differential Equations with Skew-Symmetric, Orthogonal Matrices

    Science.gov (United States)

    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.

  9. Convex solutions of systems arising from Monge-Ampere equations

    Directory of Open Access Journals (Sweden)

    Haiyan Wang

    2009-10-01

    Full Text Available We establish two criteria for the existence of convex solutions to a boundary value problem for weakly coupled systems arising from the Monge-Ampère equations. We shall use fixed point theorems in a cone.

  10. Stochastic equations for complex systems theoretical and computational topics

    CERN Document Server

    Bessaih, Hakima

    2015-01-01

    Mathematical analyses and computational predictions of the behavior of complex systems are needed to effectively deal with weather and climate predictions, for example, and the optimal design of technical processes. Given the random nature of such systems and the recognized relevance of randomness, the equations used to describe such systems usually need to involve stochastics.  The basic goal of this book is to introduce the mathematics and application of stochastic equations used for the modeling of complex systems. A first focus is on the introduction to different topics in mathematical analysis. A second focus is on the application of mathematical tools to the analysis of stochastic equations. A third focus is on the development and application of stochastic methods to simulate turbulent flows as seen in reality.  This book is primarily oriented towards mathematics and engineering PhD students, young and experienced researchers, and professionals working in the area of stochastic differential equations ...

  11. Exponential-fitted methods for integrating stiff systems of ordinary differential equations: Applications to homogeneous gas-phase chemical kinetics

    Science.gov (United States)

    Pratt, D. T.

    1984-01-01

    Conventional algorithms for the numerical integration of ordinary differential equations (ODEs) are based on the use of polynomial functions as interpolants. However, the exact solutions of stiff ODEs behave like decaying exponential functions, which are poorly approximated by polynomials. An obvious choice of interpolant are the exponential functions themselves, or their low-order diagonal Pade (rational function) approximants. A number of explicit, A-stable, integration algorithms were derived from the use of a three-parameter exponential function as interpolant, and their relationship to low-order, polynomial-based and rational-function-based implicit and explicit methods were shown by examining their low-order diagonal Pade approximants. A robust implicit formula was derived by exponential fitting the trapezoidal rule. Application of these algorithms to integration of the ODEs governing homogenous, gas-phase chemical kinetics was demonstrated in a developmental code CREK1D, which compares favorably with the Gear-Hindmarsh code LSODE in spite of the use of a primitive stepsize control strategy.

  12. FORSIM-6, Automatic Solution of Coupled Differential Equation System

    International Nuclear Information System (INIS)

    Carver, M.B.; Stewart, D.G.; Blair, J.M.; Selander, W.N.

    1983-01-01

    1 - Description of problem or function: The FORSIM program is a versatile package which automates the solution of coupled differential equation systems. The independent variables are time, and up to three space coordinates, and the equations may be any mixture of partial and/or ordinary differential equations. The philosophy of the program is to provide a tool which will solve a system of differential equations for a user who has basic but unspecialized knowledge of numerical analysis and FORTRAN. The equations to be solved, together with the initial conditions and any special instructions, may be specified by the user in a single FORTRAN subroutine, although he may write a number of routines if this is more suitable. These are then loaded with the control routines, which perform the solution and any requested input and output. 2 - Method of solution: Partial differential equations are automatically converted into sets of coupled ordinary differential equations by variable order discretization in the spatial dimensions. These and other ordinary differential equations are integrated continuously in time using efficient variable order, variable step, error-controlled algorithms

  13. Systems of quasilinear equations and their applications to gas dynamics

    CERN Document Server

    Roždestvenskiĭ, B L; Schulenberger, J R

    1983-01-01

    This book is essentially a new edition, revised and augmented by results of the last decade, of the work of the same title published in 1968 by "Nauka." It is devoted to mathematical questions of gas dynamics. Topics covered include Foundations of the Theory of Systems of Quasilinear Equations of Hyperbolic Type in Two Independent Variables; Classical and Generalized Solutions of One-Dimensional Gas Dynamics; Difference Methods for Solving the Equations of Gas Dynamics; and Generalized Solutions of Systems of Quasilinear Equations of Hyperbolic Type.

  14. Null controllability of a cascade system of Schrodinger equations

    Directory of Open Access Journals (Sweden)

    Marcos Lopez-Garcia

    2016-03-01

    Full Text Available This article presents a control problem for a cascade system of two linear N-dimensional Schrodinger equations. We address the problem of null controllability by means of a control supported in a region not satisfying the classical geometrical control condition. The proof is based on the application of a Carleman estimate with degenerate weights to each one of the equations and a careful analysis of the system in order to prove null controllability with only one control force.

  15. Gradient matching methods for computational inference in mechanistic models for systems biology: a review and comparative analysis

    Directory of Open Access Journals (Sweden)

    Benn eMacdonald

    2015-11-01

    Full Text Available Parameter inference in mathematical models of biological pathways, expressed as coupled ordinary differential equations (ODEs, is a challenging problem in contemporary systems biology. Conventional methods involve repeatedly solving the ODEs by numerical integration, which is computationally onerous and does not scale up to complex systems. Aimed at reducing the computational costs, new concepts based on gradient matching have recently been proposed in the computational statistics and machine learning literature. In a preliminary smoothing step, the time series data are interpolated; then, in a second step, the parameters of the ODEs are optimised so as to minimise some metric measuring the difference between the slopes of the tangents to the interpolants, and the time derivatives from the ODEs. In this way, the ODEs never have to be solved explicitly. This review provides a concise methodological overview of the current state-of-the-art methods for gradient matching in ODEs, followed by an empirical comparative evaluation based on a set of widely used and representative benchmark data.

  16. Inverse problems for ODEs using contraction maps and suboptimality of the 'collage method'

    Science.gov (United States)

    Kunze, H. E.; Hicken, J. E.; Vrscay, E. R.

    2004-06-01

    Broad classes of inverse problems in differential and integral equations can be cast in the following framework: the optimal approximation of a target x of a suitable metric space X by the fixed point \\bar x of a contraction map T on X. The 'collage method' attempts to solve such inverse problems by finding an operator Tc that maps the target x as close as possible to itself. In the case of ODEs, the appropriate contraction maps are integral Picard operators. In practice, the target solutions possibly arise from an interpolation of experimental data points. In this paper, we investigate the suboptimality of the collage method. A simple inequality that provides upper bounds on the improvement over collage coding is presented and some examples are studied. We conclude that, at worst, the collage method provides an excellent starting point for further optimization, in contrast to more traditional searching methods that must first select a good starting point.

  17. Nonlinear analysis of a reaction-diffusion system: Amplitude equations

    Energy Technology Data Exchange (ETDEWEB)

    Zemskov, E. P., E-mail: zemskov@ccas.ru [Russian Academy of Sciences, Dorodnicyn Computing Center (Russian Federation)

    2012-10-15

    A reaction-diffusion system with a nonlinear diffusion term is considered. Based on nonlinear analysis, the amplitude equations are obtained in the cases of the Hopf and Turing instabilities in the system. Turing pattern-forming regions in the parameter space are determined for supercritical and subcritical instabilities in a two-component reaction-diffusion system.

  18. Some exact solutions to the potential Kadomtsev-Petviashvili equation and to a system of shallow water wave equations

    International Nuclear Information System (INIS)

    Inan, Ibrahim E.; Kaya, Dogan

    2006-01-01

    In this Letter by considering an improved tanh function method, we found some exact solutions of the potential Kadomtsev-Petviashvili equation. Some exact solutions of the system of the shallow water wave equation were also found

  19. Adiabatically steered open quantum systems: Master equation and optimal phase

    International Nuclear Information System (INIS)

    Salmilehto, J.; Solinas, P.; Ankerhold, J.; Moettoenen, M.

    2010-01-01

    We introduce an alternative way to derive the generalized form of the master equation recently presented by J. P. Pekola et al. [Phys. Rev. Lett. 105, 030401 (2010)] for an adiabatically steered two-level quantum system interacting with a Markovian environment. The original derivation employed the effective Hamiltonian in the adiabatic basis with the standard interaction picture approach but without the usual secular approximation. Our approach is based on utilizing a master equation for a nonsteered system in the first superadiabatic basis. It is potentially efficient in obtaining higher-order equations. Furthermore, we show how to select the phases of the adiabatic eigenstates to minimize the local adiabatic parameter and how this selection leads to states which are invariant under a local gauge change. We also discuss the effects of the adiabatic noncyclic geometric phase on the master equation.

  20. Solution methods for large systems of linear equations in BACCHUS

    International Nuclear Information System (INIS)

    Homann, C.; Dorr, B.

    1993-05-01

    The computer programme BACCHUS is used to describe steady state and transient thermal-hydraulic behaviour of a coolant in a fuel element with intact geometry in a fast breeder reactor. In such computer programmes generally large systems of linear equations with sparse matrices of coefficients, resulting from discretization of coolant conservation equations, must be solved thousands of times giving rise to large demands of main storage and CPU time. Direct and iterative solution methods of the systems of linear equations, available in BACCHUS, are described, giving theoretical details and experience with their use in the programme. Besides use of a method of lines, a Runge-Kutta-method, for solution of the partial differential equation is outlined. (orig.) [de

  1. Exact solutions for a system of nonlinear plasma fluid equations

    International Nuclear Information System (INIS)

    Prahovic, M.G.; Hazeltine, R.D.; Morrison, P.J.

    1991-04-01

    A method is presented for constructing exact solutions to a system of nonlinear plasma fluid equations that combines the physics of reduced magnetohydrodynamics and the electrostatic drift-wave description of the Charney-Hasegawa-Mima equation. The system has nonlinearities that take the form of Poisson brackets involving the fluid field variables. The method relies on modifying a class of simple equilibrium solutions, but no approximations are made. A distinguishing feature is that the original nonlinear problem is reduced to the solution of two linear partial differential equations, one fourth-order and the other first-order. The first-order equation has Hamiltonian characteristics and is easily integrated, supplying information about the general structure of solutions. 6 refs

  2. Methods of mathematical modelling continuous systems and differential equations

    CERN Document Server

    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.

  3. Characteristic Equation of the Modified Smith predictor to MIMO Systems

    Directory of Open Access Journals (Sweden)

    Jorge A. Herrera-Cuartas

    2013-11-01

    Full Text Available The delay in control systems is a feature frequently in real systems due to the transport of objects or information, a series connection of multiple systems or own processing and sensors delay, among others. Recently there have been several studies to identify the external delay MIMO systems, these works are focused on identification and on-line control of MIMO systems and use a multimodel structure based on modified Smith predictor using different search method. It is clear that for the implementation of the algorithm, and to obtain the convergence and stability analysis, it is necessary to have closed-loop equations of modified Smith predictor. However, in these works is not presented the analytical procedure, not be the main object, displaying only the closed loop equations without the procedure for obtaining it. Therefore, to respond, in this paper, we present an analytical way to derive the closed-loop equations of a modified Smith predictor.  

  4. Selected equation of state in the acentric factor system

    International Nuclear Information System (INIS)

    Schreiber, D.R.; Pitzer, K.S.

    1988-06-01

    A new equation of state in the acentric factor system is developed on the basis of high-precision data. The region in critical temperature T/sub r/, critical density P/sub r/ space is identified where there is good agreement as well as the regions of significant departures. The equation fits very well in the critical region. 10 refs., 6 figs., 3 tabs

  5. The action principle for a system of differential equations

    Energy Technology Data Exchange (ETDEWEB)

    Gitman, D M [Instituto de FIsica, Universidade de Sao Paulo (Brazil); Kupriyanov, V G [Instituto de FIsica, Universidade de Sao Paulo (Brazil)

    2007-08-17

    We consider the problem of constructing an action functional for physical systems whose classical equations of motion cannot be directly identified with Euler-Lagrange equations for an action principle. Two ways of constructing the action principle are presented. From simple consideration, we derive the necessary and sufficient conditions for the existence of a multiplier matrix which can endow a prescribed set of second-order differential equations with the structure of the Euler-Lagrange equations. An explicit form of the action is constructed if such a multiplier exists. If a given set of differential equations cannot be derived from an action principle, one can reformulate such a set in an equivalent first-order form which can always be treated as the Euler-Lagrange equations of a certain action. We construct such an action explicitly. There exists an ambiguity (not reduced to a total time derivative) in associating a Lagrange function with a given set of equations. We present a complete description of this ambiguity. The general procedure is illustrated by several examples.

  6. The action principle for a system of differential equations

    International Nuclear Information System (INIS)

    Gitman, D M; Kupriyanov, V G

    2007-01-01

    We consider the problem of constructing an action functional for physical systems whose classical equations of motion cannot be directly identified with Euler-Lagrange equations for an action principle. Two ways of constructing the action principle are presented. From simple consideration, we derive the necessary and sufficient conditions for the existence of a multiplier matrix which can endow a prescribed set of second-order differential equations with the structure of the Euler-Lagrange equations. An explicit form of the action is constructed if such a multiplier exists. If a given set of differential equations cannot be derived from an action principle, one can reformulate such a set in an equivalent first-order form which can always be treated as the Euler-Lagrange equations of a certain action. We construct such an action explicitly. There exists an ambiguity (not reduced to a total time derivative) in associating a Lagrange function with a given set of equations. We present a complete description of this ambiguity. The general procedure is illustrated by several examples

  7. On the stability of some systems of exponential difference equations

    Directory of Open Access Journals (Sweden)

    N. Psarros

    2018-01-01

    Full Text Available In this paper we prove the stability of the zero equilibria of two systems of difference equations of exponential type, which are some extensions of an one-dimensional biological model. The stability of these systems is investigated in the special case when one of the eigenvalues is equal to -1 and the other eigenvalue has absolute value less than 1, using centre manifold theory. In addition, we study the existence and uniqueness of positive equilibria, the attractivity and the global asymptotic stability of these equilibria of some related systems of difference equations.

  8. Lyapunov equation for infinite-dimensional discrete bilinear systems

    International Nuclear Information System (INIS)

    Costa, O.L.V.; Kubrusly, C.S.

    1991-03-01

    Mean-square stability for discrete systems requires that uniform convergence is preserved between input and state correlation sequences. Such a convergence preserving property holds for an infinite-dimensional bilinear system if and only if the associate Lyapunov equation has a unique strictly positive solution. (author)

  9. On Robust Stability of Systems of Differential-Algebraic Equations

    Directory of Open Access Journals (Sweden)

    A. Shcheglova

    2016-06-01

    The sufficient conditions of robust stability for index-one and index-two systems are obtained. We use the values of real and complex stability radii obtained for system of ordinary differential equations solved with respect to the derivatives. We consider the example illustrating the obtained results.

  10. Nonlocal Symmetries to Systems of Nonlinear Diffusion Equations

    International Nuclear Information System (INIS)

    Qu Changzheng; Kang Jing

    2008-01-01

    In this paper, we study potential symmetries to certain systems of nonlinear diffusion equations. Those systems have physical applications in soil science, mathematical biology, and invariant curve flows in R 3 . Lie point symmetries of the potential system, which cannot be projected to vector fields of the given dependent and independent variables, yield potential symmetries. The class of the system that admits potential symmetries is expanded.

  11. Traveling wave solutions for two nonlinear evolution equations with nonlinear terms of any order

    International Nuclear Information System (INIS)

    Feng Qing-Hua; Zhang Yao-Ming; Meng Fan-Wei

    2011-01-01

    In this paper, based on the known first integral method and the Riccati sub-ordinary differential equation (ODE) method, we try to seek the exact solutions of the general Gardner equation and the general Benjamin—Bona—Mahoney equation. As a result, some traveling wave solutions for the two nonlinear equations are established successfully. Also we make a comparison between the two methods. It turns out that the Riccati sub-ODE method is more effective than the first integral method in handling the proposed problems, and more general solutions are constructed by the Riccati sub-ODE method. (general)

  12. Poincare map for some polynomial systems of differential equations

    International Nuclear Information System (INIS)

    Varin, V P

    2004-01-01

    One approach to the classical problem of distinguishing between a centre and a focus for a system of differential equations with polynomial right-hand sides in the plane is discussed. For a broad class of such systems necessary and sufficient conditions for a centre are expressed in terms of equations in variations of higher order. By contrast with the existing methods of investigation, attention is concentrated on the explicit calculation of the asymptotic behaviour of the Poincare map rather than on finding sufficient centre conditions as such; this also enables one to study bifurcations of birth of arbitrarily strongly degenerate cycles.

  13. Multiparameter extrapolation and deflation methods for solving equation systems

    Directory of Open Access Journals (Sweden)

    A. J. Hughes Hallett

    1984-01-01

    Full Text Available Most models in economics and the applied sciences are solved by first order iterative techniques, usually those based on the Gauss-Seidel algorithm. This paper examines the convergence of multiparameter extrapolations (accelerations of first order iterations, as an improved approximation to the Newton method for solving arbitrary nonlinear equation systems. It generalises my earlier results on single parameter extrapolations. Richardson's generalised method and the deflation method for detecting successive solutions in nonlinear equation systems are also presented as multiparameter extrapolations of first order iterations. New convergence results are obtained for those methods.

  14. Convergence criteria for systems of nonlinear elliptic partial differential equations

    International Nuclear Information System (INIS)

    Sharma, R.K.

    1986-01-01

    This thesis deals with convergence criteria for a special system of nonlinear elliptic partial differential equations. A fixed-point algorithm is used, which iteratively solves one linearized elliptic partial differential equation at a time. Conditions are established that help foresee the convergence of the algorithm. Under reasonable hypotheses it is proved that the algorithm converges for such nonlinear elliptic systems. Extensive experimental results are reported and they show the algorithm converges in a wide variety of cases and the convergence is well correlated with the theoretical conditions introduced in this thesis

  15. Prolongation Loop Algebras for a Solitonic System of Equations

    Directory of Open Access Journals (Sweden)

    Maria A. Agrotis

    2006-11-01

    Full Text Available We consider an integrable system of reduced Maxwell-Bloch equations that describes the evolution of an electromagnetic field in a two-level medium that is inhomogeneously broadened. We prove that the relevant Bäcklund transformation preserves the reality of the n-soliton potentials and establish their pole structure with respect to the broadening parameter. The natural phase space of the model is embedded in an infinite dimensional loop algebra. The dynamical equations of the model are associated to an infinite family of higher order Hamiltonian systems that are in involution. We present the Hamiltonian functions and the Poisson brackets between the extended potentials.

  16. Comparison of stationary and oscillatory dynamics described by differential equations and Boolean maps in transcriptional regulatory circuits

    Science.gov (United States)

    Ye, Weiming; Li, Pengfei; Huang, Xuhui; Xia, Qinzhi; Mi, Yuanyuan; Chen, Runsheng; Hu, Gang

    2010-10-01

    Exploring the principle and relationship of gene transcriptional regulations (TR) has been becoming a generally researched issue. So far, two major mathematical methods, ordinary differential equation (ODE) method and Boolean map (BM) method have been widely used for these purposes. It is commonly believed that simplified BMs are reasonable approximations of more realistic ODEs, and both methods may reveal qualitatively the same essential features though the dynamical details of both systems may show some differences. In this Letter we exhaustively enumerated all the 3-gene networks and many autonomous randomly constructed TR networks with more genes by using both the ODE and BM methods. In comparison we found that both methods provide practically identical results in most of cases of steady solutions. However, to our great surprise, most of network structures showing periodic cycles with the BM method possess only stationary states in ODE descriptions. These observations strongly suggest that many periodic oscillations and other complicated oscillatory states revealed by the BM rule may be related to the computational errors of variable and time discretizations and rarely have correspondence in realistic biology transcriptional regulatory circuits.

  17. Tackling the African "poverty trap": the Ijebu-Ode experiment.

    Science.gov (United States)

    Mabogunje, Akin L

    2007-10-23

    An experiment in poverty reduction began in 1998 in the city of Ijebu-Ode, Nigeria (estimated 1999 population 163,000), where, without the remittances from relatives abroad, an estimated 90% of the population lived below the poverty line of $1.00 (U.S.) per person per day. Central to the experiment was whether poverty can be dramatically reduced through a city consultation process that seeks to mobilize the entire community along with its diaspora. With 7 years of experience, the Ijebu-Ode experiment has been successful in many ways. There is increasing evidence that poverty in the city has been reduced significantly through the microfinancing of existing and new productive activities and the estimated >8,000 jobs these activities have created. Training based on both sustainability science and technology and indigenous practitioner knowledge has been a critical factor in the establishment of cooperatives and the development of new enterprises in specialty crops, small animal, and fish production. Much of this success has been possible as a result of harnessing social capital, especially through the dynamic leadership of the traditional authorities of the city and by the provision of ample loanable funds through the National Poverty Eradication Program of the federal government. The city consultation process itself engendered a participatory focus to the experiment from the beginning and has encouraged sustainability. Yet long-term sustainability is still in question as the initial leadership needs replacement, and credit, the heart of the experiment, lacks sufficient collateral.

  18. Low-mode truncation methods in the sine-Gordon equation

    International Nuclear Information System (INIS)

    Xiong Chuyu.

    1991-01-01

    In this dissertation, the author studies the chaotic and coherent motions (i.e., low-dimensional chaotic attractor) in some near integrable partial differential equations, particularly the sine-Gordon equation and the nonlinear Schroedinger equation. In order to study the motions, he uses low mode truncation methods to reduce these partial differential equations to some truncated models (low-dimensional ordinary differential equations). By applying many methods available to low-dimensional ordinary differential equations, he can understand the low-dimensional chaotic attractor of PDE's much better. However, there are two important questions one needs to answer: (1) How many modes is good enough for the low mode truncated models to capture the dynamics uniformly? (2) Is the chaotic attractor in a low mode truncated model close to the chaotic attractor in the original PDE? And how close is? He has developed two groups of powerful methods to help to answer these two questions. They are the computation methods of continuation and local bifurcation, and local Lyapunov exponents and Lyapunov exponents. Using these methods, he concludes that the 2N-nls ODE is a good model for the sine-Gordon equation and the nonlinear Schroedinger equation provided one chooses a 'good' basis and uses 'enough' modes (where 'enough' depends on the parameters of the system but is small for the parameter studied here). Therefore, one can use 2N-nls ODE to study the chaos of PDE's in more depth

  19. Refined Fuchs inequalities for systems of linear differential equations

    International Nuclear Information System (INIS)

    Gontsov, R R

    2004-01-01

    We refine the Fuchs inequalities obtained by Corel for systems of linear meromorphic differential equations given on the Riemann sphere. Fuchs inequalities enable one to estimate the sum of exponents of the system over all its singular points. We refine these well-known inequalities by considering the Jordan structure of the leading coefficient of the Laurent series for the matrix of the right-hand side of the system in the neighbourhood of a singular point

  20. Existence of a coupled system of fractional differential equations

    International Nuclear Information System (INIS)

    Ibrahim, Rabha W.; Siri, Zailan

    2015-01-01

    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

  1. Some overdetermined systems of complex partial differential equations

    International Nuclear Information System (INIS)

    Le Hung Son.

    1990-01-01

    In this paper we extend some properties of analytic functions on several complex variables to solutions of overdetermined systems of complex partial differential equations. It is proved that many global properties of analytic functions are true for solutions of the Vekua system in special cases. The relation between analytic functions and solutions of quasi-linear systems is discussed in the paper. (author). 8 refs

  2. 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.

  3. A numerical guide to the solution of the bidomain equations of cardiac electrophysiology

    KAUST Repository

    Pathmanathan, Pras

    2010-06-01

    Simulation of cardiac electrical activity using the bidomain equations can be a massively computationally demanding problem. This study provides a comprehensive guide to numerical bidomain modelling. Each component of bidomain simulations-discretisation, ODE-solution, linear system solution, and parallelisation-is discussed, and previously-used methods are reviewed, new methods are proposed, and issues which cause particular difficulty are highlighted. Particular attention is paid to the choice of stimulus currents, compatibility conditions for the equations, the solution of singular linear systems, and convergence of the numerical scheme. © 2010 Elsevier Ltd.

  4. A numerical guide to the solution of the bidomain equations of cardiac electrophysiology

    KAUST Repository

    Pathmanathan, Pras; Bernabeu, Miguel O.; Bordas, Rafel; Cooper, Jonathan; Garny, Alan; Pitt-Francis, Joe M.; Whiteley, Jonathan P.; Gavaghan, David J.

    2010-01-01

    Simulation of cardiac electrical activity using the bidomain equations can be a massively computationally demanding problem. This study provides a comprehensive guide to numerical bidomain modelling. Each component of bidomain simulations-discretisation, ODE-solution, linear system solution, and parallelisation-is discussed, and previously-used methods are reviewed, new methods are proposed, and issues which cause particular difficulty are highlighted. Particular attention is paid to the choice of stimulus currents, compatibility conditions for the equations, the solution of singular linear systems, and convergence of the numerical scheme. © 2010 Elsevier Ltd.

  5. Finding higher order Darboux polynomials for a family of rational first order ordinary differential equations

    Science.gov (United States)

    Avellar, J.; Claudino, A. L. G. C.; Duarte, L. G. S.; da Mota, L. A. C. P.

    2015-10-01

    For the Darbouxian methods we are studying here, in order to solve first order rational ordinary differential equations (1ODEs), the most costly (computationally) step is the finding of the needed Darboux polynomials. This can be so grave that it can render the whole approach unpractical. Hereby we introduce a simple heuristics to speed up this process for a class of 1ODEs.

  6. Extending the Constant Coefficient Solution Technique to Variable Coefficient Ordinary Differential Equations

    Science.gov (United States)

    Mohammed, Ahmed; Zeleke, Aklilu

    2015-01-01

    We introduce a class of second-order ordinary differential equations (ODEs) with variable coefficients whose closed-form solutions can be obtained by the same method used to solve ODEs with constant coefficients. General solutions for the homogeneous case are discussed.

  7. Solving Second-Order Ordinary Differential Equations without Using Complex Numbers

    Science.gov (United States)

    Kougias, Ioannis E.

    2009-01-01

    Ordinary differential equations (ODEs) is a subject with a wide range of applications and the need of introducing it to students often arises in the last year of high school, as well as in the early stages of tertiary education. The usual methods of solving second-order ODEs with constant coefficients, among others, rely upon the use of complex…

  8. An Integral Spectral Representation of the Propagator for the Wave Equation in the Kerr Geometry

    Science.gov (United States)

    Finster, F.; Kamran, N.; Smoller, J.; Yau, S.-T.

    2005-12-01

    We consider the scalar wave equation in the Kerr geometry for Cauchy data which is smooth and compactly supported outside the event horizon. We derive an integral representation which expresses the solution as a superposition of solutions of the radial and angular ODEs which arise in the separation of variables. In particular, we prove completeness of the solutions of the separated ODEs.

  9. Semilinear hyperbolic systems and equations with singular initial data

    International Nuclear Information System (INIS)

    Gramchev, T.

    1991-07-01

    We study the weak limits of solutions u ε (t, ·) for ε→0 to semilinear strictly hyperbolic systems and wave equations with initial data u ε (0, ·) approximating a distribution κ, 0 ε (t, ·) for ε→0 exists. 13 refs

  10. Local first integrals for systems of differential equations

    International Nuclear Information System (INIS)

    Zhang Xiang

    2003-01-01

    The main purpose of this paper is to provide some sufficient conditions for a system of differential equations to have local first integrals in a certain neighbourhood of a singularity. Our results generalize those given in Kwek et al (2003 Z. Angew. Math. Phys. 54 26) and Li et al (2003 Z. Angew. Math. Phys. 54 235)

  11. Almost periodic solutions to systems of parabolic equations

    Directory of Open Access Journals (Sweden)

    Janpou Nee

    1994-01-01

    Full Text Available In this paper we show that the second-order differential solution is 2-almost periodic, provided it is 2-bounded, and the growth of the components of a non-linear function of a system of parabolic equation is bounded by any pair of con-secutive eigenvalues of the associated Dirichlet boundary value problems.

  12. Consistency of a system of equations: What does that mean?

    NARCIS (Netherlands)

    Still, Georg J.; Kern, Walter; Koelewijn, Jaap; Bomhoff, M.J.

    2010-01-01

    The concept of (structural) consistency also called structural solvability is an important basic tool for analyzing the structure of systems of equations. Our aim is to provide a sound and practically relevant meaning to this concept. The implications of consistency are expressed in terms of

  13. Variables and equations in hybrid systems with structural changes

    NARCIS (Netherlands)

    Beek, van D.A.

    2001-01-01

    In many models of physical systems, structural changes are common. Such structural changes may cause a variable to change from a differential variable to an algebraic variable, or to a variable that is not defined by an equation at all. Most hybrid modelling languages either restrict the kind of

  14. On Coupled System of Navier-Stokes Equations and Temperature

    African Journals Online (AJOL)

    Dr. Anthony Peter

    ABSTRACT. This paper deals with the coupled system of Navier-Stokes equations and temperature (Thermohydraulics) in a strip in the class of spatially non-decaying (infinite-energy) solutions belonging to the properly chosen uniformly local Sobolev spaces. The global well-posedness and dissipativity of the Navier- ...

  15. Review Simile in Seife Farghani\\'s Odes

    Directory of Open Access Journals (Sweden)

    Mohammadamir Mashhdi

    2013-11-01

    Full Text Available Abstract Simile as the main element of imagination has a leading function in the creation of various types of poetic images. Seif  Farghani is an image maker poet who, via the aid of this element, takes step in the field of innovative and fantastic image making. In this research, the similes of Seif Farghani’s odes, are investigated from different aspects like types of simile, materials of simile, new similes, simile instruments and their static and dynamic nature. Finally their statistical analysis has been presented so that, in addition to knowing how to employ expressive instruments to create poetry and their impact on the poet’s style and language, the basic criteria of Seif Farghani’s poetry aesthetics would be presented to the reader. This study proves that, though Seif has made use of all forms of imagination, the similes of his odes are of a different type, concerning the frequency and innovation, so that, regarding 3019 similes found in 125 odes, it is claimed that Seif Farghani is an image maker poet who has employed this element more than other elements of imagination in making imagery. In order to achieve a specific speech and style and creating novelty in imagery, he generates novel similes and, with a commitment to difficult nominal rhymes and placing them as one of simile sides, innovates new images. Variety of elements used in Seif's similes shows the breadth of the poet's scientific and intellectual scope in various fields. Comparing all parts of tenor and vehicle in respect to simile materials indicates that, in vehicle, the highest frequency has been dedicated to spiritualities and the lowest frequency to the historical and mythological elements. Similarly, in the investigation of vehicles of his odes, the highest frequency is devoted to objects and the lowest frequency to this world and hereafter. High frequency of singular to singular simile denotes brevity and innovation as well as rich, smooth and delicate language

  16. An Application of Taylor Models to the Nakao Method on ODEs

    OpenAIRE

    Yamamoto, Nobito; Komori, Takashi

    2009-01-01

    The authors give short survey on validated computaion of initial value problems for ODEs especially Taylor model methods. Then they propose an application of Taylor models to the Nakao method which has been developed for numerical verification methods on PDEs and apply it to initial value problems for ODEs with some numerical experiments.

  17. An equations of motion approach for open shell systems

    International Nuclear Information System (INIS)

    Yeager, D.L.; McKoy, V.

    1975-01-01

    A straightforward scheme is developed for extending the equations of motion formalism to systems with simple open shell ground states. Equations for open shell random phase approximation (RPA) are given for the cases of one electron outside of a closed shell in a nondegenerate molecular orbital and for the triplet ground state with two electrons outside of a closed shell in degenerate molecular orbitals. Applications to other open shells and extension of the open shell EOM to higher orders are both straightforward. Results for the open shell RPA for lithium atom and oxygen molecule are given

  18. The Neumann Type Systems and Algebro-Geometric Solutions of a System of Coupled Integrable Equations

    International Nuclear Information System (INIS)

    Chen Jinbing; Qiao Zhijun

    2011-01-01

    A system of (1+1)-dimensional coupled integrable equations is decomposed into a pair of new Neumann type systems that separate the spatial and temporal variables for this system over a symplectic submanifold. Then, the Neumann type flows associated with the coupled integrable equations are integrated on the complex tour of a Riemann surface. Finally, the algebro-geometric solutions expressed by Riemann theta functions of the system of coupled integrable equations are obtained by means of the Jacobi inversion.

  19. Fully Digital Chaotic Differential Equation-based Systems And Methods

    KAUST Repository

    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.

  20. Fully Digital Chaotic Differential Equation-based Systems And Methods

    KAUST Repository

    Radwan, Ahmed Gomaa Ahmed; Zidan, Mohammed A.; Salama, Khaled N.

    2012-01-01

    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.

  1. Modelling biochemical reaction systems by stochastic differential equations with reflection.

    Science.gov (United States)

    Niu, Yuanling; Burrage, Kevin; Chen, Luonan

    2016-05-07

    In this paper, we gave a new framework for modelling and simulating biochemical reaction systems by stochastic differential equations with reflection not in a heuristic way but in a mathematical way. The model is computationally efficient compared with the discrete-state Markov chain approach, and it ensures that both analytic and numerical solutions remain in a biologically plausible region. Specifically, our model mathematically ensures that species numbers lie in the domain D, which is a physical constraint for biochemical reactions, in contrast to the previous models. The domain D is actually obtained according to the structure of the corresponding chemical Langevin equations, i.e., the boundary is inherent in the biochemical reaction system. A variant of projection method was employed to solve the reflected stochastic differential equation model, and it includes three simple steps, i.e., Euler-Maruyama method was applied to the equations first, and then check whether or not the point lies within the domain D, and if not perform an orthogonal projection. It is found that the projection onto the closure D¯ is the solution to a convex quadratic programming problem. Thus, existing methods for the convex quadratic programming problem can be employed for the orthogonal projection map. Numerical tests on several important problems in biological systems confirmed the efficiency and accuracy of this approach. Copyright © 2016 Elsevier Ltd. All rights reserved.

  2. MINPACK-1, Subroutine Library for Nonlinear Equation System

    International Nuclear Information System (INIS)

    Garbow, Burton S.

    1984-01-01

    1 - Description of problem or function: MINPACK1 is a package of FORTRAN subprograms for the numerical solution of systems of non- linear equations and nonlinear least-squares problems. The individual programs are: Identification/Description: - CHKDER: Check gradients for consistency with functions, - DOGLEG: Determine combination of Gauss-Newton and gradient directions, - DPMPAR: Provide double precision machine parameters, - ENORM: Calculate Euclidean norm of vector, - FDJAC1: Calculate difference approximation to Jacobian (nonlinear equations), - FDJAC2: Calculate difference approximation to Jacobian (least squares), - HYBRD: Solve system of nonlinear equations (approximate Jacobian), - HYBRD1: Easy-to-use driver for HYBRD, - HYBRJ: Solve system of nonlinear equations (analytic Jacobian), - HYBRJ1: Easy-to-use driver for HYBRJ, - LMDER: Solve nonlinear least squares problem (analytic Jacobian), - LMDER1: Easy-to-use driver for LMDER, - LMDIF: Solve nonlinear least squares problem (approximate Jacobian), - LMDIF1: Easy-to-use driver for LMDIF, - LMPAR: Determine Levenberg-Marquardt parameter - LMSTR: Solve nonlinear least squares problem (analytic Jacobian, storage conserving), - LMSTR1: Easy-to-use driver for LMSTR, - QFORM: Accumulate orthogonal matrix from QR factorization QRFAC Compute QR factorization of rectangular matrix, - QRSOLV: Complete solution of least squares problem, - RWUPDT: Update QR factorization after row addition, - R1MPYQ: Apply orthogonal transformations from QR factorization, - R1UPDT: Update QR factorization after rank-1 addition, - SPMPAR: Provide single precision machine parameters. 4. Method of solution - MINPACK1 uses the modified Powell hybrid method and the Levenberg-Marquardt algorithm

  3. Solving (2 + 1)-dimensional sine-Poisson equation by a modified variable separated ordinary differential equation method

    International Nuclear Information System (INIS)

    Ka-Lin, Su; Yuan-Xi, Xie

    2010-01-01

    By introducing a more general auxiliary ordinary differential equation (ODE), a modified variable separated ordinary differential equation method is presented for solving the (2 + 1)-dimensional sine-Poisson equation. As a result, many explicit and exact solutions of the (2 + 1)-dimensional sine-Poisson equation are derived in a simple manner by this technique. (general)

  4. A Proposed Method for Solving Fuzzy System of Linear Equations

    Directory of Open Access Journals (Sweden)

    Reza Kargar

    2014-01-01

    Full Text Available This paper proposes a new method for solving fuzzy system of linear equations with crisp coefficients matrix and fuzzy or interval right hand side. Some conditions for the existence of a fuzzy or interval solution of m×n linear system are derived and also a practical algorithm is introduced in detail. The method is based on linear programming problem. Finally the applicability of the proposed method is illustrated by some numerical examples.

  5. Methodology for the hybrid solution of systems of differential equations

    International Nuclear Information System (INIS)

    Larrinaga, E.F.; Lopez, M.A.

    1993-01-01

    This work shows a general methodology of solution to systems of differential equations in hybrid computers. Taking into account this methodology, a mathematical model was elaborated. It offers wide possibilities of recording and handling the results on the basis of using the hybrid system IBM-VIDAC 1224 which the ISCTN has. It also presents the results gained when simulating a simple model of a nuclear reactor, which was used in the validation of the results of the computational model

  6. Indirect Inference for Stochastic Differential Equations Based on Moment Expansions

    KAUST Repository

    Ballesio, Marco

    2016-01-06

    We provide an indirect inference method to estimate the parameters of timehomogeneous scalar diffusion and jump diffusion processes. We obtain a system of ODEs that approximate the time evolution of the first two moments of the process by the approximation of the stochastic model applying a second order Taylor expansion of the SDE s infinitesimal generator in the Dynkin s formula. This method allows a simple and efficient procedure to infer the parameters of such stochastic processes given the data by the maximization of the likelihood of an approximating Gaussian process described by the two moments equations. Finally, we perform numerical experiments for two datasets arising from organic and inorganic fouling deposition phenomena.

  7. ODE/IM correspondence and the Argyres-Douglas theory

    Science.gov (United States)

    Ito, Katsushi; Shu, Hongfei

    2017-08-01

    We study the quantum spectral curve of the Argyres-Douglas theories in the Nekrasov-Sahashvili limit of the Omega-background. Using the ODE/IM correspondence we investigate the quantum integrable model corresponding to the quantum spectral curve. We show that the models for the A 2 N -type theories are non-unitary coset models ( A 1)1 × ( A 1) L /( A 1) L+1 at the fractional level L=2/2N+1-2 , which appear in the study of the 4d/2d correspondence of N = 2 superconformal field theories. Based on the WKB analysis, we clarify the relation between the Y-functions and the quantum periods and study the exact Bohr-Sommerfeld quantization condition for the quantum periods. We also discuss the quantum spectral curves for the D and E type theories.

  8. Differential equations, dynamical systems, and an introduction to chaos

    CERN Document Server

    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...

  9. Multigrid solution of diffusion equations on distributed memory multiprocessor systems

    International Nuclear Information System (INIS)

    Finnemann, H.

    1988-01-01

    The subject is the solution of partial differential equations for simulation of the reactor core on high-performance computers. The parallelization and implementation of nodal multigrid diffusion algorithms on array and ring configurations of the DIRMU multiprocessor system is outlined. The particular iteration scheme employed in the nodal expansion method appears similarly efficient in serial and parallel environments. The combination of modern multi-level techniques with innovative hardware (vector-multiprocessor systems) provides powerful tools needed for real time simulation of physical systems. The parallel efficiencies range from 70 to 90%. The same performance is estimated for large problems on large multiprocessor systems being designed at present. (orig.) [de

  10. Randomly transitional phenomena in the system governed by Duffing's equation

    International Nuclear Information System (INIS)

    Ueda, Yoshisuke.

    1978-06-01

    This paper deals with turbulent or chaotic phenomena which occur in the system governed by Duffing's equation, a special type of 2-dimensional periodic systems. By using analog and digital computers, experiments are undertaken with special reference to the changes of attractors and of average power spectra of the random processes under the variation of the system parameters. On the basis of the experimental results, an outline of the random process is made clear. The results obtained in this paper will be applied to the phenomena of the same kind which occur in 3-dimensional autonomous systems. (author)

  11. Experimental quantum computing to solve systems of linear equations.

    Science.gov (United States)

    Cai, X-D; Weedbrook, C; Su, Z-E; Chen, M-C; Gu, Mile; Zhu, M-J; Li, Li; Liu, Nai-Le; Lu, Chao-Yang; Pan, Jian-Wei

    2013-06-07

    Solving linear systems of equations is ubiquitous in all areas of science and engineering. With rapidly growing data sets, such a task can be intractable for classical computers, as the best known classical algorithms require a time proportional to the number of variables N. A recently proposed quantum algorithm shows that quantum computers could solve linear systems in a time scale of order log(N), giving an exponential speedup over classical computers. Here we realize the simplest instance of this algorithm, solving 2×2 linear equations for various input vectors on a quantum computer. We use four quantum bits and four controlled logic gates to implement every subroutine required, demonstrating the working principle of this algorithm.

  12. Is Yang-Mills equation a totally integrable system. Lecture III

    International Nuclear Information System (INIS)

    Chau Wang, L.L.

    1981-01-01

    Topics covered include: loop-space formulation of gauge theory - loop-space chiral equation; two dimensional chiral equation - conservation laws, linear system and integrability; and parallel development for the loop-space chiral equation - subtlety

  13. Advanced-Retarded Differential Equations in Quantum Photonic Systems

    Science.gov (United States)

    Alvarez-Rodriguez, Unai; Perez-Leija, Armando; Egusquiza, Iñigo L.; Gräfe, Markus; Sanz, Mikel; Lamata, Lucas; Szameit, Alexander; Solano, Enrique

    2017-01-01

    We propose the realization of photonic circuits whose dynamics is governed by advanced-retarded differential equations. Beyond their mathematical interest, these photonic configurations enable the implementation of quantum feedback and feedforward without requiring any intermediate measurement. We show how this protocol can be applied to implement interesting delay effects in the quantum regime, as well as in the classical limit. Our results elucidate the potential of the protocol as a promising route towards integrated quantum control systems on a chip. PMID:28230090

  14. Solution of generalized control system equations at steady state

    International Nuclear Information System (INIS)

    Vilim, R.B.

    1987-01-01

    Although a number of reactor systems codes feature generalized control system models, none of the models offer a steady-state solution finder. Indeed, if a transient is to begin from steady-state conditions, the user must provide estimates for the control system initial conditions and run a null transient until the plant converges to steady state. Several such transients may have to be run before values for control system demand signals are found that produce the desired plant steady state. The intent of this paper is (a) to present the control system equations assumed in the SASSYS reactor systems code and to identify the appropriate set of initial conditions, (b) to describe the generalized block diagram approach used to represent these equations, and (c) to describe a solution method and algorithm for computing these initial conditions from the block diagram. The algorithm has been installed in the SASSYS code for use with the code's generalized control system model. The solution finder greatly enhances the effectiveness of the code and the efficiency of the user in running it

  15. Resummed memory kernels in generalized system-bath master equations

    International Nuclear Information System (INIS)

    Mavros, Michael G.; Van Voorhis, Troy

    2014-01-01

    Generalized master equations provide a concise formalism for studying reduced population dynamics. Usually, these master equations require a perturbative expansion of the memory kernels governing the dynamics; in order to prevent divergences, these expansions must be resummed. Resummation techniques of perturbation series are ubiquitous in physics, but they have not been readily studied for the time-dependent memory kernels used in generalized master equations. In this paper, we present a comparison of different resummation techniques for such memory kernels up to fourth order. We study specifically the spin-boson Hamiltonian as a model system bath Hamiltonian, treating the diabatic coupling between the two states as a perturbation. A novel derivation of the fourth-order memory kernel for the spin-boson problem is presented; then, the second- and fourth-order kernels are evaluated numerically for a variety of spin-boson parameter regimes. We find that resumming the kernels through fourth order using a Padé approximant results in divergent populations in the strong electronic coupling regime due to a singularity introduced by the nature of the resummation, and thus recommend a non-divergent exponential resummation (the “Landau-Zener resummation” of previous work). The inclusion of fourth-order effects in a Landau-Zener-resummed kernel is shown to improve both the dephasing rate and the obedience of detailed balance over simpler prescriptions like the non-interacting blip approximation, showing a relatively quick convergence on the exact answer. The results suggest that including higher-order contributions to the memory kernel of a generalized master equation and performing an appropriate resummation can provide a numerically-exact solution to system-bath dynamics for a general spectral density, opening the way to a new class of methods for treating system-bath dynamics

  16. Solving Fully Fuzzy Linear System of Equations in General Form

    Directory of Open Access Journals (Sweden)

    A. Yousefzadeh

    2012-06-01

    Full Text Available In this work, we propose an approach for computing the positive solution of a fully fuzzy linear system where the coefficient matrix is a fuzzy $nimes n$ matrix. To do this, we use arithmetic operations on fuzzy numbers that introduced by Kaffman in and convert the fully fuzzy linear system into two $nimes n$ and $2nimes 2n$ crisp linear systems. If the solutions of these linear systems don't satisfy in positive fuzzy solution condition, we introduce the constrained least squares problem to obtain optimal fuzzy vector solution by applying the ranking function in given fully fuzzy linear system. Using our proposed method, the fully fuzzy linear system of equations always has a solution. Finally, we illustrate the efficiency of proposed method by solving some numerical examples.

  17. Technical and structural reading on ode Alraieah of Omar ibn Abi Rabieah and its emotional characteristic

    Directory of Open Access Journals (Sweden)

    2015-09-01

    Full Text Available Abstract: This article examines the famous Rbheah ode of Omar ibn Abi With The aim of finding The Structural form and some nice features. Knowing that this ods is the most famous and longest ode of Omar and there is in it the most characteristic of his poetry in the storied format which includes elements of the short story with its modern sense and depicts a happy life of The Umayyad period particularly those aspects that relate to women. And from this perspective has become the registered office of the poet's life and Reflection for his inner emotions. The formation of discussion like the following: Discussion Started With the introduction of what it should be noted Based on the announce new version.Then Addressed in this fifth issues and termination: 1.the main Thoughts and ideas in the Ode and its position and the way in which the poet has written ode.2.The Storied Level and dialog in theOde.3.The music in the ode and role of its weighs.4.The imaging level of the Ode in reflection for the Hejaz life. 5. Structural level of the Ode and its emotional aspects. in the end, The Paper achieved some conclusions, such as: the most remarkable is that Ibn Rbia is Sensory and womanish school leader that could link the Old dialogue Soul to Our contemporary world with poeticlyrics and dialogue Fiction.He is first real poet that granted to lyric poem the numerous technical features such as storytelling and dialogue and simplifying weights to singing.and this ode became famous for High precision in the selection of words.

  18. Control of error and convergence in ODE solvers

    International Nuclear Information System (INIS)

    Gustafsson, K.

    1992-03-01

    Feedback is a general principle that can be used in many different contexts. In this thesis it is applied to numerical integration of ordinary differential equations. An advanced integration method includes parameters and variables that should be adjusted during the execution. In addition, the integration method should be able to automatically handle situations such as: initialization, restart after failures, etc. In this thesis we regard the algorithms for parameter adjustment and supervision as a controller. The controlled measures different variable that tell the current status of the integration, and based on this information it decides how to continue. The design of the controller is vital in order to accurately and efficiently solve a large class of ordinary differential equations. The application of feedback control may appear farfetched, but numerical integration methods are in fact dynamical systems. This is often overlooked in traditional numerical analysis. We derive dynamic models that describe the behavior of the integration method as well as the standard control algorithms in use today. Using these models it is possible to analyze properties of current algorithms, and also explain some generally observed misbehaviors. Further, we use the acquired insight to derive new and improved control algorithms, both for explicit and implicit Runge-Kutta methods. In the explicit case, the new controller gives good overall performance. In particular it overcomes the problem with oscillating stepsize sequence that is often experienced when the stepsize is restricted by numerical stability. The controller for implicit methods is designed so that it tracks changes in the differential equation better than current algorithms. In addition, it includes a new strategy for the equation solver, which allows the stepsize to vary more freely. This leads to smoother error control without excessive operations on the iteration matrix. (87 refs.) (au)

  19. Motion of curves and solutions of two multi-component mKdV equations

    International Nuclear Information System (INIS)

    Yao Ruoxia; Qu Changzheng; Li Zhibin

    2005-01-01

    Two classes of multi-component mKdV equations have been shown to be integrable. One class called the multi-component geometric mKdV equation is exactly the system for curvatures of curves when the motion of the curves is governed by the mKdV flow. In this paper, exact solutions including solitary wave solutions of the two- and three-component mKdV equations are obtained, the symmetry reductions of the two-component geometric mKdV equation to ODE systems corresponding to it's Lie point symmetry groups are also given. Curves and their behavior corresponding to solitary wave solutions of the two-component geometric mKdV equation are presented

  20. Equation-free model reduction for complex dynamical systems

    International Nuclear Information System (INIS)

    Le Maitre, O. P.; Mathelin, L.; Le Maitre, O. P.

    2010-01-01

    This paper presents a reduced model strategy for simulation of complex physical systems. A classical reduced basis is first constructed relying on proper orthogonal decomposition of the system. Then, unlike the alternative approaches, such as Galerkin projection schemes for instance, an equation-free reduced model is constructed. It consists in the determination of an explicit transformation, or mapping, for the evolution over a coarse time-step of the projection coefficients of the system state on the reduced basis. The mapping is expressed as an explicit polynomial transformation of the projection coefficients and is computed once and for all in a pre-processing stage using the detailed model equation of the system. The reduced system can then be advanced in time by successive applications of the mapping. The CPU cost of the method lies essentially in the mapping approximation which is performed offline, in a parallel fashion, and only once. Subsequent application of the mapping to perform a time-integration is carried out at a low cost thanks to its explicit character. Application of the method is considered for the 2-D flow around a circular cylinder. We investigate the effectiveness of the reduced model in rendering the dynamics for both asymptotic state and transient stages. It is shown that the method leads to a stable and accurate time-integration for only a fraction of the cost of a detailed simulation, provided that the mapping is properly approximated and the reduced basis remains relevant for the dynamics investigated. (authors)

  1. Any order approximate analytical solution of the nonlinear Volterra's integral equation for accelerator dynamic systems

    International Nuclear Information System (INIS)

    Liu Chunliang; Xie Xi; Chen Yinbao

    1991-01-01

    The universal nonlinear dynamic system equation is equivalent to its nonlinear Volterra's integral equation, and any order approximate analytical solution of the nonlinear Volterra's integral equation is obtained by exact analytical method, thus giving another derivation procedure as well as another computation algorithm for the solution of the universal nonlinear dynamic system equation

  2. A Line-Tau Collocation Method for Partial Differential Equations ...

    African Journals Online (AJOL)

    This paper deals with the numerical solution of second order linear partial differential equations with the use of the method of lines coupled with the tau collocation method. The method of lines is used to convert the partial differential equation (PDE) to a sequence of ordinary differential equations (ODEs) which is then ...

  3. Solving Differential Equations in R: Package deSolve

    Science.gov (United States)

    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...

  4. Solving Differential Equations in R: Package deSolve

    NARCIS (Netherlands)

    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

  5. Efficient Instantiation of Parameterised Boolean Equation Systems to Parity Games

    Directory of Open Access Journals (Sweden)

    Gijs Kant

    2012-10-01

    Full Text Available Parameterised Boolean Equation Systems (PBESs are sequences of Boolean fixed point equations with data variables, used for, e.g., verification of modal mu-calculus formulae for process algebraic specifications with data. Solving a PBES is usually done by instantiation to a Parity Game and then solving the game. Practical game solvers exist, but the instantiation step is the bottleneck. We enhance the instantiation in two steps. First, we transform the PBES to a Parameterised Parity Game (PPG, a PBES with each equation either conjunctive or disjunctive. Then we use LTSmin, that offers transition caching, efficient storage of states and both distributed and symbolic state space generation, for generating the game graph. To that end we define a language module for LTSmin, consisting of an encoding of variables with parameters into state vectors, a grouped transition relation and a dependency matrix to indicate the dependencies between parts of the state vector and transition groups. Benchmarks on some large case studies, show that the method speeds up the instantiation significantly and decreases memory usage drastically.

  6. Cellular solutions for the Poisson equation in extended systems

    International Nuclear Information System (INIS)

    Zhang, X.; Butler, W.H.; MacLaren, J.M.; van Ek, J.

    1994-01-01

    The Poisson equation for the electrostatic potential in a solid is solved using three different cellular techniques. The relative merits of these different approaches are discussed for two test charge densities for which an analytic solution to the Poisson equation is known. The first approach uses full-cell multiple-scattering theory and results in the famililar structure constant and multipole moment expansion. This solution is shown to be valid everywhere inside the cell, although for points outside the muffin-tin sphere but inside the cell the sums must be performed in the correct order to yield meaningful results. A modification of the multiple-scattering-theory approach yields a second method, a Green-function cellular method, which only requires the solution of a nearest-neighbor linear system of equations. A third approach, a related variational cellular method, is also derived. The variational cellular approach is shown to be the most accurate and reliable, and to have the best convergence in angular momentum of the three methods. Coulomb energies accurate to within 10 -6 hartree are easily achieved with the variational cellular approach, demonstrating the practicality of the approach in electronic structure calculations

  7. Approximation of entropy solutions to degenerate nonlinear parabolic equations

    Science.gov (United States)

    Abreu, Eduardo; Colombeau, Mathilde; Panov, Evgeny Yu

    2017-12-01

    We approximate the unique entropy solutions to general multidimensional degenerate parabolic equations with BV continuous flux and continuous nondecreasing diffusion function (including scalar conservation laws with BV continuous flux) in the periodic case. The approximation procedure reduces, by means of specific formulas, a system of PDEs to a family of systems of the same number of ODEs in the Banach space L^∞, whose solutions constitute a weak asymptotic solution of the original system of PDEs. We establish well posedness, monotonicity and L^1-stability. We prove that the sequence of approximate solutions is strongly L^1-precompact and that it converges to an entropy solution of the original equation in the sense of Carrillo. This result contributes to justify the use of this original method for the Cauchy problem to standard multidimensional systems of fluid dynamics for which a uniqueness result is lacking.

  8. Analytical solutions for systems of partial differential-algebraic equations.

    Science.gov (United States)

    Benhammouda, Brahim; Vazquez-Leal, Hector

    2014-01-01

    This work presents the application of the power series method (PSM) to find solutions of partial differential-algebraic equations (PDAEs). Two systems of index-one and index-three are solved to show that PSM can provide analytical solutions of PDAEs in convergent series form. What is more, we present the post-treatment of the power series solutions with the Laplace-Padé (LP) resummation method as a useful strategy to find exact solutions. The main advantage of the proposed methodology is that the procedure is based on a few straightforward steps and it does not generate secular terms or depends of a perturbation parameter.

  9. Ferroelectric-antiferroelectric mixed systems. Equation of state, thermodynamic functions

    Directory of Open Access Journals (Sweden)

    N.A.Korynevskii

    2006-01-01

    Full Text Available The problem of equation of state for ferroelectric-antiferroelectric mixed systems in the whole region of a concentration change (0≤n≤1 is discussed. The main peculiarity of the presented model turns out to be the possibility for the site dipole momentum to be oriented ferroelectrically in z-direction and antiferroelectrically in x-direction. Such a situation takes place in mixed compounds of KDP type. The different phases (ferro-, antiferro-, paraelectric, dipole glass and some combinations of them have been found and analyzed.

  10. Integrability of a system of two nonlinear Schroedinger equations

    International Nuclear Information System (INIS)

    Zhukhunashvili, V.Z.

    1989-01-01

    In recent years the inverse scattering method has achieved significant successes in the integration of nonlinear models that arise in different branches of physics. However, its region of applicability is still restricted, i.e., not all nonlinear models can be integrated. In view of the great mathematical difficulties that arise in integration, it is clearly worth testing a model for integrability before turning to integration. Such a possibility is provided by the Zakharov-Schulman method. The question of the integrability of a system of two nonlinear Schroedinger equations is resolved. It is shown that the previously known cases exhaust all integrable variants

  11. A numerical scheme for the generalized Burgers–Huxley equation

    Directory of Open Access Journals (Sweden)

    Brajesh K. Singh

    2016-10-01

    Full Text Available In this article, a numerical solution of generalized Burgers–Huxley (gBH equation is approximated by using a new scheme: modified cubic B-spline differential quadrature method (MCB-DQM. The scheme is based on differential quadrature method in which the weighting coefficients are obtained by using modified cubic B-splines as a set of basis functions. This scheme reduces the equation into a system of first-order ordinary differential equation (ODE which is solved by adopting SSP-RK43 scheme. Further, it is shown that the proposed scheme is stable. The efficiency of the proposed method is illustrated by four numerical experiments, which confirm that obtained results are in good agreement with earlier studies. This scheme is an easy, economical and efficient technique for finding numerical solutions for various kinds of (nonlinear physical models as compared to the earlier schemes.

  12. Iterative solution of large sparse systems of equations

    CERN Document Server

    Hackbusch, Wolfgang

    2016-01-01

    In the second edition of this classic monograph, complete with four new chapters and updated references, readers will now have access to content describing and analysing classical and modern methods with emphasis on the algebraic structure of linear iteration, which is usually ignored in other literature. The necessary amount of work increases dramatically with the size of systems, so one has to search for algorithms that most efficiently and accurately solve systems of, e.g., several million equations. The choice of algorithms depends on the special properties the matrices in practice have. An important class of large systems arises from the discretization of partial differential equations. In this case, the matrices are sparse (i.e., they contain mostly zeroes) and well-suited to iterative algorithms. The first edition of this book grew out of a series of lectures given by the author at the Christian-Albrecht University of Kiel to students of mathematics. The second edition includes quite novel approaches.

  13. Experiments and Recommendations for Partitioning Systems of Equations

    Directory of Open Access Journals (Sweden)

    Mafteiu-Scai Liviu Octavian

    2014-06-01

    Full Text Available Partitioning the systems of equations is a very important process when solving it on a parallel computer. This paper presents some criteria which leads to more efficient parallelization, that must be taken into consideration. New criteria added to preconditioning process by reducing average bandwidth are pro- posed in this paper. These new criteria lead to a combination between preconditioning and partitioning of systems equations, so no need two distinct algorithms/processes. In our proposed methods - where the preconditioning is done by reducing the average bandwidth- two directions were followed in terms of partitioning: for a given preconditioned system determining the best partitioning (or one as close and the second consist in achieving an adequate preconditioning, depending on a given/desired partitioning. A mixed method it is also proposed. Experimental results, conclusions and recommendations, obtained after parallel implementation of conjugate gradient on IBM BlueGene /P supercomputer- based on a synchronous model of parallelization- are also presented in this paper.

  14. A generalized auxiliary equation method and its application to nonlinear Klein-Gordon and generalized nonlinear Camassa-Holm equations

    International Nuclear Information System (INIS)

    Yomba, Emmanuel

    2008-01-01

    With the aid of symbolic computation, a generalized auxiliary equation method is proposed to construct more general exact solutions to two types of NLPDEs. First, we present new family of solutions to a nonlinear Klein-Gordon equation, by using this auxiliary equation method including a new first-order nonlinear ODE with six-degree nonlinear term proposed by Sirendaoreji. Then, we apply an indirect F-function method very close to the F-expansion method to solve the generalized Camassa-Holm equation with fully nonlinear dispersion and fully nonlinear convection C(l,n,p). Taking advantage of the new first-order nonlinear ODE with six degree nonlinear term, this indirect F-function method is used to map the solutions of C(l,n,p) equations to those of that nonlinear ODE. As a result, we can successfully obtain in a unified way, many exact solutions

  15. Discrete Painlevé equations from Y-systems

    International Nuclear Information System (INIS)

    Hone, Andrew N W; Inoue, Rei

    2014-01-01

    We consider T-systems and Y-systems arising from cluster mutations applied to quivers that have the property of being periodic under a sequence of mutations. The corresponding nonlinear recurrences for cluster variables (coefficient-free T-systems) were described in the work of Fordy and Marsh, who completely classified all such quivers in the case of period 1, and characterized them in terms of the skew-symmetric exchange matrix B that defines the quiver. A broader notion of periodicity in general cluster algebras was introduced by Nakanishi, who also described the corresponding Y-systems, and T-systems with coefficients. A result of Fomin and Zelevinsky says that the coefficient-free T-system provides a solution of the Y-system. In this paper, we show that in general there is a discrepancy between these two systems, in the sense that the solution of the former does not correspond to the general solution of the latter. This discrepancy is removed by introducing additional non-autonomous coefficients into the T-system. In particular, we focus on the period 1 case and show that, when the exchange matrix B is degenerate, discrete Painlevé equations can arise from this construction. This article is part of a special issue of Journal of Physics A: Mathematical and Theoretical devoted to ‘Cluster algebras in mathematical physics’. (paper)

  16. Duas odes horacianas e uma imitação camoniana

    Directory of Open Access Journals (Sweden)

    Paulo Vasconcellos

    2003-11-01

    Full Text Available As odes I, 4 e IV, 7 de Horácio apresentam elementos comparáveis não apenas do ponto de vista do conteúdo como também do ponto de vista da forma, apesar da diferença de metro e de tom. Neste breve artigo, examinamos essas semelhanças e mostramos como Camões imitou, em uma ode, os dois poemas ao mesmo tempo.

  17. Asymptotics for the greatest zeros of solutions of a particular O.D.E.

    Directory of Open Access Journals (Sweden)

    Silvia Noschese

    1994-05-01

    Full Text Available This paper deals with the Liouville-Stekeloff method for approximating solutions of homogeneous linear ODE and a general result due to Tricomi which provides estimates for the zeros of functions by means of the knowledge of an asymptotic representation. From the classical tools we deduce information about the asymptotics of the greatest zeros of a class of solutions of a particular ODE, including the classical Hermite polynomials.

  18. INTERVAL STATE ESTIMATION FOR SINGULAR DIFFERENTIAL EQUATION SYSTEMS WITH DELAYS

    Directory of Open Access Journals (Sweden)

    T. A. Kharkovskaia

    2016-07-01

    Full Text Available The paper deals with linear differential equation systems with algebraic restrictions (singular systems and a method of interval observer design for this kind of systems. The systems contain constant time delay, measurement noise and disturbances. Interval observer synthesis is based on monotone and cooperative systems technique, linear matrix inequations, Lyapunov function theory and interval arithmetic. The set of conditions that gives the possibility for interval observer synthesis is proposed. Results of synthesized observer operation are shown on the example of dynamical interindustry balance model. The advantages of proposed method are that it is adapted to observer design for uncertain systems, if the intervals of admissible values for uncertain parameters are given. The designed observer is capable to provide asymptotically definite limits on the estimation accuracy, since the interval of admissible values for the object state is defined at every instant. The obtained result provides an opportunity to develop the interval estimation theory for complex systems that contain parametric uncertainty, varying delay and nonlinear elements. Interval observers increasingly find applications in economics, electrical engineering, mechanical systems with constraints and optimal flow control.

  19. Transforming parts of a differential equations system to difference equations as a method for run-time savings in NONMEM.

    Science.gov (United States)

    Petersson, K J F; Friberg, L E; Karlsson, M O

    2010-10-01

    Computer models of biological systems grow more complex as computing power increase. Often these models are defined as differential equations and no analytical solutions exist. Numerical integration is used to approximate the solution; this can be computationally intensive, time consuming and be a large proportion of the total computer runtime. The performance of different integration methods depend on the mathematical properties of the differential equations system at hand. In this paper we investigate the possibility of runtime gains by calculating parts of or the whole differential equations system at given time intervals, outside of the differential equations solver. This approach was tested on nine models defined as differential equations with the goal to reduce runtime while maintaining model fit, based on the objective function value. The software used was NONMEM. In four models the computational runtime was successfully reduced (by 59-96%). The differences in parameter estimates, compared to using only the differential equations solver were less than 12% for all fixed effects parameters. For the variance parameters, estimates were within 10% for the majority of the parameters. Population and individual predictions were similar and the differences in OFV were between 1 and -14 units. When computational runtime seriously affects the usefulness of a model we suggest evaluating this approach for repetitive elements of model building and evaluation such as covariate inclusions or bootstraps.

  20. Using Difference Equation to Model Discrete-time Behavior in System Dynamics Modeling

    NARCIS (Netherlands)

    Hesan, R.; Ghorbani, A.; Dignum, M.V.

    2014-01-01

    In system dynamics modeling, differential equations have been used as the basic mathematical operator. Using difference equation to build system dynamics models instead of differential equation, can be insightful for studying small organizations or systems with micro behavior. In this paper we

  1. System of adjoint P1 equations for neutron moderation

    International Nuclear Information System (INIS)

    Martinez, Aquilino Senra; Silva, Fernando Carvalho da; Cardoso, Carlos Eduardo Santos

    2000-01-01

    In some applications of perturbation theory, it is necessary know the adjoint neutron flux, which is obtained by the solution of adjoint neutron diffusion equation. However, the multigroup constants used for this are weighted in only the direct neutron flux, from the solution of direct P1 equations. In this work, this procedure is questioned and the adjoint P1 equations are derived by the neutron transport equation, the reversion operators rules and analogies between direct and adjoint parameters. (author)

  2. Test of numerical methods for the integration of kinetic equations in tropospheric chemistry; Confronto di metodi numerici per l'integrazione di sistemi di equazioni differenziali ordinarie di tipo STIFF inserite nel modello fotochimico Calgrid

    Energy Technology Data Exchange (ETDEWEB)

    Lorenzini, R.; Passoni, L. [ENEA, Centro Ricerche Ezio Clementel, Bologna (Italy). Dipt. Ambiente

    1999-07-01

    The integration of ordinary differential equations systems (ODEs) is of significant concern to tropospheric and stratospheric chemistry modelers. The solution of the ODEs requires a large computational effort because of their stiff nature; in a three-dimensional photochemical model the solution of the ODEs required at least 70% of the total CPU time. Several numerical integration techniques exist which attempt to provide accurate and computationally efficient solutions. In this work it is presented a comparison of some of the techniques in terms of solution accuracy and required computational time. It has been compared the Hybrid Solver (Young and Boris, 1977), the Quasi Steady-State Approximation method (Hesstvedt et al., 1978) and the Chemical Solver for Ordinary Differential Equations (Aro, 1996), by using the CALGRID photochemical model. The accuracy is evaluated by comparing the results of every method with the solutions obtained by the Livermore Solver for Ordinary Differential Equations (Hindmarsh, 1980). The comparison has been made varing the parameters of the error tolerances, and taking into account the trade-off between solution accuracy and computational efficiency. [Italian] L'integrazione di sistemi di equazioni differenziali ordinarie (ODEs), e' un problema significativo per i modellisti della chimica troposferica e stratosferica. A causa della loro natura stiff la soluzione degli ODEs richiese un notevole sforzo computazionale; in un modello fotochimico tridimensionale la soluzione degli ODEs richiede almeno il 70% del tempo totale di CPU. Esistono diverse tecniche di integrazione numerica che possono fornire soluzioni accurate e computazionalmente efficienti: in questo lavoro presentiamo un confronto fra alcune tecniche in termini di accuratezza della soluzione e tempo computazionale richiesto. Si sono confrontati il Solver Ibrido (Young and Boris, 1977), il metodo Quasi Steady-State Approximation (Hesstvedt et al., 1978) ed il Chemical

  3. Linear homotopy solution of nonlinear systems of equations in geodesy

    Science.gov (United States)

    Paláncz, Béla; Awange, Joseph L.; Zaletnyik, Piroska; Lewis, Robert H.

    2010-01-01

    A fundamental task in geodesy is solving systems of equations. Many geodetic problems are represented as systems of multivariate polynomials. A common problem in solving such systems is improper initial starting values for iterative methods, leading to convergence to solutions with no physical meaning, or to convergence that requires global methods. Though symbolic methods such as Groebner bases or resultants have been shown to be very efficient, i.e., providing solutions for determined systems such as 3-point problem of 3D affine transformation, the symbolic algebra can be very time consuming, even with special Computer Algebra Systems (CAS). This study proposes the Linear Homotopy method that can be implemented easily in high-level computer languages like C++ and Fortran that are faster than CAS by at least two orders of magnitude. Using Mathematica, the power of Homotopy is demonstrated in solving three nonlinear geodetic problems: resection, GPS positioning, and affine transformation. The method enlarging the domain of convergence is found to be efficient, less sensitive to rounding of numbers, and has lower complexity compared to other local methods like Newton-Raphson.

  4. Quantifying uncertainty, variability and likelihood for ordinary differential equation models

    LENUS (Irish Health Repository)

    Weisse, Andrea Y

    2010-10-28

    Abstract Background In many applications, ordinary differential equation (ODE) models are subject to uncertainty or variability in initial conditions and parameters. Both, uncertainty and variability can be quantified in terms of a probability density function on the state and parameter space. Results The partial differential equation that describes the evolution of this probability density function has a form that is particularly amenable to application of the well-known method of characteristics. The value of the density at some point in time is directly accessible by the solution of the original ODE extended by a single extra dimension (for the value of the density). This leads to simple methods for studying uncertainty, variability and likelihood, with significant advantages over more traditional Monte Carlo and related approaches especially when studying regions with low probability. Conclusions While such approaches based on the method of characteristics are common practice in other disciplines, their advantages for the study of biological systems have so far remained unrecognized. Several examples illustrate performance and accuracy of the approach and its limitations.

  5. Langevin equation in systems with also negative temperatures

    Science.gov (United States)

    Baldovin, Marco; Puglisi, Andrea; Vulpiani, Angelo

    2018-04-01

    We discuss how to derive a Langevin equation (LE) in non standard systems, i.e. when the kinetic part of the Hamiltonian is not the usual quadratic function. This generalization allows to consider also cases with negative absolute temperature. We first give some phenomenological arguments suggesting the shape of the viscous drift, replacing the usual linear viscous damping, and its relation with the diffusion coefficient modulating the white noise term. As a second step, we implement a procedure to reconstruct the drift and the diffusion term of the LE from the time-series of the momentum of a heavy particle embedded in a large Hamiltonian system. The results of our reconstruction are in good agreement with the phenomenological arguments. Applying the method to systems with negative temperature, we can observe that also in this case there is a suitable LE, obtained with a precise protocol, able to reproduce in a proper way the statistical features of the slow variables. In other words, even in this context, systems with negative temperature do not show any pathology.

  6. 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...

  7. NIMROD: a program for inference via a normal approximation of the posterior in models with random effects based on ordinary differential equations.

    Science.gov (United States)

    Prague, Mélanie; Commenges, Daniel; Guedj, Jérémie; Drylewicz, Julia; Thiébaut, Rodolphe

    2013-08-01

    Models based on ordinary differential equations (ODE) are widespread tools for describing dynamical systems. In biomedical sciences, data from each subject can be sparse making difficult to precisely estimate individual parameters by standard non-linear regression but information can often be gained from between-subjects variability. This makes natural the use of mixed-effects models to estimate population parameters. Although the maximum likelihood approach is a valuable option, identifiability issues favour Bayesian approaches which can incorporate prior knowledge in a flexible way. However, the combination of difficulties coming from the ODE system and from the presence of random effects raises a major numerical challenge. Computations can be simplified by making a normal approximation of the posterior to find the maximum of the posterior distribution (MAP). Here we present the NIMROD program (normal approximation inference in models with random effects based on ordinary differential equations) devoted to the MAP estimation in ODE models. We describe the specific implemented features such as convergence criteria and an approximation of the leave-one-out cross-validation to assess the model quality of fit. In pharmacokinetics models, first, we evaluate the properties of this algorithm and compare it with FOCE and MCMC algorithms in simulations. Then, we illustrate NIMROD use on Amprenavir pharmacokinetics data from the PUZZLE clinical trial in HIV infected patients. Copyright © 2013 Elsevier Ireland Ltd. All rights reserved.

  8. Nonlinear perturbations of systems of partial differential equations with constant coefficients

    Directory of Open Access Journals (Sweden)

    Carmen J. Vanegas

    2000-01-01

    Full Text Available In this article, we show the existence of solutions to boundary-value problems, consisting of nonlinear systems of partial differential equations with constant coefficients. For this purpose, we use the right inverse of an associated operator and a fix point argument. As illustrations, we apply this method to Helmholtz equations and to second order systems of elliptic equations.

  9. ON ENTIRE SOLUTIONS OF TWO TYPES OF SYSTEMS OF COMPLEX DIFFERENTIAL-DIFFERENCE EQUATIONS

    Institute of Scientific and Technical Information of China (English)

    Lingyun GAO

    2017-01-01

    In this paper,we will mainly investigate entire solutions with finite order of two types of systems of differential-difference equations,and obtain some interesting results.It extends some results concerning complex differential (difference) equations to the systems of differential-difference equations.

  10. Relating systems properties of the wave and the Schrödinger equation

    NARCIS (Netherlands)

    Zwart, Heiko J.; Le Gorrec, Yann; Maschke, B.M.

    In this article we show that systems properties of the systems governed by the second order differential equation d2wdt2=−A0w and the first order differential equation dzdt=iA0z are related. This can be used to show that, for instance, exact observability of the N-dimensional wave equation implies

  11. Excess Entropy Production in Quantum System: Quantum Master Equation Approach

    Science.gov (United States)

    Nakajima, Satoshi; Tokura, Yasuhiro

    2017-12-01

    For open systems described by the quantum master equation (QME), we investigate the excess entropy production under quasistatic operations between nonequilibrium steady states. The average entropy production is composed of the time integral of the instantaneous steady entropy production rate and the excess entropy production. We propose to define average entropy production rate using the average energy and particle currents, which are calculated by using the full counting statistics with QME. The excess entropy production is given by a line integral in the control parameter space and its integrand is called the Berry-Sinitsyn-Nemenman (BSN) vector. In the weakly nonequilibrium regime, we show that BSN vector is described by ln \\breve{ρ }_0 and ρ _0 where ρ _0 is the instantaneous steady state of the QME and \\breve{ρ }_0 is that of the QME which is given by reversing the sign of the Lamb shift term. If the system Hamiltonian is non-degenerate or the Lamb shift term is negligible, the excess entropy production approximately reduces to the difference between the von Neumann entropies of the system. Additionally, we point out that the expression of the entropy production obtained in the classical Markov jump process is different from our result and show that these are approximately equivalent only in the weakly nonequilibrium regime.

  12. Generation of static solutions of the self-consistent system of Einstein-Maxwell equations

    International Nuclear Information System (INIS)

    Anchikov, A.M.; Daishev, R.A.

    1988-01-01

    A theorem is proved, according to which to each solution of the Einstein equations with an arbitrary momentum-energy tensor in the right hand side there corresponds a static solution of the self-consistent system of Einstein-Maxwell equations. As a consequence of this theorem, a method is established of generating static solutions of the self-consistent system of Einstein-Maxwell equations with a charged grain as a source of vacuum solutions of the Einstein equations

  13. Flow Equation Approach to the Statistics of Nonlinear Dynamical Systems

    Science.gov (United States)

    Marston, J. B.; Hastings, M. B.

    2005-03-01

    The probability distribution function of non-linear dynamical systems is governed by a linear framework that resembles quantum many-body theory, in which stochastic forcing and/or averaging over initial conditions play the role of non-zero . Besides the well-known Fokker-Planck approach, there is a related Hopf functional methodootnotetextUriel Frisch, Turbulence: The Legacy of A. N. Kolmogorov (Cambridge University Press, 1995) chapter 9.5.; in both formalisms, zero modes of linear operators describe the stationary non-equilibrium statistics. To access the statistics, we investigate the method of continuous unitary transformationsootnotetextS. D. Glazek and K. G. Wilson, Phys. Rev. D 48, 5863 (1993); Phys. Rev. D 49, 4214 (1994). (also known as the flow equation approachootnotetextF. Wegner, Ann. Phys. 3, 77 (1994).), suitably generalized to the diagonalization of non-Hermitian matrices. Comparison to the more traditional cumulant expansion method is illustrated with low-dimensional attractors. The treatment of high-dimensional dynamical systems is also discussed.

  14. Computer programs for solving systems of nonlinear equations

    International Nuclear Information System (INIS)

    Asaoka, Takumi

    1978-03-01

    Computer programs to find a solution, usually the one closest to some guess, of a system of simultaneous nonlinear equations are provided for real functions of the real arguments. These are based on quasi-Newton methods or projection methods, which are briefly reviewed in the present report. Benchmark tests were performed on these subroutines to grasp their characteristics. As the program not requiring analytical forms of the derivatives of the Jacobian matrix, we have dealt with NS01A of Powell, NS03A of Reid for a system with the sparse Jacobian and NONLIN of Brown. Of these three subroutines of quasi-Newton methods, NONLIN is shown to be the most useful because of its stable algorithm and short computation time. On the other hand, as the subroutine for which the derivatives of the Jacobian are to be supplied analytically, we have tested INTECH of a quasi-Newton method based on the Boggs' algorithm, PROJA of Georg and Keller based on the projection method and an option of NS03A. The results have shown that INTECH, treating variables which appear only linearly in the functions separately, takes the shortest computation time, on the whole, while the projection method requires further research to find an optimal algorithm. (auth.)

  15. First integrals of the axisymmetric shape equation of lipid membranes

    Science.gov (United States)

    Zhang, Yi-Heng; McDargh, Zachary; Tu, Zhan-Chun

    2018-03-01

    The shape equation of lipid membranes is a fourth-order partial differential equation. Under the axisymmetric condition, this equation was transformed into a second-order ordinary differential equation (ODE) by Zheng and Liu (Phys. Rev. E 48 2856 (1993)). Here we try to further reduce this second-order ODE to a first-order ODE. First, we invert the usual process of variational calculus, that is, we construct a Lagrangian for which the ODE is the corresponding Euler–Lagrange equation. Then, we seek symmetries of this Lagrangian according to the Noether theorem. Under a certain restriction on Lie groups of the shape equation, we find that the first integral only exists when the shape equation is identical to the Willmore equation, in which case the symmetry leading to the first integral is scale invariance. We also obtain the mechanical interpretation of the first integral by using the membrane stress tensor. Project supported by the National Natural Science Foundation of China (Grant No. 11274046) and the National Science Foundation of the United States (Grant No. 1515007).

  16. On an improved method for solving evolution equations of higher ...

    African Journals Online (AJOL)

    In this paper we introduce a new algebraic procedure to compute new classes of solutions of (1+1)-nonlinear partial differential equations (nPDEs) both of physical and technical relevance. The basic assumption is that the unknown solution(s) of the nPDE under consideration satisfy an ordinary differential equation (ODE) of ...

  17. Numerical bifurcation analysis of a class of nonlinear renewal equations

    NARCIS (Netherlands)

    Breda, Dimitri; Diekmann, Odo; Liessi, Davide; Scarabel, Francesca

    2016-01-01

    We show, by way of an example, that numerical bifurcation tools for ODE yield reliable bifurcation diagrams when applied to the pseudospectral approximation of a one-parameter family of nonlinear renewal equations. The example resembles logistic-and Ricker-type population equations and exhibits

  18. Maxwell-Vlasov equations as a continuous Hamiltonian system

    International Nuclear Information System (INIS)

    Morrison, P.J.

    1980-09-01

    The well-known Maxwell-Vlasov equations that describe a collisionless plasma are cast into Hamiltonian form. The dynamical variables are the physical although noncanonical variables E, B and f. We present a Poisson bracket which acts on these variables and the energy functional to produce the equations of motion

  19. An analytical approximation scheme to two-point boundary value problems of ordinary differential equations

    International Nuclear Information System (INIS)

    Boisseau, Bruno; Forgacs, Peter; Giacomini, Hector

    2007-01-01

    A new (algebraic) approximation scheme to find global solutions of two-point boundary value problems of ordinary differential equations (ODEs) is presented. The method is applicable for both linear and nonlinear (coupled) ODEs whose solutions are analytic near one of the boundary points. It is based on replacing the original ODEs by a sequence of auxiliary first-order polynomial ODEs with constant coefficients. The coefficients in the auxiliary ODEs are uniquely determined from the local behaviour of the solution in the neighbourhood of one of the boundary points. The problem of obtaining the parameters of the global (connecting) solutions, analytic at one of the boundary points, reduces to find the appropriate zeros of algebraic equations. The power of the method is illustrated by computing the approximate values of the 'connecting parameters' for a number of nonlinear ODEs arising in various problems in field theory. We treat in particular the static and rotationally symmetric global vortex, the skyrmion, the Abrikosov-Nielsen-Olesen vortex, as well as the 't Hooft-Polyakov magnetic monopole. The total energy of the skyrmion and of the monopole is also computed by the new method. We also consider some ODEs coming from the exact renormalization group. The ground-state energy level of the anharmonic oscillator is also computed for arbitrary coupling strengths with good precision. (fast track communication)

  20. On the specification of structural equation models for ecological systems

    Science.gov (United States)

    Grace, J.B.; Michael, Anderson T.; Han, O.; Scheiner, S.M.

    2010-01-01

    The use of structural equation modeling (SEM) is often motivated by its utility for investigating complex networks of relationships, but also because of its promise as a means of representing theoretical concepts using latent variables. In this paper, we discuss characteristics of ecological theory and some of the challenges for proper specification of theoretical ideas in structural equation models (SE models). In our presentation, we describe some of the requirements for classical latent variable models in which observed variables (indicators) are interpreted as the effects of underlying causes. We also describe alternative model specifications in which indicators are interpreted as having causal influences on the theoretical concepts. We suggest that this latter nonclassical specification (which involves another variable type-the composite) will often be appropriate for ecological studies because of the multifaceted nature of our theoretical concepts. In this paper, we employ the use of meta-models to aid the translation of theory into SE models and also to facilitate our ability to relate results back to our theories. We demonstrate our approach by showing how a synthetic theory of grassland biodiversity can be evaluated using SEM and data from a coastal grassland. In this example, the theory focuses on the responses of species richness to abiotic stress and disturbance, both directly and through intervening effects on community biomass. Models examined include both those based on classical forms (where each concept is represented using a single latent variable) and also ones in which the concepts are recognized to be multifaceted and modeled as such. To address the challenge of matching SE models with the conceptual level of our theory, two approaches are illustrated, compositing and aggregation. Both approaches are shown to have merits, with the former being preferable for cases where the multiple facets of a concept have widely differing effects in the

  1. Lie Symmetry of the Diffusive Lotka–Volterra System with Time-Dependent Coefficients

    Directory of Open Access Journals (Sweden)

    Vasyl’ Davydovych

    2018-02-01

    Full Text Available Lie symmetry classification of the diffusive Lotka–Volterra system with time-dependent coefficients in the case of a single space variable is studied. A set of such symmetries in an explicit form is constructed. A nontrivial ansatz reducing the Lotka–Volterra system with correctly-specified coefficients to the system of ordinary differential equations (ODEs and an example of the exact solution with a biological interpretation are found.

  2. The soliton solution of BBGKY quantum kinetic equations chain for different type particles system

    International Nuclear Information System (INIS)

    Rasulova, M.Yu.; Avazov, U.; Hassan, T.

    2006-12-01

    In the present paper on the basis of BBGKY chain of quantum kinetic equations the chain of equations for correlation matrices is derived, describing the evolution of a system of different types particles, which interact by pair potential. The series, which is the solution of this chain of equations for correlation matrices, is suggested. Using this series the solution of the last chain of equations is reduced to a solution of a set of homogeneous and nonhomogeneous von-Neumann's kinetic equations (analogue of Vlasov equations for quantum case). The first and second equations of this set of equations coincide with the first and second kinetic equations of the set, which is used in plasma physics. For an potential in the form of Dirac delta function, the solution of von-Neumann equation is defined through soliton solution of nonlinear Schrodinger equations. Based on von-Neumann equation one can define all terms of series, which is a solution of a chain of equations for correlation matrices. On the basis of these correlation matrices for a system of different types of particles we can define exact solution of BBGKY chain of quantum kinetic equations

  3. The mask of eroticism in "Ode Marítima": ecstasy and geometry

    Directory of Open Access Journals (Sweden)

    Aline Carla Dalmutt

    2013-12-01

    Full Text Available This present work intends to make a reading of the "Maritime Ode" by Fernando Pessoa, signed by Álvaro de Campos, the Sensationalist Engineer. The essence of this heteronomous is looking at the world and man under an dialectical angle, in a place where each thing crosses, complete and vanishes under a look that is a "sexual perversion". In this ode, the look "feels everything in every way", and this implies working the sensations in all its ramifications, stressing at this point eroticism in a masked speech, multiplier of sadomasochistic sensation, in a unsuccessful narrative which escapes the metaphysical anguish and from life "sitting, ruled and revised." The euphoria / dysphoria of Campos of the "Odes" is fictitious, more a mask, "pure mirage."

  4. On a computer implementation of the block Gauss–Seidel method for normal systems of equations

    OpenAIRE

    Alexander I. Zhdanov; Ekaterina Yu. Bogdanova

    2016-01-01

    This article focuses on the modification of the block option Gauss-Seidel method for normal systems of equations, which is a sufficiently effective method of solving generally overdetermined, systems of linear algebraic equations of high dimensionality. The main disadvantage of methods based on normal equations systems is the fact that the condition number of the normal system is equal to the square of the condition number of the original problem. This fact has a negative impact on the rate o...

  5. Gaussian approximations for stochastic systems with delay: Chemical Langevin equation and application to a Brusselator system

    International Nuclear Information System (INIS)

    Brett, Tobias; Galla, Tobias

    2014-01-01

    We present a heuristic derivation of Gaussian approximations for stochastic chemical reaction systems with distributed delay. In particular, we derive the corresponding chemical Langevin equation. Due to the non-Markovian character of the underlying dynamics, these equations are integro-differential equations, and the noise in the Gaussian approximation is coloured. Following on from the chemical Langevin equation, a further reduction leads to the linear-noise approximation. We apply the formalism to a delay variant of the celebrated Brusselator model, and show how it can be used to characterise noise-driven quasi-cycles, as well as noise-triggered spiking. We find surprisingly intricate dependence of the typical frequency of quasi-cycles on the delay period

  6. Gaussian approximations for stochastic systems with delay: chemical Langevin equation and application to a Brusselator system.

    Science.gov (United States)

    Brett, Tobias; Galla, Tobias

    2014-03-28

    We present a heuristic derivation of Gaussian approximations for stochastic chemical reaction systems with distributed delay. In particular, we derive the corresponding chemical Langevin equation. Due to the non-Markovian character of the underlying dynamics, these equations are integro-differential equations, and the noise in the Gaussian approximation is coloured. Following on from the chemical Langevin equation, a further reduction leads to the linear-noise approximation. We apply the formalism to a delay variant of the celebrated Brusselator model, and show how it can be used to characterise noise-driven quasi-cycles, as well as noise-triggered spiking. We find surprisingly intricate dependence of the typical frequency of quasi-cycles on the delay period.

  7. Poincaré-MacMillan Equations of Motion for a Nonlinear Nonholonomic Dynamical System

    Science.gov (United States)

    Amjad, Hussain; Syed Tauseef, Mohyud-Din; Ahmet, Yildirim

    2012-03-01

    MacMillan's equations are extended to Poincaré's formalism, and MacMillan's equations for nonlinear nonholonomic systems are obtained in terms of Poincaré parameters. The equivalence of the results obtained here with other forms of equations of motion is demonstrated. An illustrative example of the theory is provided as well.

  8. On realization of nonlinear systems described by higher-order differential equations

    NARCIS (Netherlands)

    van der Schaft, Arjan

    1987-01-01

    We consider systems of smooth nonlinear differential and algebraic equations in which some of the variables are distinguished as “external variables.” The realization problem is to replace the higher-order implicit differential equations by first-order explicit differential equations and the

  9. Indirect Inference for Stochastic Differential Equations Based on Moment Expansions

    KAUST Repository

    Ballesio, Marco; Tempone, Raul; Vilanova, Pedro

    2016-01-01

    We provide an indirect inference method to estimate the parameters of timehomogeneous scalar diffusion and jump diffusion processes. We obtain a system of ODEs that approximate the time evolution of the first two moments of the process

  10. A canonical form of the equation of motion of linear dynamical systems

    Science.gov (United States)

    Kawano, Daniel T.; Salsa, Rubens Goncalves; Ma, Fai; Morzfeld, Matthias

    2018-03-01

    The equation of motion of a discrete linear system has the form of a second-order ordinary differential equation with three real and square coefficient matrices. It is shown that, for almost all linear systems, such an equation can always be converted by an invertible transformation into a canonical form specified by two diagonal coefficient matrices associated with the generalized acceleration and displacement. This canonical form of the equation of motion is unique up to an equivalence class for non-defective systems. As an important by-product, a damped linear system that possesses three symmetric and positive definite coefficients can always be recast as an undamped and decoupled system.

  11. Discrete systems related to the sixth Painleve equation

    International Nuclear Information System (INIS)

    Ramani, A; Ohta, Y; Grammaticos, B

    2006-01-01

    We present discrete Painleve equations which can be obtained as contiguity relations of the solutions of the continuous Painleve VI. The derivation is based on the geometry of the affine Weyl group D (1) 4 associated with the bilinear formalism. As an offshoot we also present the contiguity relations of the solutions of the Bureau-Ablowitz-Fokas equation, which is a Miura transformed, 'modified', P VI

  12. Darboux and binary Darboux transformations for discrete integrable systems I. Discrete potential KdV equation

    International Nuclear Information System (INIS)

    Shi, Ying; Zhang, Da-jun; Nimmo, Jonathan J C

    2014-01-01

    The Hirota–Miwa equation can be written in ‘nonlinear’ form in two ways: the discrete KP equation and, by using a compatible continuous variable, the discrete potential KP equation. For both systems, we consider the Darboux and binary Darboux transformations, expressed in terms of the continuous variable, and obtain exact solutions in Wronskian and Grammian form. We discuss reductions of both systems to the discrete KdV and discrete potential KdV equation, respectively, and exploit this connection to find the Darboux and binary Darboux transformations and exact solutions of these equations. (paper)

  13. Solution of systems of linear algebraic equations by the method of summation of divergent series

    International Nuclear Information System (INIS)

    Kirichenko, G.A.; Korovin, Ya.S.; Khisamutdinov, M.V.; Shmojlov, V.I.

    2015-01-01

    A method for solving systems of linear algebraic equations has been proposed on the basis on the summation of the corresponding continued fractions. The proposed algorithm for solving systems of linear algebraic equations is classified as direct algorithms providing an exact solution in a finite number of operations. Examples of solving systems of linear algebraic equations have been presented and the effectiveness of the algorithm has been estimated [ru

  14. Asymptotic behavior of solutions of linear multi-order fractional differential equation systems

    OpenAIRE

    Diethelm, Kai; Siegmund, Stefan; Tuan, H. T.

    2017-01-01

    In this paper, we investigate some aspects of the qualitative theory for multi-order fractional differential equation systems. First, we obtain a fundamental result on the existence and uniqueness for multi-order fractional differential equation systems. Next, a representation of solutions of homogeneous linear multi-order fractional differential equation systems in series form is provided. Finally, we give characteristics regarding the asymptotic behavior of solutions to some classes of line...

  15. Equations of motion for free-flight systems of rotating-translating bodies

    International Nuclear Information System (INIS)

    Hodapp, A.E. Jr.

    1976-09-01

    General vector differential equations of motion are developed for a system of rotating-translating, unbalanced, constant mass bodies. Complete flexibility is provided in placement of the reference coordinates within the system of bodies and in placement of body fixed axes within each body. Example cases are presented to demonstrate the ease in reduction of these equations to the equations of motion for systems of interest

  16. A Second Chance to Dream: Initiating ODeL in Secondary School Re-Entry Programs for Young Adult Secondary School Dropouts the Case of Mumias District, Western Kenya

    Science.gov (United States)

    Musita, Richard; Ogange, Betty O.; Lugendo, Dorine

    2018-01-01

    The Kenyan education system has very limited re-entry options for learners who drop out before attaining secondary school certificate. It is very difficult to access training and or secure a job that requires at least secondary school education. This study examined the prospects of initiating Open and Distance e-Learning(ODeL) in re-entry…

  17. Generalized monotonicity from global minimization in fourth-order ODEs

    NARCIS (Netherlands)

    M.A. Peletier (Mark)

    2000-01-01

    textabstractWe consider solutions of the stationary Extended Fisher-Kolmogorov equation with general potential that are global minimizers of an associated variational problem. We present results that relate the global minimization property to a generalized concept of monotonicity of the solutions.

  18. Computational Error Estimate for the Power Series Solution of Odes ...

    African Journals Online (AJOL)

    This paper compares the error estimation of power series solution with recursive Tau method for solving ordinary differential equations. From the computational viewpoint, the power series using zeros of Chebyshevpolunomial is effective, accurate and easy to use. Keywords: Lanczos Tau method, Chebyshev polynomial, ...

  19. New approach to solve fully fuzzy system of linear equations using ...

    Indian Academy of Sciences (India)

    This paper proposes two new methods to solve fully fuzzy system of linear equations. The fuzzy system has been converted to a crisp system of linear equations by using single and double parametric form of fuzzy numbers to obtain the non-negative solution. Double parametric form of fuzzy numbers is defined and applied ...

  20. Noise-induced transitions at a Hopf bifurcation in a first-order delay-differential equation

    International Nuclear Information System (INIS)

    Longtin, A.

    1991-01-01

    The influence of colored noise on the Hopf bifurcation in a first-order delay-differential equation (DDE), a model paradigm for nonlinear delayed feedback systems, is considered. First, it is shown, using a stability analysis, how the properties of the DDE depend on the ratio R of system delay to response time. When this ratio is small, the DDE behaves more like a low-dimensional system of ordinary differential equations (ODE's); when R is large, one obtains a singular perturbation limit in which the behavior of the DDE approaches that of a discrete time map. The relative magnitude of the additive and multiplicative noise-induced postponements of the Hopf bifurcation are numerically shown to depend on the ratio R. Although both types of postponements are minute in the large-R limit, they are almost equal due to an equivalence of additive and parametric noise for discrete time maps. When R is small, the multiplicative shift is larger than the additive one at large correlation times, but the shifts are equal for small correlation times. In fact, at constant noise power, the postponement is only slightly affected by the correlation time of the noise, except when the noise becomes white, in which case the postponement drastically decreases. This is a numerical study of the stochastic Hopf bifurcation, in ODE's or DDE's, that looks at the effect of noise correlation time at constant power. Further, it is found that the slope at the fixed point averaged over the stochastic-parameter motion acts, under certain conditions, as a quantitative indicator of oscillation onset in the presence of noise. The problem of how properties of the DDE carry over to ODE's and to maps is discussed, along with the proper theoretical framework in which to study nonequilibrium phase transitions in this class of functional differential equations

  1. The Schroedinger-Newton equation as model of self-gravitating quantum systems

    International Nuclear Information System (INIS)

    Grossardt, Andre

    2013-01-01

    The Schroedinger-Newton equation (SN equation) describes a quantummechanical one-particle-system with gravitational self-interaction and might play a role answering the question if gravity must be quantised. As non-relativistic limit of semi-classical gravity, it provides testable predictions of the effects that classical gravity has on genuinely quantum mechanical systems in the mass regime between a few thousand proton masses and the Planck mass, which is experimentally unexplored. In this thesis I subsume the mathematical properties of the SN equation and justify it as a physical model. I will give a short outline of the controversial debate around semi-classical gravity as a fundamental theory, along with the idea of the SN equation as a model of quantum state reduction. Subsequently, I will respond to frequent objections against nonlinear Schrodinger equations. I will show how the SN equation can be obtained from Einstein's General Relativity coupled to either a KleinGordon or a Dirac equation, in the same sense as the linear Schroedinger equation can be derived in flat Minkowski space-time. The equation is, to this effect, a non-relativistic approximation of the semi-classical Einstein equations. Additionally, I will discuss, first by means of analytic estimations and later numerically, in which parameter range effects of gravitational selfinteraction - e.g. in molecular-interferometry experiments - should be expected. Besides the one-particle SN equation I will provide justification for a modified equation describing the centre-of-mass wave-function of a many-particle system. Furthermore, for this modified equation, I will examine, numerically, the consequences for experiments. Although one arrives at the conclusion that no effects of the SN equation can be expected for masses up to six or seven orders of magnitude above those considered in contemporary molecular interferometry experiments, tests of the equation, for example in satellite experiments, seem

  2. Multi criteria evaluation for universal soil loss equation based on geographic information system

    Science.gov (United States)

    Purwaamijaya, I. M.

    2018-05-01

    The purpose of this research were to produce(l) a conceptual, functional model designed and implementation for universal soil loss equation (usle), (2) standard operational procedure for multi criteria evaluation of universal soil loss equation (usle) using geographic information system, (3) overlay land cover, slope, soil and rain fall layers to gain universal soil loss equation (usle) using multi criteria evaluation, (4) thematic map of universal soil loss equation (usle) in watershed, (5) attribute table of universal soil loss equation (usle) in watershed. Descriptive and formal correlation methods are used for this research. Cikapundung Watershed, Bandung, West Java, Indonesia was study location. This research was conducted on January 2016 to May 2016. A spatial analysis is used to superimposed land cover, slope, soil and rain layers become universal soil loss equation (usle). Multi criteria evaluation for universal soil loss equation (usle) using geographic information system could be used for conservation program.

  3. A new linearized equation for servo valve in hydraulic control systems

    International Nuclear Information System (INIS)

    Kim, Tae Hyung; Lee, Ill Yeong

    2002-01-01

    In the procedure of the hydraulic control system analysis, a linearized approximate equation described by the first order term of Taylor's series has been widely used. Such a linearized equation is effective just near the operating point. And, as of now, there are no general standards on how to determine the operating point of a servo valve in the process of applying the linearized equation. So, in this study, a new linearized equation for valve characteristics is proposed as a modified form of the existing linearized equation. And, a method for selecting an optimal operating point is proposed for the new linearized equation. The effectiveness of the new linearized equation is confirmed through numerical simulations and experiments for a model hydraulic control system

  4. Solving nonlinear evolution equation system using two different methods

    Science.gov (United States)

    Kaplan, Melike; Bekir, Ahmet; Ozer, Mehmet N.

    2015-12-01

    This paper deals with constructing more general exact solutions of the coupled Higgs equation by using the (G0/G, 1/G)-expansion and (1/G0)-expansion methods. The obtained solutions are expressed by three types of functions: hyperbolic, trigonometric and rational functions with free parameters. It has been shown that the suggested methods are productive and will be used to solve nonlinear partial differential equations in applied mathematics and engineering. Throughout the paper, all the calculations are made with the aid of the Maple software.

  5. Structure of Lie point and variational symmetry algebras for a class of odes

    Science.gov (United States)

    Ndogmo, J. C.

    2018-04-01

    It is known for scalar ordinary differential equations, and for systems of ordinary differential equations of order not higher than the third, that their Lie point symmetry algebras is of maximal dimension if and only if they can be reduced by a point transformation to the trivial equation y(n)=0. For arbitrary systems of ordinary differential equations of order n ≥ 3 reducible by point transformations to the trivial equation, we determine the complete structure of their Lie point symmetry algebras as well as that for their variational, and their divergence symmetry algebras. As a corollary, we obtain the maximal dimension of the Lie point symmetry algebra for any system of linear or nonlinear ordinary differential equations.

  6. One Leg hybrid P-stable substitution LMM for oscilatory IVPs in ODEs.

    African Journals Online (AJOL)

    This presents P-stable successive substitution one-leg hybrid LMM for the numerical solution of oscillatory second order IVPs in ODEs without explicitly defined first order derivative. These problems occurs amongst others, in orbital mechanics where the methods to be presented finds ready applications and need not any a ...

  7. Continuation of connecting orbits in 3d-ODEs' (i) point-to-cycle connections.

    NARCIS (Netherlands)

    Doedel, E.J.; Kooi, B.W.; van Voorn, G.A.K.; Kuznetzov, Y.A.

    2008-01-01

    We propose new methods for the numerical continuation of point-to-cycle connecting orbits in three-dimensional autonomous ODE's using projection boundary conditions. In our approach, the projection boundary conditions near the cycle are formulated using an eigenfunction of the associated adjoint

  8. Continuation of connecting orbits in 3d-ODEs. (ii) cycle-to-cycle connections.

    NARCIS (Netherlands)

    Doedel, E.J.; Kooi, B.W.; van Voorn, G.A.K.; Kuznetzov, Y.A.

    2009-01-01

    In Part I of this paper we have discussed new methods for the numerical continuation of point-to-cycle connecting orbits in three-dimensional autonomous ODE's using projection boundary conditions. In this second part we extend the method to the numerical continuation of cycle-to-cycle connecting

  9. Cost and return structure in sawmill industry in Ijebu Ode, Ogun state ...

    African Journals Online (AJOL)

    Cost and return structure in sawmill industry in Ijebu Ode, Ogun state, Nigeria. ... The finding showed that 32.6% of the industries were retailers while 30.4% were wholesalers of timbers and both had regular supply of the products. The working capital among the timbers business was N3,641,905.6 and the average annual ...

  10. MHD stability properties of a system of reduced toroidal MHD equations

    International Nuclear Information System (INIS)

    Maschke, E.K.; Morros Tosas, J.; Urquijo, G.

    1993-01-01

    A system of reduced toroidal magneto-hydrodynamic (MHD) equations is derived from a general scalar representation of the complete MHD system, using an ordering in terms of the inverse aspect ratio ε of a toroidal plasma. It is shown that the energy principle for the reduced equations is identical with the usual energy principle of the complete MHD system, to the appropriate order in ε. Thus, the reduced equations have the same ideal MHD stability limits as the full MHD equations. (authors). 6 refs

  11. Wigner distribution functions for complex dynamical systems: the emergence of the Wigner-Boltzmann equation.

    Science.gov (United States)

    Sels, Dries; Brosens, Fons

    2013-10-01

    The equation of motion for the reduced Wigner function of a system coupled to an external quantum system is presented for the specific case when the external quantum system can be modeled as a set of harmonic oscillators. The result is derived from the Wigner function formulation of the Feynman-Vernon influence functional theory. It is shown how the true self-energy for the equation of motion is connected with the influence functional for the path integral. Explicit expressions are derived in terms of the bare Wigner propagator. Finally, we show under which approximations the resulting equation of motion reduces to the Wigner-Boltzmann equation.

  12. Ordinary differential equations with applications in molecular biology.

    Science.gov (United States)

    Ilea, M; Turnea, M; Rotariu, M

    2012-01-01

    Differential equations are of basic importance in molecular biology mathematics because many biological laws and relations appear mathematically in the form of a differential equation. In this article we presented some applications of mathematical models represented by ordinary differential equations in molecular biology. The vast majority of quantitative models in cell and molecular biology are formulated in terms of ordinary differential equations for the time evolution of concentrations of molecular species. Assuming that the diffusion in the cell is high enough to make the spatial distribution of molecules homogenous, these equations describe systems with many participating molecules of each kind. We propose an original mathematical model with small parameter for biological phospholipid pathway. All the equations system includes small parameter epsilon. The smallness of epsilon is relative to the size of the solution domain. If we reduce the size of the solution region the same small epsilon will result in a different condition number. It is clear that the solution for a smaller region is less difficult. We introduce the mathematical technique known as boundary function method for singular perturbation system. In this system, the small parameter is an asymptotic variable, different from the independent variable. In general, the solutions of such equations exhibit multiscale phenomena. Singularly perturbed problems form a special class of problems containing a small parameter which may tend to zero. Many molecular biology processes can be quantitatively characterized by ordinary differential equations. Mathematical cell biology is a very active and fast growing interdisciplinary area in which mathematical concepts, techniques, and models are applied to a variety of problems in developmental medicine and bioengineering. Among the different modeling approaches, ordinary differential equations (ODE) are particularly important and have led to significant advances

  13. 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.

  14. On the specification of structural equation models for ecological systems

    NARCIS (Netherlands)

    Grace, James B.; Anderson, T. Michael; Olff, Han; Scheiner, Samuel M.

    The use of structural equation modeling (SEM) is often motivated by its utility for investigating complex networks of relationships, but also because of its promise as a means of representing theoretical Concepts using latent variables. In this paper, we discuss characteristics of ecological theory

  15. An integrated approach to determine phenomenological equations in metallic systems

    Science.gov (United States)

    Ghamarian, Iman

    It is highly desirable to be able to make predictions of properties in metallic materials based upon the composition of the material and the microstructure. Unfortunately, the complexity of real, multi-component, multi-phase engineering alloys makes the provision of constituent-based (i.e., composition or microstructure) phenomenological equations extremely difficult. Due to these difficulties, qualitative predictions are frequently used to study the influence of microstructure or composition on the properties. Neural networks were used as a tool to get a quantitative model from a database. However, the developed model is not a phenomenological model. In this study, a new method based upon the integration of three separate modeling approaches, specifically artificial neural networks, genetic algorithms, and monte carlo was proposed. These three methods, when coupled in the manner described in this study, allows for the extraction of phenomenological equations with a concurrent analysis of uncertainty. This approach has been applied to a multi-component, multi-phase microstructure exhibiting phases with varying spatial and morphological distributions. Specifically, this approach has been applied to derive a phenomenological equation for the prediction of yield strength in alpha+beta processed Ti-6-4. The equation is consistent with not only the current dataset but also, where available, the limited information regarding certain parameters such as intrinsic yield strength of pure hexagonal close-packed alpha titanium.

  16. Classification of all solutions of the algebraic Riccati equations for infinite-dimensional systems

    NARCIS (Netherlands)

    Iftime, O; Curtain, R; Zwart, H

    2003-01-01

    We obtain a complete classification of all self-adjoint solution of the control algebraic Riccati equation for infinite-dimensional systems under the following assumptions: the system is output stabilizable, strongly detectable and the filter Riccati equation has an invertible self-adjoint

  17. Applied analysis and differential equations

    CERN Document Server

    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.

  18. Quantum-mechanical transport equation for atomic systems.

    Science.gov (United States)

    Berman, P. R.

    1972-01-01

    A quantum-mechanical transport equation (QMTE) is derived which should be applicable to a wide range of problems involving the interaction of radiation with atoms or molecules which are also subject to collisions with perturber atoms. The equation follows the time evolution of the macroscopic atomic density matrix elements of atoms located at classical position R and moving with classical velocity v. It is quantum mechanical in the sense that all collision kernels or rates which appear have been obtained from a quantum-mechanical theory and, as such, properly take into account the energy-level variations and velocity changes of the active (emitting or absorbing) atom produced in collisions with perturber atoms. The present formulation is better suited to problems involving high-intensity external fields, such as those encountered in laser physics.

  19. Dynamical System Analysis of Reynolds Stress Closure Equations

    Science.gov (United States)

    Girimaji, Sharath S.

    1997-01-01

    In this paper, we establish the causality between the model coefficients in the standard pressure-strain correlation model and the predicted equilibrium states for homogeneous turbulence. We accomplish this by performing a comprehensive fixed point analysis of the modeled Reynolds stress and dissipation rate equations. The results from this analysis will be very useful for developing improved pressure-strain correlation models to yield observed equilibrium behavior.

  20. Fractional equations of kicked systems and discrete maps

    International Nuclear Information System (INIS)

    Tarasov, Vasily E; Zaslavsky, George M

    2008-01-01

    Starting from kicked equations of motion with derivatives of non-integer orders, we obtain 'fractional' discrete maps. These maps are generalizations of well-known universal, standard, dissipative, kicked damped rotator maps. The main property of the suggested fractional maps is a long-term memory. The memory effects in the fractional discrete maps mean that their present state evolution depends on all past states with special forms of weights. These forms are represented by combinations of power-law functions

  1. Generation of static solutions of self-consistent system of Einstein-Maxwell equations

    International Nuclear Information System (INIS)

    Anchikov, A.M.; Daishev, R.A.

    1988-01-01

    The theorem, according to which the static solution of the self-consistent system of the Einstein-Maxwell equations is assigned to energy static solution of the Einstein equations with the arbitrary energy-momentum tensor in the right part, is proved. As a consequence of this theorem, the way of the generation of the static solutions of the self-consistent system of the Einstein-Maxwell equations with charged dust as a source of the vacuum solutions of the Einstein equations is shown

  2. Hartman-Wintner growth results for sublinear functional differential equations

    Directory of Open Access Journals (Sweden)

    John A. D. Appleby

    2017-01-01

    Full Text Available This article determines the rate of growth to infinity of scalar autonomous nonlinear functional and Volterra differential equations. In these equations, the right-hand side is a positive continuous linear functional of f(x. We assume f grows sublinearly, leading to subexponential growth in the solutions. The main results show that the solution of the functional differential equations are asymptotic to that of an auxiliary autonomous ordinary differential equation with right-hand side proportional to f. This happens provided f grows more slowly than l(x=x/log(x. The linear-logarithmic growth rate is also shown to be critical: if f grows more rapidly than l, the ODE dominates the FDE; if f is asymptotic to a constant multiple of l, the FDE and ODE grow at the same rate, modulo a constant non-unit factor; if f grows more slowly than l, the ODE and FDE grow at exactly the same rate. A partial converse of the last result is also proven. In the case when the growth rate is slower than that of the ODE, sharp bounds on the growth rate are determined. The Volterra and finite memory equations can have differing asymptotic behaviour and we explore the source of these differences.

  3. Solving delay differential equations in S-ADAPT by method of steps.

    Science.gov (United States)

    Bauer, Robert J; Mo, Gary; Krzyzanski, Wojciech

    2013-09-01

    S-ADAPT is a version of the ADAPT program that contains additional simulation and optimization abilities such as parametric population analysis. S-ADAPT utilizes LSODA to solve ordinary differential equations (ODEs), an algorithm designed for large dimension non-stiff and stiff problems. However, S-ADAPT does not have a solver for delay differential equations (DDEs). Our objective was to implement in S-ADAPT a DDE solver using the methods of steps. The method of steps allows one to solve virtually any DDE system by transforming it to an ODE system. The solver was validated for scalar linear DDEs with one delay and bolus and infusion inputs for which explicit analytic solutions were derived. Solutions of nonlinear DDE problems coded in S-ADAPT were validated by comparing them with ones obtained by the MATLAB DDE solver dde23. The estimation of parameters was tested on the MATLB simulated population pharmacodynamics data. The comparison of S-ADAPT generated solutions for DDE problems with the explicit solutions as well as MATLAB produced solutions which agreed to at least 7 significant digits. The population parameter estimates from using importance sampling expectation-maximization in S-ADAPT agreed with ones used to generate the data. Published by Elsevier Ireland Ltd.

  4. Modeling imperfectly repaired system data via grey differential equations with unequal-gapped times

    International Nuclear Information System (INIS)

    Guo Renkuan

    2007-01-01

    In this paper, we argue that grey differential equation models are useful in repairable system modeling. The arguments starts with the review on GM(1,1) model with equal- and unequal-spaced stopping time sequence. In terms of two-stage GM(1,1) filtering, system stopping time can be partitioned into system intrinsic function and repair effect. Furthermore, we propose an approach to use grey differential equation to specify a semi-statistical membership function for system intrinsic function times. Also, we engage an effort to use GM(1,N) model to model system stopping times and the associated operating covariates and propose an unequal-gapped GM(1,N) model for such analysis. Finally, we investigate the GM(1,1)-embed systematic grey equation system modeling of imperfectly repaired system operating data. Practical examples are given in step-by-step manner to illustrate the grey differential equation modeling of repairable system data

  5. Scilab software package for the study of dynamical systems

    Science.gov (United States)

    Bordeianu, C. C.; Beşliu, C.; Jipa, Al.; Felea, D.; Grossu, I. V.

    2008-05-01

    This work presents a new software package for the study of chaotic flows and maps. The codes were written using Scilab, a software package for numerical computations providing a powerful open computing environment for engineering and scientific applications. It was found that Scilab provides various functions for ordinary differential equation solving, Fast Fourier Transform, autocorrelation, and excellent 2D and 3D graphical capabilities. The chaotic behaviors of the nonlinear dynamics systems were analyzed using phase-space maps, autocorrelation functions, power spectra, Lyapunov exponents and Kolmogorov-Sinai entropy. Various well known examples are implemented, with the capability of the users inserting their own ODE. Program summaryProgram title: Chaos Catalogue identifier: AEAP_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEAP_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 885 No. of bytes in distributed program, including test data, etc.: 5925 Distribution format: tar.gz Programming language: Scilab 3.1.1 Computer: PC-compatible running Scilab on MS Windows or Linux Operating system: Windows XP, Linux RAM: below 100 Megabytes Classification: 6.2 Nature of problem: Any physical model containing linear or nonlinear ordinary differential equations (ODE). Solution method: Numerical solving of ordinary differential equations. The chaotic behavior of the nonlinear dynamical system is analyzed using Poincaré sections, phase-space maps, autocorrelation functions, power spectra, Lyapunov exponents and Kolmogorov-Sinai entropies. Restrictions: The package routines are normally able to handle ODE systems of high orders (up to order twelve and possibly higher), depending on the nature of the problem. Running time: 10 to 20 seconds for problems that do not

  6. Stability analysis for a delay differential equations model of a hydraulic turbine speed governor

    Science.gov (United States)

    Halanay, Andrei; Safta, Carmen A.; Dragoi, Constantin; Piraianu, Vlad F.

    2017-01-01

    The paper aims to study the dynamic behavior of a speed governor for a hydraulic turbine using a mathematical model. The nonlinear mathematical model proposed consists in a system of delay differential equations (DDE) to be compared with already established mathematical models of ordinary differential equations (ODE). A new kind of nonlinearity is introduced as a time delay. The delays can characterize different running conditions of the speed governor. For example, it is considered that spool displacement of hydraulic amplifier might be blocked due to oil impurities in the oil supply system and so the hydraulic amplifier has a time delay in comparison to the time control. Numerical simulations are presented in a comparative manner. A stability analysis of the hydraulic control system is performed, too. Conclusions of the dynamic behavior using the DDE model of a hydraulic turbine speed governor are useful in modeling and controlling hydropower plants.

  7. Global existence and decay of solutions of a nonlinear system of wave equations

    KAUST Repository

    Said-Houari, Belkacem

    2012-01-01

    This work is concerned with a system of two wave equations with nonlinear damping and source terms acting in both equations. Under some restrictions on the nonlinearity of the damping and the source terms, we show that our problem has a unique local solution. Also, we prove that, for some restrictions on the initial data, the rate of decay of the total energy is exponential or polynomial depending on the exponents of the damping terms in both equations.

  8. Lyapunov stability and its application to systems of ordinary differential equations

    Science.gov (United States)

    Kennedy, E. W.

    1979-01-01

    An outline and a brief introduction to some of the concepts and implications of Lyapunov stability theory are presented. Various aspects of the theory are illustrated by the inclusion of eight examples, including the Cartesian coordinate equations of the two-body problem, linear and nonlinear (Van der Pol's equation) oscillatory systems, and the linearized Kustaanheimo-Stiefel element equations for the unperturbed two-body problem.

  9. Global existence and decay of solutions of a nonlinear system of wave equations

    KAUST Repository

    Said-Houari, Belkacem

    2012-03-01

    This work is concerned with a system of two wave equations with nonlinear damping and source terms acting in both equations. Under some restrictions on the nonlinearity of the damping and the source terms, we show that our problem has a unique local solution. Also, we prove that, for some restrictions on the initial data, the rate of decay of the total energy is exponential or polynomial depending on the exponents of the damping terms in both equations.

  10. Systems-based decomposition schemes for the approximate solution of multi-term fractional differential equations

    Science.gov (United States)

    Ford, Neville J.; Connolly, Joseph A.

    2009-07-01

    We give a comparison of the efficiency of three alternative decomposition schemes for the approximate solution of multi-term fractional differential equations using the Caputo form of the fractional derivative. The schemes we compare are based on conversion of the original problem into a system of equations. We review alternative approaches and consider how the most appropriate numerical scheme may be chosen to solve a particular equation.

  11. First-order systems of linear partial differential equations: normal forms, canonical systems, transform methods

    Directory of Open Access Journals (Sweden)

    Heinz Toparkus

    2014-04-01

    Full Text Available In this paper we consider first-order systems with constant coefficients for two real-valued functions of two real variables. This is both a problem in itself, as well as an alternative view of the classical linear partial differential equations of second order with constant coefficients. The classification of the systems is done using elementary methods of linear algebra. Each type presents its special canonical form in the associated characteristic coordinate system. Then you can formulate initial value problems in appropriate basic areas, and you can try to achieve a solution of these problems by means of transform methods.

  12. Periodic Solutions of a System of Delay Differential Equations for a Small Delay

    Directory of Open Access Journals (Sweden)

    Adu A.M. Wasike

    2002-06-01

    Full Text Available We prove the existence of an asymptotically stable periodic solution of a system of delay differential equations with a small time delay t > 0. To achieve this, we transform the system of equations into a system of perturbed ordinary differential equations and then use perturbation results to show the existence of an asymptotically stable periodic solution. This approach is contingent on the fact that the system of equations with t = 0 has a stable limit cycle. We also provide a comparative study of the solutions of the original system and the perturbed system.  This comparison lays the ground for proving the existence of periodic solutions of the original system by Schauder's fixed point theorem.

  13. On a computer implementation of the block Gauss–Seidel method for normal systems of equations

    Directory of Open Access Journals (Sweden)

    Alexander I. Zhdanov

    2016-12-01

    Full Text Available This article focuses on the modification of the block option Gauss-Seidel method for normal systems of equations, which is a sufficiently effective method of solving generally overdetermined, systems of linear algebraic equations of high dimensionality. The main disadvantage of methods based on normal equations systems is the fact that the condition number of the normal system is equal to the square of the condition number of the original problem. This fact has a negative impact on the rate of convergence of iterative methods based on normal equations systems. To increase the speed of convergence of iterative methods based on normal equations systems, for solving ill-conditioned problems currently different preconditioners options are used that reduce the condition number of the original system of equations. However, universal preconditioner for all applications does not exist. One of the effective approaches that improve the speed of convergence of the iterative Gauss–Seidel method for normal systems of equations, is to use its version of the block. The disadvantage of the block Gauss–Seidel method for production systems is the fact that it is necessary to calculate the pseudoinverse matrix for each iteration. We know that finding the pseudoinverse is a difficult computational procedure. In this paper, we propose a procedure to replace the matrix pseudo-solutions to the problem of normal systems of equations by Cholesky. Normal equations arising at each iteration of Gauss–Seidel method, have a relatively low dimension compared to the original system. The results of numerical experimentation demonstrating the effectiveness of the proposed approach are given.

  14. Partial Differential Equations in General Relativity

    International Nuclear Information System (INIS)

    Choquet-Bruhat, Yvonne

    2008-01-01

    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)

  15. 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)

  16. Discrete integration of continuous Kalman filtering equations for time invariant second-order structural systems

    Science.gov (United States)

    Park, K. C.; Belvin, W. Keith

    1990-01-01

    A general form for the first-order representation of the continuous second-order linear structural-dynamics equations is introduced to derive a corresponding form of first-order continuous Kalman filtering equations. Time integration of the resulting equations is carried out via a set of linear multistep integration formulas. It is shown that a judicious combined selection of computational paths and the undetermined matrices introduced in the general form of the first-order linear structural systems leads to a class of second-order discrete Kalman filtering equations involving only symmetric sparse N x N solution matrices.

  17. An Explicit Formulation of Singularity-Free Dynamic Equations of Mechanical Systems in Lagrangian Form---Part Two: Multibody Systems

    Directory of Open Access Journals (Sweden)

    Pål Johan From

    2012-04-01

    Full Text Available This paper presents the explicit dynamic equations of multibody mechanical systems. This is the second paper on this topic. In the first paper the dynamics of a single rigid body from the Boltzmann--Hamel equations were derived. In this paper these results are extended to also include multibody systems. We show that when quasi-velocities are used, the part of the dynamic equations that appear from the partial derivatives of the system kinematics are identical to the single rigid body case, but in addition we get terms that come from the partial derivatives of the inertia matrix, which are not present in the single rigid body case. We present for the first time the complete and correct derivation of multibody systems based on the Boltzmann--Hamel formulation of the dynamics in Lagrangian form where local position and velocity variables are used in the derivation to obtain the singularity-free dynamic equations. The final equations are written in global variables for both position and velocity. The main motivation of these papers is to allow practitioners not familiar with differential geometry to implement the dynamic equations of rigid bodies without the presence of singularities. Presenting the explicit dynamic equations also allows for more insight into the dynamic structure of the system. Another motivation is to correct some errors commonly found in the literature. Unfortunately, the formulation of the Boltzmann-Hamel equations used here are presented incorrectly. This has been corrected by the authors, but we present here, for the first time, the detailed mathematical details on how to arrive at the correct equations. We also show through examples that using the equations presented here, the dynamics of a single rigid body is reduced to the standard equations on a Lagrangian form, for example Euler's equations for rotational motion and Euler--Lagrange equations for free motion.

  18. Single particle dynamics of many-body systems described by Vlasov-Fokker-Planck equations

    International Nuclear Information System (INIS)

    Frank, T.D.

    2003-01-01

    Using Langevin equations we describe the random walk of single particles that belong to particle systems satisfying Vlasov-Fokker-Planck equations. In doing so, we show that Haissinski distributions of bunched particles in electron storage rings can be derived from a particle dynamics model

  19. Biorthogonal Systems Approximating the Solution of the Nonlinear Volterra Integro-Differential Equation

    Directory of Open Access Journals (Sweden)

    Berenguer MI

    2010-01-01

    Full Text Available This paper deals with obtaining a numerical method in order to approximate the solution of the nonlinear Volterra integro-differential equation. We define, following a fixed-point approach, a sequence of functions which approximate the solution of this type of equation, due to some properties of certain biorthogonal systems for the Banach spaces and .

  20. Generalized Path Analysis and Generalized Simultaneous Equations Model for Recursive Systems with Responses of Mixed Types

    Science.gov (United States)

    Tsai, Tien-Lung; Shau, Wen-Yi; Hu, Fu-Chang

    2006-01-01

    This article generalizes linear path analysis (PA) and simultaneous equations models (SiEM) to deal with mixed responses of different types in a recursive or triangular system. An efficient instrumental variable (IV) method for estimating the structural coefficients of a 2-equation partially recursive generalized path analysis (GPA) model and…

  1. Parallel computation for solving the tridiagonal linear system of equations

    International Nuclear Information System (INIS)

    Ishiguro, Misako; Harada, Hiroo; Fujii, Minoru; Fujimura, Toichiro; Nakamura, Yasuhiro; Nanba, Katsumi.

    1981-09-01

    Recently, applications of parallel computation for scientific calculations have increased from the need of the high speed calculation of large scale programs. At the JAERI computing center, an array processor FACOM 230-75 APU has installed to study the applicability of parallel computation for nuclear codes. We made some numerical experiments by using the APU on the methods of solution of tridiagonal linear equation which is an important problem in scientific calculations. Referring to the recent papers with parallel methods, we investigate eight ones. These are Gauss elimination method, Parallel Gauss method, Accelerated parallel Gauss method, Jacobi method, Recursive doubling method, Cyclic reduction method, Chebyshev iteration method, and Conjugate gradient method. The computing time and accuracy were compared among the methods on the basis of the numerical experiments. As the result, it is found that the Cyclic reduction method is best both in computing time and accuracy and the Gauss elimination method is the second one. (author)

  2. Parametric Borel summability for some semilinear system of partial differential equations

    Directory of Open Access Journals (Sweden)

    Hiroshi Yamazawa

    2015-01-01

    Full Text Available In this paper we study the Borel summability of formal solutions with a parameter of first order semilinear system of partial differential equations with \\(n\\ independent variables. In [Singular perturbation of linear systems with a regular singularity, J. Dynam. Control. Syst. 8 (2002, 313-322], Balser and Kostov proved the Borel summability of formal solutions with respect to a singular perturbation parameter for a linear equation with one independent variable. We shall extend their results to a semilinear system of equations with general independent variables.

  3. Reduced equations of motion for quantum systems driven by diffusive Markov processes.

    Science.gov (United States)

    Sarovar, Mohan; Grace, Matthew D

    2012-09-28

    The expansion of a stochastic Liouville equation for the coupled evolution of a quantum system and an Ornstein-Uhlenbeck process into a hierarchy of coupled differential equations is a useful technique that simplifies the simulation of stochastically driven quantum systems. We expand the applicability of this technique by completely characterizing the class of diffusive Markov processes for which a useful hierarchy of equations can be derived. The expansion of this technique enables the examination of quantum systems driven by non-Gaussian stochastic processes with bounded range. We present an application of this extended technique by simulating Stark-tuned Förster resonance transfer in Rydberg atoms with nonperturbative position fluctuations.

  4. Numerical solution of stiff systems of ordinary differential equations with applications to electronic circuits

    Science.gov (United States)

    Rosenbaum, J. S.

    1971-01-01

    Systems of ordinary differential equations in which the magnitudes of the eigenvalues (or time constants) vary greatly are commonly called stiff. Such systems of equations arise in nuclear reactor kinetics, the flow of chemically reacting gas, dynamics, control theory, circuit analysis and other fields. The research reported develops an A-stable numerical integration technique for solving stiff systems of ordinary differential equations. The method, which is called the generalized trapezoidal rule, is a modification of the trapezoidal rule. However, the method is computationally more efficient than the trapezoidal rule when the solution of the almost-discontinuous segments is being calculated.

  5. Effective methods of solving of model equations of certain class of thermal systems

    International Nuclear Information System (INIS)

    Lach, J.

    1985-01-01

    A number of topics connected with solving of model equations of certain class of thermal systems by the method of successive approximations is touched. A system of partial differential equations of the first degree, appearing most frequently in practical applications of heat and mass transfer theory is reduced to an equivalent system of Volterra integral equations of the second kind. Among a few sample applications the thermal processes appearing in the fuel channel of nuclear reactor are solved. The theoretical analysis is illustrated by the results of numerical calculations given in tables and diagrams. 111 refs., 17 figs., 16 tabs. (author)

  6. Cause and cure of sloppiness in ordinary differential equation models.

    Science.gov (United States)

    Tönsing, Christian; Timmer, Jens; Kreutz, Clemens

    2014-08-01

    Data-based mathematical modeling of biochemical reaction networks, e.g., by nonlinear ordinary differential equation (ODE) models, has been successfully applied. In this context, parameter estimation and uncertainty analysis is a major task in order to assess the quality of the description of the system by the model. Recently, a broadened eigenvalue spectrum of the Hessian matrix of the objective function covering orders of magnitudes was observed and has been termed as sloppiness. In this work, we investigate the origin of sloppiness from structures in the sensitivity matrix arising from the properties of the model topology and the experimental design. Furthermore, we present strategies using optimal experimental design methods in order to circumvent the sloppiness issue and present nonsloppy designs for a benchmark model.

  7. Cause and cure of sloppiness in ordinary differential equation models

    Science.gov (United States)

    Tönsing, Christian; Timmer, Jens; Kreutz, Clemens

    2014-08-01

    Data-based mathematical modeling of biochemical reaction networks, e.g., by nonlinear ordinary differential equation (ODE) models, has been successfully applied. In this context, parameter estimation and uncertainty analysis is a major task in order to assess the quality of the description of the system by the model. Recently, a broadened eigenvalue spectrum of the Hessian matrix of the objective function covering orders of magnitudes was observed and has been termed as sloppiness. In this work, we investigate the origin of sloppiness from structures in the sensitivity matrix arising from the properties of the model topology and the experimental design. Furthermore, we present strategies using optimal experimental design methods in order to circumvent the sloppiness issue and present nonsloppy designs for a benchmark model.

  8. Pricing in Multi-Heston Framework (I. Riccati equations

    Directory of Open Access Journals (Sweden)

    Tiberiu Socaciu

    2016-01-01

    Full Text Available AbstractThis article presents the ultimate in resolving a pricing framework's multi-Heston. Basically, we use the theorem Carr-Bakshi-Madan and a characteristic function method. In this first part, we integrate solutions of Riccati equations.Keywords: Riccati ODE, Multi-Heston framework, financial derivatives, Carr-Bakshi-Madan theorem

  9. Molecular diversity of fungi from marine oxygen-deficient environments (ODEs)

    Digital Repository Service at National Institute of Oceanography (India)

    Manohar, C.S.; Forster, D.; Kauff, F.; Stoeck, T.

    . Sparrow Jr F K (1936) Biological observations of the marine fungi of woods hole waters. Biol Bull 70: 236-263. States JS & Christensen M (2001) Fungi Associated with Biological Soil Crusts in Desert Grasslands of Utah and Wyoming. Mycologia 93: 432... version: Biology of marine fungi. Ed. by: Raghukumar, C. (Prog. Mol. Subcellular Biol). Springer, vol.53 (Chap 10); 2012; 189-208 Chapter # 10 Molecular diversity of fungi from marine oxygen-deficient environments (ODEs) Cathrine S. Jebaraj 1...

  10. Simplified Least Squares Shadowing sensitivity analysis for chaotic ODEs and PDEs

    Energy Technology Data Exchange (ETDEWEB)

    Chater, Mario, E-mail: chaterm@mit.edu; Ni, Angxiu, E-mail: niangxiu@mit.edu; Wang, Qiqi, E-mail: qiqi@mit.edu

    2017-01-15

    This paper develops a variant of the Least Squares Shadowing (LSS) method, which has successfully computed the derivative for several chaotic ODEs and PDEs. The development in this paper aims to simplify Least Squares Shadowing method by improving how time dilation is treated. Instead of adding an explicit time dilation term as in the original method, the new variant uses windowing, which can be more efficient and simpler to implement, especially for PDEs.

  11. Integrable motion of curves in self-consistent potentials: Relation to spin systems and soliton equations

    Energy Technology Data Exchange (ETDEWEB)

    Myrzakulov, R.; Mamyrbekova, G.K.; Nugmanova, G.N.; Yesmakhanova, K.R. [Eurasian International Center for Theoretical Physics and Department of General and Theoretical Physics, Eurasian National University, Astana 010008 (Kazakhstan); Lakshmanan, M., E-mail: lakshman@cnld.bdu.ac.in [Centre for Nonlinear Dynamics, School of Physics, Bharathidasan University, Tiruchirapalli 620 024 (India)

    2014-06-13

    Motion of curves and surfaces in R{sup 3} lead to nonlinear evolution equations which are often integrable. They are also intimately connected to the dynamics of spin chains in the continuum limit and integrable soliton systems through geometric and gauge symmetric connections/equivalence. Here we point out the fact that a more general situation in which the curves evolve in the presence of additional self-consistent vector potentials can lead to interesting generalized spin systems with self-consistent potentials or soliton equations with self-consistent potentials. We obtain the general form of the evolution equations of underlying curves and report specific examples of generalized spin chains and soliton equations. These include principal chiral model and various Myrzakulov spin equations in (1+1) dimensions and their geometrically equivalent generalized nonlinear Schrödinger (NLS) family of equations, including Hirota–Maxwell–Bloch equations, all in the presence of self-consistent potential fields. The associated gauge equivalent Lax pairs are also presented to confirm their integrability. - Highlights: • Geometry of continuum spin chain with self-consistent potentials explored. • Mapping on moving space curves in R{sup 3} in the presence of potential fields carried out. • Equivalent generalized nonlinear Schrödinger (NLS) family of equations identified. • Integrability of identified nonlinear systems proved by deducing appropriate Lax pairs.

  12. Approximate analytical methods for solving ordinary differential equations

    CERN Document Server

    Radhika, TSL; Rani, T Raja

    2015-01-01

    Approximate Analytical Methods for Solving Ordinary Differential Equations (ODEs) is the first book to present all of the available approximate methods for solving ODEs, eliminating the need to wade through multiple books and articles. It covers both well-established techniques and recently developed procedures, including the classical series solution method, diverse perturbation methods, pioneering asymptotic methods, and the latest homotopy methods.The book is suitable not only for mathematicians and engineers but also for biologists, physicists, and economists. It gives a complete descripti

  13. Two-fluid equations for a nuclear system with arbitrary motions

    Energy Technology Data Exchange (ETDEWEB)

    Kim, Byoung Jae [Chungnam National University, Daejeon (Korea, Republic of); Kim, Kyung Doo [Korea Atomic Energy Research Institute, Daejeon (Korea, Republic of)

    2016-10-15

    Ocean nuclear systems include a seabed-type plant, a floating-type plant, and a nuclear-propulsion ship. We asked ourselves, 'What governing equations should be used for ocean nuclear systems?' Since ocean nuclear systems are apt to move arbitrarily, the two-fluid model must be formulated in the non-inertial frame of reference that is undergoing acceleration with respect to an inertial frame. Two-phase flow systems with arbitrary motions are barely reported. Kim et al. (1996) added the centripetal and Euler acceleration forces to the homogeneous equilibrium momentum equation embedded in the RETRAN code. However, they did not look into the mass and energy equations. The purpose of this study is to derive general two-fluid equations in the non-inertial frame of reference, which can be used for safety analysis of ocean nuclear systems. The two-fluid equation forms for scalar properties such as mass, internal energy, and enthalpy equation in the moving frame are the same as those in the absolute frame. On the other hand, the fictitious effect must be included in the momentum equation.

  14. On extension of solutions of a simultaneous system of iterative functional equations

    Directory of Open Access Journals (Sweden)

    Janusz Matkowski

    2009-01-01

    Full Text Available Some sufficient conditions which allow to extend every local solution of a simultaneous system of equations in a single variable of the form \\[ \\varphi(x = h (x, \\varphi[f_1(x],\\ldots,\\varphi[f_m(x],\\] \\[\\varphi(x = H (x, \\varphi[F_1(x],\\ldots,\\varphi[F_m(x],\\] to a global one are presented. Extensions of solutions of functional equations, both in single and in several variables, play important role (cf. for instance [M. Kuczma, Functional equations in a single variable, Monografie Mat. 46, Polish Scientific Publishers, Warsaw, 1968, M. Kuczma, B. Choczewski, R. Ger, Iterative functional equations, Encyclopedia of Mathematics and Its Applications v. 32, Cambridge, 1990, J. Matkowski, Iteration groups, commuting functions and simultaneous systems of linear functional equations, Opuscula Math. 28 (2008 4, 531-541].

  15. Integrator Performance Analysis In Solving Stiff Differential Equation System

    International Nuclear Information System (INIS)

    B, Alhadi; Basaruddin, T.

    2001-01-01

    In this paper we discuss the four-stage index-2 singly diagonally implicit Runge-Kutta method, which is used to solve stiff ordinary differential equations (SODE). Stiff problems require a method where step size is not restricted by the method's stability. We desire SDIRK to be A-stable that has no stability restrictions when solving y'= λy with Reλ>0 and h>0, so by choosing suitable stability function we can determine appropriate constant g) to formulate SDIRK integrator to solve SODE. We select the second stage of the internal stage as embedded method to perform low order estimate for error predictor. The strategy for choosing the step size is adopted from the strategy proposed by Hall(1996:6). And the algorithm that is developed in this paper is implemented using MATLAB 5.3, which is running on Window's 95 environment. Our performance measurement's local truncation error accuracy, and efficiency were evaluated by statistical results of sum of steps, sum of calling functions, average of Newton iterations and elapsed times.As the results, our numerical experiment show that SDIRK is unconditionally stable. By using Hall's step size strategy, the method can be implemented efficiently, provided that suitable parameters are used

  16. An implicit iterative scheme for solving large systems of linear equations

    International Nuclear Information System (INIS)

    Barry, J.M.; Pollard, J.P.

    1986-12-01

    An implicit iterative scheme for the solution of large systems of linear equations arising from neutron diffusion studies is presented. The method is applied to three-dimensional reactor studies and its performance is compared with alternative iterative approaches

  17. Consistency of direct integral estimator for partially observed systems of ordinary differential equations

    NARCIS (Netherlands)

    Vujačić, Ivan; Dattner, Itai

    In this paper we use the sieve framework to prove consistency of the ‘direct integral estimator’ of parameters for partially observed systems of ordinary differential equations, which are commonly used for modeling dynamic processes.

  18. Amplitude equations for a sub-diffusive reaction-diffusion system

    International Nuclear Information System (INIS)

    Nec, Y; Nepomnyashchy, A A

    2008-01-01

    A sub-diffusive reaction-diffusion system with a positive definite memory operator and a nonlinear reaction term is analysed. Amplitude equations (Ginzburg-Landau type) are derived for short wave (Turing) and long wave (Hopf) bifurcation points

  19. Full information estimations of a system of simultaneous equations with error component structure

    OpenAIRE

    Balestra, Pietro; Krishnakumar, Jaya

    1987-01-01

    In this paper we develop full information methods for estimating the parameters of a system of simultaneous equations with error component struc-ture and establish relationships between the various structural estimat

  20. ODEion--a software module for structural identification of ordinary differential equations.

    Science.gov (United States)

    Gennemark, Peter; Wedelin, Dag

    2014-02-01

    In the systems biology field, algorithms for structural identification of ordinary differential equations (ODEs) have mainly focused on fixed model spaces like S-systems and/or on methods that require sufficiently good data so that derivatives can be accurately estimated. There is therefore a lack of methods and software that can handle more general models and realistic data. We present ODEion, a software module for structural identification of ODEs. Main characteristic features of the software are: • The model space is defined by arbitrary user-defined functions that can be nonlinear in both variables and parameters, such as for example chemical rate reactions. • ODEion implements computationally efficient algorithms that have been shown to efficiently handle sparse and noisy data. It can run a range of realistic problems that previously required a supercomputer. • ODEion is easy to use and provides SBML output. We describe the mathematical problem, the ODEion system itself, and provide several examples of how the system can be used. Available at: http://www.odeidentification.org.

  1. Riccati and Ermakov Equations in Time-Dependent and Time-Independent Quantum Systems

    Directory of Open Access Journals (Sweden)

    Dieter Schuch

    2008-05-01

    Full Text Available The time-evolution of the maximum and the width of exact analytic wave packet (WP solutions of the time-dependent Schrödinger equation (SE represents the particle and wave aspects, respectively, of the quantum system. The dynamics of the maximum, located at the mean value of position, is governed by the Newtonian equation of the corresponding classical problem. The width, which is directly proportional to the position uncertainty, obeys a complex nonlinear Riccati equation which can be transformed into a real nonlinear Ermakov equation. The coupled pair of these equations yields a dynamical invariant which plays a key role in our investigation. It can be expressed in terms of a complex variable that linearizes the Riccati equation. This variable also provides the time-dependent parameters that characterize the Green's function, or Feynman kernel, of the corresponding problem. From there, also the relation between the classical and quantum dynamics of the systems can be obtained. Furthermore, the close connection between the Ermakov invariant and the Wigner function will be shown. Factorization of the dynamical invariant allows for comparison with creation/annihilation operators and supersymmetry where the partner potentials fulfil (real Riccati equations. This provides the link to a nonlinear formulation of time-independent quantum mechanics in terms of an Ermakov equation for the amplitude of the stationary state wave functions combined with a conservation law. Comparison with SUSY and the time-dependent problems concludes our analysis.

  2. A System of Poisson Equations for a Nonconstant Varadhan Functional on a Finite State Space

    International Nuclear Information System (INIS)

    Cavazos-Cadena, Rolando; Hernandez-Hernandez, Daniel

    2006-01-01

    Given a discrete-time Markov chain with finite state space and a stationary transition matrix, a system of 'local' Poisson equations characterizing the (exponential) Varadhan's functional J(.) is given. The main results, which are derived for an arbitrary transition structure so that J(.) may be nonconstant, are as follows: (i) Any solution to the local Poisson equations immediately renders Varadhan's functional, and (ii) a solution of the system always exist. The proof of this latter result is constructive and suggests a method to solve the local Poisson equations

  3. Hybrid inverse problems for a system of Maxwell’s equations

    International Nuclear Information System (INIS)

    Bal, Guillaume; Zhou, Ting

    2014-01-01

    This paper concerns the quantitative step of the medical imaging modality thermo-acoustic tomography (TAT). We model the radiation propagation by a system of Maxwell’s equations. We show that the index of refraction of light and the absorption coefficient (conductivity) can be uniquely and stably reconstructed from a sufficiently large number of TAT measurements. Our method is based on verifying that the linearization of the inverse problem forms a redundant elliptic system of equations. We also observe that the reconstructions are qualitatively quite different from the setting where radiation is modeled by a scalar Helmholtz equation as in Bal G et al (2011 Inverse Problems 27 055007). (paper)

  4. Nonlinear H-infinity control, Hamiltonian systems and Hamilton-Jacobi equations

    CERN Document Server

    Aliyu, MDS

    2011-01-01

    A comprehensive overview of nonlinear Haeu control theory for both continuous-time and discrete-time systems, Nonlinear Haeu-Control, Hamiltonian Systems and Hamilton-Jacobi Equations covers topics as diverse as singular nonlinear Haeu-control, nonlinear Haeu -filtering, mixed H2/ Haeu-nonlinear control and filtering, nonlinear Haeu-almost-disturbance-decoupling, and algorithms for solving the ubiquitous Hamilton-Jacobi-Isaacs equations. The link between the subject and analytical mechanics as well as the theory of partial differential equations is also elegantly summarized in a single chapter

  5. Constructing New Discrete Integrable Coupling System for Soliton Equation by Kronecker Product

    International Nuclear Information System (INIS)

    Yu Fajun; Zhang Hongqing

    2008-01-01

    It is shown that the Kronecker product can be applied to constructing new discrete integrable coupling system of soliton equation hierarchy in this paper. A direct application to the fractional cubic Volterra lattice spectral problem leads to a novel integrable coupling system of soliton equation hierarchy. It is also indicated that the study of discrete integrable couplings by using the Kronecker product is an efficient and straightforward method. This method can be used generally

  6. Optimal Control Strategies in a Two Dimensional Differential Game Using Linear Equation under a Perturbed System

    Directory of Open Access Journals (Sweden)

    Musa Danjuma SHEHU

    2008-06-01

    Full Text Available This paper lays emphasis on formulation of two dimensional differential games via optimal control theory and consideration of control systems whose dynamics is described by a system of Ordinary Differential equation in the form of linear equation under the influence of two controls U(. and V(.. Base on this, strategies were constructed. Hence we determine the optimal strategy for a control say U(. under a perturbation generated by the second control V(. within a given manifold M.

  7. Mellin-Barnes representations of Feynman diagrams, linear systems of differential equations, and polynomial solutions

    International Nuclear Information System (INIS)

    Kalmykov, Mikhail Yu.; Kniehl, Bernd A.

    2012-05-01

    We argue that the Mellin-Barnes representations of Feynman diagrams can be used for obtaining linear systems of homogeneous differential equations for the original Feynman diagrams with arbitrary powers of propagators without recourse to the integration-by-parts technique. These systems of differential equation can be used (i) for the differential reductions to sets of basic functions and (ii) for counting the numbers of master-integrals.

  8. Computer programs for the solution of systems of linear algebraic equations

    Science.gov (United States)

    Sequi, W. T.

    1973-01-01

    FORTRAN subprograms for the solution of systems of linear algebraic equations are described, listed, and evaluated in this report. Procedures considered are direct solution, iteration, and matrix inversion. Both incore methods and those which utilize auxiliary data storage devices are considered. Some of the subroutines evaluated require the entire coefficient matrix to be in core, whereas others account for banding or sparceness of the system. General recommendations relative to equation solving are made, and on the basis of tests, specific subprograms are recommended.

  9. Implicit Lagrangian equations and the mathematical modeling of physical systems

    NARCIS (Netherlands)

    Moreau, Luc; van der Schaft, Arjan

    2002-01-01

    We introduce a class of optimal control problems on manifolds which gives rise (via the Pontryagin maximum principle) to a class of implicit Lagrangian systems (a notion which is introduced in the paper). We apply this to the mathematical modeling of interconnected mechanical systems and mechanical

  10. Exact non-Markovian master equations for multiple qubit systems: Quantum-trajectory approach

    Science.gov (United States)

    Chen, Yusui; You, J. Q.; Yu, Ting

    2014-11-01

    A wide class of exact master equations for a multiple qubit system can be explicitly constructed by using the corresponding exact non-Markovian quantum-state diffusion equations. These exact master equations arise naturally from the quantum decoherence dynamics of qubit system as a quantum memory coupled to a collective colored noisy source. The exact master equations are also important in optimal quantum control, quantum dissipation, and quantum thermodynamics. In this paper, we show that the exact non-Markovian master equation for a dissipative N -qubit system can be derived explicitly from the statistical average of the corresponding non-Markovian quantum trajectories. We illustrated our general formulation by an explicit construction of a three-qubit system coupled to a non-Markovian bosonic environment. This multiple qubit master equation offers an accurate time evolution of quantum systems in various domains, and paves the way to investigate the memory effect of an open system in a non-Markovian regime without any approximation.

  11. Solution of degenerate hypergeometric system of Horn consisting of three equations

    Science.gov (United States)

    Tasmambetov, Zhaksylyk N.; Zhakhina, Ryskul U.

    2017-09-01

    The possibilities of constructing normal-regular solutions of a system consisting of three partial differential equations of the second order are studied by the Frobenius-Latysheva method. The method of determining unknown coefficients is shown and the relationship of the studied system with the system, which solution is Laguerre's polynomial of three variables is indicated. The generalization of the Frobenius-Latysheva method to the case of a system consisting of three equations makes it possible to clarify the relationship of such systems, which solutions are special functions of three variables. These systems include the functions of Whittaker and Bessel, 205 special functions of three variables from the list of M. Srivastava and P.W. Carlsson, as well as orthogonal polynomials of three variables. All this contributes to the further development of the analytic theory of systems consisting of three partial differential equations of the second order.

  12. On the relation between the fundamental equation of thermodynamics and the energy balance equation in the context of closed and open systems

    NARCIS (Netherlands)

    Knuiman, J.T.; Barneveld, P.A.

    2012-01-01

    In this paper, we elaborate on the connection between the fundamental equation of thermodynamics, which is essentially the combination of the First and Second Laws of thermodynamics, and the energy balance equation in the context of closed and open systems. We point out some misinterpretations in

  13. Application of Power Geometry and Normal Form Methods to the Study of Nonlinear ODEs

    Science.gov (United States)

    Edneral, Victor

    2018-02-01

    This paper describes power transformations of degenerate autonomous polynomial systems of ordinary differential equations which reduce such systems to a non-degenerative form. Example of creating exact first integrals of motion of some planar degenerate system in a closed form is given.

  14. Application of Power Geometry and Normal Form Methods to the Study of Nonlinear ODEs

    Directory of Open Access Journals (Sweden)

    Edneral Victor

    2018-01-01

    Full Text Available This paper describes power transformations of degenerate autonomous polynomial systems of ordinary differential equations which reduce such systems to a non-degenerative form. Example of creating exact first integrals of motion of some planar degenerate system in a closed form is given.

  15. Symmetric positive differential equations and first order hyperbolic systems

    International Nuclear Information System (INIS)

    Tangmanee, S.

    1981-12-01

    We prove that under some conditions the first order hyperbolic system and its associated mixed initial boundary conditions considered, for example, in Kreiss (Math. Comp. 22, 703-704 (1968)) and Kreiss and Gustafsson (Math. Comp. 26, 649-686 (1972)), can be transformed into a symmetric positive system of P.D.E.'s with admissible boundary conditions of Friedrich's type (Comm. Pure Appl. Math 11, 333-418 (1958)). (author)

  16. Local thermodynamics and the generalized Gibbs-Duhem equation in systems with long-range interactions.

    Science.gov (United States)

    Latella, Ivan; Pérez-Madrid, Agustín

    2013-10-01

    The local thermodynamics of a system with long-range interactions in d dimensions is studied using the mean-field approximation. Long-range interactions are introduced through pair interaction potentials that decay as a power law in the interparticle distance. We compute the local entropy, Helmholtz free energy, and grand potential per particle in the microcanonical, canonical, and grand canonical ensembles, respectively. From the local entropy per particle we obtain the local equation of state of the system by using the condition of local thermodynamic equilibrium. This local equation of state has the form of the ideal gas equation of state, but with the density depending on the potential characterizing long-range interactions. By volume integration of the relation between the different thermodynamic potentials at the local level, we find the corresponding equation satisfied by the potentials at the global level. It is shown that the potential energy enters as a thermodynamic variable that modifies the global thermodynamic potentials. As a result, we find a generalized Gibbs-Duhem equation that relates the potential energy to the temperature, pressure, and chemical potential. For the marginal case where the power of the decaying interaction potential is equal to the dimension of the space, the usual Gibbs-Duhem equation is recovered. As examples of the application of this equation, we consider spatially uniform interaction potentials and the self-gravitating gas. We also point out a close relationship with the thermodynamics of small systems.

  17. Nonlinear evolution equations and solving algebraic systems: the importance of computer algebra

    International Nuclear Information System (INIS)

    Gerdt, V.P.; Kostov, N.A.

    1989-01-01

    In the present paper we study the application of computer algebra to solve the nonlinear polynomial systems which arise in investigation of nonlinear evolution equations. We consider several systems which are obtained in classification of integrable nonlinear evolution equations with uniform rank. Other polynomial systems are related with the finding of algebraic curves for finite-gap elliptic potentials of Lame type and generalizations. All systems under consideration are solved using the method based on construction of the Groebner basis for corresponding polynomial ideals. The computations have been carried out using computer algebra systems. 20 refs

  18. 3rd International Conference on Particle Systems and Partial Differential Equations

    CERN Document Server

    Soares, Ana

    2016-01-01

    The main focus of this book is on different topics in probability theory, partial differential equations and kinetic theory, presenting some of the latest developments in these fields. It addresses mathematical problems concerning applications in physics, engineering, chemistry and biology that were presented at the Third International Conference on Particle Systems and Partial Differential Equations, held at the University of Minho, Braga, Portugal in December 2014. The purpose of the conference was to bring together prominent researchers working in the fields of particle systems and partial differential equations, providing a venue for them to present their latest findings and discuss their areas of expertise. Further, it was intended to introduce a vast and varied public, including young researchers, to the subject of interacting particle systems, its underlying motivation, and its relation to partial differential equations. This book will appeal to probabilists, analysts and those mathematicians whose wor...

  19. A variational approach to Lyapunov type inequalities from ODEs to PDEs

    CERN Document Server

    Cañada, Antonio

    2015-01-01

    This book highlights the current state of Lyapunov-type inequalities through a detailed analysis. Aimed toward researchers and students working in differential equations and those interested in the applications of stability theory and resonant systems, the book begins with an overview Lyapunov’s original results and moves forward to include prevalent results obtained in the past ten years. Detailed proofs and an emphasis on basic ideas are provided for different boundary conditions for ordinary differential equations, including Neumann, Dirichlet, periodic, and antiperiodic conditions. Novel results of higher eigenvalues, systems of equations, partial differential equations as well as variational approaches are presented. To this respect, a new and unified variational point of view  is introduced for the treatment of such problems and a systematic discussion of different types of boundary conditions is featured. Various problems make the study of Lyapunov-type inequalities of interest to those in pure and ...

  20. Interacting multiagent systems kinetic equations and Monte Carlo methods

    CERN Document Server

    Pareschi, Lorenzo

    2014-01-01

    The description of emerging collective phenomena and self-organization in systems composed of large numbers of individuals has gained increasing interest from various research communities in biology, ecology, robotics and control theory, as well as sociology and economics. Applied mathematics is concerned with the construction, analysis and interpretation of mathematical models that can shed light on significant problems of the natural sciences as well as our daily lives. To this set of problems belongs the description of the collective behaviours of complex systems composed by a large enough number of individuals. Examples of such systems are interacting agents in a financial market, potential voters during political elections, or groups of animals with a tendency to flock or herd. Among other possible approaches, this book provides a step-by-step introduction to the mathematical modelling based on a mesoscopic description and the construction of efficient simulation algorithms by Monte Carlo methods. The ar...

  1. Lyapunov Functions and Solutions of the Lyapunov Matrix Equation for Marginally Stable Systems

    DEFF Research Database (Denmark)

    Kliem, Wolfhard; Pommer, Christian

    2000-01-01

    We consider linear systems of differential equations $I \\ddot{x}+B \\dot{x}+C{x}={0}$ where $I$ is the identity matrix and $B$ and $C$ are general complex $n$ x $n$ matrices. Our main interest is to determine conditions for complete marginalstability of these systems. To this end we find solutions...... of the Lyapunov matrix equation and characterize the set of matrices $(B, C)$ which guarantees marginal stability. The theory is applied to gyroscopic systems, to indefinite damped systems, and to circulatory systems, showing how to choose certain parameter matrices to get sufficient conditions for marginal...... stability.Comparison is made with some known results for equations with real system matrices.Moreover more general cases are investigated and several examples are given....

  2. Fractal differential equations and fractal-time dynamical systems

    Indian Academy of Sciences (India)

    like fractal subsets of the real line may be termed as fractal-time dynamical systems. Formulation ... involving scaling and memory effects. But most of ..... begin by recalling the definition of the Riemann integral in ordinary calculus [33]. Let g: [a ...

  3. Accelerating Inexact Newton Schemes for Large Systems of Nonlinear Equations

    NARCIS (Netherlands)

    Fokkema, D.R.; Sleijpen, G.L.G.; Vorst, H.A. van der

    Classical iteration methods for linear systems, such as Jacobi iteration, can be accelerated considerably by Krylov subspace methods like GMRES. In this paper, we describe how inexact Newton methods for nonlinear problems can be accelerated in a similar way and how this leads to a general

  4. Variational Iterative Methods for Nonsymmetric Systems of Linear Equations.

    Science.gov (United States)

    1981-08-01

    With a third matrix-vector product, b(i) can be computed as i j ( ATAr i+l’pj)/ApjpApj), and the previous (Apj) need not be saved. Page 8 I OCR I Orthomin... Economics and Mathematical Systems, Volume 134, Springer-Verlag, Berlin, 1976. [51 Paul Concus, Gene H. Golub, and Dianne P. O’Leary. A generalized

  5. Asymmetric systems described by a pair of local covariant wave equations

    Energy Technology Data Exchange (ETDEWEB)

    Mallik, S [Bern Univ. (Switzerland). Inst. fuer Theoretische Physik

    1979-07-16

    A class of asymmetric solutions of the integrability conditions for systems obeying the Leutwyler-Stern pair of covariant wave equations is obtained. The class of unequal-mass systems described by these solutions does not embed the particle-antiparticle system behaving as a relativistic harmonic oscillator.

  6. TECHNOLOGY OF CONSTRUCTING OF GUADRATIC EQUATIONS AND SYSTEMS OF LINEAR ALGEBRAIC EQUATIONS WITH PARAMETERS IN A MAPLE-MEDIUM

    Directory of Open Access Journals (Sweden)

    Kushnir V.

    2017-12-01

    Full Text Available The problem of constructing quadratic equations and systems of equations with parameters using Maple-technology is studied. Today, the "learning tasks of reverse thinking" (V.A. Krutetsky or simply "inverse problems" (P.M.Erdniev are increasingly being introduced into the educational process. The tasks of constructing mathematical tasks in advance of a certain type and certain properties are inverse problems that unfold another aspect of the learning situation and thereby create a "surplus of its vision" (M.M. Bakhtin. The solution of inverse problems develops students’ thinking, imagination and other higher mental functions. However, their introduction into the educational process is still insufficient. One of the reasons for this situation is the insufficient number of benefits with a sufficient number of variants of the same type of tasks. Especially it concerns the construction of problems with parameters. Designing in "manual mode" requires significant temporary cognitive, physical and other efforts, carries the risks of allowing technical and computational errors. In the days of the information society and the digital economy, there are all the possibilities to perform the chain of design actions in a certain ICT environment (we have a Maple-environment. It solves the resulted difficulties of construction, creates a new educational and information environment, allows to produce automatically a sufficient number of different versions of the same type of tasks. Tasks with parameters require creativity from the students, non-standard approaches to the solution. Each task with parameters requires the creation of its own method and algorithm for solving and productive learning. The article is devoted to solving of the above problems.

  7. Solution of Fractional Order System of Bagley-Torvik Equation Using Evolutionary Computational Intelligence

    Directory of Open Access Journals (Sweden)

    Muhammad Asif Zahoor Raja

    2011-01-01

    Full Text Available A stochastic technique has been developed for the solution of fractional order system represented by Bagley-Torvik equation. The mathematical model of the equation was developed with the help of feed-forward artificial neural networks. The training of the networks was made with evolutionary computational intelligence based on genetic algorithm hybrid with pattern search technique. Designed scheme was successfully applied to different forms of the equation. Results are compared with standard approximate analytic, stochastic numerical solvers and exact solutions.

  8. A Nonmonotone Line Search Filter Algorithm for the System of Nonlinear Equations

    Directory of Open Access Journals (Sweden)

    Zhong Jin

    2012-01-01

    Full Text Available We present a new iterative method based on the line search filter method with the nonmonotone strategy to solve the system of nonlinear equations. The equations are divided into two groups; some equations are treated as constraints and the others act as the objective function, and the two groups are just updated at the iterations where it is needed indeed. We employ the nonmonotone idea to the sufficient reduction conditions and filter technique which leads to a flexibility and acceptance behavior comparable to monotone methods. The new algorithm is shown to be globally convergent and numerical experiments demonstrate its effectiveness.

  9. A computational method for direct integration of motion equations of structural systems

    International Nuclear Information System (INIS)

    Brusa, L.; Ciacci, R.; Creco, A.; Rossi, F.

    1975-01-01

    The dynamic analysis of structural systems requires the solution of the matrix equations: Md 2 delta/dt(t) + Cddelta/dt(t) + Kdelta(t) = F(t). Many numerical methods are available for direct integration of this equation and their efficiency is due to the fulfillment of the following requirements: A reasonable order of accuracy must be obtained for the approximation of the response relevant to the first modes: the model contributions relevant to the eigenvalues with large real part must be essentially neglected. This paper presents a step-by-step numerical scheme for the integration of this equation which satisfies the requirements previously mentioned. (Auth.)

  10. Imagination persistence on the vertical axis of Khaghani's odes, a personal style

    Directory of Open Access Journals (Sweden)

    Seyed Javadi Mortezayi

    2016-05-01

    Full Text Available AbstractKhaghani is one of the preeminent Persian poets. He is a stylist poet. Creating exquisite, dramatic and enigmatic imaginations in the era that most of the poets tried to imitate, integrate and repeat the themes of predecessors makes his position in the poetry more clear. His poems inspired by his rich talent and his proficiency in various sciences such as medicine, astronomy, philosophy, theology, history and math are one of the most exquisite and beautiful Persian poetries.Understanding his poems seems to be difficult due to his heavy use of these sciences, as well as using specialized and strange wordings and creating out of the mind imaginations.This Shervani poet not only has created so beautiful and exquisite dramatic themes and imaginations on the horizontal axis, but also he has done same in several cases on the vertical axis of the poem. In cases the themes are felt repeated, he has uttered them masterfully and skillfully with so novel and exquisite imaginations that they are not seem repeated and keep their value. One of the most outstanding characteristics of Khaghani's personal style is imagination persistence on vertical axis of the odes.Imagination on two horizontal and vertical axes of the poet usually includes the terms such as congestion, interference and persistence. The congestion of imagination mostly takes place on the horizontal axis of the poem and resulted by involving several independence imaginations in a verse of the poem and usually leads to compression of imaginations and their interference and disparity.Poets often use congestion to demonstrate their talent and power in Poetry, while in most of the cases it has no result except for imaginations' interference and that it causes some problems for reader to reach what poet means. But, persistence means to bring several imaginations about an object, a word or a motive in several verses which indicate the talent and imagining power of the poet and his emotional

  11. Universal and integrable nonlinear evolution systems of equations in 2+1 dimensions

    International Nuclear Information System (INIS)

    Maccari, A.

    1997-01-01

    Integrable systems of nonlinear partial differential equations (PDEs) are obtained from integrable equations in 2+1 dimensions, by means of a reduction method of broad applicability based on Fourier expansion and spatio endash temporal rescalings, which is asymptotically exact in the limit of weak nonlinearity. The integrability by the spectral transform is explicitly demonstrated, because the corresponding Lax pairs have been derived, applying the same reduction method to the Lax pair of the initial equation. These systems of nonlinear PDEs are likely to be of applicative relevance and have a open-quotes universalclose quotes character, inasmuch as they may be derived from a very large class of nonlinear evolution equations with a linear dispersive part. copyright 1997 American Institute of Physics

  12. Perturbation Solutions for Random Linear Structural Systems subject to Random Excitation using Stochastic Differential Equations

    DEFF Research Database (Denmark)

    Köyluoglu, H.U.; Nielsen, Søren R.K.; Cakmak, A.S.

    1994-01-01

    perturbation method using stochastic differential equations. The joint statistical moments entering the perturbation solution are determined by considering an augmented dynamic system with state variables made up of the displacement and velocity vector and their first and second derivatives with respect......The paper deals with the first and second order statistical moments of the response of linear systems with random parameters subject to random excitation modelled as white-noise multiplied by an envelope function with random parameters. The method of analysis is basically a second order...... to the random parameters of the problem. Equations for partial derivatives are obtained from the partial differentiation of the equations of motion. The zero time-lag joint statistical moment equations for the augmented state vector are derived from the Itô differential formula. General formulation is given...

  13. Asymptotic behavior of a system of micropolar equations

    Directory of Open Access Journals (Sweden)

    Pedro Marin-Rubio

    2016-03-01

    Full Text Available This work is concerned with three-dimensional micropolar fluids flows in a bounded domain with boundary of class $C^{\\infty}.$ Based on the theory of dissipative systems, we prove the existence of a restricted global attractors for local semiflows on suitable fractional phase spaces $\\mathbf{Z}^{\\alpha}_{p},$ namely for $p\\in (3,+\\infty$ and $\\alpha\\in [1/2,1$. Moreover, we prove that all these attractors are in fact the same set. Previously, it is shown that the Lamé operator is a sectorial operator in each $L_{p}(\\Omega$ with $1

  14. Equation-free modeling unravels the behavior of complex ecological systems

    Science.gov (United States)

    DeAngelis, Donald L.; Yurek, Simeon

    2015-01-01

    Ye et al. (1) address a critical problem confronting the management of natural ecosystems: How can we make forecasts of possible future changes in populations to help guide management actions? This problem is especially acute for marine and anadromous fisheries, where the large interannual fluctuations of populations, arising from complex nonlinear interactions among species and with varying environmental factors, have defied prediction over even short time scales. The empirical dynamic modeling (EDM) described in Ye et al.’s report, the latest in a series of papers by Sugihara and his colleagues, offers a promising quantitative approach to building models using time series to successfully project dynamics into the future. With the term “equation-free” in the article title, Ye et al. (1) are suggesting broader implications of their approach, considering the centrality of equations in modern science. From the 1700s on, nature has been increasingly described by mathematical equations, with differential or difference equations forming the basic framework for describing dynamics. The use of mathematical equations for ecological systems came much later, pioneered by Lotka and Volterra, who showed that population cycles might be described in terms of simple coupled nonlinear differential equations. It took decades for Lotka–Volterra-type models to become established, but the development of appropriate differential equations is now routine in modeling ecological dynamics. There is no question that the injection of mathematical equations, by forcing “clarity and precision into conjecture” (2), has led to increased understanding of population and community dynamics. As in science in general, in ecology equations are a key method of communication and of framing hypotheses. These equations serve as compact representations of an enormous amount of empirical data and can be analyzed by the powerful methods of mathematics.

  15. New Quasi-Newton Method for Solving Systems of Nonlinear Equations

    Czech Academy of Sciences Publication Activity Database

    Lukšan, Ladislav; Vlček, Jan

    2017-01-01

    Roč. 62, č. 2 (2017), s. 121-134 ISSN 0862-7940 R&D Projects: GA ČR GA13-06684S Institutional support: RVO:67985807 Keywords : nonlinear equations * systems of equations * trust-region methods * quasi-Newton methods * adjoint Broyden methods * numerical algorithms * numerical experiments Subject RIV: BA - General Mathematics OBOR OECD: Applied mathematics Impact factor: 0.618, year: 2016 http://hdl.handle.net/10338.dmlcz/146699

  16. Planck constant as spectral parameter in integrable systems and KZB equations

    OpenAIRE

    Levin, A.NRU HSE, Department of Mathematics, Myasnitskaya str. 20, Moscow, 101000, Russia; Olshanetsky, M.(ITEP, B. Cheremushkinskaya str. 25, Moscow, 117218, Russia); Zotov, A.(ITEP, B. Cheremushkinskaya str. 25, Moscow, 117218, Russia)

    2014-01-01

    We construct special rational ${\\rm gl}_N$ Knizhnik-Zamolodchikov-Bernard (KZB) equations with $\\tilde N$ punctures by deformation of the corresponding quantum ${\\rm gl}_N$ rational $R$-matrix. They have two parameters. The limit of the first one brings the model to the ordinary rational KZ equation. Another one is $\\tau$. At the level of classical mechanics the deformation parameter $\\tau$ allows to extend the previously obtained modified Gaudin models to the modified Schlesinger systems. Ne...

  17. Covariant single-time equations for a system of N spinor particles

    International Nuclear Information System (INIS)

    Dej, E.A.; Kapshaj, V.N.; Skachkov, N.B.

    1993-01-01

    Based on the field-theoretical Green functions that describe a system of N fermions in terms of a single-time variables we have derived covariant equations for the wave function of a bound state. The interaction operators in these equations and normalization conditions for the wave function are determined. As an example, the baryon is considered as a bound state of three quarks. 19 refs.; 1 fig

  18. Simultaneous exact controllability for Maxwell equations and for a second-order hyperbolic system

    Directory of Open Access Journals (Sweden)

    Boris V. Kapitonov

    2010-02-01

    Full Text Available We present a result on "simultaneous" exact controllability for two models that describe two hyperbolic dynamics. One is the system of Maxwell equations and the other a vector-wave equation with a pressure term. We obtain the main result using modified multipliers in order to generate a necessary observability estimate which allow us to use the Hilbert Uniqueness Method (HUM introduced by Lions.

  19. Simulation of a Hydrometallurgical Leaching Reactor modeled as a DAE system

    Directory of Open Access Journals (Sweden)

    Marta Duenas Diez

    2002-04-01

    Full Text Available An existing dynamic model of the main reactor in the Silgrain process for the production of Si from FeSi has been extended here in order to resemble more closely the behavior of the real reactor. The previous model was based on the application of macroscopic mass conservation law, the population balance equation and the assumptions of complete mixing and isothermic conditions. The major modifications are the inclusion of the condition governing the entrainment of particles in the outflow, and the formulation of the energy balance. The extended model consists of 1 integrodifferential equation, 4 implicit ordinary differential equations, 7 algebraic equations and 3 integral equations. After discretization in the particle size space, a system of differential and algebraic equations (DAE is obtained. DAEs are not ODEs and they require analysis and characterization and may require reformulation. After such analysis, it was concluded that the system is implicit index-one for the usual range of operation and that a method based on the Backward Differentiation formulas (BDF can be used for its solution. The model was implemented in Matlab and the ode15s code was used for solving the system of equations. The simulation results are satisfactory and seem to match qualitatively with the known operation of the reactor. The model is suitable for further use in designing a model-based control scheme.

  20. On the economical solution method for a system of linear algebraic equations

    Directory of Open Access Journals (Sweden)

    Jan Awrejcewicz

    2004-01-01

    Full Text Available The present work proposes a novel optimal and exact method of solving large systems of linear algebraic equations. In the approach under consideration, the solution of a system of algebraic linear equations is found as a point of intersection of hyperplanes, which needs a minimal amount of computer operating storage. Two examples are given. In the first example, the boundary value problem for a three-dimensional stationary heat transfer equation in a parallelepiped in ℝ3 is considered, where boundary value problems of first, second, or third order, or their combinations, are taken into account. The governing differential equations are reduced to algebraic ones with the help of the finite element and boundary element methods for different meshes applied. The obtained results are compared with known analytical solutions. The second example concerns computation of a nonhomogeneous shallow physically and geometrically nonlinear shell subject to transversal uniformly distributed load. The partial differential equations are reduced to a system of nonlinear algebraic equations with the error of O(hx12+hx22. The linearization process is realized through either Newton method or differentiation with respect to a parameter. In consequence, the relations of the boundary condition variations along the shell side and the conditions for the solution matching are reported.

  1. Exact solutions and conservation laws of the system of two-dimensional viscous Burgers equations

    Science.gov (United States)

    Abdulwahhab, Muhammad Alim

    2016-10-01

    Fluid turbulence is one of the phenomena that has been studied extensively for many decades. Due to its huge practical importance in fluid dynamics, various models have been developed to capture both the indispensable physical quality and the mathematical structure of turbulent fluid flow. Among the prominent equations used for gaining in-depth insight of fluid turbulence is the two-dimensional Burgers equations. Its solutions have been studied by researchers through various methods, most of which are numerical. Being a simplified form of the two-dimensional Navier-Stokes equations and its wide range of applicability in various fields of science and engineering, development of computationally efficient methods for the solution of the two-dimensional Burgers equations is still an active field of research. In this study, Lie symmetry method is used to perform detailed analysis on the system of two-dimensional Burgers equations. Optimal system of one-dimensional subalgebras up to conjugacy is derived and used to obtain distinct exact solutions. These solutions not only help in understanding the physical effects of the model problem but also, can serve as benchmarks for constructing algorithms and validation of numerical solutions of the system of Burgers equations under consideration at finite Reynolds numbers. Independent and nontrivial conserved vectors are also constructed.

  2. Asymptotic Analysis of a System of Algebraic Equations Arising in Dislocation Theory

    KAUST Repository

    Hall, Cameron L.; Chapman, S. Jonathan; Ockendon, John R.

    2010-01-01

    The system of algebraic equations given by σn j=0, j≠=i sgn(xi-xj )|xi-xj|a = 1, i = 1, 2, ⋯ , n, x0 = 0, appears in dislocation theory in models of dislocation pile-ups. Specifically, the case a = 1 corresponds to the simple situation where n dislocations are piled up against a locked dislocation, while the case a = 3 corresponds to n dislocation dipoles piled up against a locked dipole. We present a general analysis of systems of this type for a > 0 and n large. In the asymptotic limit n→∞, it becomes possible to replace the system of discrete equations with a continuum equation for the particle density. For 0 < a < 2, this takes the form of a singular integral equation, while for a > 2 it is a first-order differential equation. The critical case a = 2 requires special treatment, but, up to corrections of logarithmic order, it also leads to a differential equation. The continuum approximation is valid only for i neither too small nor too close to n. The boundary layers at either end of the pile-up are also analyzed, which requires matching between discrete and continuum approximations to the main problem. © 2010 Society for Industrial and Applied Mathematics.

  3. Bethe-Salpeter equation for fermion-antifermion system in the ladder approximation

    International Nuclear Information System (INIS)

    Fukui, Ichio; Seto, Noriaki; Yoshida, Toshihiro.

    1977-01-01

    The Bethe-Salpeter (B-S) equation is important for studying hadron physics. Especially intensive investigation on the fermion-antifermion B-S equation is indispensable for the phenomenological studies of hardrons. However, many components of the B-S amplitude and the Wick-rotated integral kernel of non-Fredholm type have prevented from knowing details the solutions even in the ladder approximation. Some particular solutions are known in case of the vanishing four-momenta of bound states. The B-S equation for the bound state of fermion-anti-fermion system interacting through vector (axial-vector) particle exchange was studied in the ladder approximation with Feynman gauge. The reduced equations were obtained for suitably decomposed amplitude, and it is shown that, in the S-wave case, the coupled equations separate into two parts. In the nonrelativistic limit, large components of the amplitude satisfy the Wick-Cutkosky equation, and small components are expressed in terms of the large ones. Equations are derived for the equal-time amplitudes. (Kobatake, H.)

  4. Multistage Spectral Relaxation Method for Solving the Hyperchaotic Complex Systems

    Directory of Open Access Journals (Sweden)

    Hassan Saberi Nik

    2014-01-01

    Full Text Available We present a pseudospectral method application for solving the hyperchaotic complex systems. The proposed method, called the multistage spectral relaxation method (MSRM is based on a technique of extending Gauss-Seidel type relaxation ideas to systems of nonlinear differential equations and using the Chebyshev pseudospectral methods to solve the resulting system on a sequence of multiple intervals. In this new application, the MSRM is used to solve famous hyperchaotic complex systems such as hyperchaotic complex Lorenz system and the complex permanent magnet synchronous motor. We compare this approach to the Runge-Kutta based ode45 solver to show that the MSRM gives accurate results.

  5. A New Numerical Technique for Solving Systems Of Nonlinear Fractional Partial Differential Equations

    Directory of Open Access Journals (Sweden)

    Mountassir Hamdi Cherif

    2017-11-01

    Full Text Available In this paper, we apply an efficient method called the Aboodh decomposition method to solve systems of nonlinear fractional partial differential equations. This method is a combined form of Aboodh transform with Adomian decomposition method. The theoretical analysis of this investigated for systems of nonlinear fractional partial differential equations is calculated in the explicit form of a power series with easily computable terms. Some examples are given to shows that this method is very efficient and accurate. This method can be applied to solve others nonlinear systems problems.

  6. Workshop on Numerical Methods for Ordinary Differential Equations

    CERN Document Server

    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.

  7. Stability analysis of solutions to nonlinear stiff Volterra functional differential equations in Banach spaces

    Institute of Scientific and Technical Information of China (English)

    LI Shoufu

    2005-01-01

    A series of stability, contractivity and asymptotic stability results of the solutions to nonlinear stiff Volterra functional differential equations (VFDEs) in Banach spaces is obtained, which provides the unified theoretical foundation for the stability analysis of solutions to nonlinear stiff problems in ordinary differential equations(ODEs), delay differential equations(DDEs), integro-differential equations(IDEs) and VFDEs of other type which appear in practice.

  8. Mars approach for global sensitivity analysis of differential equation models with applications to dynamics of influenza infection.

    Science.gov (United States)

    Lee, Yeonok; Wu, Hulin

    2012-01-01

    Differential equation models are widely used for the study of natural phenomena in many fields. The study usually involves unknown factors such as initial conditions and/or parameters. It is important to investigate the impact of unknown factors (parameters and initial conditions) on model outputs in order to better understand the system the model represents. Apportioning the uncertainty (variation) of output variables of a model according to the input factors is referred to as sensitivity analysis. In this paper, we focus on the global sensitivity analysis of ordinary differential equation (ODE) models over a time period using the multivariate adaptive regression spline (MARS) as a meta model based on the concept of the variance of conditional expectation (VCE). We suggest to evaluate the VCE analytically using the MARS model structure of univariate tensor-product functions which is more computationally efficient. Our simulation studies show that the MARS model approach performs very well and helps to significantly reduce the computational cost. We present an application example of sensitivity analysis of ODE models for influenza infection to further illustrate the usefulness of the proposed method.

  9. "Ode Ori": a culture-bound disorder with prominent somatic features in Yoruba Nigerian patients.

    Science.gov (United States)

    Makanjuola, R O

    1987-03-01

    Thirty patients diagnosed by Nigerian Yoruba traditional healers as suffering from a condition termed "Ode Ori" are described. The chief complaints were of a crawling sensation in the head and body, noises in the ears, palpitations and various other somatic complaints. Anxiety and depressive symptoms were prominent in all the patients and indeed the most common DSM-III diagnoses were of depressive and anxiety disorders. The significance of the disorder and its features is discussed in the context of the socio-cultural background of the patients.

  10. Exploring the Phase Space of a System of Differential Equations: Different Mathematical Registers

    Science.gov (United States)

    Dana-Picard, Thierry; Kidron, Ivy

    2008-01-01

    We describe and analyze a situation involving symbolic representation and graphical visualization of the solution of a system of two linear differential equations, using a computer algebra system. Symbolic solution and graphical representation complement each other. Graphical representation helps to understand the behavior of the symbolic…

  11. On the coupling of systems of hyperbolic conservation laws with ordinary differential equations

    International Nuclear Information System (INIS)

    Borsche, Raul; Colombo, Rinaldo M; Garavello, Mauro

    2010-01-01

    Motivated by applications to the piston problem, to a manhole model, to blood flow and to supply chain dynamics, this paper deals with a system of conservation laws coupled with a system of ordinary differential equations. The former is defined on a domain with boundary and the coupling is provided by the boundary condition. For each of the examples considered, numerical integrations are provided

  12. Application of homotopy perturbation method for systems of Volterra integral equations of the first kind

    International Nuclear Information System (INIS)

    Biazar, J.; Eslami, M.; Aminikhah, H.

    2009-01-01

    In this article, an application of He's homotopy perturbation method is applied to solve systems of Volterra integral equations of the first kind. Some non-linear examples are prepared to illustrate the efficiency and simplicity of the method. Applying the method for linear systems is so easily that it does not worth to have any example.

  13. He's homotopy perturbation method for solving systems of Volterra integral equations of the second kind

    International Nuclear Information System (INIS)

    Biazar, J.; Ghazvini, H.

    2009-01-01

    In this paper, the He's homotopy perturbation method is applied to solve systems of Volterra integral equations of the second kind. Some examples are presented to illustrate the ability of the method for linear and non-linear such systems. The results reveal that the method is very effective and simple.

  14. The Mathlet Toolkit: Creating Dynamic Applets for Differential Equations and Dynamical Systems

    Science.gov (United States)

    Decker, Robert

    2011-01-01

    Dynamic/interactive graphing applets can be used to supplement standard computer algebra systems such as Maple, Mathematica, Derive, or TI calculators, in courses such as Calculus, Differential Equations, and Dynamical Systems. The addition of this type of software can lead to discovery learning, with students developing their own conjectures, and…

  15. Solution of the Lyapunov matrix equation for a system with a time-dependent stiffness matrix

    DEFF Research Database (Denmark)

    Pommer, Christian; Kliem, Wolfhard

    2004-01-01

    The stability of the linearized model of a rotor system with non-symmetric strain and axial loads is investigated. Since we are using a fixed reference system, the differential equations have the advantage to be free of Coriolis and centrifugal forces. A disadvantage is nevertheless the occurrence...

  16. On existence of soliton solutions of arbitrary-order system of nonlinear Schrodinger equations

    International Nuclear Information System (INIS)

    Zhestkov, S.V.

    2003-01-01

    The soliton solutions are constructed for the system of arbitrary-order coupled nonlinear Schrodinger equations . The necessary and sufficient conditions of existence of these solutions are obtained. It is shown that the maximum number of solitons in nondegenerate case is 4L, where L is order of the system. (author)

  17. Lie symmetries of systems of second-order linear ordinary differential equations with constant coefficients.

    Science.gov (United States)

    Boyko, Vyacheslav M; Popovych, Roman O; Shapoval, Nataliya M

    2013-01-01

    Lie symmetries of systems of second-order linear ordinary differential equations with constant coefficients are exhaustively described over both the complex and real fields. The exact lower and upper bounds for the dimensions of the maximal Lie invariance algebras possessed by such systems are obtained using an effective algebraic approach.

  18. Numerical simulation of stochastic point kinetic equation in the dynamical system of nuclear reactor

    International Nuclear Information System (INIS)

    Saha Ray, S.

    2012-01-01

    Highlights: ► In this paper stochastic neutron point kinetic equations have been analyzed. ► Euler–Maruyama method and Strong Taylor 1.5 order method have been discussed. ► These methods are applied for the solution of stochastic point kinetic equations. ► Comparison between the results of these methods and others are presented in tables. ► Graphs for neutron and precursor sample paths are also presented. -- Abstract: In the present paper, the numerical approximation methods, applied to efficiently calculate the solution for stochastic point kinetic equations () in nuclear reactor dynamics, are investigated. A system of Itô stochastic differential equations has been analyzed to model the neutron density and the delayed neutron precursors in a point nuclear reactor. The resulting system of Itô stochastic differential equations are solved over each time-step size. The methods are verified by considering different initial conditions, experimental data and over constant reactivities. The computational results indicate that the methods are simple and suitable for solving stochastic point kinetic equations. In this article, a numerical investigation is made in order to observe the random oscillations in neutron and precursor population dynamics in subcritical and critical reactors.

  19. Solution method for the unsteady incompressible Navier-Stokes equations in generalized coordinate systems

    International Nuclear Information System (INIS)

    Rosenfeld, M.; Kwak, D.; Vinokur, M.

    1988-01-01

    A solution method based on a fractional step approach is developed for obtaining time-dependent solutions of the three-dimensional, incompressible Navier-Stokes equations in generalized coordinate systems. The governing equations are discretized conservatively by finite volumes using a staggered mesh system. The primitive variable formulation uses the volume fluxes across the faces of each computational cell as dependent variables. This procedure, combined with accurate and consistent approximations of geometric parameters, is done to satisfy the discretized mass conservation equation to machine accuracy as well as to gain favorable convergence properties of the Poisson solver. The discretized equations are second-order-accurate in time and space and no smoothing terms are added. An approximate-factorization scheme is implemented in solving the momentum equations. A novel ZEBRA scheme with four-color ordering is devised for the efficient solution of the Poisson equation. Several two and three-dimensional solutions are compared with other numerical and experimental results to validate the present method. 23 references

  20. Non-Archimedean reaction-ultradiffusion equations and complex hierarchic systems

    Science.gov (United States)

    Zúñiga-Galindo, W. A.

    2018-06-01

    We initiate the study of non-Archimedean reaction-ultradiffusion equations and their connections with models of complex hierarchic systems. From a mathematical perspective, the equations studied here are the p-adic counterpart of the integro-differential models for phase separation introduced by Bates and Chmaj. Our equations are also generalizations of the ultradiffusion equations on trees studied in the 1980s by Ogielski, Stein, Bachas, Huberman, among others, and also generalizations of the master equations of the Avetisov et al models, which describe certain complex hierarchic systems. From a physical perspective, our equations are gradient flows of non-Archimedean free energy functionals and their solutions describe the macroscopic density profile of a bistable material whose space of states has an ultrametric structure. Some of our results are p-adic analogs of some well-known results in the Archimedean setting, however, the mechanism of diffusion is completely different due to the fact that it occurs in an ultrametric space.

  1. Elliptic Euler–Poisson–Darboux equation, critical points and integrable systems

    International Nuclear Information System (INIS)

    Konopelchenko, B G; Ortenzi, G

    2013-01-01

    The structure and properties of families of critical points for classes of functions W(z, z-bar ) obeying the elliptic Euler–Poisson–Darboux equation E(1/2, 1/2) are studied. General variational and differential equations governing the dependence of critical points in variational (deformation) parameters are found. Explicit examples of the corresponding integrable quasi-linear differential systems and hierarchies are presented. There are the extended dispersionless Toda/nonlinear Schrödinger hierarchies, the ‘inverse’ hierarchy and equations associated with the real-analytic Eisenstein series E(β, β-bar ;1/2) among them. The specific bi-Hamiltonian structure of these equations is also discussed. (paper)

  2. A theory of post-stall transients in axial compression systems. I - Development of equations

    Science.gov (United States)

    Moore, F. K.; Greitzer, E. M.

    1985-01-01

    An approximate theory is presented for post-stall transients in multistage axial compression systems. The theory leads to a set of three simultaneous nonlinear third-order partial differential equations for pressure rise, and average and disturbed values of flow coefficient, as functions of time and angle around the compressor. By a Galerkin procedure, angular dependence is averaged, and the equations become first order in time. These final equations are capable of describing the growth and possible decay of a rotating-stall cell during a compressor mass-flow transient. It is shown how rotating-stall-like and surgelike motions are coupled through these equations, and also how the instantaneous compressor pumping characteristic changes during the transient stall process.

  3. Dirac delta representation by exact parametric equations.. Application to impulsive vibration systems

    Science.gov (United States)

    Chicurel-Uziel, Enrique

    2007-08-01

    A pair of closed parametric equations are proposed to represent the Heaviside unit step function. Differentiating the step equations results in two additional parametric equations, that are also hereby proposed, to represent the Dirac delta function. These equations are expressed in algebraic terms and are handled by means of elementary algebra and elementary calculus. The proposed delta representation complies exactly with the values of the definition. It complies also with the sifting property and the requisite unit area and its Laplace transform coincides with the most general form given in the tables. Furthermore, it leads to a very simple method of solution of impulsive vibrating systems either linear or belonging to a large class of nonlinear problems. Two example solutions are presented.

  4. On the interpretations of Langevin stochastic equation in different coordinate systems

    International Nuclear Information System (INIS)

    Martinez, E.; Lopez-Diaz, L.; Torres, L.; Alejos, O.

    2004-01-01

    The stochastic Langevin Landau-Lifshitz equation is usually utilized in micromagnetics formalism to account for thermal effects. Commonly, two different interpretations of the stochastic integrals can be made: Ito and Stratonovich. In this work, the Langevin-Landau-Lifshitz (LLL) equation is written in both Cartesian and Spherical coordinates. If Spherical coordinates are employed, the noise is additive, and therefore, Ito and Stratonovich solutions are equal. This is not the case when (LLL) equation is written in Cartesian coordinates. In this case, the Langevin equation must be interpreted in the Stratonovich sense in order to reproduce correct statistical results. Nevertheless, the statistics of the numerical results obtained from Euler-Ito and Euler-Stratonovich schemes are equivalent due to the additional numerical constraint imposed in Cartesian system after each time step, which itself assures that the magnitude of the magnetization is preserved

  5. Master equations for degenerate systems: electron radiative cascade in a Coulomb potential

    International Nuclear Information System (INIS)

    Uskov, D B; Pratt, R H

    2004-01-01

    We examine the effects of degeneracy and its lifting for the problem of electron radiative cascade, described by master equations of the Lindblad form (quantum optical master equations). A weak external field approximation is used to study the resulting gradual transformation of cascade dynamics between degenerate and non-degenerate forms. Exploiting the spherical symmetry properties of the system we demonstrate significant difference between perturbations commuting with angular momentum and perturbations breaking the spherical symmetry, such as a homogeneous external field. We discuss the possibility and the general approach for reduction of the Lindblad master equations in the case of spectral degeneracy to the Pauli balance equations. This determines the appropriate choice of basis as, for example, spherical or parabolic

  6. Exact Solutions to a Combined sinh-cosh-Gordon Equation

    International Nuclear Information System (INIS)

    Wei Long

    2010-01-01

    Based on a transformed Painleve property and the variable separated ODE method, a function transformation method is proposed to search for exact solutions of some partial differential equations (PDEs) with hyperbolic or exponential functions. This approach provides a more systematical and convenient handling of the solution process of this kind of nonlinear equations. Its key point is to eradicate the hyperbolic or exponential terms by a transformed Painleve property and reduce the given PDEs to a variable-coefficient ordinary differential equations, then we seek for solutions to the resulting equations by some methods. As an application, exact solutions for the combined sinh-cosh-Gordon equation are formally derived. (general)

  7. On the validity of the Jarzynski equation in quantum systems; Zur Gueltigkeit der Jarzynskigleichung in Quantensystemen

    Energy Technology Data Exchange (ETDEWEB)

    Nolte, Roman

    2009-11-20

    Discovered in 1997, the Jarzynski equation is one of several new theorems of nonequilibrium thermodynamics. Not only this equation makes a more severe statement than the second law of thermodynamics, it does also relate process quantities from processes far from equilibrium to equilibrium quantities. In particular during the investigation of very small systems there has been drawn much attention to this equation and the related fluctuation theorems during the last years. Something similar applies for the description of microbiological processes which take place often stationary but rarely in thermodynamical equilibrium. However, especially according to small systems the question of the validity of the equation in the quantum case emerges. Though meanwhile quite comprehensive proofs concerning classical systems have been found, for that case uncertainty and contradictory statements exist, founding on different definitions and interpretations of the quantum analogon of expressions of the equation. Simple examples on which the different approaches can be tested, are so far missing. In this work two such examples are investigated and it is examined, how the results differ from their classical counterparts and which properties of quantum systems influence the result. (orig.)

  8. Solution of underdetermined systems of equations with gridded a priori constraints.

    Science.gov (United States)

    Stiros, Stathis C; Saltogianni, Vasso

    2014-01-01

    The TOPINV, Topological Inversion algorithm (or TGS, Topological Grid Search) initially developed for the inversion of highly non-linear redundant systems of equations, can solve a wide range of underdetermined systems of non-linear equations. This approach is a generalization of a previous conclusion that this algorithm can be used for the solution of certain integer ambiguity problems in Geodesy. The overall approach is based on additional (a priori) information for the unknown variables. In the past, such information was used either to linearize equations around approximate solutions, or to expand systems of observation equations solved on the basis of generalized inverses. In the proposed algorithm, the a priori additional information is used in a third way, as topological constraints to the unknown n variables, leading to an R(n) grid containing an approximation of the real solution. The TOPINV algorithm does not focus on point-solutions, but exploits the structural and topological constraints in each system of underdetermined equations in order to identify an optimal closed space in the R(n) containing the real solution. The centre of gravity of the grid points defining this space corresponds to global, minimum-norm solutions. The rationale and validity of the overall approach are demonstrated on the basis of examples and case studies, including fault modelling, in comparison with SVD solutions and true (reference) values, in an accuracy-oriented approach.

  9. Conservation laws for certain time fractional nonlinear systems of partial differential equations

    Science.gov (United States)

    Singla, Komal; Gupta, R. K.

    2017-12-01

    In this study, an extension of the concept of nonlinear self-adjointness and Noether operators is proposed for calculating conserved vectors of the time fractional nonlinear systems of partial differential equations. In our recent work (J Math Phys 2016; 57: 101504), by proposing the symmetry approach for time fractional systems, the Lie symmetries for some fractional nonlinear systems have been derived. In this paper, the obtained infinitesimal generators are used to find conservation laws for the corresponding fractional systems.

  10. Nonlinear PDEs a dynamical systems approach

    CERN Document Server

    Schneider, Guido

    2017-01-01

    This is an introductory textbook about nonlinear dynamics of PDEs, with a focus on problems over unbounded domains and modulation equations. The presentation is example-oriented, and new mathematical tools are developed step by step, giving insight into some important classes of nonlinear PDEs and nonlinear dynamics phenomena which may occur in PDEs. The book consists of four parts. Parts I and II are introductions to finite- and infinite-dimensional dynamics defined by ODEs and by PDEs over bounded domains, respectively, including the basics of bifurcation and attractor theory. Part III introduces PDEs on the real line, including the Korteweg-de Vries equation, the Nonlinear Schrödinger equation and the Ginzburg-Landau equation. These examples often occur as simplest possible models, namely as amplitude or modulation equations, for some real world phenomena such as nonlinear waves and pattern formation. Part IV explores in more detail the connections between such complicated physical systems and the reduced...

  11. Discovering governing equations from data by sparse identification of nonlinear dynamical systems.

    Science.gov (United States)

    Brunton, Steven L; Proctor, Joshua L; Kutz, J Nathan

    2016-04-12

    Extracting governing equations from data is a central challenge in many diverse areas of science and engineering. Data are abundant whereas models often remain elusive, as in climate science, neuroscience, ecology, finance, and epidemiology, to name only a few examples. In this work, we combine sparsity-promoting techniques and machine learning with nonlinear dynamical systems to discover governing equations from noisy measurement data. The only assumption about the structure of the model is that there are only a few important terms that govern the dynamics, so that the equations are sparse in the space of possible functions; this assumption holds for many physical systems in an appropriate basis. In particular, we use sparse regression to determine the fewest terms in the dynamic governing equations required to accurately represent the data. This results in parsimonious models that balance accuracy with model complexity to avoid overfitting. We demonstrate the algorithm on a wide range of problems, from simple canonical systems, including linear and nonlinear oscillators and the chaotic Lorenz system, to the fluid vortex shedding behind an obstacle. The fluid example illustrates the ability of this method to discover the underlying dynamics of a system that took experts in the community nearly 30 years to resolve. We also show that this method generalizes to parameterized systems and systems that are time-varying or have external forcing.

  12. A system of recurrent neural networks for modularising, parameterising and dynamic analysis of cell signalling networks.

    Science.gov (United States)

    Samarasinghe, S; Ling, H

    In this paper, we show how to extend our previously proposed novel continuous time Recurrent Neural Networks (RNN) approach that retains the advantage of continuous dynamics offered by Ordinary Differential Equations (ODE) while enabling parameter estimation through adaptation, to larger signalling networks using a modular approach. Specifically, the signalling network is decomposed into several sub-models based on important temporal events in the network. Each sub-model is represented by the proposed RNN and trained using data generated from the corresponding ODE model. Trained sub-models are assembled into a whole system RNN which is then subjected to systems dynamics and sensitivity analyses. The concept is illustrated by application to G1/S transition in cell cycle using Iwamoto et al. (2008) ODE model. We decomposed the G1/S network into 3 sub-models: (i) E2F transcription factor release; (ii) E2F and CycE positive feedback loop for elevating cyclin levels; and (iii) E2F and CycA negative feedback to degrade E2F. The trained sub-models accurately represented system dynamics and parameters were in good agreement with the ODE model. The whole system RNN however revealed couple of parameters contributing to compounding errors due to feedback and required refinement to sub-model 2. These related to the reversible reaction between CycE/CDK2 and p27, its inhibitor. The revised whole system RNN model very accurately matched dynamics of the ODE system. Local sensitivity analysis of the whole system model further revealed the most dominant influence of the above two parameters in perturbing G1/S transition, giving support to a recent hypothesis that the release of inhibitor p27 from Cyc/CDK complex triggers cell cycle stage transition. To make the model useful in a practical setting, we modified each RNN sub-model with a time relay switch to facilitate larger interval input data (≈20min) (original model used data for 30s or less) and retrained them that produced

  13. A Dynamic BI–Orthogonal Field Equation Approach to Efficient Bayesian Inversion

    Directory of Open Access Journals (Sweden)

    Tagade Piyush M.

    2017-06-01

    Full Text Available This paper proposes a novel computationally efficient stochastic spectral projection based approach to Bayesian inversion of a computer simulator with high dimensional parametric and model structure uncertainty. The proposed method is based on the decomposition of the solution into its mean and a random field using a generic Karhunen-Loève expansion. The random field is represented as a convolution of separable Hilbert spaces in stochastic and spatial dimensions that are spectrally represented using respective orthogonal bases. In particular, the present paper investigates generalized polynomial chaos bases for the stochastic dimension and eigenfunction bases for the spatial dimension. Dynamic orthogonality is used to derive closed-form equations for the time evolution of mean, spatial and the stochastic fields. The resultant system of equations consists of a partial differential equation (PDE that defines the dynamic evolution of the mean, a set of PDEs to define the time evolution of eigenfunction bases, while a set of ordinary differential equations (ODEs define dynamics of the stochastic field. This system of dynamic evolution equations efficiently propagates the prior parametric uncertainty to the system response. The resulting bi-orthogonal expansion of the system response is used to reformulate the Bayesian inference for efficient exploration of the posterior distribution. The efficacy of the proposed method is investigated for calibration of a 2D transient diffusion simulator with an uncertain source location and diffusivity. The computational efficiency of the method is demonstrated against a Monte Carlo method and a generalized polynomial chaos approach.

  14. Ordinary differential equations basics and beyond

    CERN Document Server

    Schaeffer, David G

    2016-01-01

    This book develops the theory of ordinary differential equations (ODEs), starting from an introductory level (with no prior experience in ODEs assumed) through to a graduate-level treatment of the qualitative theory, including bifurcation theory (but not chaos). While proofs are rigorous, the exposition is reader-friendly, aiming for the informality of face-to-face interactions. A unique feature of this book is the integration of rigorous theory with numerous applications of scientific interest. Besides providing motivation, this synthesis clarifies the theory and enhances scientific literacy. Other features include: (i) a wealth of exercises at various levels, along with commentary that explains why they matter; (ii) figures with consistent color conventions to identify nullclines, periodic orbits, stable and unstable manifolds; and (iii) a dedicated website with software templates, problem solutions, and other resources supporting the text. Given its many applications, the book may be used comfortably in sc...

  15. Differential equations, mechanics, and computation

    CERN Document Server

    Palais, Richard S

    2009-01-01

    This book provides a conceptual introduction to the theory of ordinary differential equations, concentrating on the initial value problem for equations of evolution and with applications to the calculus of variations and classical mechanics, along with a discussion of chaos theory and ecological models. It has a unified and visual introduction to the theory of numerical methods and a novel approach to the analysis of errors and stability of various numerical solution algorithms based on carefully chosen model problems. While the book would be suitable as a textbook for an undergraduate or elementary graduate course in ordinary differential equations, the authors have designed the text also to be useful for motivated students wishing to learn the material on their own or desiring to supplement an ODE textbook being used in a course they are taking with a text offering a more conceptual approach to the subject.

  16. An appraisal of computational techniques for transient heat conduction equation

    International Nuclear Information System (INIS)

    Kant, T.

    1983-01-01

    A semi-discretization procedure in which the ''space'' dimension is discretized by the finite element method is emphasized for transient problems. This standard methodology transforms the space-time partial differential equation (PDE) system into a set of ordinary differential equations (ODE) in time. Existing methods for transient heat conduction calculations are then reviewed. Existence of two general classes of time integration schemes- implicit and explicit is noted. Numerical stability characteristics of these two methods are elucidated. Implicit methods are noted to be numerically stable, permitting large time steps, but the cost per step is high. On the otherhand, explicit schemes are noted to be inexpensive per step, but small step size is required. Low computational cost of the explicit schemes make it very attractive for nonlinear problems. However, numerical stability considerations requiring use of very small time steps come in the way of its general adoption. Effectiveness of the fourth-order Runge-Kutta-Gill explicit integrator is then numerically evaluated. Finally we discuss some very recent works on development of computational algorithms which not only achieve unconditional stability, high accuracy and convergence but involve computations on matrix equations of elements only. This development is considered to be very significant in the light of our experience gained for simple heat conduction calculations. We conclude that such algorithms have the potential for further developments leading to development of economical methods for general transient analysis of complex physical systems. (orig.)

  17. Integrability and Poisson Structures of Three Dimensional Dynamical Systems and Equations of Hydrodynamic Type

    Science.gov (United States)

    Gumral, Hasan

    Poisson structure of completely integrable 3 dimensional dynamical systems can be defined in terms of an integrable 1-form. We take advantage of this fact and use the theory of foliations in discussing the geometrical structure underlying complete and partial integrability. We show that the Halphen system can be formulated in terms of a flat SL(2,R)-valued connection and belongs to a non-trivial Godbillon-Vey class. On the other hand, for the Euler top and a special case of 3-species Lotka-Volterra equations which are contained in the Halphen system as limiting cases, this structure degenerates into the form of globally integrable bi-Hamiltonian structures. The globally integrable bi-Hamiltonian case is a linear and the sl_2 structure is a quadratic unfolding of an integrable 1-form in 3 + 1 dimensions. We complete the discussion of the Hamiltonian structure of 2-component equations of hydrodynamic type by presenting the Hamiltonian operators for Euler's equation and a continuum limit of Toda lattice. We present further infinite sequences of conserved quantities for shallow water equations and show that their generalizations by Kodama admit bi-Hamiltonian structure. We present a simple way of constructing the second Hamiltonian operators for N-component equations admitting some scaling properties. The Kodama reduction of the dispersionless-Boussinesq equations and the Lax reduction of the Benney moment equations are shown to be equivalent by a symmetry transformation. They can be cast into the form of a triplet of conservation laws which enable us to recognize a non-trivial scaling symmetry. The resulting bi-Hamiltonian structure generates three infinite sequences of conserved densities.

  18. Conservation properties of numerical integration methods for systems of ordinary differential equations

    Science.gov (United States)

    Rosenbaum, J. S.

    1976-01-01

    If a system of ordinary differential equations represents a property conserving system that can be expressed linearly (e.g., conservation of mass), it is then desirable that the numerical integration method used conserve the same quantity. It is shown that both linear multistep methods and Runge-Kutta methods are 'conservative' and that Newton-type methods used to solve the implicit equations preserve the inherent conservation of the numerical method. It is further shown that a method used by several authors is not conservative.

  19. Boundary-value problems with free boundaries for elliptic systems of equations

    CERN Document Server

    Monakhov, V N

    1983-01-01

    This book is concerned with certain classes of nonlinear problems for elliptic systems of partial differential equations: boundary-value problems with free boundaries. The first part has to do with the general theory of boundary-value problems for analytic functions and its applications to hydrodynamics. The second presents the theory of quasiconformal mappings, along with the theory of boundary-value problems for elliptic systems of equations and applications of it to problems in the mechanics of continuous media with free boundaries: problems in subsonic gas dynamics, filtration theory, and problems in elastico-plasticity.

  20. Multiple positive solutions to a coupled systems of nonlinear fractional differential equations.

    Science.gov (United States)

    Shah, Kamal; Khan, Rahmat Ali

    2016-01-01

    In this article, we study existence, uniqueness and nonexistence of positive solution to a highly nonlinear coupled system of fractional order differential equations. Necessary and sufficient conditions for the existence and uniqueness of positive solution are developed by using Perov's fixed point theorem for the considered problem. Further, we also established sufficient conditions for existence of multiplicity results for positive solutions. Also, we developed some conditions under which the considered coupled system of fractional order differential equations has no positive solution. Appropriate examples are also provided which demonstrate our results.

  1. Geometric methods of global attraction in systems of delay differential equations

    Science.gov (United States)

    El-Morshedy, Hassan A.; Ruiz-Herrera, Alfonso

    2017-11-01

    In this paper we deduce criteria of global attraction in systems of delay differential equations. Our methodology is new and consists in "dominating" the nonlinear terms of the system by a scalar function and then studying some dynamical properties of that function. One of the crucial benefits of our approach is that we obtain delay-dependent results of global attraction that cover the best delay-independent conditions. We apply our results in a gene regulatory model and the classical Nicholson's blowfly equation with patch structure.

  2. Coupled replicator equations for the dynamics of learning in multiagent systems

    Science.gov (United States)

    Sato, Yuzuru; Crutchfield, James P.

    2003-01-01

    Starting with a group of reinforcement-learning agents we derive coupled replicator equations that describe the dynamics of collective learning in multiagent systems. We show that, although agents model their environment in a self-interested way without sharing knowledge, a game dynamics emerges naturally through environment-mediated interactions. An application to rock-scissors-paper game interactions shows that the collective learning dynamics exhibits a diversity of competitive and cooperative behaviors. These include quasiperiodicity, stable limit cycles, intermittency, and deterministic chaos—behaviors that should be expected in heterogeneous multiagent systems described by the general replicator equations we derive.

  3. Multilevel solvers of first-order system least-squares for Stokes equations

    Energy Technology Data Exchange (ETDEWEB)

    Lai, Chen-Yao G. [National Chung Cheng Univ., Chia-Yi (Taiwan, Province of China)

    1996-12-31

    Recently, The use of first-order system least squares principle for the approximate solution of Stokes problems has been extensively studied by Cai, Manteuffel, and McCormick. In this paper, we study multilevel solvers of first-order system least-squares method for the generalized Stokes equations based on the velocity-vorticity-pressure formulation in three dimensions. The least-squares functionals is defined to be the sum of the L{sup 2}-norms of the residuals, which is weighted appropriately by the Reynolds number. We develop convergence analysis for additive and multiplicative multilevel methods applied to the resulting discrete equations.

  4. Solving the Coupled System Improves Computational Efficiency of the Bidomain Equations

    KAUST Repository

    Southern, J.A.; Plank, G.; Vigmond, E.J.; Whiteley, J.P.

    2009-01-01

    The bidomain equations are frequently used to model the propagation of cardiac action potentials across cardiac tissue. At the whole organ level, the size of the computational mesh required makes their solution a significant computational challenge. As the accuracy of the numerical solution cannot be compromised, efficiency of the solution technique is important to ensure that the results of the simulation can be obtained in a reasonable time while still encapsulating the complexities of the system. In an attempt to increase efficiency of the solver, the bidomain equations are often decoupled into one parabolic equation that is computationally very cheap to solve and an elliptic equation that is much more expensive to solve. In this study, the performance of this uncoupled solution method is compared with an alternative strategy in which the bidomain equations are solved as a coupled system. This seems counterintuitive as the alternative method requires the solution of a much larger linear system at each time step. However, in tests on two 3-D rabbit ventricle benchmarks, it is shown that the coupled method is up to 80% faster than the conventional uncoupled method-and that parallel performance is better for the larger coupled problem.

  5. Solving the Coupled System Improves Computational Efficiency of the Bidomain Equations

    KAUST Repository

    Southern, J.A.

    2009-10-01

    The bidomain equations are frequently used to model the propagation of cardiac action potentials across cardiac tissue. At the whole organ level, the size of the computational mesh required makes their solution a significant computational challenge. As the accuracy of the numerical solution cannot be compromised, efficiency of the solution technique is important to ensure that the results of the simulation can be obtained in a reasonable time while still encapsulating the complexities of the system. In an attempt to increase efficiency of the solver, the bidomain equations are often decoupled into one parabolic equation that is computationally very cheap to solve and an elliptic equation that is much more expensive to solve. In this study, the performance of this uncoupled solution method is compared with an alternative strategy in which the bidomain equations are solved as a coupled system. This seems counterintuitive as the alternative method requires the solution of a much larger linear system at each time step. However, in tests on two 3-D rabbit ventricle benchmarks, it is shown that the coupled method is up to 80% faster than the conventional uncoupled method-and that parallel performance is better for the larger coupled problem.

  6. Algorithm for Stabilizing a POD-Based Dynamical System

    Science.gov (United States)

    Kalb, Virginia L.

    2010-01-01

    This algorithm provides a new way to improve the accuracy and asymptotic behavior of a low-dimensional system based on the proper orthogonal decomposition (POD). Given a data set representing the evolution of a system of partial differential equations (PDEs), such as the Navier-Stokes equations for incompressible flow, one may obtain a low-dimensional model in the form of ordinary differential equations (ODEs) that should model the dynamics of the flow. Temporal sampling of the direct numerical simulation of the PDEs produces a spatial time series. The POD extracts the temporal and spatial eigenfunctions of this data set. Truncated to retain only the most energetic modes followed by Galerkin projection of these modes onto the PDEs obtains a dynamical system of ordinary differential equations for the time-dependent behavior of the flow. In practice, the steps leading to this system of ODEs entail numerically computing first-order derivatives of the mean data field and the eigenfunctions, and the computation of many inner products. This is far from a perfect process, and often results in the lack of long-term stability of the system and incorrect asymptotic behavior of the model. This algorithm describes a new stabilization method that utilizes the temporal eigenfunctions to derive correction terms for the coefficients of the dynamical system to significantly reduce these errors.

  7. Correlations between chaos in a perturbed sine-Gordon equation and a truncated model system

    International Nuclear Information System (INIS)

    Bishop, A.R.; Flesch, R.; Forests, M.G.; Overman, E.A.

    1990-01-01

    The purpose of this paper is to present a first step toward providing coordinates and associated dynamics for low-dimensional attractors in nearly integrable partial differential equations (pdes), in particular, where the truncated system reflects salient geometric properties of the pde. This is achieved by correlating: (1) numerical results on the bifurcations to temporal chaos with spatial coherence of the damped, periodically forced sine-Gordon equation with periodic boundary conditions; (2) an interpretation of the spatial and temporal bifurcation structures of this perturbed integrable system with regard to the exact structure of the sine-Gordon phase space; (3) a model dynamical systems problem, which is itself a perturbed integrable Hamiltonian system, derived from the perturbed sine-Gordon equation by a finite mode Fourier truncation in the nonlinear Schroedinger limit; and (4) the bifurcations to chaos in the truncated phase space. In particular, a potential source of chaos in both the pde and the model ordinary differential equation systems is focused on: the existence of homoclinic orbits in the unperturbed integrable phase space and their continuation in the perturbed problem. The evidence presented here supports the thesis that the chaotic attractors of the weakly perturbed periodic sine-Gordon system consists of low-dimensional metastable attacking states together with intermediate states that are O(1) unstable and correspond to homoclinic states in the integrable phase space. It is surmised that the chaotic dynamics on these attractors is due to the perturbation of these homocline integrable configurations

  8. Efficient solution of ordinary differential equations modeling electrical activity in cardiac cells.

    Science.gov (United States)

    Sundnes, J; Lines, G T; Tveito, A

    2001-08-01

    The contraction of the heart is preceded and caused by a cellular electro-chemical reaction, causing an electrical field to be generated. Performing realistic computer simulations of this process involves solving a set of partial differential equations, as well as a large number of ordinary differential equations (ODEs) characterizing the reactive behavior of the cardiac tissue. Experiments have shown that the solution of the ODEs contribute significantly to the total work of a simulation, and there is thus a strong need to utilize efficient solution methods for this part of the problem. This paper presents how an efficient implicit Runge-Kutta method may be adapted to solve a complicated cardiac cell model consisting of 31 ODEs, and how this solver may be coupled to a set of PDE solvers to provide complete simulations of the electrical activity.

  9. Planck constant as spectral parameter in integrable systems and KZB equations

    Science.gov (United States)

    Levin, A.; Olshanetsky, M.; Zotov, A.

    2014-10-01

    We construct special rational gl N Knizhnik-Zamolodchikov-Bernard (KZB) equations with Ñ punctures by deformation of the corresponding quantum gl N rational R-matrix. They have two parameters. The limit of the first one brings the model to the ordinary rational KZ equation. Another one is τ. At the level of classical mechanics the deformation parameter τ allows to extend the previously obtained modified Gaudin models to the modified Schlesinger systems. Next, we notice that the identities underlying generic (elliptic) KZB equations follow from some additional relations for the properly normalized R-matrices. The relations are noncommutative analogues of identities for (scalar) elliptic functions. The simplest one is the unitarity condition. The quadratic (in R matrices) relations are generated by noncommutative Fay identities. In particular, one can derive the quantum Yang-Baxter equations from the Fay identities. The cubic relations provide identities for the KZB equations as well as quadratic relations for the classical r-matrices which can be treated as halves of the classical Yang-Baxter equation. At last we discuss the R-matrix valued linear problems which provide gl Ñ CM models and Painlevé equations via the above mentioned identities. The role of the spectral parameter plays the Planck constant of the quantum R-matrix. When the quantum gl N R-matrix is scalar ( N = 1) the linear problem reproduces the Krichever's ansatz for the Lax matrices with spectral parameter for the gl Ñ CM models. The linear problems for the quantum CM models generalize the KZ equations in the same way as the Lax pairs with spectral parameter generalize those without it.

  10. Numerical Solution of Nonlinear Volterra Integral Equations System Using Simpson’s 3/8 Rule

    Directory of Open Access Journals (Sweden)

    Adem Kılıçman

    2012-01-01

    Full Text Available The Simpson’s 3/8 rule is used to solve the nonlinear Volterra integral equations system. Using this rule the system is converted to a nonlinear block system and then by solving this nonlinear system we find approximate solution of nonlinear Volterra integral equations system. One of the advantages of the proposed method is its simplicity in application. Further, we investigate the convergence of the proposed method and it is shown that its convergence is of order O(h4. Numerical examples are given to show abilities of the proposed method for solving linear as well as nonlinear systems. Our results show that the proposed method is simple and effective.

  11. UNIFIED MODELS OF ELEMENTS OF POWER SUPPLY SYSTEMS BASED ON EQUATIONS IN PHASE COORDINATES

    Directory of Open Access Journals (Sweden)

    Yu.N. Vepryk

    2015-12-01

    Full Text Available Purpose. The models of electrical machines in the phase coordinates, the universal algorithm for the simulation of separate elements in a d-q coordinates system and in a phase-coordinates system are proposed. Methodology. Computer methods of investigation of transients in electrical systems are based on a compilation of systems of differential equations and their numerical integration solution methods. To solve differential equations an implicit method of numerical integration was chosen. Because it provides to complete structural simulation possibility: firstly developing models of separate elements and then forming a model of the complex system. For the mathematical simulation of electromagnetic transients in the elements of the electrical systems has been accepted the implicit Euler-Cauchy method, because it provides a higher precision and stability of the computing processes. Results. In developing the model elements identified two groups of elements: - Static elements and electrical machines in the d-q coordinates; - Rotating electrical machines in phase coordinates. As an example, the paper provides a model of synchronous and asynchronous electric machines in the d-q coordinates system and the phase coordinate system. The generalization algorithm and the unified notation form of equations of elements of an electrical system are obtained. It provides the possibility of using structural methods to develop a mathematical model of power systems under transient conditions. Practical value. In addition, the using of a computer model allows to implement multivariant calculations for research and study of factors affecting the quantitative characteristics of the transients.

  12. A Comparison of Deterministic and Stochastic Modeling Approaches for Biochemical Reaction Systems: On Fixed Points, Means, and Modes.

    Science.gov (United States)

    Hahl, Sayuri K; Kremling, Andreas

    2016-01-01

    In the mathematical modeling of biochemical reactions, a convenient standard approach is to use ordinary differential equations (ODEs) that follow the law of mass action. However, this deterministic ansatz is based on simplifications; in particular, it neglects noise, which is inherent to biological processes. In contrast, the stochasticity of reactions is captured in detail by the discrete chemical master equation (CME). Therefore, the CME is frequently applied to mesoscopic systems, where copy numbers of involved components are small and random fluctuations are thus significant. Here, we compare those two common modeling approaches, aiming at identifying parallels and discrepancies between deterministic variables and possible stochastic counterparts like the mean or modes of the state space probability distribution. To that end, a mathematically flexible reaction scheme of autoregulatory gene expression is translated into the corresponding ODE and CME formulations. We show that in the thermodynamic limit, deterministic stable fixed points usually correspond well to the modes in the stationary probability distribution. However, this connection might be disrupted in small systems. The discrepancies are characterized and systematically traced back to the magnitude of the stoichiometric coefficients and to the presence of nonlinear reactions. These factors are found to synergistically promote large and highly asymmetric fluctuations. As a consequence, bistable but unimodal, and monostable but bimodal systems can emerge. This clearly challenges the role of ODE modeling in the description of cellular signaling and regulation, where some of the involved components usually occur in low copy numbers. Nevertheless, systems whose bimodality originates from deterministic bistability are found to sustain a more robust separation of the two states compared to bimodal, but monostable systems. In regulatory circuits that require precise coordination, ODE modeling is thus still

  13. Forward-backward equations for nonlinear propagation in axially invariant optical systems

    International Nuclear Information System (INIS)

    Ferrando, Albert; Zacares, Mario; Fernandez de Cordoba, Pedro; Binosi, Daniele; Montero, Alvaro

    2005-01-01

    We present a general framework to deal with forward and backward components of the electromagnetic field in axially invariant nonlinear optical systems, which include those having any type of linear or nonlinear transverse inhomogeneities. With a minimum amount of approximations, we obtain a system of two first-order equations for forward and backward components, explicitly showing the nonlinear couplings among them. The modal approach used allows for an effective reduction of the dimensionality of the original problem from 3+1 (three spatial dimensions plus one time dimension) to 1+1 (one spatial dimension plus one frequency dimension). The new equations can be written in a spinor Dirac-like form, out of which conserved quantities can be calculated in an elegant manner. Finally, these equations inherently incorporate spatiotemporal couplings, so that they can be easily particularized to deal with purely temporal or purely spatial effects. Nonlinear forward pulse propagation and nonparaxial evolution of spatial structures are analyzed as examples

  14. Model Selection and Risk Estimation with Applications to Nonlinear Ordinary Differential Equation Systems

    DEFF Research Database (Denmark)

    Mikkelsen, Frederik Vissing

    eective computational tools for estimating unknown structures in dynamical systems, such as gene regulatory networks, which may be used to predict downstream eects of interventions in the system. A recommended algorithm based on the computational tools is presented and thoroughly tested in various......Broadly speaking, this thesis is devoted to model selection applied to ordinary dierential equations and risk estimation under model selection. A model selection framework was developed for modelling time course data by ordinary dierential equations. The framework is accompanied by the R software...... package, episode. This package incorporates a collection of sparsity inducing penalties into two types of loss functions: a squared loss function relying on numerically solving the equations and an approximate loss function based on inverse collocation methods. The goal of this framework is to provide...

  15. Continuous limits for an integrable coupling system of Toda equation hierarchy

    International Nuclear Information System (INIS)

    Li Li; Yu Fajun

    2009-01-01

    In this Letter, we present an integrable coupling system of lattice hierarchy and its continuous limits by using of Lie algebra sl(4). By introducing a complex discrete spectral problem, the integrable coupling system of Toda lattice hierarchy is derived. It is shown that a new complex lattice spectral problem converges to the integrable couplings of discrete soliton equation hierarchy, which has the integrable coupling system of C-KdV hierarchy as a new kind of continuous limit.

  16. Cracking chaos-based encryption systems ruled by nonlinear time delay differential equations

    International Nuclear Information System (INIS)

    Udaltsov, Vladimir S.; Goedgebuer, Jean-Pierre; Larger, Laurent; Cuenot, Jean-Baptiste; Levy, Pascal; Rhodes, William T.

    2003-01-01

    We report that signal encoding with high-dimensional chaos produced by delayed feedback systems with a strong nonlinearity can be broken. We describe the procedure and illustrate the method with chaotic waveforms obtained from a strongly nonlinear optical system that we used previously to demonstrate signal encryption/decryption with chaos in wavelength. The method can be extended to any systems ruled by nonlinear time-delayed differential equations

  17. Continuous limits for an integrable coupling system of Toda equation hierarchy

    Energy Technology Data Exchange (ETDEWEB)

    Li Li [College of Maths and Systematic Science, Shenyang Normal University, Shenyang 110034 (China); Yu Fajun, E-mail: yfajun@163.co [College of Maths and Systematic Science, Shenyang Normal University, Shenyang 110034 (China)

    2009-09-21

    In this Letter, we present an integrable coupling system of lattice hierarchy and its continuous limits by using of Lie algebra sl(4). By introducing a complex discrete spectral problem, the integrable coupling system of Toda lattice hierarchy is derived. It is shown that a new complex lattice spectral problem converges to the integrable couplings of discrete soliton equation hierarchy, which has the integrable coupling system of C-KdV hierarchy as a new kind of continuous limit.

  18. New form of the Euler-Bernoulli rod equation applied to robotic systems

    Directory of Open Access Journals (Sweden)

    Filipović Mirjana

    2008-01-01

    Full Text Available This paper presents a theoretical background and an example of extending the Euler-Bernoulli equation from several aspects. Euler-Bernoulli equation (based on the known laws of dynamics should be supplemented with all the forces that are participating in the formation of the bending moment of the considered mode. The stiffness matrix is a full matrix. Damping is an omnipresent elasticity characteristic of real systems, so that it is naturally included in the Euler-Bernoulli equation. It is shown that Daniel Bernoulli's particular integral is just one component of the total elastic deformation of the tip of any mode to which we have to add a component of the elastic deformation of a stationary regime in accordance with the complexity requirements of motion of an elastic robot system. The elastic line equation mode of link of a complex elastic robot system is defined based on the so-called 'Euler-Bernoulli Approach' (EBA. It is shown that the equation of equilibrium of all forces present at mode tip point ('Lumped-mass approach' (LMA follows directly from the elastic line equation for specified boundary conditions. This, in turn, proves the essential relationship between LMA and EBA approaches. In the defined mathematical model of a robotic system with multiple DOF (degree of freedom in the presence of the second mode, the phenomenon of elasticity of both links and joints are considered simultaneously with the presence of the environment dynamics - all based on the previously presented theoretical premises. Simulation results are presented. .

  19. 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...

  20. Results of numerically solving an integral equation for a two-fermion system

    International Nuclear Information System (INIS)

    Skachkov, N.B.; Solov'eva, T.M.

    2003-01-01

    A two-particle system is described by integral equations whose kernels are dependent on the total energy of the system. Such equations can be reduced to an eigenvalue problem featuring an eigenvalue-dependent operator. This nonlinear eigenvalue problem is solved by means of an iterative procedure developed by the present authors. The energy spectra of a two-fermion system formed by particles of identical masses are obtained for two cases, that where the total spin of the system is equal to zero and that where the total spin of the system is equal to unity. The splitting of the ground-state levels of positronium and dimuonium, the frequency of the transition from the ground state of orthopositronium to its first excited state, and the probabilities of parapositronium and paradimuonium decays are computed. The results obtained in this way are found to be in good agreement with experimental data

  1. Cross Coursing in Mathematics: Physical Modelling in Differential Equations Crossing to Discrete Dynamical Systems

    Science.gov (United States)

    Winkel, Brian

    2012-01-01

    We give an example of cross coursing in which a subject or approach in one course in undergraduate mathematics is used in a completely different course. This situation crosses falling body modelling in an upper level differential equations course into a modest discrete dynamical systems unit of a first-year mathematics course. (Contains 1 figure.)

  2. Inverse operator method for solutions of nonlinear dynamical system and application to Lorentz equation

    International Nuclear Information System (INIS)

    Fang Jinqing; Yao Weiguang

    1993-01-01

    The inverse operator method (IOM) for solutions of nonlinear dynamical systems (NDS) is briefly described and realized by the Mathematics-Mechanization (MM) in computers. For the first time IOM and MM are successfully applied to study the chaotic behaviors of Lorentz equation

  3. Optimal Homotopy Asymptotic Method for Solving System of Fredholm Integral Equations

    Directory of Open Access Journals (Sweden)

    Bahman Ghazanfari

    2013-08-01

    Full Text Available In this paper, optimal homotopy asymptotic method (OHAM is applied to solve system of Fredholm integral equations. The effectiveness of optimal homotopy asymptotic method is presented. This method provides easy tools to control the convergence region of approximating solution series wherever necessary. The results of OHAM are compared with homotopy perturbation method (HPM and Taylor series expansion method (TSEM.

  4. A block Krylov subspace time-exact solution method for linear ordinary differential equation systems

    NARCIS (Netherlands)

    Bochev, Mikhail A.

    2013-01-01

    We propose a time-exact Krylov-subspace-based method for solving linear ordinary differential equation systems of the form $y'=-Ay+g(t)$ and $y"=-Ay+g(t)$, where $y(t)$ is the unknown function. The method consists of two stages. The first stage is an accurate piecewise polynomial approximation of

  5. Positive Solutions for System of Nonlinear Fractional Differential Equations in Two Dimensions with Delay

    Directory of Open Access Journals (Sweden)

    Azizollah Babakhani

    2010-01-01

    Full Text Available We investigate the existence and uniqueness of positive solution for system of nonlinear fractional differential equations in two dimensions with delay. Our analysis relies on a nonlinear alternative of Leray-Schauder type and Krasnoselskii's fixed point theorem in a cone.

  6. A Two-Species Cooperative Lotka-Volterra System of Degenerate Parabolic Equations

    OpenAIRE

    Sun, Jiebao; Zhang, Dazhi; Wu, Boying

    2011-01-01

    We consider a cooperating two-species Lotka-Volterra model of degenerate parabolic equations. We are interested in the coexistence of the species in a bounded domain. We establish the existence of global generalized solutions of the initial boundary value problem by means of parabolic regularization and also consider the existence of the nontrivial time-periodic solution for this system.

  7. A Two-Species Cooperative Lotka-Volterra System of Degenerate Parabolic Equations

    Directory of Open Access Journals (Sweden)

    Jiebao Sun

    2011-01-01

    parabolic equations. We are interested in the coexistence of the species in a bounded domain. We establish the existence of global generalized solutions of the initial boundary value problem by means of parabolic regularization and also consider the existence of the nontrivial time-periodic solution for this system.

  8. Linear System of Equations, Matrix Inversion, and Linear Programming Using MS Excel

    Science.gov (United States)

    El-Gebeily, M.; Yushau, B.

    2008-01-01

    In this note, we demonstrate with illustrations two different ways that MS Excel can be used to solve Linear Systems of Equation, Linear Programming Problems, and Matrix Inversion Problems. The advantage of using MS Excel is its availability and transparency (the user is responsible for most of the details of how a problem is solved). Further, we…

  9. Existence and uniqueness of solution for a system of equations of ...

    African Journals Online (AJOL)

    The existence and uniqueness of solution for a system of equations of microwave heating of biologic issue is discussed. Using the Green function approach we establish the existence and uniqueness of solution. Journal of the Nigerian Association of Mathematical Physics Vol. 8 2004: pp. 177-180 ...

  10. A Direct Derivation of the Equations of Motion for 3D-Flexible Mechanical Systems

    DEFF Research Database (Denmark)

    Pedersen, Niels Leergaard; Pedersen, Mads Leergaard

    1998-01-01

    equations for flexible mechanical systems are derived using the principle of virtual work, which introduces inertia in a straightforward manner, because this principle treats inertia as a force. The flexible formulation is exemplified by the use of circular beam elements and some basic matrices are derived...

  11. Computational Experience with Globally Convergent Descent Methods for Large Sparse Systems of Nonlinear Equations

    Czech Academy of Sciences Publication Activity Database

    Lukšan, Ladislav; Vlček, Jan

    1998-01-01

    Roč. 8, č. 3-4 (1998), s. 201-223 ISSN 1055-6788 R&D Projects: GA ČR GA201/96/0918 Keywords : nonlinear equations * Armijo-type descent methods * Newton-like methods * truncated methods * global convergence * nonsymmetric linear systems * conjugate gradient -type methods * residual smoothing * computational experiments Subject RIV: BB - Applied Statistics, Operational Research

  12. On the solution of a class of fuzzy system of linear equations

    Indian Academy of Sciences (India)

    J. Mathematics and Comput. Sci. 1: 1–5. Salkuyeh D K 2011 On the solution of the fuzzy Sylvester matrix equation. Soft Computing 15: 953–961. Senthilkumar P and Rajendran G 2011 New approach to solve symmetric fully fuzzy linear systems. S¯adhan¯a 36: 933–940. Wang K and Zheng B 2007 Block iterative methods ...

  13. Time-periodic solutions of the Benjamin-Ono equation

    Energy Technology Data Exchange (ETDEWEB)

    Ambrose , D.M.; Wilkening, Jon

    2008-04-01

    We present a spectrally accurate numerical method for finding non-trivial time-periodic solutions of non-linear partial differential equations. The method is based on minimizing a functional (of the initial condition and the period) that is positive unless the solution is periodic, in which case it is zero. We solve an adjoint PDE to compute the gradient of this functional with respect to the initial condition. We include additional terms in the functional to specify the free parameters, which, in the case of the Benjamin-Ono equation, are the mean, a spatial phase, a temporal phase and the real part of one of the Fourier modes at t = 0. We use our method to study global paths of non-trivial time-periodic solutions connecting stationary and traveling waves of the Benjamin-Ono equation. As a starting guess for each path, we compute periodic solutions of the linearized problem by solving an infinite dimensional eigenvalue problem in closed form. We then use our numerical method to continue these solutions beyond the realm of linear theory until another traveling wave is reached (or until the solution blows up). By experimentation with data fitting, we identify the analytical form of the solutions on the path connecting the one-hump stationary solution to the two-hump traveling wave. We then derive exact formulas for these solutions by explicitly solving the system of ODE's governing the evolution of solitons using the ansatz suggested by the numerical simulations.

  14. Time-periodic solutions of the Benjamin-Ono equation

    International Nuclear Information System (INIS)

    Ambrose, D.M.; Wilkening, Jon

    2008-01-01

    We present a spectrally accurate numerical method for finding non-trivial time-periodic solutions of non-linear partial differential equations. The method is based on minimizing a functional (of the initial condition and the period) that is positive unless the solution is periodic, in which case it is zero. We solve an adjoint PDE to compute the gradient of this functional with respect to the initial condition. We include additional terms in the functional to specify the free parameters, which, in the case of the Benjamin-Ono equation, are the mean, a spatial phase, a temporal phase and the real part of one of the Fourier modes at t = 0. We use our method to study global paths of non-trivial time-periodic solutions connecting stationary and traveling waves of the Benjamin-Ono equation. As a starting guess for each path, we compute periodic solutions of the linearized problem by solving an infinite dimensional eigenvalue problem in closed form. We then use our numerical method to continue these solutions beyond the realm of linear theory until another traveling wave is reached (or until the solution blows up). By experimentation with data fitting, we identify the analytical form of the solutions on the path connecting the one-hump stationary solution to the two-hump traveling wave. We then derive exact formulas for these solutions by explicitly solving the system of ODE's governing the evolution of solitons using the ansatz suggested by the numerical simulations

  15. Approximate solution to the Kolmogorov equation for a fission chain-reacting system

    International Nuclear Information System (INIS)

    Ruby, L.; McSwine, T.L.

    1986-01-01

    An approximate solution has been obtained for the Kolmogorov equation describing a fission chain-reacting system. The method considers the population of neutrons, delayed-neutron precursors, and detector counts. The effect of the detector is separated from the statistics of the chain reaction by a weak coupling assumption that predicts that the detector responds to the average rather than to the instantaneous neutron population. An approximate solution to the remaining equation, involving the populations of neutrons and precursors, predicts a negative-binomial behaviour for the neutron probability distribution

  16. On a system of differential equations with fractional derivatives arising in rod theory

    International Nuclear Information System (INIS)

    Atanackovic, Teodor M; Stankovic, Bogoljub

    2004-01-01

    We study a system of equations with fractional derivatives, that arises in the analysis of the lateral motion of an elastic column fixed at one end and loaded by a concentrated follower force at the other end. We assume that the column is positioned on a viscoelastic foundation described by a constitutive equation of fractional derivative type. The stability boundary is determined. It is shown that as in the case of an elastic (Winkler) type of foundation the stability boundary remains the same as for the column without a foundation! Thus, with the solution analysed here, the column exhibits the so-called Hermann-Smith paradox

  17. Derivation of the Euler equations in Thomas-Fermi theories of a hot nuclear system

    International Nuclear Information System (INIS)

    Wang, C.

    1992-01-01

    The variational extreme condition with respect to statistical distribution of nucleons in momentum space is applied to derive the Euler equation of the nuclear density profile. The resultant Euler equation of the nuclear density profile is proven to be identical with that obtained in the usual Thomas-Fermi theories of a hot nuclear system where the variation is made with respect to the nuclear density profile. A Fermi-Dirac-type distribution appears as a result of variation in the present approach, while it is used as a given expression in obtaining the variation of the nuclear density profile in the usual Thomas-Fermi theories

  18. An efficient parallel algorithm for the solution of a tridiagonal linear system of equations

    Science.gov (United States)

    Stone, H. S.

    1971-01-01

    Tridiagonal linear systems of equations are solved on conventional serial machines in a time proportional to N, where N is the number of equations. The conventional algorithms do not lend themselves directly to parallel computations on computers of the ILLIAC IV class, in the sense that they appear to be inherently serial. An efficient parallel algorithm is presented in which computation time grows as log sub 2 N. The algorithm is based on recursive doubling solutions of linear recurrence relations, and can be used to solve recurrence relations of all orders.

  19. Comparing direct and iterative equation solvers in a large structural analysis software system

    Science.gov (United States)

    Poole, E. L.

    1991-01-01

    Two direct Choleski equation solvers and two iterative preconditioned conjugate gradient (PCG) equation solvers used in a large structural analysis software system are described. The two direct solvers are implementations of the Choleski method for variable-band matrix storage and sparse matrix storage. The two iterative PCG solvers include the Jacobi conjugate gradient method and an incomplete Choleski conjugate gradient method. The performance of the direct and iterative solvers is compared by solving several representative structural analysis problems. Some key factors affecting the performance of the iterative solvers relative to the direct solvers are identified.

  20. Lie symmetry and the generalized Hojman conserved quantity of Nielsen equations for a variable mass holonomic system of relative motion

    International Nuclear Information System (INIS)

    Zhang Mei-Ling; Wang Xiao-Xiao; Xie Yin-Li; Jia Li-Qun; Sun Xian-Ting

    2011-01-01

    Lie symmetry and the generalized Hojman conserved quantity of Nielsen equations for a variable mass holonomic system of relative motion are studied. The determining equation of Lie symmetry of Nielsen equations for a variable mass holonomic system of relative motion under the infinitesimal transformations of groups is given. The expression of generalized Hojman conserved quantity deduced directly from Lie symmetry for a variable mass holonomic system of relative motion is obtained. An example is given to illustrate the application of the results. (general)

  1. Comprehensive solutions to the Bloch equations and dynamical models for open two-level systems

    Science.gov (United States)

    Skinner, Thomas E.

    2018-01-01

    The Bloch equation and its variants constitute the fundamental dynamical model for arbitrary two-level systems. Many important processes, including those in more complicated systems, can be modeled and understood through the two-level approximation. It is therefore of widespread relevance, especially as it relates to understanding dissipative processes in current cutting-edge applications of quantum mechanics. Although the Bloch equation has been the subject of considerable analysis in the 70 years since its inception, there is still, perhaps surprisingly, significant work that can be done. This paper extends the scope of previous analyses. It provides a framework for more fully understanding the dynamics of dissipative two-level systems. A solution is derived that is compact, tractable, and completely general, in contrast to previous results. Any solution of the Bloch equation depends on three roots of a cubic polynomial that are crucial to the time dependence of the system. The roots are typically only sketched out qualitatively, with no indication of their dependence on the physical parameters of the problem. Degenerate roots, which modify the solutions, have been ignored altogether. Here the roots are obtained explicitly in terms of a single real-valued root that is expressed as a simple function of the system parameters. For the conventional Bloch equation, a simple graphical representation of this root is presented that makes evident the explicit time dependence of the system for each point in the parameter space. Several intuitive, visual models of system dynamics are developed. A Euclidean coordinate system is identified in which any generalized Bloch equation is separable, i.e., the sum of commuting rotation and relaxation operators. The time evolution in this frame is simply a rotation followed by relaxation at modified rates that play a role similar to the standard longitudinal and transverse rates. These rates are functions of the applied field, which

  2. Numerical Treatment of the Boltzmann Equation for Self-Propelled Particle Systems

    Directory of Open Access Journals (Sweden)

    Florian Thüroff

    2014-11-01

    Full Text Available Kinetic theories constitute one of the most promising tools to decipher the characteristic spatiotemporal dynamics in systems of actively propelled particles. In this context, the Boltzmann equation plays a pivotal role, since it provides a natural translation between a particle-level description of the system’s dynamics and the corresponding hydrodynamic fields. Yet, the intricate mathematical structure of the Boltzmann equation substantially limits the progress toward a full understanding of this equation by solely analytical means. Here, we propose a general framework to numerically solve the Boltzmann equation for self-propelled particle systems in two spatial dimensions and with arbitrary boundary conditions. We discuss potential applications of this numerical framework to active matter systems and use the algorithm to give a detailed analysis to a model system of self-propelled particles with polar interactions. In accordance with previous studies, we find that spatially homogeneous isotropic and broken-symmetry states populate two distinct regions in parameter space, which are separated by a narrow region of spatially inhomogeneous, density-segregated moving patterns. We find clear evidence that these three regions in parameter space are connected by first-order phase transitions and that the transition between the spatially homogeneous isotropic and polar ordered phases bears striking similarities to liquid-gas phase transitions in equilibrium systems. Within the density-segregated parameter regime, we find a novel stable limit-cycle solution of the Boltzmann equation, which consists of parallel lanes of polar clusters moving in opposite directions, so as to render the overall symmetry of the system’s ordered state nematic, despite purely polar interactions on the level of single particles.

  3. Quantum Discord in Two-Qubit System Constructed from the Yang—Baxter Equation

    International Nuclear Information System (INIS)

    Gou Li-Dan; Wang Xiao-Qian; Sun Yuan-Yuan; Xu Yu-Mei

    2014-01-01

    Quantum correlations among parts of a composite quantum system are a fundamental resource for several applications in quantum information. In general, quantum discord can measure quantum correlations. In that way, we investigate the quantum discord of the two-qubit system constructed from the Yang—Baxter Equation. The density matrix of this system is generated through the unitary Yang—Baxter matrix R. The analytical expression and numerical result of quantum discord and geometric measure of quantum discord are obtained for the Yang—Baxter system. These results show that quantum discord and geometric measure of quantum discord are only connect with the parameter θ, which is the important spectral parameter in Yang—Baxter equation. (general)

  4. Size dependent diffusive parameters and tensorial diffusion equations in neutronic models for optically small nuclear systems

    International Nuclear Information System (INIS)

    Premuda, F.

    1983-01-01

    Two lines in improved neutron diffusion theory extending the efficiency of finite-difference diffusion codes to the field of optically small systems, are here reviewed. The firs involves the nodal solution for tensorial diffusion equation in slab geometry and tensorial formulation in parallelepiped and cylindrical gemometry; the dependence of critical eigenvalue from small slab thicknesses is also analitically investigated and finally a regularized tensorial diffusion equation is derived for slab. The other line refer to diffusion models formally unchanged with respect to the classical one, but where new size-dependent RTGB definitions for diffusion parameters are adopted, requiring that they allow to reproduce, in diffusion approach, the terms of neutron transport global balance; the trascendental equation for the buckling, arising in slab, sphere and parallelepiped geometry from the above requirement, are reported and the sizedependence of the new diffusion coefficient and extrapolated end point is investigated

  5. Dynamic least-squares kernel density modeling of Fokker-Planck equations with application to neural population.

    Science.gov (United States)

    Shotorban, Babak

    2010-04-01

    The dynamic least-squares kernel density (LSQKD) model [C. Pantano and B. Shotorban, Phys. Rev. E 76, 066705 (2007)] is used to solve the Fokker-Planck equations. In this model the probability density function (PDF) is approximated by a linear combination of basis functions with unknown parameters whose governing equations are determined by a global least-squares approximation of the PDF in the phase space. In this work basis functions are set to be Gaussian for which the mean, variance, and covariances are governed by a set of partial differential equations (PDEs) or ordinary differential equations (ODEs) depending on what phase-space variables are approximated by Gaussian functions. Three sample problems of univariate double-well potential, bivariate bistable neurodynamical system [G. Deco and D. Martí, Phys. Rev. E 75, 031913 (2007)], and bivariate Brownian particles in a nonuniform gas are studied. The LSQKD is verified for these problems as its results are compared against the results of the method of characteristics in nondiffusive cases and the stochastic particle method in diffusive cases. For the double-well potential problem it is observed that for low to moderate diffusivity the dynamic LSQKD well predicts the stationary PDF for which there is an exact solution. A similar observation is made for the bistable neurodynamical system. In both these problems least-squares approximation is made on all phase-space variables resulting in a set of ODEs with time as the independent variable for the Gaussian function parameters. In the problem of Brownian particles in a nonuniform gas, this approximation is made only for the particle velocity variable leading to a set of PDEs with time and particle position as independent variables. Solving these PDEs, a very good performance by LSQKD is observed for a wide range of diffusivities.

  6. The coordinate system transformation of a serial kinematic structures and use in the derivation of systems motion equations

    Directory of Open Access Journals (Sweden)

    Zátopek Jiří

    2016-01-01

    Full Text Available This text discusses the use of transformation matrices to determine the motion equations of the complex mechanical structure. Use of the transformation matrix does not apply only to motion equations but has the general use in relative positions determine of objects in the 3D space. Analysed model is divided into seven physical objects, the transformation matrix and the corresponding inertia/pseudo-inertia matrix is included in each of them. This matrices are strictly necessary to the system dynamic description using the matrix form of Lagrange Equations of the Second Type. Another possibility to use the transformation matrix is shown in the camera system measurement. Model was designed in 3D CAD system SolidWorks, MATLAB was used for the mathematical calculations.

  7. TOEPLITZ, Solution of Linear Equation System with Toeplitz or Circulant Matrix

    International Nuclear Information System (INIS)

    Garbow, B.

    1984-01-01

    Description of program or function: TOEPLITZ is a collection of FORTRAN subroutines for solving linear systems Ax=b, where A is a Toeplitz matrix, a Circulant matrix, or has one or several block structures based on Toeplitz or Circulant matrices. Such systems arise in problems of electrodynamics, acoustics, mathematical statistics, algebra, in the numerical solution of integral equations with a difference kernel, and in the theory of stationary time series and signals

  8. Domestic and outbound tourism demand in Australia: a System-of-Equations Approach

    OpenAIRE

    George Athanasopoulos; Minfeng Deng; Gang Li; Haiyan Song

    2013-01-01

    This study uses a system-of-equations approach to model the substitution relationship between Australian domestic and outbound tourism demand. A new price variable based on relative ratios of purchasing power parity index is developed for the substitution analysis. Short-run demand elasticities are calculated based on the estimated dynamic almost ideal demand system. The empirical results reveal significant substitution relationships between Australian domestic tourism and outbound travel to ...

  9. Ray equations of a weak shock in a hyperbolic system of ...

    Indian Academy of Sciences (India)

    differential form of this system of conservation laws is a hyperbolic system of partial differential equations. A(u)ut + B(α)(u)uxα = 0,. (1.3) where. A(u) = 〈∇u,H〉 and B(α)(u) = 〈∇u, F(α)〉,. (1.4) and we use the summation convention that a repeated symbol in subscripts and super- scripts in a term will mean summation over the ...

  10. System of delay difference equations with continuous time with lag function between two known functions

    Directory of Open Access Journals (Sweden)

    Hajnalka Péics

    2016-08-01

    Full Text Available The asymptotic behavior of solutions of the system of difference equations with continuous time and lag function between two known real functions is studied. The cases when the lag function is between two linear delay functions, between two power delay functions and between two constant delay functions are observed and illustrated by examples. The asymptotic estimates of solutions of the considered system are obtained.

  11. A semi-analytical approach for solving of nonlinear systems of functional differential equations with delay

    Science.gov (United States)

    Rebenda, Josef; Šmarda, Zdeněk

    2017-07-01

    In the paper, we propose a correct and efficient semi-analytical approach to solve initial value problem for systems of functional differential equations with delay. The idea is to combine the method of steps and differential transformation method (DTM). In the latter, formulas for proportional arguments and nonlinear terms are used. An example of using this technique for a system with constant and proportional delays is presented.

  12. Application of the variational iteration method for system of initial value problems delay differential equations

    Science.gov (United States)

    Yousef, Hamood. M.; Ismail, A. I. B. MD.

    2017-08-01

    Many attempts have been presented to solve the system of Delay Differential Equations (DDE) with Initial Value Problem. As a result, it has shown difficulties when getting the solution or cannot be solved. In this paper, a Variational Iteration Method is employed to find out an approximate solution for the system of DDE with initial value problems. The example illustrates convenient and an efficiency comparison with the exact solution.

  13. Baecklund transformations and zero-curvature representations of systems of partial differential equations

    International Nuclear Information System (INIS)

    Brandt, F.

    1993-01-01

    It is shown that Baecklund transformations (BTs) and zero-curvature representations (ZCRs) of systems of partial differential equations (PDEs) are closely related. The connection is established by nonlinear representations of the symmetry group underlying the ZCR which induce gauge transformations relating different BTs. This connection is used to construct BTs from ZCRs (and vice versa). Furthermore a procedure is outlined which allows a systematic search for ZCRs of a given system of PDEs. (orig.)

  14. Model identification using stochastic differential equation grey-box models in diabetes.

    Science.gov (United States)

    Duun-Henriksen, Anne Katrine; Schmidt, Signe; Røge, Rikke Meldgaard; Møller, Jonas Bech; Nørgaard, Kirsten; Jørgensen, John Bagterp; Madsen, Henrik

    2013-03-01

    The acceptance of virtual preclinical testing of control algorithms is growing and thus also the need for robust and reliable models. Models based on ordinary differential equations (ODEs) can rarely be validated with standard statistical tools. Stochastic differential equations (SDEs) offer the possibility of building models that can be validated statistically and that are capable of predicting not only a realistic trajectory, but also the uncertainty of the prediction. In an SDE, the prediction error is split into two noise terms. This separation ensures that the errors are uncorrelated and provides the possibility to pinpoint model deficiencies. An identifiable model of the glucoregulatory system in a type 1 diabetes mellitus (T1DM) patient is used as the basis for development of a stochastic-differential-equation-based grey-box model (SDE-GB). The parameters are estimated on clinical data from four T1DM patients. The optimal SDE-GB is determined from likelihood-ratio tests. Finally, parameter tracking is used to track the variation in the "time to peak of meal response" parameter. We found that the transformation of the ODE model into an SDE-GB resulted in a significant improvement in the prediction and uncorrelated errors. Tracking of the "peak time of meal absorption" parameter showed that the absorption rate varied according to meal type. This study shows the potential of using SDE-GBs in diabetes modeling. Improved model predictions were obtained due to the separation of the prediction error. SDE-GBs offer a solid framework for using statistical tools for model validation and model development. © 2013 Diabetes Technology Society.

  15. In silico ordinary differential equation/partial differential equation hemodialysis model estimates methadone removal during dialysis

    Science.gov (United States)

    Linares, Oscar A; Schiesser, William E; Fudin, Jeffrey; Pham, Thien C; Bettinger, Jeffrey J; Mathew, Roy O; Daly, Annemarie L

    2015-01-01

    Background There is a need to have a model to study methadone’s losses during hemodialysis to provide informed methadone dose recommendations for the practitioner. Aim To build a one-dimensional (1-D), hollow-fiber geometry, ordinary differential equation (ODE) and partial differential equation (PDE) countercurrent hemodialyzer model (ODE/PDE model). Methodology We conducted a cross-sectional study in silico that evaluated eleven hemodialysis patients. Patients received a ceiling dose of methadone hydrochloride 30 mg/day. Outcome measures included: the total amount of methadone removed during dialysis; methadone’s overall intradialytic mass transfer rate coefficient, km; and, methadone’s removal rate, jME. Each metric was measured at dialysate flow rates of 250 mL/min and 800 mL/min. Results The ODE/PDE model revealed a significant increase in the change of methadone’s mass transfer with increased dialysate flow rate, %Δkm=18.56, P=0.02, N=11. The total amount of methadone mass transferred across the dialyzer membrane with high dialysate flow rate significantly increased (0.042±0.016 versus 0.052±0.019 mg/kg, P=0.02, N=11). This was accompanied by a small significant increase in methadone’s mass transfer rate (0.113±0.002 versus 0.014±0.002 mg/kg/h, P=0.02, N=11). The ODE/PDE model accurately predicted methadone’s removal during dialysis. The absolute value of the prediction errors for methadone’s extraction and throughput were less than 2%. Conclusion ODE/PDE modeling of methadone’s hemodialysis is a new approach to study methadone’s removal, in particular, and opioid removal, in general, in patients with end-stage renal disease on hemodialysis. ODE/PDE modeling accurately quantified the fundamental phenomena of methadone’s mass transfer during hemodialysis. This methodology may lead to development of optimally designed intradialytic opioid treatment protocols, and allow dynamic monitoring of outflow plasma opioid concentrations for model

  16. In silico ordinary differential equation/partial differential equation hemodialysis model estimates methadone removal during dialysis.

    Science.gov (United States)

    Linares, Oscar A; Schiesser, William E; Fudin, Jeffrey; Pham, Thien C; Bettinger, Jeffrey J; Mathew, Roy O; Daly, Annemarie L

    2015-01-01

    There is a need to have a model to study methadone's losses during hemodialysis to provide informed methadone dose recommendations for the practitioner. To build a one-dimensional (1-D), hollow-fiber geometry, ordinary differential equation (ODE) and partial differential equation (PDE) countercurrent hemodialyzer model (ODE/PDE model). We conducted a cross-sectional study in silico that evaluated eleven hemodialysis patients. Patients received a ceiling dose of methadone hydrochloride 30 mg/day. Outcome measures included: the total amount of methadone removed during dialysis; methadone's overall intradialytic mass transfer rate coefficient, km ; and, methadone's removal rate, j ME. Each metric was measured at dialysate flow rates of 250 mL/min and 800 mL/min. The ODE/PDE model revealed a significant increase in the change of methadone's mass transfer with increased dialysate flow rate, %Δkm =18.56, P=0.02, N=11. The total amount of methadone mass transferred across the dialyzer membrane with high dialysate flow rate significantly increased (0.042±0.016 versus 0.052±0.019 mg/kg, P=0.02, N=11). This was accompanied by a small significant increase in methadone's mass transfer rate (0.113±0.002 versus 0.014±0.002 mg/kg/h, P=0.02, N=11). The ODE/PDE model accurately predicted methadone's removal during dialysis. The absolute value of the prediction errors for methadone's extraction and throughput were less than 2%. ODE/PDE modeling of methadone's hemodialysis is a new approach to study methadone's removal, in particular, and opioid removal, in general, in patients with end-stage renal disease on hemodialysis. ODE/PDE modeling accurately quantified the fundamental phenomena of methadone's mass transfer during hemodialysis. This methodology may lead to development of optimally designed intradialytic opioid treatment protocols, and allow dynamic monitoring of outflow plasma opioid concentrations for model predictive control during dialysis in humans.

  17. Extended rate equations

    International Nuclear Information System (INIS)

    Shore, B.W.

    1981-01-01

    The equations of motion are discussed which describe time dependent population flows in an N-level system, reviewing the relationship between incoherent (rate) equations, coherent (Schrodinger) equations, and more general partially coherent (Bloch) equations. Approximations are discussed which replace the elaborate Bloch equations by simpler rate equations whose coefficients incorporate long-time consequences of coherence

  18. Differential Equations Compatible with KZ Equations

    International Nuclear Information System (INIS)

    Felder, G.; Markov, Y.; Tarasov, V.; Varchenko, A.

    2000-01-01

    We define a system of 'dynamical' differential equations compatible with the KZ differential equations. The KZ differential equations are associated to a complex simple Lie algebra g. These are equations on a function of n complex variables z i taking values in the tensor product of n finite dimensional g-modules. The KZ equations depend on the 'dual' variable in the Cartan subalgebra of g. The dynamical differential equations are differential equations with respect to the dual variable. We prove that the standard hypergeometric solutions of the KZ equations also satisfy the dynamical equations. As an application we give a new determinant formula for the coordinates of a basis of hypergeometric solutions

  19. Finite-dimensional attractor for a composite system of wave/plate equations with localized damping

    International Nuclear Information System (INIS)

    Bucci, Francesca; Toundykov, Daniel

    2010-01-01

    The long-term behaviour of solutions to a model for acoustic–structure interactions is addressed; the system consists of coupled semilinear wave (3D) and plate equations with nonlinear damping and critical sources. The questions of interest are the existence of a global attractor for the dynamics generated by this composite system as well as dimensionality and regularity of the attractor. A distinct and challenging feature of the problem is the geometrically restricted dissipation on the wave component of the system. It is shown that the existence of a global attractor of finite fractal dimension—established in a previous work by Bucci et al (2007 Commun. Pure Appl. Anal. 6 113–40) only in the presence of full-interior acoustic damping—holds even in the case of localized dissipation. This nontrivial generalization is inspired by, and consistent with, the recent advances in the study of wave equations with nonlinear localized damping

  20. Matrix equation decomposition and parallel solution of systems resulting from unstructured finite element problems in electromagnetics

    Energy Technology Data Exchange (ETDEWEB)

    Cwik, T. [California Institute of Technology, Pasadena, CA (United States); Katz, D.S. [Cray Research, El Segundo, CA (United States)

    1996-12-31

    Finite element modeling has proven useful for accurately simulating scattered or radiated electromagnetic fields from complex three-dimensional objects whose geometry varies on the scale of a fraction of an electrical wavelength. An unstructured finite element model of realistic objects leads to a large, sparse, system of equations that needs to be solved efficiently with regard to machine memory and execution time. Both factorization and iterative solvers can be used to produce solutions to these systems of equations. Factorization leads to high memory requirements that limit the electrical problem size of three-dimensional objects that can be modeled. An iterative solver can be used to efficiently solve the system without excessive memory use and in a minimal amount of time if the convergence rate is controlled.