Barbu, Viorel
2016-01-01
This textbook is a comprehensive treatment of ordinary differential equations, concisely presenting basic and essential results in a rigorous manner. Including various examples from physics, mechanics, natural sciences, engineering and automatic theory, Differential Equations is a bridge between the abstract theory of differential equations and applied systems theory. Particular attention is given to the existence and uniqueness of the Cauchy problem, linear differential systems, stability theory and applications to first-order partial differential equations. Upper undergraduate students and researchers in applied mathematics and systems theory with a background in advanced calculus will find this book particularly useful. Supplementary topics are covered in an appendix enabling the book to be completely self-contained.
Tricomi, FG
2013-01-01
Based on his extensive experience as an educator, F. G. Tricomi wrote this practical and concise teaching text to offer a clear idea of the problems and methods of the theory of differential equations. The treatment is geared toward advanced undergraduates and graduate students and addresses only questions that can be resolved with rigor and simplicity.Starting with a consideration of the existence and uniqueness theorem, the text advances to the behavior of the characteristics of a first-order equation, boundary problems for second-order linear equations, asymptotic methods, and diff
Partial Differential Equations
1988-01-01
The volume contains a selection of papers presented at the 7th Symposium on differential geometry and differential equations (DD7) held at the Nankai Institute of Mathematics, Tianjin, China, in 1986. Most of the contributions are original research papers on topics including elliptic equations, hyperbolic equations, evolution equations, non-linear equations from differential geometry and mechanics, micro-local analysis.
Singular stochastic differential equations
Cherny, Alexander S
2005-01-01
The authors introduce, in this research monograph on stochastic differential equations, a class of points termed isolated singular points. Stochastic differential equations possessing such points (called singular stochastic differential equations here) arise often in theory and in applications. However, known conditions for the existence and uniqueness of a solution typically fail for such equations. The book concentrates on the study of the existence, the uniqueness, and, what is most important, on the qualitative behaviour of solutions of singular stochastic differential equations. This is done by providing a qualitative classification of isolated singular points, into 48 possible types.
Ordinary differential equations
Greenberg, Michael D
2014-01-01
Features a balance between theory, proofs, and examples and provides applications across diverse fields of study Ordinary Differential Equations presents a thorough discussion of first-order differential equations and progresses to equations of higher order. The book transitions smoothly from first-order to higher-order equations, allowing readers to develop a complete understanding of the related theory. Featuring diverse and interesting applications from engineering, bioengineering, ecology, and biology, the book anticipates potential difficulties in understanding the various solution steps
Beginning partial differential equations
O'Neil, Peter V
2014-01-01
A broad introduction to PDEs with an emphasis on specialized topics and applications occurring in a variety of fields Featuring a thoroughly revised presentation of topics, Beginning Partial Differential Equations, Third Edition provides a challenging, yet accessible,combination of techniques, applications, and introductory theory on the subjectof partial differential equations. The new edition offers nonstandard coverageon material including Burger's equation, the telegraph equation, damped wavemotion, and the use of characteristics to solve nonhomogeneous problems. The Third Edition is or
Introduction to differential equations
Taylor, Michael E
2011-01-01
The mathematical formulations of problems in physics, economics, biology, and other sciences are usually embodied in differential equations. The analysis of the resulting equations then provides new insight into the original problems. This book describes the tools for performing that analysis. The first chapter treats single differential equations, emphasizing linear and nonlinear first order equations, linear second order equations, and a class of nonlinear second order equations arising from Newton's laws. The first order linear theory starts with a self-contained presentation of the exponen
Differential equations for dummies
Holzner, Steven
2008-01-01
The fun and easy way to understand and solve complex equations Many of the fundamental laws of physics, chemistry, biology, and economics can be formulated as differential equations. This plain-English guide explores the many applications of this mathematical tool and shows how differential equations can help us understand the world around us. Differential Equations For Dummies is the perfect companion for a college differential equations course and is an ideal supplemental resource for other calculus classes as well as science and engineering courses. It offers step-by-step techniques, practical tips, numerous exercises, and clear, concise examples to help readers improve their differential equation-solving skills and boost their test scores.
Solving Ordinary Differential Equations
Krogh, F. T.
1987-01-01
Initial-value ordinary differential equation solution via variable order Adams method (SIVA/DIVA) package is collection of subroutines for solution of nonstiff ordinary differential equations. There are versions for single-precision and double-precision arithmetic. Requires fewer evaluations of derivatives than other variable-order Adams predictor/ corrector methods. Option for direct integration of second-order equations makes integration of trajectory problems significantly more efficient. Written in FORTRAN 77.
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
Partial differential equations
Evans, Lawrence C
2010-01-01
This text gives a comprehensive survey of modern techniques in the theoretical study of partial differential equations (PDEs) with particular emphasis on nonlinear equations. The exposition is divided into three parts: representation formulas for solutions; theory for linear partial differential equations; and theory for nonlinear partial differential equations. Included are complete treatments of the method of characteristics; energy methods within Sobolev spaces; regularity for second-order elliptic, parabolic, and hyperbolic equations; maximum principles; the multidimensional calculus of variations; viscosity solutions of Hamilton-Jacobi equations; shock waves and entropy criteria for conservation laws; and, much more.The author summarizes the relevant mathematics required to understand current research in PDEs, especially nonlinear PDEs. While he has reworked and simplified much of the classical theory (particularly the method of characteristics), he primarily emphasizes the modern interplay between funct...
Nonlinear differential equations
Energy Technology Data Exchange (ETDEWEB)
Dresner, L.
1988-01-01
This report is the text of a graduate course on nonlinear differential equations given by the author at the University of Wisconsin-Madison during the summer of 1987. The topics covered are: direction fields of first-order differential equations; the Lie (group) theory of ordinary differential equations; similarity solutions of second-order partial differential equations; maximum principles and differential inequalities; monotone operators and iteration; complementary variational principles; and stability of numerical methods. The report should be of interest to graduate students, faculty, and practicing scientists and engineers. No prior knowledge is required beyond a good working knowledge of the calculus. The emphasis is on practical results. Most of the illustrative examples are taken from the fields of nonlinear diffusion, heat and mass transfer, applied superconductivity, and helium cryogenics.
Nonlinear differential equations
International Nuclear Information System (INIS)
Dresner, L.
1988-01-01
This report is the text of a graduate course on nonlinear differential equations given by the author at the University of Wisconsin-Madison during the summer of 1987. The topics covered are: direction fields of first-order differential equations; the Lie (group) theory of ordinary differential equations; similarity solutions of second-order partial differential equations; maximum principles and differential inequalities; monotone operators and iteration; complementary variational principles; and stability of numerical methods. The report should be of interest to graduate students, faculty, and practicing scientists and engineers. No prior knowledge is required beyond a good working knowledge of the calculus. The emphasis is on practical results. Most of the illustrative examples are taken from the fields of nonlinear diffusion, heat and mass transfer, applied superconductivity, and helium cryogenics
Hyperbolic partial differential equations
Witten, Matthew
1986-01-01
Hyperbolic Partial Differential Equations III is a refereed journal issue that explores the applications, theory, and/or applied methods related to hyperbolic partial differential equations, or problems arising out of hyperbolic partial differential equations, in any area of research. This journal issue is interested in all types of articles in terms of review, mini-monograph, standard study, or short communication. Some studies presented in this journal include discretization of ideal fluid dynamics in the Eulerian representation; a Riemann problem in gas dynamics with bifurcation; periodic M
Differential equations problem solver
Arterburn, David R
2012-01-01
REA's Problem Solvers is a series of useful, practical, and informative study guides. Each title in the series is complete step-by-step solution guide. The Differential Equations Problem Solver enables students to solve difficult problems by showing them step-by-step solutions to Differential Equations problems. The Problem Solvers cover material ranging from the elementary to the advanced and make excellent review books and textbook companions. They're perfect for undergraduate and graduate studies.The Differential Equations Problem Solver is the perfect resource for any class, any exam, and
Beginning partial differential equations
O'Neil, Peter V
2011-01-01
A rigorous, yet accessible, introduction to partial differential equations-updated in a valuable new edition Beginning Partial Differential Equations, Second Edition provides a comprehensive introduction to partial differential equations (PDEs) with a special focus on the significance of characteristics, solutions by Fourier series, integrals and transforms, properties and physical interpretations of solutions, and a transition to the modern function space approach to PDEs. With its breadth of coverage, this new edition continues to present a broad introduction to the field, while also addres
Ordinary differential equations
Miller, Richard K
1982-01-01
Ordinary Differential Equations is an outgrowth of courses taught for a number of years at Iowa State University in the mathematics and the electrical engineering departments. It is intended as a text for a first graduate course in differential equations for students in mathematics, engineering, and the sciences. Although differential equations is an old, traditional, and well-established subject, the diverse backgrounds and interests of the students in a typical modern-day course cause problems in the selection and method of presentation of material. In order to compensate for this diversity,
Uncertain differential equations
Yao, Kai
2016-01-01
This book introduces readers to the basic concepts of and latest findings in the area of differential equations with uncertain factors. It covers the analytic method and numerical method for solving uncertain differential equations, as well as their applications in the field of finance. Furthermore, the book provides a number of new potential research directions for uncertain differential equation. It will be of interest to researchers, engineers and students in the fields of mathematics, information science, operations research, industrial engineering, computer science, artificial intelligence, automation, economics, and management science.
Problems in differential equations
Brenner, J L
2013-01-01
More than 900 problems and answers explore applications of differential equations to vibrations, electrical engineering, mechanics, and physics. Problem types include both routine and nonroutine, and stars indicate advanced problems. 1963 edition.
Differential equations I essentials
REA, Editors of
2012-01-01
REA's Essentials provide quick and easy access to critical information in a variety of different fields, ranging from the most basic to the most advanced. As its name implies, these concise, comprehensive study guides summarize the essentials of the field covered. Essentials are helpful when preparing for exams, doing homework and will remain a lasting reference source for students, teachers, and professionals. Differential Equations I covers first- and second-order equations, series solutions, higher-order linear equations, and the Laplace transform.
Calculus & ordinary differential equations
Pearson, David
1995-01-01
Professor Pearson's book starts with an introduction to the area and an explanation of the most commonly used functions. It then moves on through differentiation, special functions, derivatives, integrals and onto full differential equations. As with other books in the series the emphasis is on using worked examples and tutorial-based problem solving to gain the confidence of students.
SIMULTANEOUS DIFFERENTIAL EQUATION COMPUTER
Collier, D.M.; Meeks, L.A.; Palmer, J.P.
1960-05-10
A description is given for an electronic simulator for a system of simultaneous differential equations, including nonlinear equations. As a specific example, a homogeneous nuclear reactor system including a reactor fluid, heat exchanger, and a steam boiler may be simulated, with the nonlinearity resulting from a consideration of temperature effects taken into account. The simulator includes three operational amplifiers, a multiplier, appropriate potential sources, and interconnecting R-C networks.
Applied partial differential equations
Logan, J David
2004-01-01
This primer on elementary partial differential equations presents the standard material usually covered in a one-semester, undergraduate course on boundary value problems and PDEs. What makes this book unique is that it is a brief treatment, yet it covers all the major ideas: the wave equation, the diffusion equation, the Laplace equation, and the advection equation on bounded and unbounded domains. Methods include eigenfunction expansions, integral transforms, and characteristics. Mathematical ideas are motivated from physical problems, and the exposition is presented in a concise style accessible to science and engineering students; emphasis is on motivation, concepts, methods, and interpretation, rather than formal theory. This second edition contains new and additional exercises, and it includes a new chapter on the applications of PDEs to biology: age structured models, pattern formation; epidemic wave fronts, and advection-diffusion processes. The student who reads through this book and solves many of t...
Differential Equation over Banach Algebra
Kleyn, Aleks
2018-01-01
In the book, I considered differential equations of order $1$ over Banach $D$-algebra: differential equation solved with respect to the derivative; exact differential equation; linear homogeneous equation. In noncommutative Banach algebra, initial value problem for linear homogeneous equation has infinitely many solutions.
Differential Equations as Actions
DEFF Research Database (Denmark)
Ronkko, Mauno; Ravn, Anders P.
1997-01-01
We extend a conventional action system with a primitive action consisting of a differential equation and an evolution invariant. The semantics is given by a predicate transformer. The weakest liberal precondition is chosen, because it is not always desirable that steps corresponding to differential...... actions shall terminate. It is shown that the proposed differential action has a semantics which corresponds to a discrete approximation when the discrete step size goes to zero. The extension gives action systems the power to model real-time clocks and continuous evolutions within hybrid systems....
Differential Equation of Equilibrium
African Journals Online (AJOL)
user
ABSTRACT. Analysis of underground circular cylindrical shell is carried out in this work. The forth order differential equation of equilibrium, comparable to that of beam on elastic foundation, was derived from static principles on the assumptions of P. L Pasternak. Laplace transformation was used to solve the governing ...
Partial differential equations
Agranovich, M S
2002-01-01
Mark Vishik's Partial Differential Equations seminar held at Moscow State University was one of the world's leading seminars in PDEs for over 40 years. This book celebrates Vishik's eightieth birthday. It comprises new results and survey papers written by many renowned specialists who actively participated over the years in Vishik's seminars. Contributions include original developments and methods in PDEs and related fields, such as mathematical physics, tomography, and symplectic geometry. Papers discuss linear and nonlinear equations, particularly linear elliptic problems in angles and gener
Differential equations with Mathematica
Abell, Martha L
2004-01-01
The Third Edition of the Differential Equations with Mathematica integrates new applications from a variety of fields,especially biology, physics, and engineering. The new handbook is also completely compatible with recent versions of Mathematica and is a perfect introduction for Mathematica beginners.* Focuses on the most often used features of Mathematica for the beginning Mathematica user* New applications from a variety of fields, including engineering, biology, and physics* All applications were completed using recent versions of Mathematica
Fun with Differential Equations
Indian Academy of Sciences (India)
IAS Admin
tion of ® with ¼=2. One can use the uniqueness of solutions of differential equations to prove the addition formulae for sin(t1 +t2), etc. But instead of continuing with this thought process, let us do something more interesting. Now we shall consider another system. Fix 0 < < 1. I am looking for three real-valued functions x(t), ...
Introduction to partial differential equations
Greenspan, Donald
2000-01-01
Designed for use in a one-semester course by seniors and beginning graduate students, this rigorous presentation explores practical methods of solving differential equations, plus the unifying theory underlying the mathematical superstructure. Topics include basic concepts, Fourier series, second-order partial differential equations, wave equation, potential equation, heat equation, approximate solution of partial differential equations, and more. Exercises appear at the ends of most chapters. 1961 edition.
Partial differential equations
Levine, Harold
1997-01-01
The subject matter, partial differential equations (PDEs), has a long history (dating from the 18th century) and an active contemporary phase. An early phase (with a separate focus on taut string vibrations and heat flow through solid bodies) stimulated developments of great importance for mathematical analysis, such as a wider concept of functions and integration and the existence of trigonometric or Fourier series representations. The direct relevance of PDEs to all manner of mathematical, physical and technical problems continues. This book presents a reasonably broad introductory account of the subject, with due regard for analytical detail, applications and historical matters.
Ordinary differential equations
Cox, William
1995-01-01
Building on introductory calculus courses, this text provides a sound foundation in the underlying principles of ordinary differential equations. Important concepts, including uniqueness and existence theorems, are worked through in detail and the student is encouraged to develop much of the routine material themselves, thus helping to ensure a solid understanding of the fundamentals required.The wide use of exercises, problems and self-assessment questions helps to promote a deeper understanding of the material and it is developed in such a way that it lays the groundwork for further
Partial differential equations
Sloan, D; Süli, E
2001-01-01
/homepage/sac/cam/na2000/index.html7-Volume Set now available at special set price ! Over the second half of the 20th century the subject area loosely referred to as numerical analysis of partial differential equations (PDEs) has undergone unprecedented development. At its practical end, the vigorous growth and steady diversification of the field were stimulated by the demand for accurate and reliable tools for computational modelling in physical sciences and engineering, and by the rapid development of computer hardware and architecture. At the more theoretical end, the analytical insight in
Elliptic partial differential equations
Han, Qing
2011-01-01
Elliptic Partial Differential Equations by Qing Han and FangHua Lin is one of the best textbooks I know. It is the perfect introduction to PDE. In 150 pages or so it covers an amazing amount of wonderful and extraordinary useful material. I have used it as a textbook at both graduate and undergraduate levels which is possible since it only requires very little background material yet it covers an enormous amount of material. In my opinion it is a must read for all interested in analysis and geometry, and for all of my own PhD students it is indeed just that. I cannot say enough good things abo
Elements of partial differential equations
Sneddon, Ian Naismith
1957-01-01
Geared toward students of applied rather than pure mathematics, this volume introduces elements of partial differential equations. Its focus is primarily upon finding solutions to particular equations rather than general theory.Topics include ordinary differential equations in more than two variables, partial differential equations of the first and second orders, Laplace's equation, the wave equation, and the diffusion equation. A helpful Appendix offers information on systems of surfaces, and solutions to the odd-numbered problems appear at the end of the book. Readers pursuing independent st
Scaling of differential equations
Langtangen, Hans Petter
2016-01-01
The book serves both as a reference for various scaled models with corresponding dimensionless numbers, and as a resource for learning the art of scaling. A special feature of the book is the emphasis on how to create software for scaled models, based on existing software for unscaled models. Scaling (or non-dimensionalization) is a mathematical technique that greatly simplifies the setting of input parameters in numerical simulations. Moreover, scaling enhances the understanding of how different physical processes interact in a differential equation model. Compared to the existing literature, where the topic of scaling is frequently encountered, but very often in only a brief and shallow setting, the present book gives much more thorough explanations of how to reason about finding the right scales. This process is highly problem dependent, and therefore the book features a lot of worked examples, from very simple ODEs to systems of PDEs, especially from fluid mechanics. The text is easily accessible and exam...
On Degenerate Partial Differential Equations
Chen, Gui-Qiang G.
2010-01-01
Some of recent developments, including recent results, ideas, techniques, and approaches, in the study of degenerate partial differential equations are surveyed and analyzed. Several examples of nonlinear degenerate, even mixed, partial differential equations, are presented, which arise naturally in some longstanding, fundamental problems in fluid mechanics and differential geometry. The solution to these fundamental problems greatly requires a deep understanding of nonlinear degenerate parti...
Introduction to ordinary differential equations
Rabenstein, Albert L
1966-01-01
Introduction to Ordinary Differential Equations is a 12-chapter text that describes useful elementary methods of finding solutions using ordinary differential equations. This book starts with an introduction to the properties and complex variable of linear differential equations. Considerable chapters covered topics that are of particular interest in applications, including Laplace transforms, eigenvalue problems, special functions, Fourier series, and boundary-value problems of mathematical physics. Other chapters are devoted to some topics that are not directly concerned with finding solutio
On matrix fractional differential equations
Adem Kılıçman; Wasan Ajeel Ahmood
2017-01-01
The aim of this article is to study the matrix fractional differential equations and to find the exact solution for system of matrix fractional differential equations in terms of Riemann–Liouville using Laplace transform method and convolution product to the Riemann–Liouville fractional of matrices. Also, we show the theorem of non-homogeneous matrix fractional partial differential equation with some illustrative examples to demonstrate the effectiveness of the new methodology. The main objec...
Differential equations extended to superspace
Energy Technology Data Exchange (ETDEWEB)
Torres, J. [Instituto de Fisica, Universidad de Guanajuato, A.P. E-143, Leon, Guanajuato (Mexico); Rosu, H.C. [Instituto Potosino de Investigacion Cientifica y Tecnologica, A.P. 3-74, Tangamanga, San Luis Potosi (Mexico)
2003-07-01
We present a simple SUSY Ns = 2 superspace extension of the differential equations in which the sought solutions are considered to be real superfields but maintaining the common derivative operators and the coefficients of the differential equations unaltered. In this way, we get self consistent systems of coupled differential equations for the components of the superfield. This procedure is applied to the Riccati equation, for which we obtain in addition the system of coupled equations corresponding to the components of the general superfield solution. (Author)
Differential equations extended to superspace
International Nuclear Information System (INIS)
Torres, J.; Rosu, H.C.
2003-01-01
We present a simple SUSY Ns = 2 superspace extension of the differential equations in which the sought solutions are considered to be real superfields but maintaining the common derivative operators and the coefficients of the differential equations unaltered. In this way, we get self consistent systems of coupled differential equations for the components of the superfield. This procedure is applied to the Riccati equation, for which we obtain in addition the system of coupled equations corresponding to the components of the general superfield solution. (Author)
Skew differential fields, differential and difference equations
van der Put, M
2004-01-01
The central question is: Let a differential or difference equation over a field K be isomorphic to all its Galois twists w.r.t. the group Gal(K/k). Does the equation descend to k? For a number of categories of equations an answer is given.
On matrix fractional differential equations
Directory of Open Access Journals (Sweden)
Adem Kılıçman
2017-01-01
Full Text Available The aim of this article is to study the matrix fractional differential equations and to find the exact solution for system of matrix fractional differential equations in terms of Riemann–Liouville using Laplace transform method and convolution product to the Riemann–Liouville fractional of matrices. Also, we show the theorem of non-homogeneous matrix fractional partial differential equation with some illustrative examples to demonstrate the effectiveness of the new methodology. The main objective of this article is to discuss the Laplace transform method based on operational matrices of fractional derivatives for solving several kinds of linear fractional differential equations. Moreover, we present the operational matrices of fractional derivatives with Laplace transform in many applications of various engineering systems as control system. We present the analytical technique for solving fractional-order, multi-term fractional differential equation. In other words, we propose an efficient algorithm for solving fractional matrix equation.
Differential equations a dynamical systems approach ordinary differential equations
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.
Differential equations and finite groups
Put, Marius van der; Ulmer, Felix
2000-01-01
The classical solution of the Riemann-Hilbert problem attaches to a given representation of the fundamental group a regular singular linear differential equation. We present a method to compute this differential equation in the case of a representation with finite image. The approach uses Galois
Solving Linear Differential Equations
Nguyen, K.A.; Put, M. van der
2010-01-01
The theme of this paper is to 'solve' an absolutely irreducible differential module explicitly in terms of modules of lower dimension and finite extensions of the differential field K. Representations of semi-simple Lie algebras and differential Galo is theory are the main tools. The results extend
Solving Nonlinear Coupled Differential Equations
Mitchell, L.; David, J.
1986-01-01
Harmonic balance method developed to obtain approximate steady-state solutions for nonlinear coupled ordinary differential equations. Method usable with transfer matrices commonly used to analyze shaft systems. Solution to nonlinear equation, with periodic forcing function represented as sum of series similar to Fourier series but with form of terms suggested by equation itself.
Applied partial differential equations
Logan, J David
2015-01-01
This text presents the standard material usually covered in a one-semester, undergraduate course on boundary value problems and PDEs. Emphasis is placed on motivation, concepts, methods, and interpretation, rather than on formal theory. The concise treatment of the subject is maintained in this third edition covering all the major ideas: the wave equation, the diffusion equation, the Laplace equation, and the advection equation on bounded and unbounded domains. Methods include eigenfunction expansions, integral transforms, and characteristics. In this third edition, text remains intimately tied to applications in heat transfer, wave motion, biological systems, and a variety other topics in pure and applied science. The text offers flexibility to instructors who, for example, may wish to insert topics from biology or numerical methods at any time in the course. The exposition is presented in a friendly, easy-to-read, style, with mathematical ideas motivated from physical problems. Many exercises and worked e...
Applied partial differential equations
DuChateau, Paul
2012-01-01
Book focuses mainly on boundary-value and initial-boundary-value problems on spatially bounded and on unbounded domains; integral transforms; uniqueness and continuous dependence on data, first-order equations, and more. Numerous exercises included.
Differential equations methods and applications
Said-Houari, Belkacem
2015-01-01
This book presents a variety of techniques for solving ordinary differential equations analytically and features a wealth of examples. Focusing on the modeling of real-world phenomena, it begins with a basic introduction to differential equations, followed by linear and nonlinear first order equations and a detailed treatment of the second order linear equations. After presenting solution methods for the Laplace transform and power series, it lastly presents systems of equations and offers an introduction to the stability theory. To help readers practice the theory covered, two types of exercises are provided: those that illustrate the general theory, and others designed to expand on the text material. Detailed solutions to all the exercises are included. The book is excellently suited for use as a textbook for an undergraduate class (of all disciplines) in ordinary differential equations. .
Solving Differential Equations in R
Although R is still predominantly applied for statistical analysis and graphical representation, it is rapidly becoming more suitable for mathematical computing. One of the fields where considerable progress has been made recently is the solution of differential equations. Here w...
Introduction to partial differential equations
Borthwick, David
2016-01-01
This modern take on partial differential equations does not require knowledge beyond vector calculus and linear algebra. The author focuses on the most important classical partial differential equations, including conservation equations and their characteristics, the wave equation, the heat equation, function spaces, and Fourier series, drawing on tools from analysis only as they arise.Within each section the author creates a narrative that answers the five questions: (1) What is the scientific problem we are trying to understand? (2) How do we model that with PDE? (3) What techniques can we use to analyze the PDE? (4) How do those techniques apply to this equation? (5) What information or insight did we obtain by developing and analyzing the PDE? The text stresses the interplay between modeling and mathematical analysis, providing a thorough source of problems and an inspiration for the development of methods.
Differential equations a concise course
Bear, H S
2011-01-01
Concise introduction for undergraduates includes, among other topics, a survey of first order equations, discussions of complex-valued solutions, linear differential operators, inverse operators and variation of parameters method, the Laplace transform, Picard's existence theorem, and an exploration of various interpretations of systems of equations. Numerous clearly stated theorems and proofs, examples, and problems followed by solutions.
Lie symmetries in differential equations
International Nuclear Information System (INIS)
Pleitez, V.
1979-01-01
A study of ordinary and Partial Differential equations using the symmetries of Lie groups is made. Following such a study, an application to the Helmholtz, Line-Gordon, Korleweg-de Vries, Burguer, Benjamin-Bona-Mahony and wave equations is carried out [pt
Wave Partial Differential Equation
Szöllös, Alexandr
2009-01-01
Práce se zabývá diferenciálními rovnicemi, jejich využitím při analýze vedení, experimenty s vedením a možnou akcelerací výpočtu v GPU s využitím prostředí nVidia CUDA. This work deals with diffrential equations, with the possibility of using them for analysis of the line and the possibility of accelerating the computations in GPU using nVidia CUDA. C
Introductory course on differential equations
Gorain, Ganesh C
2014-01-01
Introductory Course on DIFFERENTIAL EQUATIONS provides an excellent exposition of the fundamentals of ordinary and partial differential equations and is ideally suited for a first course of undergraduate students of mathematics, physics and engineering. The aim of this book is to present the elementary theories of differential equations in the forms suitable for use of those students whose main interest in the subject are based on simple mathematical ideas. KEY FEATURES: Discusses the subject in a systematic manner without sacrificing mathematical rigour. A variety of exercises drill the students in problem solving in view of the mathematical theories explained in the book. Worked out examples illustrated according to the theories developed in the book with possible alternatives. Exhaustive collection of problems and the simplicity of presentation differentiate this book from several others. Material contained will help teachers as well as aspiring students of different competitive examinations.
Stochastic partial differential equations
Lototsky, Sergey V
2017-01-01
Taking readers with a basic knowledge of probability and real analysis to the frontiers of a very active research discipline, this textbook provides all the necessary background from functional analysis and the theory of PDEs. It covers the main types of equations (elliptic, hyperbolic and parabolic) and discusses different types of random forcing. The objective is to give the reader the necessary tools to understand the proofs of existing theorems about SPDEs (from other sources) and perhaps even to formulate and prove a few new ones. Most of the material could be covered in about 40 hours of lectures, as long as not too much time is spent on the general discussion of stochastic analysis in infinite dimensions. As the subject of SPDEs is currently making the transition from the research level to that of a graduate or even undergraduate course, the book attempts to present enough exercise material to fill potential exams and homework assignments. Exercises appear throughout and are usually directly connected ...
Basic linear partial differential equations
Treves, Francois
1975-01-01
Focusing on the archetypes of linear partial differential equations, this text for upper-level undergraduates and graduate students features most of the basic classical results. The methods, however, are decidedly nontraditional: in practically every instance, they tend toward a high level of abstraction. This approach recalls classical material to contemporary analysts in a language they can understand, as well as exploiting the field's wealth of examples as an introduction to modern theories.The four-part treatment covers the basic examples of linear partial differential equations and their
Nielsen number and differential equations
Directory of Open Access Journals (Sweden)
Andres Jan
2005-01-01
Full Text Available In reply to a problem of Jean Leray (application of the Nielsen theory to differential equations, two main approaches are presented. The first is via Poincaré's translation operator, while the second one is based on the Hammerstein-type solution operator. The applicability of various Nielsen theories is discussed with respect to several sorts of differential equations and inclusions. Links with the Sharkovskii-like theorems (a finite number of periodic solutions imply infinitely many subharmonics are indicated, jointly with some further consequences like the nontrivial -structure of solutions of initial value problems. Some illustrating examples are supplied and open problems are formulated.
Linear determining equations for differential constraints
International Nuclear Information System (INIS)
Kaptsov, O V
1998-01-01
A construction of differential constraints compatible with partial differential equations is considered. Certain linear determining equations with parameters are used to find such differential constraints. They generalize the classical determining equations used in the search for admissible Lie operators. As applications of this approach equations of an ideal incompressible fluid and non-linear heat equations are discussed
Pendulum Motion and Differential Equations
Reid, Thomas F.; King, Stephen C.
2009-01-01
A common example of real-world motion that can be modeled by a differential equation, and one easily understood by the student, is the simple pendulum. Simplifying assumptions are necessary for closed-form solutions to exist, and frequently there is little discussion of the impact if those assumptions are not met. This article presents a…
Stability of Functional Differential Equations
Lemm, Jeffrey M
1986-01-01
This book provides an introduction to the structure and stability properties of solutions of functional differential equations. Numerous examples of applications (such as feedback systrems with aftereffect, two-reflector antennae, nuclear reactors, mathematical models in immunology, viscoelastic bodies, aeroautoelastic phenomena and so on) are considered in detail. The development is illustrated by numerous figures and tables.
Differential equations, mechanics, and computation
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.
Dynamics of partial differential equations
Wayne, C Eugene
2015-01-01
This book contains two review articles on the dynamics of partial differential equations that deal with closely related topics but can be read independently. Wayne reviews recent results on the global dynamics of the two-dimensional Navier-Stokes equations. This system exhibits stable vortex solutions: the topic of Wayne's contribution is how solutions that start from arbitrary initial conditions evolve towards stable vortices. Weinstein considers the dynamics of localized states in nonlinear Schrodinger and Gross-Pitaevskii equations that describe many optical and quantum systems. In this contribution, Weinstein reviews recent bifurcations results of solitary waves, their linear and nonlinear stability properties, and results about radiation damping where waves lose energy through radiation. The articles, written independently, are combined into one volume to showcase the tools of dynamical systems theory at work in explaining qualitative phenomena associated with two classes of partial differential equ...
Abstract methods in partial differential equations
Carroll, Robert W
2012-01-01
Detailed, self-contained treatment examines modern abstract methods in partial differential equations, especially abstract evolution equations. Suitable for graduate students with some previous exposure to classical partial differential equations. 1969 edition.
Iterative Splitting Methods for Differential Equations
Geiser, Juergen
2011-01-01
Iterative Splitting Methods for Differential Equations explains how to solve evolution equations via novel iterative-based splitting methods that efficiently use computational and memory resources. It focuses on systems of parabolic and hyperbolic equations, including convection-diffusion-reaction equations, heat equations, and wave equations. In the theoretical part of the book, the author discusses the main theorems and results of the stability and consistency analysis for ordinary differential equations. He then presents extensions of the iterative splitting methods to partial differential
Partial differential equations an introduction
Colton, David
2004-01-01
Intended for a college senior or first-year graduate-level course in partial differential equations, this text offers students in mathematics, engineering, and the applied sciences a solid foundation for advanced studies in mathematics. Classical topics presented in a modern context include coverage of integral equations and basic scattering theory. This complete and accessible treatment includes a variety of examples of inverse problems arising from improperly posed applications. Exercises at the ends of chapters, many with answers, offer a clear progression in developing an understanding of
Applied analysis and differential equations
Cârj, Ovidiu
2007-01-01
This volume contains refereed research articles written by experts in the field of applied analysis, differential equations and related topics. Well-known leading mathematicians worldwide and prominent young scientists cover a diverse range of topics, including the most exciting recent developments. A broad range of topics of recent interest are treated: existence, uniqueness, viability, asymptotic stability, viscosity solutions, controllability and numerical analysis for ODE, PDE and stochastic equations. The scope of the book is wide, ranging from pure mathematics to various applied fields such as classical mechanics, biomedicine, and population dynamics.
Algebraic entropy for differential-delay equations
Viallet, Claude M.
2014-01-01
We extend the definition of algebraic entropy to a class of differential-delay equations. The vanishing of the entropy, as a structural property of an equation, signals its integrability. We suggest a simple way to produce differential-delay equations with vanishing entropy from known integrable differential-difference equations.
Handbook of differential equations stationary partial differential equations
Chipot, Michel
2006-01-01
This handbook is volume III in a series devoted to stationary partial differential quations. Similarly as volumes I and II, it is a collection of self contained state-of-the-art surveys written by well known experts in the field. The topics covered by this handbook include singular and higher order equations, problems near critically, problems with anisotropic nonlinearities, dam problem, T-convergence and Schauder-type estimates. These surveys will be useful for both beginners and experts and speed up the progress of corresponding (rapidly developing and fascinating) areas of mathematics. Ke
Arithmetic differential equations on $GL_n$, I: differential cocycles
Buium, Alexandru; Dupuy, Taylor
2013-01-01
The theory of differential equations has an arithmetic analogue in which derivatives are replaced by Fermat quotients. One can then ask what is the arithmetic analogue of a linear differential equation. The study of usual linear differential equations is the same as the study of the differential cocycle from $GL_n$ into its Lie algebra given by the logarithmic derivative. However we prove here that there are no such cocycles in the context of arithmetic differential equations. In sequels of t...
Introduction to partial differential equations with applications
Zachmanoglou, E C
1988-01-01
This text explores the essentials of partial differential equations as applied to engineering and the physical sciences. Discusses ordinary differential equations, integral curves and surfaces of vector fields, the Cauchy-Kovalevsky theory, more. Problems and answers.
ON DIFFERENTIAL EQUATIONS, INTEGRABLE SYSTEMS, AND GEOMETRY
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...
PARALLEL SOLUTION METHODS OF PARTIAL DIFFERENTIAL EQUATIONS
Directory of Open Access Journals (Sweden)
Korhan KARABULUT
1998-03-01
Full Text Available Partial differential equations arise in almost all fields of science and engineering. Computer time spent in solving partial differential equations is much more than that of in any other problem class. For this reason, partial differential equations are suitable to be solved on parallel computers that offer great computation power. In this study, parallel solution to partial differential equations with Jacobi, Gauss-Siedel, SOR (Succesive OverRelaxation and SSOR (Symmetric SOR algorithms is studied.
Generalized Ordinary Differential Equation Models.
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.
Numerical Solution of Heun Equation Via Linear Stochastic Differential Equation
Directory of Open Access Journals (Sweden)
Hamidreza Rezazadeh
2014-05-01
Full Text Available In this paper, we intend to solve special kind of ordinary differential equations which is called Heun equations, by converting to a corresponding stochastic differential equation(S.D.E.. So, we construct a stochastic linear equation system from this equation which its solution is based on computing fundamental matrix of this system and then, this S.D.E. is solved by numerically methods. Moreover, its asymptotic stability and statistical concepts like expectation and variance of solutions are discussed. Finally, the attained solutions of these S.D.E.s compared with exact solution of corresponding differential equations.
Auxiliary equation method for solving nonlinear partial differential equations
International Nuclear Information System (INIS)
Sirendaoreji,; Jiong, Sun
2003-01-01
By using the solutions of an auxiliary ordinary differential equation, a direct algebraic method is described to construct several kinds of exact travelling wave solutions for some nonlinear partial differential equations. By this method some physically important nonlinear equations are investigated and new exact travelling wave solutions are explicitly obtained with the aid of symbolic computation
Sobolev gradients and differential equations
Neuberger, J W
2010-01-01
A Sobolev gradient of a real-valued functional on a Hilbert space is a gradient of that functional taken relative to an underlying Sobolev norm. This book shows how descent methods using such gradients allow a unified treatment of a wide variety of problems in differential equations. For discrete versions of partial differential equations, corresponding Sobolev gradients are seen to be vastly more efficient than ordinary gradients. In fact, descent methods with these gradients generally scale linearly with the number of grid points, in sharp contrast with the use of ordinary gradients. Aside from the first edition of this work, this is the only known account of Sobolev gradients in book form. Most of the applications in this book have emerged since the first edition was published some twelve years ago. What remains of the first edition has been extensively revised. There are a number of plots of results from calculations and a sample MatLab code is included for a simple problem. Those working through a fair p...
Computational partial differential equations using Matlab
Li, Jichun
2008-01-01
Brief Overview of Partial Differential Equations The parabolic equations The wave equations The elliptic equations Differential equations in broader areasA quick review of numerical methods for PDEsFinite Difference Methods for Parabolic Equations Introduction Theoretical issues: stability, consistence, and convergence 1-D parabolic equations2-D and 3-D parabolic equationsNumerical examples with MATLAB codesFinite Difference Methods for Hyperbolic Equations IntroductionSome basic difference schemes Dissipation and dispersion errors Extensions to conservation lawsThe second-order hyperbolic PDE
Partial differential equations for scientists and engineers
Farlow, Stanley J
1993-01-01
Most physical phenomena, whether in the domain of fluid dynamics, electricity, magnetism, mechanics, optics, or heat flow, can be described in general by partial differential equations. Indeed, such equations are crucial to mathematical physics. Although simplifications can be made that reduce these equations to ordinary differential equations, nevertheless the complete description of physical systems resides in the general area of partial differential equations.This highly useful text shows the reader how to formulate a partial differential equation from the physical problem (constructing th
Partial differential equations of mathematical physics
Sobolev, S L
1964-01-01
Partial Differential Equations of Mathematical Physics emphasizes the study of second-order partial differential equations of mathematical physics, which is deemed as the foundation of investigations into waves, heat conduction, hydrodynamics, and other physical problems. The book discusses in detail a wide spectrum of topics related to partial differential equations, such as the theories of sets and of Lebesgue integration, integral equations, Green's function, and the proof of the Fourier method. Theoretical physicists, experimental physicists, mathematicians engaged in pure and applied math
Stochastic integration and differential equations
Protter, Philip E
2003-01-01
It has been 15 years since the first edition of Stochastic Integration and Differential Equations, A New Approach appeared, and in those years many other texts on the same subject have been published, often with connections to applications, especially mathematical finance. Yet in spite of the apparent simplicity of approach, none of these books has used the functional analytic method of presenting semimartingales and stochastic integration. Thus a 2nd edition seems worthwhile and timely, though it is no longer appropriate to call it "a new approach". The new edition has several significant changes, most prominently the addition of exercises for solution. These are intended to supplement the text, but lemmas needed in a proof are never relegated to the exercises. Many of the exercises have been tested by graduate students at Purdue and Cornell Universities. Chapter 3 has been completely redone, with a new, more intuitive and simultaneously elementary proof of the fundamental Doob-Meyer decomposition theorem, t...
An introduction to differential equations
Ladde, Anil G
2012-01-01
This is a twenty-first century book designed to meet the challenges of understanding and solving interdisciplinary problems. The book creatively incorporates "cutting-edge" research ideas and techniques at the undergraduate level. The book also is a unique research resource for undergraduate/graduate students and interdisciplinary researchers. It emphasizes and exhibits the importance of conceptual understandings and its symbiotic relationship in the problem solving process. The book is proactive in preparing for the modeling of dynamic processes in various disciplines. It introduces a "break-down-the problem" type of approach in a way that creates "fun" and "excitement". The book presents many learning tools like "step-by-step procedures (critical thinking)", the concept of "math" being a language, applied examples from diverse fields, frequent recaps, flowcharts and exercises. Uniquely, this book introduces an innovative and unified method of solving nonlinear scalar differential equations. This is called ...
Local p-Adic Differential Equations
Put, Marius van der; Taelman, Lenny
2006-01-01
This paper studies divergence in solutions of p-adic linear local differential equations. Such divergence is related to the notion of p-adic Liouville numbers. Also, the influence of the divergence on the differential Galois groups of such differential equations is explored. A complete result is
Fermat type differential and difference equations
Directory of Open Access Journals (Sweden)
Kai Liu
2015-06-01
Full Text Available This article we explore the relationship between the number of differential and difference operators with the existence of meromorphic solutions of Fermat type differential and difference equations. Some Fermat differential and difference equations of certain types are also considered.
First-order partial differential equations
Rhee, Hyun-Ku; Amundson, Neal R
2001-01-01
This first volume of a highly regarded two-volume text is fully usable on its own. After going over some of the preliminaries, the authors discuss mathematical models that yield first-order partial differential equations; motivations, classifications, and some methods of solution; linear and semilinear equations; chromatographic equations with finite rate expressions; homogeneous and nonhomogeneous quasilinear equations; formation and propagation of shocks; conservation equations, weak solutions, and shock layers; nonlinear equations; and variational problems. Exercises appear at the end of mo
Introduction to complex theory of differential equations
Savin, Anton
2017-01-01
This book discusses the complex theory of differential equations or more precisely, the theory of differential equations on complex-analytic manifolds. Although the theory of differential equations on real manifolds is well known – it is described in thousands of papers and its usefulness requires no comments or explanations – to date specialists on differential equations have not focused on the complex theory of partial differential equations. However, as well as being remarkably beautiful, this theory can be used to solve a number of problems in real theory, for instance, the Poincaré balayage problem and the mother body problem in geophysics. The monograph does not require readers to be familiar with advanced notions in complex analysis, differential equations, or topology. With its numerous examples and exercises, it appeals to advanced undergraduate and graduate students, and also to researchers wanting to familiarize themselves with the subject.
Lectures on partial differential equations
Petrovsky, I G
1992-01-01
Graduate-level exposition by noted Russian mathematician offers rigorous, transparent, highly readable coverage of classification of equations, hyperbolic equations, elliptic equations and parabolic equations. Wealth of commentary and insight invaluable for deepening understanding of problems considered in text. Translated from the Russian by A. Shenitzer.
On a complex differential Riccati equation
International Nuclear Information System (INIS)
Khmelnytskaya, Kira V; Kravchenko, Vladislav V
2008-01-01
We consider a nonlinear partial differential equation for complex-valued functions which is related to the two-dimensional stationary Schroedinger equation and enjoys many properties similar to those of the ordinary differential Riccati equation such as the famous Euler theorems, the Picard theorem and others. Besides these generalizations of the classical 'one-dimensional' results, we discuss new features of the considered equation including an analogue of the Cauchy integral theorem
Solutions manual to accompany Ordinary differential equations
Greenberg, Michael D
2014-01-01
Features a balance between theory, proofs, and examples and provides applications across diverse fields of study Ordinary Differential Equations presents a thorough discussion of first-order differential equations and progresses to equations of higher order. The book transitions smoothly from first-order to higher-order equations, allowing readers to develop a complete understanding of the related theory. Featuring diverse and interesting applications from engineering, bioengineering, ecology, and biology, the book anticipates potential difficulties in understanding the various solution steps
Complex centers of polynomial differential equations
Directory of Open Access Journals (Sweden)
Mohamad Ali M. Alwash
2007-07-01
Full Text Available We present some results on the existence and nonexistence of centers for polynomial first order ordinary differential equations with complex coefficients. In particular, we show that binomial differential equations without linear terms do not have complex centers. Classes of polynomial differential equations, with more than two terms, are presented that do not have complex centers. We also study the relation between complex centers and the Pugh problem. An algorithm is described to solve the Pugh problem for equations without complex centers. The method of proof involves phase plane analysis of the polar equations and a local study of periodic solutions.
Interactive differential equations modeling program
International Nuclear Information System (INIS)
Rust, B.W.; Mankin, J.B.
1976-01-01
Due to the recent emphasis on mathematical modeling, many ecologists are using mathematics and computers more than ever, and engineers, mathematicians and physical scientists are now included in ecological projects. However, the individual ecologist, with intuitive knowledge of the system, still requires the means to critically examine and adjust system models. An interactive program was developed with the primary goal of allowing an ecologist with minimal experience in either mathematics or computers to develop a system model. It has also been used successfully by systems ecologists, engineers, and mathematicians. This program was written in FORTRAN for the DEC PDP-10, a remote terminal system at Oak Ridge National Laboratory. However, with relatively minor modifications, it can be implemented on any remote terminal system with a FORTRAN IV compiler, or equivalent. This program may be used to simulate any phenomenon which can be described as a system of ordinary differential equations. The program allows the user to interactively change system parameters and/or initial conditions, to interactively select a set of variables to be plotted, and to model discontinuities in the state variables and/or their derivatives. One of the most useful features to the non-computer specialist is the ability to interactively address the system parameters by name and to interactively adjust their values between simulations. These and other features are described in greater detail
Generalized differential transform method to differential-difference equation
International Nuclear Information System (INIS)
Zou Li; Wang Zhen; Zong Zhi
2009-01-01
In this Letter, we generalize the differential transform method to solve differential-difference equation for the first time. Two simple but typical examples are applied to illustrate the validity and the great potential of the generalized differential transform method in solving differential-difference equation. A Pade technique is also introduced and combined with GDTM in aim of extending the convergence area of presented series solutions. Comparisons are made between the results of the proposed method and exact solutions. Then we apply the differential transform method to the discrete KdV equation and the discrete mKdV equation, and successfully obtain solitary wave solutions. The results reveal that the proposed method is very effective and simple. We should point out that generalized differential transform method is also easy to be applied to other nonlinear differential-difference equation.
Symposium on Differential Geometry and Differential Equations
Berger, Marcel; Bryant, Robert
1987-01-01
The DD6 Symposium was, like its predecessors DD1 to DD5 both a research symposium and a summer seminar and concentrated on differential geometry. This volume contains a selection of the invited papers and some additional contributions. They cover recent advances and principal trends in current research in differential geometry.
Special solutions of neutral functional differential equations
Directory of Open Access Journals (Sweden)
Győri István
2001-01-01
Full Text Available For a system of nonlinear neutral functional differential equations we prove the existence of an -parameter family of "special solutions" which characterize the asymptotic behavior of all solutions at infinity. For retarded functional differential equations the special solutions used in this paper were introduced by Ryabov.
Selected papers on analysis and differential equations
Society, American Mathematical
2010-01-01
This volume contains translations of papers that originally appeared in the Japanese journal Sūgaku. These papers range over a variety of topics in ordinary and partial differential equations, and in analysis. Many of them are survey papers presenting new results obtained in the last few years. This volume is suitable for graduate students and research mathematicians interested in analysis and differential equations.
Solving Differential Equations Using Modified Picard Iteration
Robin, W. A.
2010-01-01
Many classes of differential equations are shown to be open to solution through a method involving a combination of a direct integration approach with suitably modified Picard iterative procedures. The classes of differential equations considered include typical initial value, boundary value and eigenvalue problems arising in physics and…
Lie algebras and linear differential equations.
Brockett, R. W.; Rahimi, A.
1972-01-01
Certain symmetry properties possessed by the solutions of linear differential equations are examined. For this purpose, some basic ideas from the theory of finite dimensional linear systems are used together with the work of Wei and Norman on the use of Lie algebraic methods in differential equation theory.
Statistical Methods for Stochastic Differential Equations
Kessler, Mathieu; Sorensen, Michael
2012-01-01
The seventh volume in the SemStat series, Statistical Methods for Stochastic Differential Equations presents current research trends and recent developments in statistical methods for stochastic differential equations. Written to be accessible to both new students and seasoned researchers, each self-contained chapter starts with introductions to the topic at hand and builds gradually towards discussing recent research. The book covers Wiener-driven equations as well as stochastic differential equations with jumps, including continuous-time ARMA processes and COGARCH processes. It presents a sp
On implicit abstract neutral nonlinear differential equations
Energy Technology Data Exchange (ETDEWEB)
Hernández, Eduardo, E-mail: lalohm@ffclrp.usp.br [Universidade de São Paulo, Departamento de Computação e Matemática, Faculdade de Filosofia Ciências e Letras de Ribeirão Preto (Brazil); O’Regan, Donal, E-mail: donal.oregan@nuigalway.ie [National University of Ireland, School of Mathematics, Statistics and Applied Mathematics (Ireland)
2016-04-15
In this paper we continue our developments in Hernández and O’Regan (J Funct Anal 261:3457–3481, 2011) on the existence of solutions for abstract neutral differential equations. In particular we extend the results in Hernández and O’Regan (J Funct Anal 261:3457–3481, 2011) for the case of implicit nonlinear neutral equations and we focus on applications to partial “nonlinear” neutral differential equations. Some applications involving partial neutral differential equations are presented.
Exponentially Convergent Algorithms for Abstract Differential Equations
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
Stochastic differential equation model to Prendiville processes
Energy Technology Data Exchange (ETDEWEB)
Granita, E-mail: granitafc@gmail.com [Dept. of Mathematical Science, Universiti Teknologi Malaysia, 81310, Johor Malaysia (Malaysia); Bahar, Arifah [Dept. of Mathematical Science, Universiti Teknologi Malaysia, 81310, Johor Malaysia (Malaysia); UTM Center for Industrial & Applied Mathematics (UTM-CIAM) (Malaysia)
2015-10-22
The Prendiville process is another variation of the logistic model which assumes linearly decreasing population growth rate. It is a continuous time Markov chain (CTMC) taking integer values in the finite interval. The continuous time Markov chain can be approximated by stochastic differential equation (SDE). This paper discusses the stochastic differential equation of Prendiville process. The work started with the forward Kolmogorov equation in continuous time Markov chain of Prendiville process. Then it was formulated in the form of a central-difference approximation. The approximation was then used in Fokker-Planck equation in relation to the stochastic differential equation of the Prendiville process. The explicit solution of the Prendiville process was obtained from the stochastic differential equation. Therefore, the mean and variance function of the Prendiville process could be easily found from the explicit solution.
Stochastic differential equation model to Prendiville processes
International Nuclear Information System (INIS)
Granita; Bahar, Arifah
2015-01-01
The Prendiville process is another variation of the logistic model which assumes linearly decreasing population growth rate. It is a continuous time Markov chain (CTMC) taking integer values in the finite interval. The continuous time Markov chain can be approximated by stochastic differential equation (SDE). This paper discusses the stochastic differential equation of Prendiville process. The work started with the forward Kolmogorov equation in continuous time Markov chain of Prendiville process. Then it was formulated in the form of a central-difference approximation. The approximation was then used in Fokker-Planck equation in relation to the stochastic differential equation of the Prendiville process. The explicit solution of the Prendiville process was obtained from the stochastic differential equation. Therefore, the mean and variance function of the Prendiville process could be easily found from the explicit solution
Sparse dynamics for partial differential equations.
Schaeffer, Hayden; Caflisch, Russel; Hauck, Cory D; Osher, Stanley
2013-04-23
We investigate the approximate dynamics of several differential equations when the solutions are restricted to a sparse subset of a given basis. The restriction is enforced at every time step by simply applying soft thresholding to the coefficients of the basis approximation. By reducing or compressing the information needed to represent the solution at every step, only the essential dynamics are represented. In many cases, there are natural bases derived from the differential equations, which promote sparsity. We find that our method successfully reduces the dynamics of convection equations, diffusion equations, weak shocks, and vorticity equations with high-frequency source terms.
Numerical methods for differential equations and applications
International Nuclear Information System (INIS)
Ixaru, L.G.
1984-01-01
This book is addressed to persons who, without being professionals in applied mathematics, are often faced with the problem of numerically solving differential equations. In each of the first three chapters a definite class of methods is discussed for the solution of the initial value problem for ordinary differential equations: multistep methods; one-step methods; and piecewise perturbation methods. The fourth chapter is mainly focussed on the boundary value problems for linear second-order equations, with a section devoted to the Schroedinger equation. In the fifth chapter the eigenvalue problem for the radial Schroedinger equation is solved in several ways, with computer programs included. (Auth.)
From ordinary to partial differential equations
Esposito, Giampiero
2017-01-01
This book is addressed to mathematics and physics students who want to develop an interdisciplinary view of mathematics, from the age of Riemann, Poincaré and Darboux to basic tools of modern mathematics. It enables them to acquire the sensibility necessary for the formulation and solution of difficult problems, with an emphasis on concepts, rigour and creativity. It consists of eight self-contained parts: ordinary differential equations; linear elliptic equations; calculus of variations; linear and non-linear hyperbolic equations; parabolic equations; Fuchsian functions and non-linear equations; the functional equations of number theory; pseudo-differential operators and pseudo-differential equations. The author leads readers through the original papers and introduces new concepts, with a selection of topics and examples that are of high pedagogical value.
Differential equations inverse and direct problems
Favini, Angelo
2006-01-01
DEGENERATE FIRST ORDER IDENTIFICATION PROBLEMS IN BANACH SPACES A NONISOTHERMAL DYNAMICAL GINZBURG-LANDAU MODEL OF SUPERCONDUCTIVITY. EXISTENCE AND UNIQUENESS THEOREMSSOME GLOBAL IN TIME RESULTS FOR INTEGRODIFFERENTIAL PARABOLIC INVERSE PROBLEMSFOURTH ORDER ORDINARY DIFFERENTIAL OPERATORS WITH GENERAL WENTZELL BOUNDARY CONDITIONSTUDY OF ELLIPTIC DIFFERENTIAL EQUATIONS IN UMD SPACESDEGENERATE INTEGRODIFFERENTIAL EQUATIONS OF PARABOLIC TYPE EXPONENTIAL ATTRACTORS FOR SEMICONDUCTOR EQUATIONSCONVERGENCE TO STATIONARY STATES OF SOLUTIONS TO THE SEMILINEAR EQUATION OF VISCOELASTICITY ASYMPTOTIC BEHA
Ordinary differential equation for local accumulation time.
Berezhkovskii, Alexander M
2011-08-21
Cell differentiation in a developing tissue is controlled by the concentration fields of signaling molecules called morphogens. Formation of these concentration fields can be described by the reaction-diffusion mechanism in which locally produced molecules diffuse through the patterned tissue and are degraded. The formation kinetics at a given point of the patterned tissue can be characterized by the local accumulation time, defined in terms of the local relaxation function. Here, we show that this time satisfies an ordinary differential equation. Using this equation one can straightforwardly determine the local accumulation time, i.e., without preliminary calculation of the relaxation function by solving the partial differential equation, as was done in previous studies. We derive this ordinary differential equation together with the accompanying boundary conditions and demonstrate that the earlier obtained results for the local accumulation time can be recovered by solving this equation. © 2011 American Institute of Physics
Introduction to differential equations with dynamical systems
Campbell, Stephen L
2011-01-01
Many textbooks on differential equations are written to be interesting to the teacher rather than the student. Introduction to Differential Equations with Dynamical Systems is directed toward students. This concise and up-to-date textbook addresses the challenges that undergraduate mathematics, engineering, and science students experience during a first course on differential equations. And, while covering all the standard parts of the subject, the book emphasizes linear constant coefficient equations and applications, including the topics essential to engineering students. Stephen 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.
Asymptotic integration of differential and difference equations
Bodine, Sigrun
2015-01-01
This book presents the theory of asymptotic integration for both linear differential and difference equations. This type of asymptotic analysis is based on some fundamental principles by Norman Levinson. While he applied them to a special class of differential equations, subsequent work has shown that the same principles lead to asymptotic results for much wider classes of differential and also difference equations. After discussing asymptotic integration in a unified approach, this book studies how the application of these methods provides several new insights and frequent improvements to results found in earlier literature. It then continues with a brief introduction to the relatively new field of asymptotic integration for dynamic equations on time scales. Asymptotic Integration of Differential and Difference Equations is a self-contained and clearly structured presentation of some of the most important results in asymptotic integration and the techniques used in this field. It will appeal to researchers i...
Partial Differential Equations Modeling and Numerical Simulation
Glowinski, Roland
2008-01-01
This book is dedicated to Olivier Pironneau. For more than 250 years partial differential equations have been clearly the most important tool available to mankind in order to understand a large variety of phenomena, natural at first and then those originating from human activity and technological development. Mechanics, physics and their engineering applications were the first to benefit from the impact of partial differential equations on modeling and design, but a little less than a century ago the Schrödinger equation was the key opening the door to the application of partial differential equations to quantum chemistry, for small atomic and molecular systems at first, but then for systems of fast growing complexity. Mathematical modeling methods based on partial differential equations form an important part of contemporary science and are widely used in engineering and scientific applications. In this book several experts in this field present their latest results and discuss trends in the numerical analy...
On stochastic differential equations with random delay
International Nuclear Information System (INIS)
Krapivsky, P L; Luck, J M; Mallick, K
2011-01-01
We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an nth-order equation with random delay, the corresponding deterministic equation has order n + 1. We analyze various examples of dynamical systems of this kind, and find a number of unusual behaviors. For instance, for the harmonic oscillator with random delay, the energy grows as exp((3/2) t 2/3 ) in reduced units. We then investigate the effect of introducing a discrete time step ε. At variance with the continuous situation, the discrete random recursion relations thus obtained have intrinsic fluctuations. The crossover between the fluctuating discrete problem and the deterministic continuous one as ε goes to zero is studied in detail on the example of a first-order linear differential equation
Non-instantaneous impulses in differential equations
Agarwal, Ravi; O'Regan, Donal
2017-01-01
This monograph is the first published book devoted to the theory of differential equations with non-instantaneous impulses. It aims to equip the reader with mathematical models and theory behind real life processes in physics, biology, population dynamics, ecology and pharmacokinetics. The authors examine a wide scope of differential equations with non-instantaneous impulses through three comprehensive chapters, providing an all-rounded and unique presentation on the topic, including: - Ordinary differential equations with non-instantaneous impulses (scalar and n-dimensional case) - Fractional differential equa tions with non-instantaneous impulses (with Caputo fractional derivatives of order q ϵ (0, 1)) - Ordinary differential equations with non-instantaneous impulses occurring at random moments (with exponential, Erlang, or Gamma distribution) Each chapter focuses on theory, proofs and examples, and contains numerous graphs to enrich the reader’s understanding. Additionally, a carefully selected bibliogr...
Stability analysis of impulsive functional differential equations
Stamova, Ivanka
2009-01-01
This book is devoted to impulsive functional differential equations which are a natural generalization of impulsive ordinary differential equations (without delay) and of functional differential equations (without impulses). At the present time the qualitative theory of such equationsis under rapid development. After a presentation of the fundamental theory of existence, uniqueness and continuability of solutions, a systematic development of stability theory for that class of problems is given which makes the book unique. It addresses to a wide audience such as mathematicians, applied research
A microscopic derivation of stochastic differential equations
International Nuclear Information System (INIS)
Arimitsu, Toshihico
1996-01-01
With the help of the formulation of Non-Equilibrium Thermo Field Dynamics, a unified canonical operator formalism is constructed for the quantum stochastic differential equations. In the course of its construction, it is found that there are at least two formulations, i.e. one is non-hermitian and the other is hermitian. Having settled which framework should be satisfied by the quantum stochastic differential equations, a microscopic derivation is performed for these stochastic differential equations by extending the projector methods. This investigation may open a new field for quantum systems in order to understand the deeper meaning of dissipation
Numerical Analysis of Partial Differential Equations
Lui, S H
2011-01-01
A balanced guide to the essential techniques for solving elliptic partial differential equations Numerical Analysis of Partial Differential Equations provides a comprehensive, self-contained treatment of the quantitative methods used to solve elliptic partial differential equations (PDEs), with a focus on the efficiency as well as the error of the presented methods. The author utilizes coverage of theoretical PDEs, along with the nu merical solution of linear systems and various examples and exercises, to supply readers with an introduction to the essential concepts in the numerical analysis
Selected papers on analysis and differential equations
Nomizu, Katsumi
2003-01-01
This volume contains translations of papers that originally appeared in the Japanese journal, Sugaku. The papers range over a variety of topics, including nonlinear partial differential equations, C^*-algebras, and Schrödinger operators.
Connecting Related Rates and Differential Equations
Brandt, Keith
2012-01-01
This article points out a simple connection between related rates and differential equations. The connection can be used for in-class examples or homework exercises, and it is accessible to students who are familiar with separation of variables.
A simple chaotic delay differential equation
International Nuclear Information System (INIS)
Sprott, J.C.
2007-01-01
The simplest chaotic delay differential equation with a sinusoidal nonlinearity is described, including the route to chaos, Lyapunov exponent spectrum, and chaotic diffusion. It is prototypical of many other high-dimensional chaotic systems
An introduction to differential equations using MATLAB
Butt, Rizwan
2016-01-01
An Introduction to Differential Equations using MATLAB exploits the symbolic, numerical, and graphical capabilitiesof MATLAB to develop a thorough understanding of differential equations algorithms. This book provides the readerwith numerous applications, m-files, and practical examples to problems. Balancing theoretical concepts withcomputational speed and accuracy, the book includes numerous short programs in MATLAB that can be used to solveproblems involving first-and higher-order differential equations, Laplace transforms, linear systems of differentialequations, numerical solutions of differential equations, computer graphics, and more. The author emphasizes thebasic ideas of analytical and numerical techniques and the uses of modern mathematical software (MATLAB) ratherthan relying only on complex mathematical derivations to engineers, mathematician, computer scientists, andphysicists or for use as a textbook in applied or computational courses.A CD-ROM with all the figures, codes, solutions, appendices...
equilibrium approach in thederivation of differential equations
African Journals Online (AJOL)
user
DEPT OF CIVIL ENGINEERING, ENUGU STATE UNIVERSITY OF SCIENCE & TECHNOLOGY ... In this paper, the differential equations of Mindlin plates are derived from basic principles by ..... Journal of Applied Mechanics, pages 31-38.
Some New Trends in Differential Equations
Indian Academy of Sciences (India)
Mythily Ramaswamy TIFR Centre for Applicable Mathematics, Bangalore
2008-04-05
Apr 5, 2008 ... Optimal Control Problems. Controllability. Stabilizability. Overview. 1 Differential Equations as Models. Mathematical Models. Brief History. Main Questions. 2 Optimal Control Problems. Mathematical Model. Optimal Control. Dynamic Programming. Pontryagin Maximum Principle. 3 Controllability. A Model.
Trends in differential equations and applications
Neble, María; Galván, José
2016-01-01
This work collects the most important results presented at the Congress on Differential Equations and Applications/Congress on Applied Mathematics (CEDYA/CMA) in Cádiz (Spain) in 2015. It supports further research in differential equations, numerical analysis, mechanics, control and optimization. In particular, it helps readers gain an overview of specific problems of interest in the current mathematical research related to different branches of applied mathematics. This includes the analysis of nonlinear partial differential equations, exact solutions techniques for ordinary differential equations, numerical analysis and numerical simulation of some models arising in experimental sciences and engineering, control and optimization, and also trending topics on numerical linear Algebra, dynamical systems, and applied mathematics for Industry. This volume is mainly addressed to any researcher interested in the applications of mathematics, especially in any subject mentioned above. It may be also useful to PhD s...
Weak self-adjoint differential equations
International Nuclear Information System (INIS)
Gandarias, M L
2011-01-01
The concepts of self-adjoint and quasi self-adjoint equations were introduced by Ibragimov (2006 J. Math. Anal. Appl. 318 742-57; 2007 Arch. ALGA 4 55-60). In Ibragimov (2007 J. Math. Anal. Appl. 333 311-28), a general theorem on conservation laws was proved. In this paper, we generalize the concept of self-adjoint and quasi self-adjoint equations by introducing the definition of weak self-adjoint equations. We find a class of weak self-adjoint quasi-linear parabolic equations. The property of a differential equation to be weak self-adjoint is important for constructing conservation laws associated with symmetries of the differential equation. (fast track communication)
Differential equations in airplane mechanics
Carleman, M T
1922-01-01
In the following report, we will first draw some conclusions of purely theoretical interest, from the general equations of motion. At the end, we will consider the motion of an airplane, with the engine dead and with the assumption that the angle of attack remains constant. Thus we arrive at a simple result, which can be rendered practically utilizable for determining the trajectory of an airplane descending at a constant steering angle.
Modeling animal movements using stochastic differential equations
Haiganoush K. Preisler; Alan A. Ager; Bruce K. Johnson; John G. Kie
2004-01-01
We describe the use of bivariate stochastic differential equations (SDE) for modeling movements of 216 radiocollared female Rocky Mountain elk at the Starkey Experimental Forest and Range in northeastern Oregon. Spatially and temporally explicit vector fields were estimated using approximating difference equations and nonparametric regression techniques. Estimated...
On Fractional Order Hybrid Differential Equations
Directory of Open Access Journals (Sweden)
Mohamed A. E. Herzallah
2014-01-01
Full Text Available We develop the theory of fractional hybrid differential equations with linear and nonlinear perturbations involving the Caputo fractional derivative of order 0<α<1. Using some fixed point theorems we prove the existence of mild solutions for two types of hybrid equations. Examples are given to illustrate the obtained results.
Dual exponential polynomials and linear differential equations
Wen, Zhi-Tao; Gundersen, Gary G.; Heittokangas, Janne
2018-01-01
We study linear differential equations with exponential polynomial coefficients, where exactly one coefficient is of order greater than all the others. The main result shows that a nontrivial exponential polynomial solution of such an equation has a certain dual relationship with the maximum order coefficient. Several examples illustrate our results and exhibit possibilities that can occur.
Differential Equations and Computational Simulations
1999-06-18
given in (6),(7) in Taylor series of e. Equating coefficients of same power of e in both side of equity , we obtain a sequence of linear boundary value...fields, 3). structural instability and block stability of divergence-free vector fields on 2D compact manifolds with nonzero genus , and 4). structural...circle bands. Definition 3.1 Let N be a compact manifold without boundary and with genus k > 0. A closed domain fi C N is called a pseudo-manifold
A Unified Introduction to Ordinary Differential Equations
Lutzer, Carl V.
2006-01-01
This article describes how a presentation from the point of view of differential operators can be used to (partially) unify the myriad techniques in an introductory course in ordinary differential equations by providing students with a powerful, flexible paradigm that extends into (or from) linear algebra. (Contains 1 footnote.)
Differential Equations Models to Study Quorum Sensing.
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.
Stochastic Differential Equations and Kondratiev Spaces
Energy Technology Data Exchange (ETDEWEB)
Vaage, G.
1995-05-01
The purpose of this mathematical thesis was to improve the understanding of physical processes such as fluid flow in porous media. An example is oil flowing in a reservoir. In the first of five included papers, Hilbert space methods for elliptic boundary value problems are used to prove the existence and uniqueness of a large family of elliptic differential equations with additive noise without using the Hermite transform. The ideas are then extended to the multidimensional case and used to prove existence and uniqueness of solution of the Stokes equations with additive noise. The second paper uses functional analytic methods for partial differential equations and presents a general framework for proving existence and uniqueness of solutions to stochastic partial differential equations with multiplicative noise, for a large family of noises. The methods are applied to equations of elliptic, parabolic as well as hyperbolic type. The framework presented can be extended to the multidimensional case. The third paper shows how the ideas from the second paper can be extended to study the moving boundary value problem associated with the stochastic pressure equation. The fourth paper discusses a set of stochastic differential equations. The fifth paper studies the relationship between the two families of Kondratiev spaces used in the thesis. 102 refs.
Laplace and the era of differential equations
Weinberger, Peter
2012-11-01
Between about 1790 and 1850 French mathematicians dominated not only mathematics, but also all other sciences. The belief that a particular physical phenomenon has to correspond to a single differential equation originates from the enormous influence Laplace and his contemporary compatriots had in all European learned circles. It will be shown that at the beginning of the nineteenth century Newton's "fluxionary calculus" finally gave way to a French-type notation of handling differential equations. A heated dispute in the Philosophical Magazine between Challis, Airy and Stokes, all three of them famous Cambridge professors of mathematics, then serves to illustrate the era of differential equations. A remark about Schrödinger and his equation for the hydrogen atom finally will lead back to present times.
Particle Systems and Partial Differential Equations I
Gonçalves, Patricia
2014-01-01
This book presents the proceedings of the international conference Particle Systems and Partial Differential Equations I, which took place at the Centre of Mathematics of the University of Minho, Braga, Portugal, from the 5th to the 7th of December, 2012. The purpose of the conference was to bring together world leaders to discuss their topics of expertise and to present some of their latest research developments in those fields. Among the participants were researchers in probability, partial differential equations and kinetics theory. The aim of the meeting was to present to a varied public the subject of interacting particle systems, its motivation from the viewpoint of physics and its relation with partial differential equations or kinetics theory, and to stimulate discussions and possibly new collaborations among researchers with different backgrounds. The book contains lecture notes written by François Golse on the derivation of hydrodynamic equations (compressible and incompressible Euler and Navie...
On new solutions of fuzzy differential equations
International Nuclear Information System (INIS)
Chalco-Cano, Y.; Roman-Flores, H.
2008-01-01
We study fuzzy differential equations (FDE) using the concept of generalized H-differentiability. This concept is based in the enlargement of the class of differentiable fuzzy mappings and, for this, we consider the lateral Hukuhara derivatives. We will see that both derivatives are different and they lead us to different solutions from a FDE. Also, some illustrative examples are given and some comparisons with other methods for solving FDE are made
Solution of differential equations by application of transformation groups
Driskell, C. N., Jr.; Gallaher, L. J.; Martin, R. H., Jr.
1968-01-01
Report applies transformation groups to the solution of systems of ordinary differential equations and partial differential equations. Lies theorem finds an integrating factor for appropriate invariance group or groups can be found and can be extended to partial differential equations.
Nahay, John Michael
2008-01-01
We present a new approach to solving polynomial ordinary differential equations by transforming them to linear functional equations and then solving the linear functional equations. We will focus most of our attention upon the first-order Abel differential equation with two nonlinear terms in order to demonstrate in as much detail as possible the computations necessary for a complete solution. We mention in our section on further developments that the basic transformation idea can be generali...
Numerical Methods for Partial Differential Equations
Guo, Ben-yu
1987-01-01
These Proceedings of the first Chinese Conference on Numerical Methods for Partial Differential Equations covers topics such as difference methods, finite element methods, spectral methods, splitting methods, parallel algorithm etc., their theoretical foundation and applications to engineering. Numerical methods both for boundary value problems of elliptic equations and for initial-boundary value problems of evolution equations, such as hyperbolic systems and parabolic equations, are involved. The 16 papers of this volume present recent or new unpublished results and provide a good overview of current research being done in this field in China.
Differential geometry techniques for sets of nonlinear partial differential equations
Estabrook, Frank B.
1990-01-01
An attempt is made to show that the Cartan theory of partial differential equations can be a useful technique for applied mathematics. Techniques for finding consistent subfamilies of solutions that are generically rich and well-posed and for introducing potentials or other usefully consistent auxiliary fields are introduced. An extended sample calculation involving the Korteweg-de Vries equation is given.
Spectral theories for linear differential equations
International Nuclear Information System (INIS)
Sell, G.R.
1976-01-01
The use of spectral analysis in the study of linear differential equations with constant coefficients is not only a fundamental technique but also leads to far-reaching consequences in describing the qualitative behaviour of the solutions. The spectral analysis, via the Jordan canonical form, will not only lead to a representation theorem for a basis of solutions, but will also give a rather precise statement of the (exponential) growth rates of various solutions. Various attempts have been made to extend this analysis to linear differential equations with time-varying coefficients. The most complete such extensions is the Floquet theory for equations with periodic coefficients. For time-varying linear differential equations with aperiodic coefficients several authors have attempted to ''extend'' the Foquet theory. The precise meaning of such an extension is itself a problem, and we present here several attempts in this direction that are related to the general problem of extending the spectral analysis of equations with constant coefficients. The main purpose of this paper is to introduce some problems of current research. The primary problem we shall examine occurs in the context of linear differential equations with almost periodic coefficients. We call it ''the Floquet problem''. (author)
Differential equation models for sharp threshold dynamics.
Schramm, Harrison C; Dimitrov, Nedialko B
2014-01-01
We develop an extension to differential equation models of dynamical systems to allow us to analyze probabilistic threshold dynamics that fundamentally and globally change system behavior. We apply our novel modeling approach to two cases of interest: a model of infectious disease modified for malware where a detection event drastically changes dynamics by introducing a new class in competition with the original infection; and the Lanchester model of armed conflict, where the loss of a key capability drastically changes the effectiveness of one of the sides. We derive and demonstrate a step-by-step, repeatable method for applying our novel modeling approach to an arbitrary system, and we compare the resulting differential equations to simulations of the system's random progression. Our work leads to a simple and easily implemented method for analyzing probabilistic threshold dynamics using differential equations. Published by Elsevier Inc.
A first course in differential equations
Logan, J David
2015-01-01
The third edition of this concise, popular textbook on elementary differential equations gives instructors an alternative to the many voluminous texts on the market. It presents a thorough treatment of the standard topics in an accessible, easy-to-read, format. The overarching perspective of the text conveys that differential equations are about applications. This book illuminates the mathematical theory in the text with a wide variety of applications that will appeal to students in physics, engineering, the biosciences, economics and mathematics. Instructors are likely to find that the first four or five chapters are suitable for a first course in the subject. This edition contains a healthy increase over earlier editions in the number of worked examples and exercises, particularly those routine in nature. Two appendices include a review with practice problems, and a MATLAB® supplement that gives basic codes and commands for solving differential equations. MATLAB® is not required; students are encouraged t...
Inequalities for differential and integral equations
Ames, William F
1997-01-01
Inequalities for Differential and Integral Equations has long been needed; it contains material which is hard to find in other books. Written by a major contributor to the field, this comprehensive resource contains many inequalities which have only recently appeared in the literature and which can be used as powerful tools in the development of applications in the theory of new classes of differential and integral equations. For researchers working in this area, it will be a valuable source of reference and inspiration. It could also be used as the text for an advanced graduate course.Key Features* Covers a variety of linear and nonlinear inequalities which find widespread applications in the theory of various classes of differential and integral equations* Contains many inequalities which have only recently appeared in literature and cannot yet be found in other books* Provides a valuable reference to engineers and graduate students
Differential equations from the algebraic standpoint
Ritt, Joseph Fels
1932-01-01
This book can be viewed as a first attempt to systematically develop an algebraic theory of nonlinear differential equations, both ordinary and partial. The main goal of the author was to construct a theory of elimination, which "will reduce the existence problem for a finite or infinite system of algebraic differential equations to the application of the implicit function theorem taken with Cauchy's theorem in the ordinary case and Riquier's in the partial." In his 1934 review of the book, J. M. Thomas called it "concise, readable, original, precise, and stimulating", and his words still rema
Asymptotic analysis for functional stochastic differential equations
Bao, Jianhai; Yuan, Chenggui
2016-01-01
This brief treats dynamical systems that involve delays and random disturbances. The study is motivated by a wide variety of systems in real life in which random noise has to be taken into consideration and the effect of delays cannot be ignored. Concentrating on such systems that are described by functional stochastic differential equations, this work focuses on the study of large time behavior, in particular, ergodicity. This brief is written for probabilists, applied mathematicians, engineers, and scientists who need to use delay systems and functional stochastic differential equations in their work. Selected topics from the brief can also be used in a graduate level topics course in probability and stochastic processes.
Modeling and Prediction Using Stochastic Differential Equations
DEFF Research Database (Denmark)
Juhl, Rune; Møller, Jan Kloppenborg; Jørgensen, John Bagterp
2016-01-01
Pharmacokinetic/pharmakodynamic (PK/PD) modeling for a single subject is most often performed using nonlinear models based on deterministic ordinary differential equations (ODEs), and the variation between subjects in a population of subjects is described using a population (mixed effects) setup...... deterministic and can predict the future perfectly. A more realistic approach would be to allow for randomness in the model due to e.g., the model be too simple or errors in input. We describe a modeling and prediction setup which better reflects reality and suggests stochastic differential equations (SDEs...
Algorithms For Integrating Nonlinear Differential Equations
Freed, A. D.; Walker, K. P.
1994-01-01
Improved algorithms developed for use in numerical integration of systems of nonhomogenous, nonlinear, first-order, ordinary differential equations. In comparison with integration algorithms, these algorithms offer greater stability and accuracy. Several asymptotically correct, thereby enabling retention of stability and accuracy when large increments of independent variable used. Accuracies attainable demonstrated by applying them to systems of nonlinear, first-order, differential equations that arise in study of viscoplastic behavior, spread of acquired immune-deficiency syndrome (AIDS) virus and predator/prey populations.
An introduction to stochastic differential equations
Evans, Lawrence C
2014-01-01
These notes provide a concise introduction to stochastic differential equations and their application to the study of financial markets and as a basis for modeling diverse physical phenomena. They are accessible to non-specialists and make a valuable addition to the collection of texts on the topic. -Srinivasa Varadhan, New York University This is a handy and very useful text for studying stochastic differential equations. There is enough mathematical detail so that the reader can benefit from this introduction with only a basic background in mathematical analysis and probability. -George Papa
Surveys in differential-algebraic equations IV
Reis, Timo
2017-01-01
The present volume comprises survey articles on various fields of Differential-Algebraic Equations (DAEs) which have widespread applications in controlled dynamical systems, especially in mechanical and electrical engineering and a strong relation to (ordinary) differential equations. The individual chapters provide reviews, presentations of the current state of research and new concepts in - History of DAEs - DAE aspects of mechanical multibody systems - Model reduction of DAEs - Observability for DAEs - Numerical Analysis for DAEs The results are presented in an accessible style, making this book suitable not only for active researchers but also for graduate students (with a good knowledge of the basic principles of DAEs) for self-study.
Surveys in differential-algebraic equations III
Reis, Timo
2015-01-01
The present volume comprises survey articles on various fields of Differential-Algebraic Equations (DAEs), which have widespread applications in controlled dynamical systems, especially in mechanical and electrical engineering and a strong relation to (ordinary) differential equations. The individual chapters provide reviews, presentations of the current state of research and new concepts in - Flexibility of DAE formulations - Reachability analysis and deterministic global optimization - Numerical linear algebra methods - Boundary value problems The results are presented in an accessible style, making this book suitable not only for active researchers but also for graduate students (with a good knowledge of the basic principles of DAEs) for self-study.
Generalized solutions of nonlinear partial differential equations
Rosinger, EE
1987-01-01
During the last few years, several fairly systematic nonlinear theories of generalized solutions of rather arbitrary nonlinear partial differential equations have emerged. The aim of this volume is to offer the reader a sufficiently detailed introduction to two of these recent nonlinear theories which have so far contributed most to the study of generalized solutions of nonlinear partial differential equations, bringing the reader to the level of ongoing research.The essence of the two nonlinear theories presented in this volume is the observation that much of the mathematics concernin
Nonlinear partial differential equations of second order
Dong, Guangchang
1991-01-01
This book addresses a class of equations central to many areas of mathematics and its applications. Although there is no routine way of solving nonlinear partial differential equations, effective approaches that apply to a wide variety of problems are available. This book addresses a general approach that consists of the following: Choose an appropriate function space, define a family of mappings, prove this family has a fixed point, and study various properties of the solution. The author emphasizes the derivation of various estimates, including a priori estimates. By focusing on a particular approach that has proven useful in solving a broad range of equations, this book makes a useful contribution to the literature.
Differential equations and applications recent advances
2014-01-01
Differential Equations and Applications : Recent Advances focus on the latest developments in Nonlinear Dynamical Systems, Neural Networks, Fluid Dynamics, Fractional Differential Systems, Mathematical Modelling and Qualitative Theory. Different aspects such as Existence, Stability, Controllability, Viscosity and Numerical Analysis for different systems have been discussed in this book. This book will be of great interest and use to researchers in Applied Mathematics, Engineering and Mathematical Physics.
Asymptotic problems for stochastic partial differential equations
Salins, Michael
Stochastic partial differential equations (SPDEs) can be used to model systems in a wide variety of fields including physics, chemistry, and engineering. The main SPDEs of interest in this dissertation are the semilinear stochastic wave equations which model the movement of a material with constant mass density that is exposed to both determinstic and random forcing. Cerrai and Freidlin have shown that on fixed time intervals, as the mass density of the material approaches zero, the solutions of the stochastic wave equation converge uniformly to the solutions of a stochastic heat equation, in probability. This is called the Smoluchowski-Kramers approximation. In Chapter 2, we investigate some of the multi-scale behaviors that these wave equations exhibit. In particular, we show that the Freidlin-Wentzell exit place and exit time asymptotics for the stochastic wave equation in the small noise regime can be approximated by the exit place and exit time asymptotics for the stochastic heat equation. We prove that the exit time and exit place asymptotics are characterized by quantities called quasipotentials and we prove that the quasipotentials converge. We then investigate the special case where the equation has a gradient structure and show that we can explicitly solve for the quasipotentials, and that the quasipotentials for the heat equation and wave equation are equal. In Chapter 3, we study the Smoluchowski-Kramers approximation in the case where the material is electrically charged and exposed to a magnetic field. Interestingly, if the system is frictionless, then the Smoluchowski-Kramers approximation does not hold. We prove that the Smoluchowski-Kramers approximation is valid for systems exposed to both a magnetic field and friction. Notably, we prove that the solutions to the second-order equations converge to the solutions of the first-order equation in an Lp sense. This strengthens previous results where convergence was proved in probability.
On a quaternionic generalisation of the Riccati differential equation
Kravchenko, Viktor; Kravchenko, Vladislav; Williams, Benjamin
2001-01-01
A quaternionic partial differential equation is shown to be a generalisation of the Riccati ordinary differential equation and its relationship with the Schrodinger equation is established. Various approaches to the problem of finding particular solutions are explored, and the generalisations of two theorems of Euler on the Riccati differential equation, which correspond to the quaternionic equation, are given.
Differential-algebraic solutions of the heat equation
Buchstaber, Victor M.; Netay, Elena Yu.
2014-01-01
In this work we introduce the notion of differential-algebraic ansatz for the heat equation and explicitly construct heat equation and Burgers equation solutions given a solution of a homogeneous non-linear ordinary differential equation of a special form. The ansatz for such solutions is called the $n$-ansatz, where $n+1$ is the order of the differential equation.
Difference and differential equations with applications in queueing theory
Haghighi, Aliakbar Montazer
2013-01-01
A Useful Guide to the Interrelated Areas of Differential Equations, Difference Equations, and Queueing Models Difference and Differential Equations with Applications in Queueing Theory presents the unique connections between the methods and applications of differential equations, difference equations, and Markovian queues. Featuring a comprehensive collection of
Third order differential equations with delay
Directory of Open Access Journals (Sweden)
Petr Liška
2015-05-01
Full Text Available In this paper, we study the oscillation and asymptotic properties of solutions of certain nonlinear third order differential equations with delay. In particular, we extend results of I. Mojsej (Nonlinear Analysis 68, 2008 and we improve conditions on the property B of N. Parhi and S. Padhi (Indian J. Pure Appl. Math., 33, 2002.
Waveform relaxation methods for implicit differential equations
P.J. van der Houwen; W.A. van der Veen
1996-01-01
textabstractWe apply a Runge-Kutta-based waveform relaxation method to initial-value problems for implicit differential equations. In the implementation of such methods, a sequence of nonlinear systems has to be solved iteratively in each step of the integration process. The size of these systems
Singular Linear Differential Equations in Two Variables
Braaksma, B.L.J.; Put, M. van der
2008-01-01
The formal and analytic classification of integrable singular linear differential equations has been studied among others by R. Gerard and Y. Sibuya. We provide a simple proof of their main result, namely: For certain irregular systems in two variables there is no Stokes phenomenon, i.e. there is no
Parallel Algorithm Solves Coupled Differential Equations
Hayashi, A.
1987-01-01
Numerical methods adapted to concurrent processing. Algorithm solves set of coupled partial differential equations by numerical integration. Adapted to run on hypercube computer, algorithm separates problem into smaller problems solved concurrently. Increase in computing speed with concurrent processing over that achievable with conventional sequential processing appreciable, especially for large problems.
Efficient Estimating Functions for Stochastic Differential Equations
DEFF Research Database (Denmark)
Jakobsen, Nina Munkholt
The overall topic of this thesis is approximate martingale estimating function-based estimationfor solutions of stochastic differential equations, sampled at high frequency. Focuslies on the asymptotic properties of the estimators. The first part of the thesis deals with diffusions observed over...
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...
Differential functional von Foerster equations with renewal
Directory of Open Access Journals (Sweden)
H.Leszczyński
2008-06-01
Full Text Available Natural iterative methods converge to the exact solution of a differential-functional von Foerster-type equation which describes a single population dependent on its past time and state densities as well as on its total size. On the lateral boundary we impose a renewal condition.
Random Fuzzy Differential Equations with Impulses
Directory of Open Access Journals (Sweden)
Ho Vu
2017-01-01
Full Text Available We consider the random fuzzy differential equations (RFDEs with impulses. Using Picard method of successive approximations, we shall prove the existence and uniqueness of solutions to RFDEs with impulses under suitable conditions. Some of the properties of solution of RFDEs with impulses are studied. Finally, an example is presented to illustrate the results.
Qualitative properties of functional differential equation
Directory of Open Access Journals (Sweden)
Diana Otrocol
2014-10-01
Full Text Available The aim of this paper is to discuss some basic problems (existence and uniqueness, data dependence of the fixed point theory for a functional differential equation with an abstract Volterra operator. In the end an application is given.
Extremal solutions of measure differential equations
Czech Academy of Sciences Publication Activity Database
Monteiro, Giselle Antunes; Slavík, A.
2016-01-01
Roč. 444, č. 1 (2016), s. 568-597 ISSN 0022-247X Institutional support: RVO:67985840 Keywords : measure differential equations * extremal solution * lower solution Subject RIV: BA - General Mathematics Impact factor: 1.064, year: 2016 http://www.sciencedirect.com/science/article/pii/S0022247X16302724
International Conference on Differential and Difference Equations with Applications
Došlá, Zuzana; Došlý, Ondrej; Kloeden, Peter
2016-01-01
Aimed at the community of mathematicians working on ordinary and partial differential equations, difference equations, and functional equations, this book contains selected papers based on the presentations at the International Conference on Differential and Difference Equations and Applications (ICDDEA) 2015, dedicated to the memory of Professor Georg Sell. Contributions include new trends in the field of differential and difference equations, applications of differential and difference equations, as well as high-level survey results. The main aim of this recurring conference series is to promote, encourage, cooperate, and bring together researchers in the fields of differential and difference equations. All areas of differential and difference equations are represented, with special emphasis on applications.
Ordinary differential equations principles and applications
Nandakumaran, A K; George, Raju K
2017-01-01
Written in a clear, logical and concise manner, this comprehensive resource allows students to quickly understand the key principles, techniques and applications of ordinary differential equations. Important topics including first and second order linear equations, initial value problems and qualitative theory are presented in separate chapters. The concepts of two point boundary value problems, physical models and first order partial differential equations are discussed in detail. The text uses tools of calculus and real analysis to get solutions in explicit form. While discussing first order linear systems, linear algebra techniques are used. The real-life applications are interspersed throughout the book to invoke reader's interest. The methods and tricks to solve numerous mathematical problems with sufficient derivations and explanation are provided. The proofs of theorems are explained for the benefit of the readers.
Potential in stochastic differential equations: novel construction
International Nuclear Information System (INIS)
Ao, P
2004-01-01
There is a whole range of emergent phenomena in a complex network such as robustness, adaptiveness, multiple-equilibrium, hysteresis, oscillation and feedback. Those non-equilibrium behaviours can often be described by a set of stochastic differential equations. One persistent important question is the existence of a potential function. Here we demonstrate that a dynamical structure built into stochastic differential equation allows us to construct such a global optimization potential function. We present an explicit construction procedure to obtain the potential and relevant quantities. In the procedure no reference to the Fokker-Planck equation is needed. The availability of the potential suggests that powerful statistical mechanics tools can be used in nonequilibrium situations. (letter to the editor)
A course in ordinary differential equations
Swift, Randall J
2014-01-01
Praise for the First Edition:"A Course in Ordinary Differential Equations deserves to be on the MAA's Basic Library List … the book with its layout, is very student friendly-it is easy to read and understand; every chapter and explanations flow smoothly and coherently … the reviewer would recommend this book highly for undergraduate introductory differential equation courses." -Srabasti Dutta, College of Saint Elizabeth, MAA Online, July 2008"An important feature is that the exposition is richly accompanied by computer algebra code (equally distributed between MATLAB, Mathematica, and Maple). The major part of the book is devoted to classical theory (both for systems and higher order equations). The necessary material from linear algebra is also covered. More advanced topics include numerical methods, stability of equilibria, bifurcations, Laplace transforms, and the power series method."-EMS Newsletter, June 2007"This is a delightful textbook for a standard one-semester undergraduate course in ordinary d...
Exact solutions to operator differential equations
International Nuclear Information System (INIS)
Bender, C.M.
1992-01-01
In this talk we consider the Heisenberg equations of motion q = -i(q, H), p = -i(p, H), for the quantum-mechanical Hamiltonian H(p, q) having one degree of freedom. It is a commonly held belief that such operator differential equations are intractable. However, a technique is presented here that allows one to obtain exact, closed-form solutions for huge classes of Hamiltonians. This technique, which is a generalization of the classical action-angle variable methods, allows us to solve, albeit formally and implicitly, the operator differential equations of two anharmonic oscillators whose Hamiltonians are H = p 2 /2 + q 4 /4 and H = p 4 /4 + q 4 /4
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...
Stochastic partial differential equations an introduction
Liu, Wei
2015-01-01
This book provides an introduction to the theory of stochastic partial differential equations (SPDEs) of evolutionary type. SPDEs are one of the main research directions in probability theory with several wide ranging applications. Many types of dynamics with stochastic influence in nature or man-made complex systems can be modelled by such equations. The theory of SPDEs is based both on the theory of deterministic partial differential equations, as well as on modern stochastic analysis. Whilst this volume mainly follows the ‘variational approach’, it also contains a short account on the ‘semigroup (or mild solution) approach’. In particular, the volume contains a complete presentation of the main existence and uniqueness results in the case of locally monotone coefficients. Various types of generalized coercivity conditions are shown to guarantee non-explosion, but also a systematic approach to treat SPDEs with explosion in finite time is developed. It is, so far, the only book where the latter and t...
Ordinary differential equations a graduate text
Bhamra, K S
2015-01-01
ORDINARY DIFFERENTIAL EQUATIONS: A Graduate Text presents a systematic and comprehensive introduction to ODEs for graduate and postgraduate students. The systematic organized text on differential inequalities, Gronwall's inequality, Nagumo's theorems, Osgood's criteria and applications of different equations of first order is dealt with in a greater depth. The book discusses qualitative and quantitative aspects of the Strum - Liouville problems, Green's function, integral equations, Laplace transform and is supported by a number of worked-out examples in each lesson to make the concepts clear. A lot of stress on stability theory is laid down, especially on Lyapunov and Poincare stability theory. A numerous figures in various lessons (in particular lessons dealing with stability theory) have been added to clarify the key concepts in DE theory. Nonlinear oscillation in conservative systems and Hamiltonian systems highlights basic nature of the systems considered. Perturbation techniques lesson deals in fairly d...
Differential constraints and exact solutions of nonlinear diffusion equations
International Nuclear Information System (INIS)
Kaptsov, Oleg V; Verevkin, Igor V
2003-01-01
The differential constraints are applied to obtain explicit solutions of nonlinear diffusion equations. Certain linear determining equations with parameters are used to find such differential constraints. They generalize the determining equations used in the search for classical Lie symmetries
Solution of fractional differential equations by using differential transform method
International Nuclear Information System (INIS)
Arikoglu, Aytac; Ozkol, Ibrahim
2007-01-01
In this study, we implement a well known transformation technique, Differential Transform Method (DTM), to the area of fractional differential equations. Theorems that never existed before are introduced with their proofs. Also numerical examples are carried out for various types of problems, including the Bagley-Torvik, Ricatti and composite fractional oscillation equations for the application of the method. The results obtained are in good agreement with the existing ones in open literature and it is shown that the technique introduced here is robust, accurate and easy to apply
Solution of fractional differential equations by using differential transform method
Energy Technology Data Exchange (ETDEWEB)
Arikoglu, Aytac [Istanbul Technical University, Faculty of Aeronautics and Astronautics, Department of Aeronautical Engineering, Maslak, TR-34469 Istanbul (Turkey); Ozkol, Ibrahim [Istanbul Technical University, Faculty of Aeronautics and Astronautics, Department of Aeronautical Engineering, Maslak, TR-34469 Istanbul (Turkey)]. E-mail: ozkol@itu.edu.tr
2007-12-15
In this study, we implement a well known transformation technique, Differential Transform Method (DTM), to the area of fractional differential equations. Theorems that never existed before are introduced with their proofs. Also numerical examples are carried out for various types of problems, including the Bagley-Torvik, Ricatti and composite fractional oscillation equations for the application of the method. The results obtained are in good agreement with the existing ones in open literature and it is shown that the technique introduced here is robust, accurate and easy to apply.
Introduction to numerical methods for time dependent differential equations
Kreiss, Heinz-Otto
2014-01-01
Introduces both the fundamentals of time dependent differential equations and their numerical solutions Introduction to Numerical Methods for Time Dependent Differential Equations delves into the underlying mathematical theory needed to solve time dependent differential equations numerically. Written as a self-contained introduction, the book is divided into two parts to emphasize both ordinary differential equations (ODEs) and partial differential equations (PDEs). Beginning with ODEs and their approximations, the authors provide a crucial presentation of fundamental notions, such as the t
Partial differential equations mathematical techniques for engineers
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...
A textbook on ordinary differential equations
Ahmad, Shair
2014-01-01
The book is a primer of the theory of Ordinary Differential Equations. Each chapter is completed by a broad set of exercises; the reader will also find a set of solutions of selected exercises. The book contains many interesting examples as well (like the equations for the electric circuits, the pendium equation, the logistic equation, the Lotka-Volterra system, and many other) which introduce the reader to some interesting aspects of the theory and its applications. The work is mainly addressed to students of Mathematics, Physics, Engineering, Statistics, Computer Sciences, with knowledge of Calculus and Linear Algebra, and contains more advanced topics for further developments, such as Laplace transform; Stability theory and existence of solutions to Boundary Value problems. The authors are preparing a complete solutions manual, containing solutions to all the exercises published in the book. The manual will be available Summer 2014. Instructors who wish to adopt the book may request the manual by writing...
Modelling conjugation with stochastic differential equations
DEFF Research Database (Denmark)
Philipsen, Kirsten Riber; Christiansen, Lasse Engbo; Hasman, Henrik
2010-01-01
Enterococcus faecium strains in a rich exhaustible media. The model contains a new expression for a substrate dependent conjugation rate. A maximum likelihood based method is used to estimate the model parameters. Different models including different noise structure for the system and observations are compared......Conjugation is an important mechanism involved in the transfer of resistance between bacteria. In this article a stochastic differential equation based model consisting of a continuous time state equation and a discrete time measurement equation is introduced to model growth and conjugation of two...... using a likelihood-ratio test and Akaike's information criterion. Experiments indicating conjugation on the agar plates selecting for transconjugants motivates the introduction of an extended model, for which conjugation on the agar plate is described in the measurement equation. This model is compared...
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
Schiesser, William E
2014-01-01
Features a solid foundation of mathematical and computational tools to formulate and solve real-world PDE problems across various fields With a step-by-step approach to solving partial differential equations (PDEs), Differential Equation Analysis in Biomedical Science and Engineering: Partial Differential Equation Applications with R successfully applies computational techniques for solving real-world PDE problems that are found in a variety of fields, including chemistry, physics, biology, and physiology. The book provides readers with the necessary knowledge to reproduce and extend the com
Partial differential equations methods, applications and theories
Hattori, Harumi
2013-01-01
This volume is an introductory level textbook for partial differential equations (PDE's) and suitable for a one-semester undergraduate level or two-semester graduate level course in PDE's or applied mathematics. Chapters One to Five are organized according to the equations and the basic PDE's are introduced in an easy to understand manner. They include the first-order equations and the three fundamental second-order equations, i.e. the heat, wave and Laplace equations. Through these equations we learn the types of problems, how we pose the problems, and the methods of solutions such as the separation of variables and the method of characteristics. The modeling aspects are explained as well. The methods introduced in earlier chapters are developed further in Chapters Six to Twelve. They include the Fourier series, the Fourier and the Laplace transforms, and the Green's functions. The equations in higher dimensions are also discussed in detail. This volume is application-oriented and rich in examples. Going thr...
Five-dimensional Monopole Equation with Hedge-Hog Ansatz and Abel's Differential Equation
Kihara, Hironobu
2008-01-01
We review the generalized monopole in the five-dimensional Euclidean space. A numerical solution with the Hedge-Hog ansatz is studied. The Bogomol'nyi equation becomes a second order autonomous non-linear differential equation. The equation can be translated into the Abel's differential equation of the second kind and is an algebraic differential equation.
A Priori Regularity of Parabolic Partial Differential Equations
Berkemeier, Francisco
2018-01-01
In this thesis, we consider parabolic partial differential equations such as the heat equation, the Fokker-Planck equation, and the porous media equation. Our aim is to develop methods that provide a priori estimates for solutions with singular
The interplay between differential geometry and differential equations
Lychagin, V V
1995-01-01
This work applies symplectic methods and discusses quantization problems to emphasize the advantage of an algebraic geometry approach to nonlinear differential equations. One common feature in most of the presentations in this book is the systematic use of the geometry of jet spaces.
A partial differential equation for pseudocontact shift.
Charnock, G T P; Kuprov, Ilya
2014-10-07
It is demonstrated that pseudocontact shift (PCS), viewed as a scalar or a tensor field in three dimensions, obeys an elliptic partial differential equation with a source term that depends on the Hessian of the unpaired electron probability density. The equation enables straightforward PCS prediction and analysis in systems with delocalized unpaired electrons, particularly for the nuclei located in their immediate vicinity. It is also shown that the probability density of the unpaired electron may be extracted, using a regularization procedure, from PCS data.
Causal interpretation of stochastic differential equations
DEFF Research Database (Denmark)
Sokol, Alexander; Hansen, Niels Richard
2014-01-01
We give a causal interpretation of stochastic differential equations (SDEs) by defining the postintervention SDE resulting from an intervention in an SDE. We show that under Lipschitz conditions, the solution to the postintervention SDE is equal to a uniform limit in probability of postintervention...... structural equation models based on the Euler scheme of the original SDE, thus relating our definition to mainstream causal concepts. We prove that when the driving noise in the SDE is a Lévy process, the postintervention distribution is identifiable from the generator of the SDE....
Partial differential equations and their applications
International Nuclear Information System (INIS)
Gauthier-Villars
1998-01-01
This book is dedicated to the French mathematician J.L.Lions. It represents a compilation of articles from about 80 authors. The topics treated are diverse but the more or less commune matter is the study of the characteristics of some partial differential equations. Stability, optimal approximation, numerical resolution, particular applications are among the subjects reviewed. An article deals with the MHD stability of fusion plasmas in tokamaks, another presents the scientific and technical challenges of nuclear energy in France. The latter that contains no equations can be considered as an enjoyable break in a sea of about 40 mathematical articles. (A.C.)
ERC Workshop on Geometric Partial Differential Equations
Novaga, Matteo; Valdinoci, Enrico
2013-01-01
This book is the outcome of a conference held at the Centro De Giorgi of the Scuola Normale of Pisa in September 2012. The aim of the conference was to discuss recent results on nonlinear partial differential equations, and more specifically geometric evolutions and reaction-diffusion equations. Particular attention was paid to self-similar solutions, such as solitons and travelling waves, asymptotic behaviour, formation of singularities and qualitative properties of solutions. These problems arise in many models from Physics, Biology, Image Processing and Applied Mathematics in general, and have attracted a lot of attention in recent years.
Savoye, Philippe
2009-01-01
In recent years, I started covering difference equations and z transform methods in my introductory differential equations course. This allowed my students to extend the "classical" methods for (ordinary differential equation) ODE's to discrete time problems arising in many applications.
Approximating chaotic saddles for delay differential equations.
Taylor, S Richard; Campbell, Sue Ann
2007-04-01
Chaotic saddles are unstable invariant sets in the phase space of dynamical systems that exhibit transient chaos. They play a key role in mediating transport processes involving scattering and chaotic transients. Here we present evidence (long chaotic transients and fractal basins of attraction) of transient chaos in a "logistic" delay differential equation. We adapt an existing method (stagger-and-step) to numerically construct the chaotic saddle for this system. This is the first such analysis of transient chaos in an infinite-dimensional dynamical system, and in delay differential equations in particular. Using Poincaré section techniques we illustrate approaches to visualizing the saddle set, and confirm that the saddle has the Cantor-like fractal structure consistent with a chaotic saddle generated by horseshoe-type dynamics.
Parameter estimation in stochastic differential equations
Bishwal, Jaya P N
2008-01-01
Parameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art and technology of modelling complex phenomena and making beautiful decisions. The subject has attracted researchers from several areas of mathematics and other related fields like economics and finance. This volume presents the estimation of the unknown parameters in the corresponding continuous models based on continuous and discrete observations and examines extensively maximum likelihood, minimum contrast and Bayesian methods. Useful because of the current availability of high frequency data is the study of refined asymptotic properties of several estimators when the observation time length is large and the observation time interval is small. Also space time white noise driven models, useful for spatial data, and more sophisticated non-Markovian and non-semimartingale models like fractional diffusions that model the long memory phenomena are examined in this volume.
Approximating chaotic saddles for delay differential equations
Taylor, S. Richard; Campbell, Sue Ann
2007-04-01
Chaotic saddles are unstable invariant sets in the phase space of dynamical systems that exhibit transient chaos. They play a key role in mediating transport processes involving scattering and chaotic transients. Here we present evidence (long chaotic transients and fractal basins of attraction) of transient chaos in a “logistic” delay differential equation. We adapt an existing method (stagger-and-step) to numerically construct the chaotic saddle for this system. This is the first such analysis of transient chaos in an infinite-dimensional dynamical system, and in delay differential equations in particular. Using Poincaré section techniques we illustrate approaches to visualizing the saddle set, and confirm that the saddle has the Cantor-like fractal structure consistent with a chaotic saddle generated by horseshoe-type dynamics.
Hamiltonian partial differential equations and applications
Nicholls, David; Sulem, Catherine
2015-01-01
This book is a unique selection of work by world-class experts exploring the latest developments in Hamiltonian partial differential equations and their applications. Topics covered within are representative of the field’s wide scope, including KAM and normal form theories, perturbation and variational methods, integrable systems, stability of nonlinear solutions as well as applications to cosmology, fluid mechanics and water waves. The volume contains both surveys and original research papers and gives a concise overview of the above topics, with results ranging from mathematical modeling to rigorous analysis and numerical simulation. It will be of particular interest to graduate students as well as researchers in mathematics and physics, who wish to learn more about the powerful and elegant analytical techniques for Hamiltonian partial differential equations.
Teaching Modeling with Partial Differential Equations: Several Successful Approaches
Myers, Joseph; Trubatch, David; Winkel, Brian
2008-01-01
We discuss the introduction and teaching of partial differential equations (heat and wave equations) via modeling physical phenomena, using a new approach that encompasses constructing difference equations and implementing these in a spreadsheet, numerically solving the partial differential equations using the numerical differential equation…
Linear measure functional differential equations with infinite delay
Monteiro, G. (Giselle Antunes); Slavík, A.
2014-01-01
We use the theory of generalized linear ordinary differential equations in Banach spaces to study linear measure functional differential equations with infinite delay. We obtain new results concerning the existence, uniqueness, and continuous dependence of solutions. Even for equations with a finite delay, our results are stronger than the existing ones. Finally, we present an application to functional differential equations with impulses.
Observability of discretized partial differential equations
Cohn, Stephen E.; Dee, Dick P.
1988-01-01
It is shown that complete observability of the discrete model used to assimilate data from a linear partial differential equation (PDE) system is necessary and sufficient for asymptotic stability of the data assimilation process. The observability theory for discrete systems is reviewed and applied to obtain simple observability tests for discretized constant-coefficient PDEs. Examples are used to show how numerical dispersion can result in discrete dynamics with multiple eigenvalues, thereby detracting from observability.
Spurious Numerical Solutions Of Differential Equations
Lafon, A.; Yee, H. C.
1995-01-01
Paper presents detailed study of spurious steady-state numerical solutions of differential equations that contain nonlinear source terms. Main objectives of this study are (1) to investigate how well numerical steady-state solutions of model nonlinear reaction/convection boundary-value problem mimic true steady-state solutions and (2) to relate findings of this investigation to implications for interpretation of numerical results from computational-fluid-dynamics algorithms and computer codes used to simulate reacting flows.
Ambit processes and stochastic partial differential equations
DEFF Research Database (Denmark)
Barndorff-Nielsen, Ole; Benth, Fred Espen; Veraart, Almut
Ambit processes are general stochastic processes based on stochastic integrals with respect to Lévy bases. Due to their flexible structure, they have great potential for providing realistic models for various applications such as in turbulence and finance. This papers studies the connection betwe...... ambit processes and solutions to stochastic partial differential equations. We investigate this relationship from two angles: from the Walsh theory of martingale measures and from the viewpoint of the Lévy noise analysis....
Spurious Solutions Of Nonlinear Differential Equations
Yee, H. C.; Sweby, P. K.; Griffiths, D. F.
1992-01-01
Report utilizes nonlinear-dynamics approach to investigate possible sources of errors and slow convergence and non-convergence of steady-state numerical solutions when using time-dependent approach for problems containing nonlinear source terms. Emphasizes implications for development of algorithms in CFD and computational sciences in general. Main fundamental conclusion of study is that qualitative features of nonlinear differential equations cannot be adequately represented by finite-difference method and vice versa.
On a representation of linear differential equations
Czech Academy of Sciences Publication Activity Database
Neuman, František
2010-01-01
Roč. 52, 1-2 (2010), s. 355-360 ISSN 0895-7177 Grant - others:GA ČR(CZ) GA201/08/0469 Institutional research plan: CEZ:AV0Z10190503 Keywords : Brandt and Ehresmann groupoinds * transformations * canonical forms * linear differential equations Subject RIV: BA - General Mathematics Impact factor: 1.066, year: 2010 http://www.sciencedirect.com/science/article/pii/S0895717710001184
Partial Differential Equations and Solitary Waves Theory
Wazwaz, Abdul-Majid
2009-01-01
"Partial Differential Equations and Solitary Waves Theory" is a self-contained book divided into two parts: Part I is a coherent survey bringing together newly developed methods for solving PDEs. While some traditional techniques are presented, this part does not require thorough understanding of abstract theories or compact concepts. Well-selected worked examples and exercises shall guide the reader through the text. Part II provides an extensive exposition of the solitary waves theory. This part handles nonlinear evolution equations by methods such as Hirota’s bilinear method or the tanh-coth method. A self-contained treatment is presented to discuss complete integrability of a wide class of nonlinear equations. This part presents in an accessible manner a systematic presentation of solitons, multi-soliton solutions, kinks, peakons, cuspons, and compactons. While the whole book can be used as a text for advanced undergraduate and graduate students in applied mathematics, physics and engineering, Part II w...
Modelling Evolutionary Algorithms with Stochastic Differential Equations.
Heredia, Jorge Pérez
2017-11-20
There has been renewed interest in modelling the behaviour of evolutionary algorithms (EAs) by more traditional mathematical objects, such as ordinary differential equations or Markov chains. The advantage is that the analysis becomes greatly facilitated due to the existence of well established methods. However, this typically comes at the cost of disregarding information about the process. Here, we introduce the use of stochastic differential equations (SDEs) for the study of EAs. SDEs can produce simple analytical results for the dynamics of stochastic processes, unlike Markov chains which can produce rigorous but unwieldy expressions about the dynamics. On the other hand, unlike ordinary differential equations (ODEs), they do not discard information about the stochasticity of the process. We show that these are especially suitable for the analysis of fixed budget scenarios and present analogues of the additive and multiplicative drift theorems from runtime analysis. In addition, we derive a new more general multiplicative drift theorem that also covers non-elitist EAs. This theorem simultaneously allows for positive and negative results, providing information on the algorithm's progress even when the problem cannot be optimised efficiently. Finally, we provide results for some well-known heuristics namely Random Walk (RW), Random Local Search (RLS), the (1+1) EA, the Metropolis Algorithm (MA), and the Strong Selection Weak Mutation (SSWM) algorithm.
Synchronization with propagation - The functional differential equations
Rǎsvan, Vladimir
2016-06-01
The structure represented by one or several oscillators couple to a one-dimensional transmission environment (e.g. a vibrating string in the mechanical case or a lossless transmission line in the electrical case) turned to be attractive for the research in the field of complex structures and/or complex behavior. This is due to the fact that such a structure represents some generalization of various interconnection modes with lumped parameters for the oscillators. On the other hand the lossless and distortionless propagation along transmission lines has generated several research in electrical, thermal, hydro and control engineering leading to the association of some functional differential equations to the basic initial boundary value problems. The present research is performed at the crossroad of the aforementioned directions. We shall associate to the starting models some functional differential equations - in most cases of neutral type - and make use of the general theorems for existence and stability of forced oscillations for functional differential equations. The challenges introduced by the analyzed problems for the general theory are emphasized, together with the implication of the results for various applications.
A textbook on ordinary differential equations
Ahmad, Shair
2015-01-01
This book offers readers a primer on the theory and applications of Ordinary Differential Equations. The style used is simple, yet thorough and rigorous. Each chapter ends with a broad set of exercises that range from the routine to the more challenging and thought-provoking. Solutions to selected exercises can be found at the end of the book. The book contains many interesting examples on topics such as electric circuits, the pendulum equation, the logistic equation, the Lotka-Volterra system, the Laplace Transform, etc., which introduce students to a number of interesting aspects of the theory and applications. The work is mainly intended for students of Mathematics, Physics, Engineering, Computer Science and other areas of the natural and social sciences that use ordinary differential equations, and who have a firm grasp of Calculus and a minimal understanding of the basic concepts used in Linear Algebra. It also studies a few more advanced topics, such as Stability Theory and Boundary Value Problems, whic...
Solving Partial Differential Equations Using a New Differential Evolution Algorithm
Directory of Open Access Journals (Sweden)
Natee Panagant
2014-01-01
Full Text Available This paper proposes an alternative meshless approach to solve partial differential equations (PDEs. With a global approximate function being defined, a partial differential equation problem is converted into an optimisation problem with equality constraints from PDE boundary conditions. An evolutionary algorithm (EA is employed to search for the optimum solution. For this approach, the most difficult task is the low convergence rate of EA which consequently results in poor PDE solution approximation. However, its attractiveness remains due to the nature of a soft computing technique in EA. The algorithm can be used to tackle almost any kind of optimisation problem with simple evolutionary operation, which means it is mathematically simpler to use. A new efficient differential evolution (DE is presented and used to solve a number of the partial differential equations. The results obtained are illustrated and compared with exact solutions. It is shown that the proposed method has a potential to be a future meshless tool provided that the search performance of EA is greatly enhanced.
Dichotomies for generalized ordinary differential equations and applications
Bonotto, E. M.; Federson, M.; Santos, F. L.
2018-03-01
In this work we establish the theory of dichotomies for generalized ordinary differential equations, introducing the concepts of dichotomies for these equations, investigating their properties and proposing new results. We establish conditions for the existence of exponential dichotomies and bounded solutions. Using the correspondences between generalized ordinary differential equations and other equations, we translate our results to measure differential equations and impulsive differential equations. The fact that we work in the framework of generalized ordinary differential equations allows us to manage functions with many discontinuities and of unbounded variation.
Differential equations with applications in cancer diseases.
Ilea, M; Turnea, M; Rotariu, M
2013-01-01
Mathematical modeling is a process by which a real world problem is described by a mathematical formulation. The cancer modeling is a highly challenging problem at the frontier of applied mathematics. A variety of modeling strategies have been developed, each focusing on one or more aspects of cancer. The vast majority of mathematical models in cancer diseases biology are formulated in terms of differential equations. We propose an original mathematical model with small parameter for the interactions between these two cancer cell sub-populations and the mathematical model of a vascular tumor. We work on the assumption that, the quiescent cells' nutrient consumption is long. One the equations system includes small parameter epsilon. The smallness of epsilon is relative to the size of the solution domain. MATLAB simulations obtained for transition rate from the quiescent cells' nutrient consumption is long, we show a similar asymptotic behavior for two solutions of the perturbed problem. In this system, the small parameter is an asymptotic variable, different from the independent variable. The graphical output for a mathematical model of a vascular tumor shows the differences in the evolution of the tumor populations of proliferating, quiescent and necrotic cells. The nutrient concentration decreases sharply through the viable rim and tends to a constant level in the core due to the nearly complete necrosis in this region. Many mathematical models can be quantitatively characterized by ordinary differential equations or partial differential equations. The use of MATLAB in this article illustrates the important role of informatics in research in mathematical modeling. The study of avascular tumor growth cells is an exciting and important topic in cancer research and will profit considerably from theoretical input. Interpret these results to be a permanent collaboration between math's and medical oncologists.
Polygons of differential equations for finding exact solutions
International Nuclear Information System (INIS)
Kudryashov, Nikolai A.; Demina, Maria V.
2007-01-01
A method for finding exact solutions of nonlinear differential equations is presented. Our method is based on the application of polygons corresponding to nonlinear differential equations. It allows one to express exact solutions of the equation studied through solutions of another equation using properties of the basic equation itself. The ideas of power geometry are used and developed. Our approach has a pictorial interpretation, which is illustrative and effective. The method can be also applied for finding transformations between solutions of differential equations. To demonstrate the method application exact solutions of several equations are found. These equations are: the Korteveg-de Vries-Burgers equation, the generalized Kuramoto-Sivashinsky equation, the fourth-order nonlinear evolution equation, the fifth-order Korteveg-de Vries equation, the fifth-order modified Korteveg-de Vries equation and the sixth-order nonlinear evolution equation describing turbulent processes. Some new exact solutions of nonlinear evolution equations are given
Numerical analysis of systems of ordinary and stochastic differential equations
Artemiev, S S
1997-01-01
This text deals with numerical analysis of systems of both ordinary and stochastic differential equations. It covers numerical solution problems of the Cauchy problem for stiff ordinary differential equations (ODE) systems by Rosenbrock-type methods (RTMs).
On the existence of solutions for functional differential equations
International Nuclear Information System (INIS)
Walo Omana, R.
1994-12-01
The aim of the paper is to extend the Granas Topological Transversality Method used in boundary value problems for functional differential equations for first and second order, to the case of n-th order functional differential equations. 15 refs
Oscillation criteria for third order delay nonlinear differential equations
Directory of Open Access Journals (Sweden)
E. M. Elabbasy
2012-01-01
via comparison with some first differential equations whose oscillatory characters are known. Our results generalize and improve some known results for oscillation of third order nonlinear differential equations. Some examples are given to illustrate the main results.
Bounded solutions for fuzzy differential and integral equations
Energy Technology Data Exchange (ETDEWEB)
Nieto, Juan J. [Departamento de Analisis Matematico Facultad de Matematicas Universidad de Santiago de Compostela, 15782 (Spain)] e-mail: amnieto@usc.es; Rodriguez-Lopez, Rosana [Departamento de Analisis Matematico Facultad de Matematicas Universidad de Santiago de Compostela, 15782 (Spain)] e-mail: amrosana@usc.es
2006-03-01
We find sufficient conditions for the boundness of every solution of first-order fuzzy differential equations as well as certain fuzzy integral equations. Our results are based on several theorems concerning crisp differential and integral inequalities.
Partial differential equations in several complex variables
Chen, So-Chin
2001-01-01
This book is intended both as an introductory text and as a reference book for those interested in studying several complex variables in the context of partial differential equations. In the last few decades, significant progress has been made in the fields of Cauchy-Riemann and tangential Cauchy-Riemann operators. This book gives an up-to-date account of the theories for these equations and their applications. The background material in several complex variables is developed in the first three chapters, leading to the Levi problem. The next three chapters are devoted to the solvability and regularity of the Cauchy-Riemann equations using Hilbert space techniques. The authors provide a systematic study of the Cauchy-Riemann equations and the \\bar\\partial-Neumann problem, including L^2 existence theorems on pseudoconvex domains, \\frac 12-subelliptic estimates for the \\bar\\partial-Neumann problems on strongly pseudoconvex domains, global regularity of \\bar\\partial on more general pseudoconvex domains, boundary ...
Elliptic differential equations theory and numerical treatment
Hackbusch, Wolfgang
2017-01-01
This book simultaneously presents the theory and the numerical treatment of elliptic boundary value problems, since an understanding of the theory is necessary for the numerical analysis of the discretisation. It first discusses the Laplace equation and its finite difference discretisation before addressing the general linear differential equation of second order. The variational formulation together with the necessary background from functional analysis provides the basis for the Galerkin and finite-element methods, which are explored in detail. A more advanced chapter leads the reader to the theory of regularity. Individual chapters are devoted to singularly perturbed as well as to elliptic eigenvalue problems. The book also presents the Stokes problem and its discretisation as an example of a saddle-point problem taking into account its relevance to applications in fluid dynamics.
Differential equations, associators, and recurrences for amplitudes
Directory of Open Access Journals (Sweden)
Georg Puhlfürst
2016-01-01
Full Text Available We provide new methods to straightforwardly obtain compact and analytic expressions for ϵ-expansions of functions appearing in both field and string theory amplitudes. An algebraic method is presented to explicitly solve for recurrence relations connecting different ϵ-orders of a power series solution in ϵ of a differential equation. This strategy generalizes the usual iteration by Picard's method. Our tools are demonstrated for generalized hypergeometric functions. Furthermore, we match the ϵ-expansion of specific generalized hypergeometric functions with the underlying Drinfeld associator with proper Lie algebra and monodromy representations. We also apply our tools for computing ϵ-expansions for solutions to generic first-order Fuchsian equations (Schlesinger system. Finally, we set up our methods to systematically get compact and explicit α′-expansions of tree-level superstring amplitudes to any order in α′.
Partial differential equations with numerical methods
Larsson, Stig
2003-01-01
The book is suitable for advanced undergraduate and beginning graduate students of applied mathematics and engineering. The main theme is the integration of the theory of linear PDEs and the numerical solution of such equations. For each type of PDE, elliptic, parabolic, and hyperbolic, the text contains one chapter on the mathematical theory of the differential equation, followed by one chapter on finite difference methods and one on finite element methods. As preparation, the two-point boundary value problem and the initial-value problem for ODEs are discussed in separate chapters. There is also one chapter on the elliptic eigenvalue problem and eigenfunction expansion. The presentation does not presume a deep knowledge of mathematical and functional analysis. Some background on linear functional analysis and Sobolev spaces, and also on numerical linear algebra, is reviewed in two appendices.
Polynomial chaos functions and stochastic differential equations
International Nuclear Information System (INIS)
Williams, M.M.R.
2006-01-01
The Karhunen-Loeve procedure and the associated polynomial chaos expansion have been employed to solve a simple first order stochastic differential equation which is typical of transport problems. Because the equation has an analytical solution, it provides a useful test of the efficacy of polynomial chaos. We find that the convergence is very rapid in some cases but that the increased complexity associated with many random variables can lead to very long computational times. The work is illustrated by exact and approximate solutions for the mean, variance and the probability distribution itself. The usefulness of a white noise approximation is also assessed. Extensive numerical results are given which highlight the weaknesses and strengths of polynomial chaos. The general conclusion is that the method is promising but requires further detailed study by application to a practical problem in transport theory
Lectures on differential equations for Feynman integrals
International Nuclear Information System (INIS)
Henn, Johannes M
2015-01-01
Over the last year significant progress was made in the understanding of the computation of Feynman integrals using differential equations (DE). These lectures give a review of these developments, while not assuming any prior knowledge of the subject. After an introduction to DE for Feynman integrals, we point out how they can be simplified using algorithms available in the mathematical literature. We discuss how this is related to a recent conjecture for a canonical form of the equations. We also discuss a complementary approach that is based on properties of the space–time loop integrands, and explain how the ideas of leading singularities and d-log representations can be used to find an optimal basis for the DE. Finally, as an application of these ideas we show how single-scale integrals can be bootstrapped using the Drinfeld associator of a DE. (topical review)
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
Ordinary Differential Equation Models for Adoptive Immunotherapy.
Talkington, Anne; Dantoin, Claudia; Durrett, Rick
2018-05-01
Modified T cells that have been engineered to recognize the CD19 surface marker have recently been shown to be very successful at treating acute lymphocytic leukemias. Here, we explore four previous approaches that have used ordinary differential equations to model this type of therapy, compare their properties, and modify the models to address their deficiencies. Although the four models treat the workings of the immune system in slightly different ways, they all predict that adoptive immunotherapy can be successful to move a patient from the large tumor fixed point to an equilibrium with little or no tumor.
Nonlinear elliptic partial differential equations an introduction
Le Dret, Hervé
2018-01-01
This textbook presents the essential parts of the modern theory of nonlinear partial differential equations, including the calculus of variations. After a short review of results in real and functional analysis, the author introduces the main mathematical techniques for solving both semilinear and quasilinear elliptic PDEs, and the associated boundary value problems. Key topics include infinite dimensional fixed point methods, the Galerkin method, the maximum principle, elliptic regularity, and the calculus of variations. Aimed at graduate students and researchers, this textbook contains numerous examples and exercises and provides several comments and suggestions for further study.
Partial differential equation models in macroeconomics.
Achdou, Yves; Buera, Francisco J; Lasry, Jean-Michel; Lions, Pierre-Louis; Moll, Benjamin
2014-11-13
The purpose of this article is to get mathematicians interested in studying a number of partial differential equations (PDEs) that naturally arise in macroeconomics. These PDEs come from models designed to study some of the most important questions in economics. At the same time, they are highly interesting for mathematicians because their structure is often quite difficult. We present a number of examples of such PDEs, discuss what is known about their properties, and list some open questions for future research. © 2014 The Author(s) Published by the Royal Society. All rights reserved.
Boundary value problems and partial differential equations
Powers, David L
2005-01-01
Boundary Value Problems is the leading text on boundary value problems and Fourier series. The author, David Powers, (Clarkson) has written a thorough, theoretical overview of solving boundary value problems involving partial differential equations by the methods of separation of variables. Professors and students agree that the author is a master at creating linear problems that adroitly illustrate the techniques of separation of variables used to solve science and engineering.* CD with animations and graphics of solutions, additional exercises and chapter review questions* Nearly 900 exercises ranging in difficulty* Many fully worked examples
Stochastic differential equations and diffusion processes
Ikeda, N
1989-01-01
Being a systematic treatment of the modern theory of stochastic integrals and stochastic differential equations, the theory is developed within the martingale framework, which was developed by J.L. Doob and which plays an indispensable role in the modern theory of stochastic analysis.A considerable number of corrections and improvements have been made for the second edition of this classic work. In particular, major and substantial changes are in Chapter III and Chapter V where the sections treating excursions of Brownian Motion and the Malliavin Calculus have been expanded and refined. Sectio
Multivalued stochastic delay differential equations and related ...
African Journals Online (AJOL)
We study the existence and uniqueness of a solution for the multivalued stochastic differential equation with delay (the multivalued term is of subdifferential type):. dX(t) + aφ (X(t))dt ∍ b(t,X(t), Y(t), Z(t)) dt. ⎨ +σ (t, X (t), Y (t), Z (t)) dW (t), t ∈ (s, T). X(t) = ξ (t - s), t ∈ [s - δ, s]. Specify that in this case the coefficients at time t ...
Double Hopf bifurcation in delay differential equations
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Redouane Qesmi
2014-07-01
Full Text Available The paper addresses the computation of elements of double Hopf bifurcation for retarded functional differential equations (FDEs with parameters. We present an efficient method for computing, simultaneously, the coefficients of center manifolds and normal forms, in terms of the original FDEs, associated with the double Hopf singularity up to an arbitrary order. Finally, we apply our results to a nonlinear model with periodic delay. This shows the applicability of the methodology in the study of delay models arising in either natural or technological problems.
Nonlinear partial differential equations and their applications
Lions, Jacques Louis
2002-01-01
This book contains the written versions of lectures delivered since 1997 in the well-known weekly seminar on Applied Mathematics at the Collège de France in Paris, directed by Jacques-Louis Lions. It is the 14th and last of the series, due to the recent and untimely death of Professor Lions. The texts in this volume deal mostly with various aspects of the theory of nonlinear partial differential equations. They present both theoretical and applied results in many fields of growing importance such as Calculus of variations and optimal control, optimization, system theory and control, op
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 ...
GLOBAL LINEARIZATION OF DIFFERENTIAL EQUATIONS WITH SPECIAL STRUCTURES
Institute of Scientific and Technical Information of China (English)
无
2011-01-01
This paper introduces the global linearization of the differential equations with special structures.The function in the differential equation is unbounded.We prove that the differential equation with unbounded function can be topologically linearlized if it has a special structure.
Solving Differential Equations in R: Package deSolve
In this paper we present the R package deSolve to solve initial value problems (IVP) written as ordinary differential equations (ODE), differential algebraic equations (DAE) of index 0 or 1 and partial differential equations (PDE), the latter solved using the method of lines appr...
The existence of solutions of q-difference-differential equations.
Wang, Xin-Li; Wang, Hua; Xu, Hong-Yan
2016-01-01
By using the Nevanlinna theory of value distribution, we investigate the existence of solutions of some types of non-linear q-difference differential equations. In particular, we generalize the Rellich-Wittich-type theorem and Malmquist-type theorem about differential equations to the case of q-difference differential equations (system).
Solving Differential Equations in R: Package deSolve
Soetaert, K.E.R.; Petzoldt, T.; Setzer, R.W.
2010-01-01
In this paper we present the R package deSolve to solve initial value problems (IVP) written as ordinary differential equations (ODE), differential algebraic equations (DAE) of index 0 or 1 and partial differential equations (PDE), the latter solved using the method of lines approach. The
Pure soliton solutions of some nonlinear partial differential equations
International Nuclear Information System (INIS)
Fuchssteiner, B.
1977-01-01
A general approach is given to obtain the system of ordinary differential equations which determines the pure soliton solutions for the class of generalized Korteweg-de Vries equations. This approach also leads to a system of ordinary differential equations for the pure soliton solutions of the sine-Gordon equation. (orig.) [de
Kurzweil, J
1986-01-01
The author, Professor Kurzweil, is one of the world's top experts in the area of ordinary differential equations - a fact fully reflected in this book. Unlike many classical texts which concentrate primarily on methods of integration of differential equations, this book pursues a modern approach: the topic is discussed in full generality which, at the same time, permits us to gain a deep insight into the theory and to develop a fruitful intuition. The basic framework of the theory is expanded by considering further important topics like stability, dependence of a solution on a parameter, Car
Introduction to linear systems of differential equations
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...
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.
Nonclassical Symmetries for Nonlinear Partial Differential Equations via Compatibility
International Nuclear Information System (INIS)
El-Sabbagh, Mostafa F.; Ahmad, Ali T.
2011-01-01
The determining equations for the nonclassical symmetry reductions of nonlinear partial differential equations with arbitrary order can be obtained by requiring the compatibility between the original equations and the invariant surface conditions. The (2+1)-dimensional shallow water wave equation, Boussinesq equation, and the dispersive wave equations in shallow water serve as examples illustrating how compatibility leads quickly and easily to the determining equations for their nonclassical symmetries. (general)
Schwarz maps of algebraic linear ordinary differential equations
Sanabria Malagón, Camilo
2017-12-01
A linear ordinary differential equation is called algebraic if all its solution are algebraic over its field of definition. In this paper we solve the problem of finding closed form solution to algebraic linear ordinary differential equations in terms of standard equations. Furthermore, we obtain a method to compute all algebraic linear ordinary differential equations with rational coefficients by studying their associated Schwarz map through the Picard-Vessiot Theory.
Quasi-exact solutions of nonlinear differential equations
Kudryashov, Nikolay A.; Kochanov, Mark B.
2014-01-01
The concept of quasi-exact solutions of nonlinear differential equations is introduced. Quasi-exact solution expands the idea of exact solution for additional values of parameters of differential equation. These solutions are approximate solutions of nonlinear differential equations but they are close to exact solutions. Quasi-exact solutions of the the Kuramoto--Sivashinsky, the Korteweg--de Vries--Burgers and the Kawahara equations are founded.
Inverse problems for partial differential equations
Isakov, Victor
2017-01-01
This third edition expands upon the earlier edition by adding nearly 40 pages of new material reflecting the analytical and numerical progress in inverse problems in last 10 years. As in the second edition, the emphasis is on new ideas and methods rather than technical improvements. These new ideas include use of the stationary phase method in the two-dimensional elliptic problems and of multi frequencies\\temporal data to improve stability and numerical resolution. There are also numerous corrections and improvements of the exposition throughout. This book is intended for mathematicians working with partial differential equations and their applications, physicists, geophysicists, and financial, electrical, and mechanical engineers involved with nondestructive evaluation, seismic exploration, remote sensing, and various kinds of tomography. Review of the second edition: "The first edition of this excellent book appeared in 1998 and became a standard reference for everyone interested in analysis and numerics of...
Differential equations of my young years
Maz'ya, Vladimir
2014-01-01
Vladimir Maz'ya (born 1937) is an outstanding mathematician who systematically made fundamental contributions to a wide array of areas in mathematical analysis and in the theory of partial differential equations. In this fascinating book he describes the first thirty years of his life in Leningrad (now St. Petersburg). He starts with the story of his family, speaks about his childhood, the high school and university years, and recalls his formative years as a mathematician. Behind the author's personal recollections, with his own joys, sorrows and hopes, one sees a vivid picture of those times in the former Sovjet Union. He speaks warmly about his friends, both outside and inside the world of mathematics, about discovering his passion for mathematics and his early achievements, and about a number of mathematicians who influenced his professional life. The book is written in a highly readable and inviting style, spiced with the occasional touch of humor.
Adaptive finite element methods for differential equations
Bangerth, Wolfgang
2003-01-01
These Lecture Notes discuss concepts of `self-adaptivity' in the numerical solution of differential equations, with emphasis on Galerkin finite element methods. The key issues are a posteriori error estimation and it automatic mesh adaptation. Besides the traditional approach of energy-norm error control, a new duality-based technique, the Dual Weighted Residual method for goal-oriented error estimation, is discussed in detail. This method aims at economical computation of arbitrary quantities of physical interest by properly adapting the computational mesh. This is typically required in the design cycles of technical applications. For example, the drag coefficient of a body immersed in a viscous flow is computed, then it is minimized by varying certain control parameters, and finally the stability of the resulting flow is investigated by solving an eigenvalue problem. `Goal-oriented' adaptivity is designed to achieve these tasks with minimal cost. At the end of each chapter some exercises are posed in order ...
Telescopic projective methods for parabolic differential equations
Gear, C W
2003-01-01
Projective methods were introduced in an earlier paper [C.W. Gear, I.G. Kevrekidis, Projective Methods for Stiff Differential Equations: problems with gaps in their eigenvalue spectrum, NEC Research Institute Report 2001-029, available from http://www.neci.nj.nec.com/homepages/cwg/projective.pdf Abbreviated version to appear in SISC] as having potential for the efficient integration of problems with a large gap between two clusters in their eigenvalue spectrum, one cluster containing eigenvalues corresponding to components that have already been damped in the numerical solution and one corresponding to components that are still active. In this paper we introduce iterated projective methods that allow for explicit integration of stiff problems that have a large spread of eigenvalues with no gaps in their spectrum as arise in the semi-discretization of PDEs with parabolic components.
Telescopic projective methods for parabolic differential equations
International Nuclear Information System (INIS)
Gear, C.W.; Kevrekidis, Ioannis G.
2003-01-01
Projective methods were introduced in an earlier paper [C.W. Gear, I.G. Kevrekidis, Projective Methods for Stiff Differential Equations: problems with gaps in their eigenvalue spectrum, NEC Research Institute Report 2001-029, available from http://www.neci.nj.nec.com/homepages/cwg/projective.pdf Abbreviated version to appear in SISC] as having potential for the efficient integration of problems with a large gap between two clusters in their eigenvalue spectrum, one cluster containing eigenvalues corresponding to components that have already been damped in the numerical solution and one corresponding to components that are still active. In this paper we introduce iterated projective methods that allow for explicit integration of stiff problems that have a large spread of eigenvalues with no gaps in their spectrum as arise in the semi-discretization of PDEs with parabolic components
Efficient Estimating Functions for Stochastic Differential Equations
DEFF Research Database (Denmark)
Jakobsen, Nina Munkholt
The overall topic of this thesis is approximate martingale estimating function-based estimationfor solutions of stochastic differential equations, sampled at high frequency. Focuslies on the asymptotic properties of the estimators. The first part of the thesis deals with diffusions observed over...... a fixed time interval. Rate optimal and effcient estimators areobtained for a one-dimensional diffusion parameter. Stable convergence in distribution isused to achieve a practically applicable Gaussian limit distribution for suitably normalisedestimators. In a simulation example, the limit distributions...... multidimensional parameter. Conditions for rate optimality and effciency of estimatorsof drift-jump and diffusion parameters are given in some special cases. Theseconditions are found to extend the pre-existing conditions applicable to continuous diffusions,and impose much stronger requirements on the estimating...
Ordinary differential equations basics and beyond
Schaeffer, David G
2016-01-01
This book develops the theory of ordinary differential equations (ODEs), starting from an introductory level (with no prior experience in ODEs assumed) through to a graduate-level treatment of the qualitative theory, including bifurcation theory (but not chaos). While proofs are rigorous, the exposition is reader-friendly, aiming for the informality of face-to-face interactions. A unique feature of this book is the integration of rigorous theory with numerous applications of scientific interest. Besides providing motivation, this synthesis clarifies the theory and enhances scientific literacy. Other features include: (i) a wealth of exercises at various levels, along with commentary that explains why they matter; (ii) figures with consistent color conventions to identify nullclines, periodic orbits, stable and unstable manifolds; and (iii) a dedicated website with software templates, problem solutions, and other resources supporting the text. Given its many applications, the book may be used comfortably in sc...
Elliptic partial differential equations of second order
Gilbarg, David
2001-01-01
From the reviews: "This is a book of interest to any having to work with differential equations, either as a reference or as a book to learn from. The authors have taken trouble to make the treatment self-contained. It (is) suitable required reading for a PhD student. Although the material has been developed from lectures at Stanford, it has developed into an almost systematic coverage that is much longer than could be covered in a year's lectures". Newsletter, New Zealand Mathematical Society, 1985 "Primarily addressed to graduate students this elegant book is accessible and useful to a broad spectrum of applied mathematicians". Revue Roumaine de Mathématiques Pures et Appliquées,1985.
Advances in differential equations and applications
Martínez, Vicente
2014-01-01
The book contains a selection of contributions given at the 23rd Congress on Differential Equations and Applications (CEDYA) / 13th Congress of Applied Mathematics (CMA) that took place at Castellon, Spain, in 2013. CEDYA is renowned as the congress of the Spanish Society of Applied Mathematics (SEMA) and constitutes the main forum and meeting point for applied mathematicians in Spain. The papers included in this book have been selected after a thorough refereeing process and provide a good summary of the recent activity developed by different groups working mainly in Spain on applications of mathematics to several fields of science and technology. The purpose is to provide a useful reference of academic and industrial researchers working in the area of numerical analysis and its applications.
APPROACHED DECISION OF THE DIFFERENTIAL EQUATIONS
Directory of Open Access Journals (Sweden)
Oleksii B. Krasnozhon
2011-02-01
Full Text Available The urgency of the material stated in the article is caused by necessity of development, updating and improvements of methodical operating time on subject matters of issue "Calculus mathematics" which teaching is carried out in conditions of use of information-communication technologies. In the article the program realizations in Mathcad environment of Adams and Runge-Kutt methods of the approached decision of the differential equations are offered; examples on application of the specified methods are brought; the expediency of application of Mathcad environment during mathematical preparation of experts is proved. Perspective directions of the further scientific researches are methodical, mathematical and algorithmic aspects of creation of effective program realizations of numerical methods in Mathcad environment.
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)
Introduction to inverse problems for differential equations
Hasanov Hasanoğlu, Alemdar
2017-01-01
This book presents a systematic exposition of the main ideas and methods in treating inverse problems for PDEs arising in basic mathematical models, though it makes no claim to being exhaustive. Mathematical models of most physical phenomena are governed by initial and boundary value problems for PDEs, and inverse problems governed by these equations arise naturally in nearly all branches of science and engineering. The book’s content, especially in the Introduction and Part I, is self-contained and is intended to also be accessible for beginning graduate students, whose mathematical background includes only basic courses in advanced calculus, PDEs and functional analysis. Further, the book can be used as the backbone for a lecture course on inverse and ill-posed problems for partial differential equations. In turn, the second part of the book consists of six nearly-independent chapters. The choice of these chapters was motivated by the fact that the inverse coefficient and source problems considered here a...
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)
Bipartite Fuzzy Stochastic Differential Equations with Global Lipschitz Condition
Directory of Open Access Journals (Sweden)
Marek T. Malinowski
2016-01-01
Full Text Available We introduce and analyze a new type of fuzzy stochastic differential equations. We consider equations with drift and diffusion terms occurring at both sides of equations. Therefore we call them the bipartite fuzzy stochastic differential equations. Under the Lipschitz and boundedness conditions imposed on drifts and diffusions coefficients we prove existence of a unique solution. Then, insensitivity of the solution under small changes of data of equation is examined. Finally, we mention that all results can be repeated for solutions to bipartite set-valued stochastic differential equations.
NUMERICAL HOPF BIFURCATION OF DELAY-DIFFERENTIAL EQUATIONS
Institute of Scientific and Technical Information of China (English)
无
2006-01-01
In this paper we consider the numerical solution of some delay differential equations undergoing a Hopf bifurcation. We prove that if the delay differential equations have a Hopf bifurcation point atλ=λ*, then the numerical solution of the equation also has a Hopf bifurcation point atλh =λ* + O(h).
COMPARISON THEOREMS AND APPLICATIONS OF OSCILLATION OF NEUTRAL DIFFERENTIAL EQUATIONS
Institute of Scientific and Technical Information of China (English)
燕居让
1991-01-01
We first establish comparison theorems of the oscillation for a higher-order neutral delaydifferential equation. By these comparison theorems, the criterion of oscillation propertiesof neutral delay differential equation is reduced to that of nonneutral delay differential equa-tion, from which we give a series of oscillation theorems for neutral delay differentialequation.
Numerov iteration method for second order integral-differential equation
International Nuclear Information System (INIS)
Zeng Fanan; Zhang Jiaju; Zhao Xuan
1987-01-01
In this paper, Numerov iterative method for second order integral-differential equation and system of equations are constructed. Numerical examples show that this method is better than direct method (Gauss elimination method) in CPU time and memoy requireing. Therefore, this method is an efficient method for solving integral-differential equation in nuclear physics
On solutions of variable-order fractional differential equations
Directory of Open Access Journals (Sweden)
Ali Akgül
2017-01-01
solutions to fractional differential equations are compelling to get in real applications, due to the nonlocality and complexity of the fractional differential operators, especially for variable-order fractional differential equations. Therefore, it is significant to enhanced numerical methods for fractional differential equations. In this work, we consider variable-order fractional differential equations by reproducing kernel method. There has been much attention in the use of reproducing kernels for the solutions to many problems in the recent years. We give two examples to demonstrate how efficiently our theory can be implemented in practice.
Legendre-tau approximations for functional differential equations
Ito, K.; Teglas, R.
1986-01-01
The numerical approximation of solutions to linear retarded functional differential equations are considered using the so-called Legendre-tau method. The functional differential equation is first reformulated as a partial differential equation with a nonlocal boundary condition involving time-differentiation. The approximate solution is then represented as a truncated Legendre series with time-varying coefficients which satisfy a certain system of ordinary differential equations. The method is very easy to code and yields very accurate approximations. Convergence is established, various numerical examples are presented, and comparison between the latter and cubic spline approximation is made.
Compatible Spatial Discretizations for Partial Differential Equations
Energy Technology Data Exchange (ETDEWEB)
Arnold, Douglas, N, ed.
2004-11-25
From May 11--15, 2004, the Institute for Mathematics and its Applications held a hot topics workshop on Compatible Spatial Discretizations for Partial Differential Equations. The numerical solution of partial differential equations (PDE) is a fundamental task in science and engineering. The goal of the workshop was to bring together a spectrum of scientists at the forefront of the research in the numerical solution of PDEs to discuss compatible spatial discretizations. We define compatible spatial discretizations as those that inherit or mimic fundamental properties of the PDE such as topology, conservation, symmetries, and positivity structures and maximum principles. A wide variety of discretization methods applied across a wide range of scientific and engineering applications have been designed to or found to inherit or mimic intrinsic spatial structure and reproduce fundamental properties of the solution of the continuous PDE model at the finite dimensional level. A profusion of such methods and concepts relevant to understanding them have been developed and explored: mixed finite element methods, mimetic finite differences, support operator methods, control volume methods, discrete differential forms, Whitney forms, conservative differencing, discrete Hodge operators, discrete Helmholtz decomposition, finite integration techniques, staggered grid and dual grid methods, etc. This workshop seeks to foster communication among the diverse groups of researchers designing, applying, and studying such methods as well as researchers involved in practical solution of large scale problems that may benefit from advancements in such discretizations; to help elucidate the relations between the different methods and concepts; and to generally advance our understanding in the area of compatible spatial discretization methods for PDE. Particular points of emphasis included: + Identification of intrinsic properties of PDE models that are critical for the fidelity of numerical
From differential to difference equations for first order ODEs
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.
Growth of meromorphic solutions of delay differential equations
Halburd, Rod; Korhonen, Risto
2016-01-01
Necessary conditions are obtained for certain types of rational delay differential equations to admit a non-rational meromorphic solution of hyper-order less than one. The equations obtained include delay Painlev\\'e equations and equations solved by elliptic functions.
Lyapunov functionals and stability of stochastic functional differential equations
Shaikhet, Leonid
2013-01-01
Stability conditions for functional differential equations can be obtained using Lyapunov functionals. Lyapunov Functionals and Stability of Stochastic Functional Differential Equations describes the general method of construction of Lyapunov functionals to investigate the stability of differential equations with delays. This work continues and complements the author’s previous book Lyapunov Functionals and Stability of Stochastic Difference Equations, where this method is described for discrete- and continuous-time difference equations. The text begins with a description of the peculiarities of deterministic and stochastic functional differential equations. There follow basic definitions for stability theory of stochastic hereditary systems, and a formal procedure of Lyapunov functionals construction is presented. Stability investigation is conducted for stochastic linear and nonlinear differential equations with constant and distributed delays. The proposed method is used for stability investigation of di...
Fuchs indices and the first integrals of nonlinear differential equations
International Nuclear Information System (INIS)
Kudryashov, Nikolai A.
2005-01-01
New method of finding the first integrals of nonlinear differential equations in polynomial form is presented. Basic idea of our approach is to use the scaling of solution of nonlinear differential equation and to find the dimensions of arbitrary constants in the Laurent expansion of the general solution. These dimensions allows us to obtain the scalings of members for the first integrals of nonlinear differential equations. Taking the polynomials with unknown coefficients into account we present the algorithm of finding the first integrals of nonlinear differential equations in the polynomial form. Our method is applied to look for the first integrals of eight nonlinear ordinary differential equations of the fourth order. The general solution of one of the fourth order ordinary differential equations is given
STRICT STABILITY OF IMPULSIVE SET VALUED DIFFERENTIAL EQUATIONS
Institute of Scientific and Technical Information of China (English)
无
2011-01-01
In this paper, we develop strict stability concepts of ODE to impulsive hybrid set valued differential equations. By Lyapunov’s original method, we get some basic strict stability criteria of impulsive hybrid set valued equations.
Exact solutions of some nonlinear partial differential equations using ...
Indian Academy of Sciences (India)
Nonlinear partial differential equations (NPDEs) are encountered in various ... such as physics, mechanics, chemistry, biology, mathematics and engineering. ... In §3, this method is applied to the generalized forms of Klein–Gordon equation,.
An introduction to differential equations and their applications
Farlow, Stanley J
2006-01-01
This introductory text explores 1st- and 2nd-order differential equations, series solutions, the Laplace transform, difference equations, much more. Numerous figures, problems with solutions, notes. 1994 edition. Includes 268 figures and 23 tables.
On the hierarchy of partially invariant submodels of differential equations
Golovin, Sergey V.
2007-01-01
It is noticed, that partially invariant solution (PIS) of differential equations in many cases can be represented as an invariant reduction of some PIS of the higher rank. This introduce a hierarchic structure in the set of all PISs of a given system of differential equations. By using this structure one can significantly decrease an amount of calculations required in enumeration of all PISs for a given system of partially differential equations. An equivalence of the two-step and the direct ...
A new approach to Catalan numbers using differential equations
Kim, D. S.; Kim, T.
2017-10-01
In this paper, we introduce two differential equations arising from the generating function of the Catalan numbers which are `inverses' to each other in a certain sense. From these differential equations, we obtain some new and explicit identities for Catalan and higher-order Catalan numbers. In addition, by other means than differential equations, we also derive some interesting identities involving Catalan numbers which are of arithmetic and combinatorial nature.
Simplifying Differential Equations for Multiscale Feynman Integrals beyond Multiple Polylogarithms.
Adams, Luise; Chaubey, Ekta; Weinzierl, Stefan
2017-04-07
In this Letter we exploit factorization properties of Picard-Fuchs operators to decouple differential equations for multiscale Feynman integrals. The algorithm reduces the differential equations to blocks of the size of the order of the irreducible factors of the Picard-Fuchs operator. As a side product, our method can be used to easily convert the differential equations for Feynman integrals which evaluate to multiple polylogarithms to an ϵ form.
Applying homotopy analysis method for solving differential-difference equation
International Nuclear Information System (INIS)
Wang Zhen; Zou Li; Zhang Hongqing
2007-01-01
In this Letter, we apply the homotopy analysis method to solving the differential-difference equations. A simple but typical example is applied to illustrate the validity and the great potential of the generalized homotopy analysis method in solving differential-difference equation. Comparisons are made between the results of the proposed method and exact solutions. The results show that the homotopy analysis method is an attractive method in solving the differential-difference equations
Introduction to computation and modeling for differential equations
Edsberg, Lennart
2008-01-01
An introduction to scientific computing for differential equationsIntroduction to Computation and Modeling for Differential Equations provides a unified and integrated view of numerical analysis, mathematical modeling in applications, and programming to solve differential equations, which is essential in problem-solving across many disciplines, such as engineering, physics, and economics. This book successfully introduces readers to the subject through a unique ""Five-M"" approach: Modeling, Mathematics, Methods, MATLAB, and Multiphysics. This approach facilitates a thorough understanding of h
On Volatility Induced Stationarity for Stochastic Differential Equations
DEFF Research Database (Denmark)
Albin, J.M.P.; Astrup Jensen, Bjarne; Muszta, Anders
2006-01-01
This article deals with stochastic differential equations with volatility induced stationarity. We study of theoretical properties of such equations, as well as numerical aspects, together with a detailed study of three examples.......This article deals with stochastic differential equations with volatility induced stationarity. We study of theoretical properties of such equations, as well as numerical aspects, together with a detailed study of three examples....
Lipschitz Regularity of Solutions for Mixed Integro-Differential Equations
Barles, Guy; Chasseigne, Emmanuel; Ciomaga, Adina; Imbert, Cyril
2011-01-01
We establish new Hoelder and Lipschitz estimates for viscosity solutions of a large class of elliptic and parabolic nonlinear integro-differential equations, by the classical Ishii-Lions's method. We thus extend the Hoelder regularity results recently obtained by Barles, Chasseigne and Imbert (2011). In addition, we deal with a new class of nonlocal equations that we term mixed integro-differential equations. These equations are particularly interesting, as they are degenerate both in the loc...
Dielectric metasurfaces solve differential and integro-differential equations.
Abdollahramezani, Sajjad; Chizari, Ata; Dorche, Ali Eshaghian; Jamali, Mohammad Vahid; Salehi, Jawad A
2017-04-01
Leveraging subwavelength resonant nanostructures, plasmonic metasurfaces have recently attracted much attention as a breakthrough concept for engineering optical waves both spatially and spectrally. However, inherent ohmic losses concomitant with low coupling efficiencies pose fundamental impediments over their practical applications. Not only can all-dielectric metasurfaces tackle such substantial drawbacks, but also their CMOS-compatible configurations support both Mie resonances that are invariant to the incident angle. Here, we report on a transmittive metasurface comprising arrayed silicon nanodisks embedded in a homogeneous dielectric medium to manipulate phase and amplitude of incident light locally and almost independently. By taking advantage of the interplay between the electric/magnetic resonances and employing general concepts of spatial Fourier transformation, a highly efficient metadevice is proposed to perform mathematical operations including solution of ordinary differential and integro-differential equations with constant coefficients. Our findings further substantiate dielectric metasurfaces as promising candidates for miniaturized, two-dimensional, and planar optical analog computing systems that are much thinner than their conventional lens-based counterparts.
Quantum hydrodynamics and nonlinear differential equations for degenerate Fermi gas
International Nuclear Information System (INIS)
Bettelheim, Eldad; Abanov, Alexander G; Wiegmann, Paul B
2008-01-01
We present new nonlinear differential equations for spacetime correlation functions of Fermi gas in one spatial dimension. The correlation functions we consider describe non-stationary processes out of equilibrium. The equations we obtain are integrable equations. They generalize known nonlinear differential equations for correlation functions at equilibrium [1-4] and provide vital tools for studying non-equilibrium dynamics of electronic systems. The method we developed is based only on Wick's theorem and the hydrodynamic description of the Fermi gas. Differential equations appear directly in bilinear form. (fast track communication)
Exact Solutions for Nonlinear Differential Difference Equations in Mathematical Physics
Directory of Open Access Journals (Sweden)
Khaled A. Gepreel
2013-01-01
Full Text Available We modified the truncated expansion method to construct the exact solutions for some nonlinear differential difference equations in mathematical physics via the general lattice equation, the discrete nonlinear Schrodinger with a saturable nonlinearity, the quintic discrete nonlinear Schrodinger equation, and the relativistic Toda lattice system. Also, we put a rational solitary wave function method to find the rational solitary wave solutions for some nonlinear differential difference equations. The proposed methods are more effective and powerful to obtain the exact solutions for nonlinear difference differential equations.
Parameter Estimation of Partial Differential Equation Models.
Xun, Xiaolei; Cao, Jiguo; Mallick, Bani; Carroll, Raymond J; Maity, Arnab
2013-01-01
Partial differential equation (PDE) models are commonly used to model complex dynamic systems in applied sciences such as biology and finance. The forms of these PDE models are usually proposed by experts based on their prior knowledge and understanding of the dynamic system. Parameters in PDE models often have interesting scientific interpretations, but their values are often unknown, and need to be estimated from the measurements of the dynamic system in the present of measurement errors. Most PDEs used in practice have no analytic solutions, and can only be solved with numerical methods. Currently, methods for estimating PDE parameters require repeatedly solving PDEs numerically under thousands of candidate parameter values, and thus the computational load is high. In this article, we propose two methods to estimate parameters in PDE models: a parameter cascading method and a Bayesian approach. In both methods, the underlying dynamic process modeled with the PDE model is represented via basis function expansion. For the parameter cascading method, we develop two nested levels of optimization to estimate the PDE parameters. For the Bayesian method, we develop a joint model for data and the PDE, and develop a novel hierarchical model allowing us to employ Markov chain Monte Carlo (MCMC) techniques to make posterior inference. Simulation studies show that the Bayesian method and parameter cascading method are comparable, and both outperform other available methods in terms of estimation accuracy. The two methods are demonstrated by estimating parameters in a PDE model from LIDAR data.
Numerical solution of ordinary differential equations
Fox, L
1987-01-01
Nearly 20 years ago we produced a treatise (of about the same length as this book) entitled Computing methods for scientists and engineers. It was stated that most computation is performed by workers whose mathematical training stopped somewhere short of the 'professional' level, and that some books are therefore needed which use quite simple mathematics but which nevertheless communicate the essence of the 'numerical sense' which is exhibited by the real computing experts and which is surely needed, at least to some extent, by all who use modern computers and modern numerical software. In that book we treated, at no great length, a variety of computational problems in which the material on ordinary differential equations occupied about 50 pages. At that time it was quite common to find books on numerical analysis, with a little on each topic ofthat field, whereas today we are more likely to see similarly-sized books on each major topic: for example on numerical linear algebra, numerical approximation, numeri...
Electrocardiogram classification using delay differential equations.
Lainscsek, Claudia; Sejnowski, Terrence J
2013-06-01
Time series analysis with nonlinear delay differential equations (DDEs) reveals nonlinear as well as spectral properties of the underlying dynamical system. Here, global DDE models were used to analyze 5 min data segments of electrocardiographic (ECG) recordings in order to capture distinguishing features for different heart conditions such as normal heart beat, congestive heart failure, and atrial fibrillation. The number of terms and delays in the model as well as the order of nonlinearity of the model have to be selected that are the most discriminative. The DDE model form that best separates the three classes of data was chosen by exhaustive search up to third order polynomials. Such an approach can provide deep insight into the nature of the data since linear terms of a DDE correspond to the main time-scales in the signal and the nonlinear terms in the DDE are related to nonlinear couplings between the harmonic signal parts. The DDEs were able to detect atrial fibrillation with an accuracy of 72%, congestive heart failure with an accuracy of 88%, and normal heart beat with an accuracy of 97% from 5 min of ECG, a much shorter time interval than required to achieve comparable performance with other methods.
Robust estimation for ordinary differential equation models.
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.
Simple equation method for nonlinear partial differential equations and its applications
Directory of Open Access Journals (Sweden)
Taher A. Nofal
2016-04-01
Full Text Available In this article, we focus on the exact solution of the some nonlinear partial differential equations (NLPDEs such as, Kodomtsev–Petviashvili (KP equation, the (2 + 1-dimensional breaking soliton equation and the modified generalized Vakhnenko equation by using the simple equation method. In the simple equation method the trial condition is the Bernoulli equation or the Riccati equation. It has been shown that the method provides a powerful mathematical tool for solving nonlinear wave equations in mathematical physics and engineering problems.
Calculation of similarity solutions of partial differential equations
International Nuclear Information System (INIS)
Dresner, L.
1980-08-01
When a partial differential equation in two independent variables is invariant to a group G of stretching transformations, it has similarity solutions that can be found by solving an ordinary differential equation. Under broad conditions, this ordinary differential equation is also invariant to another stretching group G', related to G. The invariance of the ordinary differential equation to G' can be used to simplify its solution, particularly if it is of second order. Then a method of Lie's can be used to reduce it to a first-order equation, the study of which is greatly facilitated by analysis of its direction field. The method developed here is applied to three examples: Blasius's equation for boundary layer flow over a flat plate and two nonlinear diffusion equations, cc/sub t/ = c/sub zz/ and c/sub t/ = (cc/sub z/)/sub z/
Efimova, Olga Yu.
2010-01-01
The modification of simplest equation method to look for exact solutions of nonlinear partial differential equations is presented. Using this method we obtain exact solutions of generalized Korteweg-de Vries equation with cubic source and exact solutions of third-order Kudryashov-Sinelshchikov equation describing nonlinear waves in liquids with gas bubbles.
Differential and difference equations a comparison of methods of solution
Maximon, Leonard C
2016-01-01
This book, intended for researchers and graduate students in physics, applied mathematics and engineering, presents a detailed comparison of the important methods of solution for linear differential and difference equations - variation of constants, reduction of order, Laplace transforms and generating functions - bringing out the similarities as well as the significant differences in the respective analyses. Equations of arbitrary order are studied, followed by a detailed analysis for equations of first and second order. Equations with polynomial coefficients are considered and explicit solutions for equations with linear coefficients are given, showing significant differences in the functional form of solutions of differential equations from those of difference equations. An alternative method of solution involving transformation of both the dependent and independent variables is given for both differential and difference equations. A comprehensive, detailed treatment of Green’s functions and the associat...
Climate models with delay differential equations
Keane, Andrew; Krauskopf, Bernd; Postlethwaite, Claire M.
2017-11-01
A fundamental challenge in mathematical modelling is to find a model that embodies the essential underlying physics of a system, while at the same time being simple enough to allow for mathematical analysis. Delay differential equations (DDEs) can often assist in this goal because, in some cases, only the delayed effects of complex processes need to be described and not the processes themselves. This is true for some climate systems, whose dynamics are driven in part by delayed feedback loops associated with transport times of mass or energy from one location of the globe to another. The infinite-dimensional nature of DDEs allows them to be sufficiently complex to reproduce realistic dynamics accurately with a small number of variables and parameters. In this paper, we review how DDEs have been used to model climate systems at a conceptual level. Most studies of DDE climate models have focused on gaining insights into either the global energy balance or the fundamental workings of the El Niño Southern Oscillation (ENSO) system. For example, studies of DDEs have led to proposed mechanisms for the interannual oscillations in sea-surface temperature that is characteristic of ENSO, the irregular behaviour that makes ENSO difficult to forecast and the tendency of El Niño events to occur near Christmas. We also discuss the tools used to analyse such DDE models. In particular, the recent development of continuation software for DDEs makes it possible to explore large regions of parameter space in an efficient manner in order to provide a "global picture" of the possible dynamics. We also point out some directions for future research, including the incorporation of non-constant delays, which we believe could improve the descriptive power of DDE climate models.
Climate models with delay differential equations.
Keane, Andrew; Krauskopf, Bernd; Postlethwaite, Claire M
2017-11-01
A fundamental challenge in mathematical modelling is to find a model that embodies the essential underlying physics of a system, while at the same time being simple enough to allow for mathematical analysis. Delay differential equations (DDEs) can often assist in this goal because, in some cases, only the delayed effects of complex processes need to be described and not the processes themselves. This is true for some climate systems, whose dynamics are driven in part by delayed feedback loops associated with transport times of mass or energy from one location of the globe to another. The infinite-dimensional nature of DDEs allows them to be sufficiently complex to reproduce realistic dynamics accurately with a small number of variables and parameters. In this paper, we review how DDEs have been used to model climate systems at a conceptual level. Most studies of DDE climate models have focused on gaining insights into either the global energy balance or the fundamental workings of the El Niño Southern Oscillation (ENSO) system. For example, studies of DDEs have led to proposed mechanisms for the interannual oscillations in sea-surface temperature that is characteristic of ENSO, the irregular behaviour that makes ENSO difficult to forecast and the tendency of El Niño events to occur near Christmas. We also discuss the tools used to analyse such DDE models. In particular, the recent development of continuation software for DDEs makes it possible to explore large regions of parameter space in an efficient manner in order to provide a "global picture" of the possible dynamics. We also point out some directions for future research, including the incorporation of non-constant delays, which we believe could improve the descriptive power of DDE climate models.
Parameter Estimation of Partial Differential Equation Models
Xun, Xiaolei
2013-09-01
Partial differential equation (PDE) models are commonly used to model complex dynamic systems in applied sciences such as biology and finance. The forms of these PDE models are usually proposed by experts based on their prior knowledge and understanding of the dynamic system. Parameters in PDE models often have interesting scientific interpretations, but their values are often unknown and need to be estimated from the measurements of the dynamic system in the presence of measurement errors. Most PDEs used in practice have no analytic solutions, and can only be solved with numerical methods. Currently, methods for estimating PDE parameters require repeatedly solving PDEs numerically under thousands of candidate parameter values, and thus the computational load is high. In this article, we propose two methods to estimate parameters in PDE models: a parameter cascading method and a Bayesian approach. In both methods, the underlying dynamic process modeled with the PDE model is represented via basis function expansion. For the parameter cascading method, we develop two nested levels of optimization to estimate the PDE parameters. For the Bayesian method, we develop a joint model for data and the PDE and develop a novel hierarchical model allowing us to employ Markov chain Monte Carlo (MCMC) techniques to make posterior inference. Simulation studies show that the Bayesian method and parameter cascading method are comparable, and both outperform other available methods in terms of estimation accuracy. The two methods are demonstrated by estimating parameters in a PDE model from long-range infrared light detection and ranging data. Supplementary materials for this article are available online. © 2013 American Statistical Association.
Directory of Open Access Journals (Sweden)
Hossein Jafari
2016-04-01
Full Text Available The non-differentiable solution of the linear and non-linear partial differential equations on Cantor sets is implemented in this article. The reduced differential transform method is considered in the local fractional operator sense. The four illustrative examples are given to show the efficiency and accuracy features of the presented technique to solve local fractional partial differential equations.
Topics in numerical partial differential equations and scientific computing
2016-01-01
Numerical partial differential equations (PDEs) are an important part of numerical simulation, the third component of the modern methodology for science and engineering, besides the traditional theory and experiment. This volume contains papers that originated with the collaborative research of the teams that participated in the IMA Workshop for Women in Applied Mathematics: Numerical Partial Differential Equations and Scientific Computing in August 2014.
Lagrangian vector field and Lagrangian formulation of partial differential equations
Directory of Open Access Journals (Sweden)
M.Chen
2005-01-01
Full Text Available In this paper we consider the Lagrangian formulation of a system of second order quasilinear partial differential equations. Specifically we construct a Lagrangian vector field such that the flows of the vector field satisfy the original system of partial differential equations.
Equilibrium approach in the derivation of differential equations for ...
African Journals Online (AJOL)
In this paper, the differential equations of Mindlin plates are derived from basic principles by simultaneous satisfaction of the differential equations of equilibrium, the stress-strain laws and the strain-displacement relations for isotropic, homogenous linear elastic materials. Equilibrium method was adopted in the derivation.
Linear measure functional differential equations with infinite delay
Czech Academy of Sciences Publication Activity Database
Monteiro, Giselle Antunes; Slavík, A.
2014-01-01
Roč. 287, 11-12 (2014), s. 1363-1382 ISSN 0025-584X Institutional support: RVO:67985840 Keywords : measure functional differential equations * generalized ordinary differential equations * Kurzweil-Stieltjes integral Subject RIV: BA - General Mathematics Impact factor: 0.683, year: 2014 http://onlinelibrary.wiley.com/doi/10.1002/mana.201300048/abstract
Nonstandard Topics for Student Presentations in Differential Equations
LeMasurier, Michelle
2006-01-01
An interesting and effective way to showcase the wide variety of fields to which differential equations can be applied is to have students give short oral presentations on a specific application. These talks, which have been presented by 30-40 students per year in our differential equations classes, provide exposure to a diverse array of topics…
Sourcing for Parameter Estimation and Study of Logistic Differential Equation
Winkel, Brian J.
2012-01-01
This article offers modelling opportunities in which the phenomena of the spread of disease, perception of changing mass, growth of technology, and dissemination of information can be described by one differential equation--the logistic differential equation. It presents two simulation activities for students to generate real data, as well as…
Variable-mesh method of solving differential equations
Van Wyk, R.
1969-01-01
Multistep predictor-corrector method for numerical solution of ordinary differential equations retains high local accuracy and convergence properties. In addition, the method was developed in a form conducive to the generation of effective criteria for the selection of subsequent step sizes in step-by-step solution of differential equations.
Charles François Sturm and Differential Equations
DEFF Research Database (Denmark)
Lützen, Jesper; Mingarelli, Angelo
2008-01-01
An analysis of Sturm's works on differential equations, in particular Sturm-Liouville theory. The historical connection to Sturm's theorem about real roots of polynomials is established......An analysis of Sturm's works on differential equations, in particular Sturm-Liouville theory. The historical connection to Sturm's theorem about real roots of polynomials is established...
Parameter Estimates in Differential Equation Models for Chemical Kinetics
Winkel, Brian
2011-01-01
We discuss the need for devoting time in differential equations courses to modelling and the completion of the modelling process with efforts to estimate the parameters in the models using data. We estimate the parameters present in several differential equation models of chemical reactions of order n, where n = 0, 1, 2, and apply more general…
Solving Fuzzy Fractional Differential Equations Using Zadeh's Extension Principle
Ahmad, M. Z.; Hasan, M. K.; Abbasbandy, S.
2013-01-01
We study a fuzzy fractional differential equation (FFDE) and present its solution using Zadeh's extension principle. The proposed study extends the case of fuzzy differential equations of integer order. We also propose a numerical method to approximate the solution of FFDEs. To solve nonlinear problems, the proposed numerical method is then incorporated into an unconstrained optimisation technique. Several numerical examples are provided. PMID:24082853
Modular differential equations for torus one-point functions
International Nuclear Information System (INIS)
Gaberdiel, Matthias R; Lang, Samuel
2009-01-01
It is shown that in a rational conformal field theory every torus one-point function of a given highest weight state satisfies a modular differential equation. We derive and solve these differential equations explicitly for some Virasoro minimal models. In general, however, the resulting amplitudes do not seem to be expressible in terms of standard transcendental functions
Undergraduate Students' Mental Operations in Systems of Differential Equations
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…
Analysis of Caputo Impulsive Fractional Order Differential Equations with Applications
Directory of Open Access Journals (Sweden)
Lakshman Mahto
2013-01-01
Full Text Available We use Sadovskii's fixed point method to investigate the existence and uniqueness of solutions of Caputo impulsive fractional differential equations of order with one example of impulsive logistic model and few other examples as well. We also discuss Caputo impulsive fractional differential equations with finite delay. The results proven are new and compliment the existing one.
approximate controllability of a non-autonomous differential equation
Indian Academy of Sciences (India)
53
for a non-autonomous functional differential equation using the theory of linear ... approximate controllability of various functional differential equations in abstract ...... the operator A(t) and into the requirement that x(t) ∈ D(A) for all t ≥ 0.
On some impulsive fractional differential equations in Banach spaces
Directory of Open Access Journals (Sweden)
JinRong Wang
2010-01-01
Full Text Available This paper deals with some impulsive fractional differential equations in Banach spaces. Utilizing the Leray-Schauder fixed point theorem and the impulsive nonlinear singular version of the Gronwall inequality, the existence of \\(PC\\-mild solutions for some fractional differential equations with impulses are obtained under some easily checked conditions. At last, an example is given for demonstration.
Differential equations for loop integrals in Baikov representation
Bosma, Jorrit; Larsen, Kasper J.; Zhang, Yang
2018-05-01
We present a proof that differential equations for Feynman loop integrals can always be derived in Baikov representation without involving dimension-shift identities. We moreover show that in a large class of two- and three-loop diagrams it is possible to avoid squared propagators in the intermediate steps of setting up the differential equations.
Monograph - The Numerical Integration of Ordinary Differential Equations.
Hull, T. E.
The materials presented in this monograph are intended to be included in a course on ordinary differential equations at the upper division level in a college mathematics program. These materials provide an introduction to the numerical integration of ordinary differential equations, and they can be used to supplement a regular text on this…
Differential equations driven by rough paths with jumps
Friz, Peter K.; Zhang, Huilin
2018-05-01
We develop the rough path counterpart of Itô stochastic integration and differential equations driven by general semimartingales. This significantly enlarges the classes of (Itô/forward) stochastic differential equations treatable with pathwise methods. A number of applications are discussed.
Reduced minimax filtering by means of differential-algebraic equations
V. Mallet; S. Zhuk (Sergiy)
2011-01-01
htmlabstractA reduced minimax state estimation approach is proposed for high-dimensional models. It is based on the reduction of the ordinary differential equation with high state space dimension to the low-dimensional Differential-Algebraic Equation (DAE) and on the subsequent application of the
On the hierarchy of partially invariant submodels of differential equations
Energy Technology Data Exchange (ETDEWEB)
Golovin, Sergey V [Lavrentyev Institute of Hydrodynamics SB RAS, Novosibirsk 630090 (Russian Federation)], E-mail: sergey@hydro.nsc.ru
2008-07-04
It is noted that the partially invariant solution (PIS) of differential equations in many cases can be represented as an invariant reduction of some PISs of the higher rank. This introduces a hierarchic structure in the set of all PISs of a given system of differential equations. An equivalence of the two-step and the direct ways of construction of PISs is proved. The hierarchy simplifies the process of enumeration and analysis of partially invariant submodels to the given system of differential equations. In this framework, the complete classification of regular partially invariant solutions of ideal MHD equations is given.
On the hierarchy of partially invariant submodels of differential equations
Golovin, Sergey V.
2008-07-01
It is noted that the partially invariant solution (PIS) of differential equations in many cases can be represented as an invariant reduction of some PISs of the higher rank. This introduces a hierarchic structure in the set of all PISs of a given system of differential equations. An equivalence of the two-step and the direct ways of construction of PISs is proved. The hierarchy simplifies the process of enumeration and analysis of partially invariant submodels to the given system of differential equations. In this framework, the complete classification of regular partially invariant solutions of ideal MHD equations is given.
On the hierarchy of partially invariant submodels of differential equations
International Nuclear Information System (INIS)
Golovin, Sergey V
2008-01-01
It is noted that the partially invariant solution (PIS) of differential equations in many cases can be represented as an invariant reduction of some PISs of the higher rank. This introduces a hierarchic structure in the set of all PISs of a given system of differential equations. An equivalence of the two-step and the direct ways of construction of PISs is proved. The hierarchy simplifies the process of enumeration and analysis of partially invariant submodels to the given system of differential equations. In this framework, the complete classification of regular partially invariant solutions of ideal MHD equations is given
A practical course in differential equations and mathematical modeling
Ibragimov , Nail H
2009-01-01
A Practical Course in Differential Equations and Mathematical Modelling is a unique blend of the traditional methods of ordinary and partial differential equations with Lie group analysis enriched by the author's own theoretical developments. The book which aims to present new mathematical curricula based on symmetry and invariance principles is tailored to develop analytic skills and working knowledge in both classical and Lie's methods for solving linear and nonlinear equations. This approach helps to make courses in differential equations, mathematical modelling, distributions and fundame
Partial differential equations of parabolic type
Friedman, Avner
2008-01-01
This accessible and self-contained treatment provides even readers previously unacquainted with parabolic and elliptic equations with sufficient background to understand research literature. Author Avner Friedman - Director of the Mathematical Biosciences Institute at The Ohio State University - offers a systematic and thorough approach that begins with the main facts of the general theory of second order linear parabolic equations. Subsequent chapters explore asymptotic behavior of solutions, semi-linear equations and free boundary problems, and the extension of results concerning fundamenta
Backward stochastic differential equations from linear to fully nonlinear theory
Zhang, Jianfeng
2017-01-01
This book provides a systematic and accessible approach to stochastic differential equations, backward stochastic differential equations, and their connection with partial differential equations, as well as the recent development of the fully nonlinear theory, including nonlinear expectation, second order backward stochastic differential equations, and path dependent partial differential equations. Their main applications and numerical algorithms, as well as many exercises, are included. The book focuses on ideas and clarity, with most results having been solved from scratch and most theories being motivated from applications. It can be considered a starting point for junior researchers in the field, and can serve as a textbook for a two-semester graduate course in probability theory and stochastic analysis. It is also accessible for graduate students majoring in financial engineering.
Field Method for Integrating the First Order Differential Equation
Institute of Scientific and Technical Information of China (English)
JIA Li-qun; ZHENG Shi-wang; ZHANG Yao-yu
2007-01-01
An important modern method in analytical mechanics for finding the integral, which is called the field-method, is used to research the solution of a differential equation of the first order. First, by introducing an intermediate variable, a more complicated differential equation of the first order can be expressed by two simple differential equations of the first order, then the field-method in analytical mechanics is introduced for solving the two differential equations of the first order. The conclusion shows that the field-method in analytical mechanics can be fully used to find the solutions of a differential equation of the first order, thus a new method for finding the solutions of the first order is provided.
Partial differential equations & boundary value problems with Maple
Articolo, George A
2009-01-01
Partial Differential Equations and Boundary Value Problems with Maple presents all of the material normally covered in a standard course on partial differential equations, while focusing on the natural union between this material and the powerful computational software, Maple. The Maple commands are so intuitive and easy to learn, students can learn what they need to know about the software in a matter of hours- an investment that provides substantial returns. Maple''s animation capabilities allow students and practitioners to see real-time displays of the solutions of partial differential equations. Maple files can be found on the books website. Ancillary list: Maple files- http://www.elsevierdirect.com/companion.jsp?ISBN=9780123747327 Provides a quick overview of the software w/simple commands needed to get startedIncludes review material on linear algebra and Ordinary Differential equations, and their contribution in solving partial differential equationsIncorporates an early introduction to Sturm-L...
A New Factorisation of a General Second Order Differential Equation
Clegg, Janet
2006-01-01
A factorisation of a general second order ordinary differential equation is introduced from which the full solution to the equation can be obtained by performing two integrations. The method is compared with traditional methods for solving these type of equations. It is shown how the Green's function can be derived directly from the factorisation…
Intuitive Understanding of Solutions of Partially Differential Equations
Kobayashi, Y.
2008-01-01
This article uses diagrams that help the observer see how solutions of the wave equation and heat conduction equation are obtained. The analytical approach cannot necessarily show the mechanisms of the key to the solution without transforming the differential equation into a more convenient form by separation of variables. The visual clues based…
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.)
Energy preserving integration of bi-Hamiltonian partial differential equations
Karasozen, B.; Simsek, G.
2013-01-01
The energy preserving average vector field (AVF) integrator is applied to evolutionary partial differential equations (PDEs) in bi-Hamiltonian form with nonconstant Poisson structures. Numerical results for the Korteweg de Vries (KdV) equation and for the Ito type coupled KdV equation confirm the
Properties of meromorphic solutions to certain differential-difference equations
Directory of Open Access Journals (Sweden)
Xiaoguang Qi
2013-06-01
Full Text Available We consider the properties of meromorphic solutions to certain type of non-linear difference equations. Also we show the existence of meromorphic solutions with finite order for differential-difference equations related to the Fermat type functional equation. This article extends earlier results by Liu et al [12].
Modified Chebyshev Collocation Method for Solving Differential Equations
Directory of Open Access Journals (Sweden)
M Ziaul Arif
2015-05-01
Full Text Available This paper presents derivation of alternative numerical scheme for solving differential equations, which is modified Chebyshev (Vieta-Lucas Polynomial collocation differentiation matrices. The Scheme of modified Chebyshev (Vieta-Lucas Polynomial collocation method is applied to both Ordinary Differential Equations (ODEs and Partial Differential Equations (PDEs cases. Finally, the performance of the proposed method is compared with finite difference method and the exact solution of the example. It is shown that modified Chebyshev collocation method more effective and accurate than FDM for some example given.
Delay-differential equations and the Painlevé transcendents
Grammaticos, B.; Ramani, A.; Moreira, I. C.
1993-07-01
We apply the recently proposed integrability criterion for differential-difference systems (that blends the classical Painlevé analysis with singularity confinement for discrete systems) to a class of first-order differential-delay equations. Our analysis singles out the family of bi-Riccati equations, as integrability candidates. Among these equations that pass the test some are integrable in a straightforward way (usually by reduction to a standard Riccati equation for some transformed variable) while the remaining ones define new hysterodifferential forms of the Painlevé transcendental equations.
Real-time optical laboratory solution of parabolic differential equations
Casasent, David; Jackson, James
1988-01-01
An optical laboratory matrix-vector processor is used to solve parabolic differential equations (the transient diffusion equation with two space variables and time) by an explicit algorithm. This includes optical matrix-vector nonbase-2 encoded laboratory data, the combination of nonbase-2 and frequency-multiplexed data on such processors, a high-accuracy optical laboratory solution of a partial differential equation, new data partitioning techniques, and a discussion of a multiprocessor optical matrix-vector architecture.
Hojman's theorem of the third-order ordinary differential equation
International Nuclear Information System (INIS)
Hong-Sheng, Lü; Hong-Bin, Zhang; Shu-Long, Gu
2009-01-01
This paper extends Hojman's conservation law to the third-order differential equation. A new conserved quantity is constructed based on the Lie group of transformation generators of the equations of motion. The generators contain variations of the time and generalized coordinates. Two independent non-trivial conserved quantities of the third-order ordinary differential equation are obtained. A simple example is presented to illustrate the applications of the results. (general)
A general comparison theorem for backward stochastic differential equations
Cohen, Samuel N.; Elliott, Robert J.; Pearce, Charles E. M.
2010-01-01
A useful result when dealing with backward stochastic differential equations is the comparison theorem of Peng (1992). When the equations are not based on Brownian motion, the comparison theorem no longer holds in general. In this paper we present a condition for a comparison theorem to hold for backward stochastic differential equations based on arbitrary martingales. This theorem applies to both vector and scalar situations. Applications to the theory of nonlinear expectat...
Neutral Backward Stochastic Functional Differential Equations and Their Application
Wei, Wenning
2013-01-01
In this paper we are concerned with a new type of backward equations with anticipation which we call neutral backward stochastic functional differential equations. We obtain the existence and uniqueness and prove a comparison theorem. As an application, we discuss the optimal control of neutral stochastic functional differential equations, establish a Pontryagin maximum principle, and give an explicit optimal value for the linear optimal control.
Oscillation theory of linear differential equations
Czech Academy of Sciences Publication Activity Database
Došlý, Ondřej
2000-01-01
Roč. 36, č. 5 (2000), s. 329-343 ISSN 0044-8753 R&D Projects: GA ČR GA201/98/0677 Keywords : discrete oscillation theory %Sturm-Liouville equation%Riccati equation Subject RIV: BA - General Mathematics
Effective action for stochastic partial differential equations
International Nuclear Information System (INIS)
Hochberg, David; Molina-Paris, Carmen; Perez-Mercader, Juan; Visser, Matt
1999-01-01
Stochastic partial differential equations (SPDEs) are the basic tool for modeling systems where noise is important. SPDEs are used for models of turbulence, pattern formation, and the structural development of the universe itself. It is reasonably well known that certain SPDEs can be manipulated to be equivalent to (nonquantum) field theories that nevertheless exhibit deep and important relationships with quantum field theory. In this paper we systematically extend these ideas: We set up a functional integral formalism and demonstrate how to extract all the one-loop physics for an arbitrary SPDE subject to arbitrary Gaussian noise. It is extremely important to realize that Gaussian noise does not imply that the field variables undergo Gaussian fluctuations, and that these nonquantum field theories are fully interacting. The limitation to one loop is not as serious as might be supposed: Experience with quantum field theories (QFTs) has taught us that one-loop physics is often quite adequate to give a good description of the salient issues. The limitation to one loop does, however, offer marked technical advantages: Because at one loop almost any field theory can be rendered finite using zeta function technology, we can sidestep the complications inherent in the Martin-Siggia-Rose formalism (the SPDE analog of the Becchi-Rouet-Stora-Tyutin formalism used in QFT) and instead focus attention on a minimalist approach that uses only the physical fields (this ''direct approach'' is the SPDE analog of canonical quantization using physical fields). After setting up the general formalism for the characteristic functional (partition function), we show how to define the effective action to all loops, and then focus on the one-loop effective action and its specialization to constant fields: the effective potential. The physical interpretation of the effective action and effective potential for SPDEs is addressed and we show that key features carry over from QFT to the case of
Effective action for stochastic partial differential equations
Energy Technology Data Exchange (ETDEWEB)
Hochberg, David [Laboratorio de Astrofisica Espacial y Fisica Fundamental, Apartado 50727, 28080 Madrid, (Spain); Centro de Astrobiologia, INTA, Carratera Ajalvir, Km. 4, 28850 Torrejon, Madrid, (Spain); Molina-Paris, Carmen [Theoretical Division, Los Alamos National Laboratory, Los Alamos, New Mexico 87545 (United States); Perez-Mercader, Juan [Laboratorio de Astrofisica Espacial y Fisica Fundamental, Apartado 50727, 28080 Madrid, (Spain); Visser, Matt [Physics Department, Washington University, Saint Louis, Missouri 63130-4899 (United States)
1999-12-01
Stochastic partial differential equations (SPDEs) are the basic tool for modeling systems where noise is important. SPDEs are used for models of turbulence, pattern formation, and the structural development of the universe itself. It is reasonably well known that certain SPDEs can be manipulated to be equivalent to (nonquantum) field theories that nevertheless exhibit deep and important relationships with quantum field theory. In this paper we systematically extend these ideas: We set up a functional integral formalism and demonstrate how to extract all the one-loop physics for an arbitrary SPDE subject to arbitrary Gaussian noise. It is extremely important to realize that Gaussian noise does not imply that the field variables undergo Gaussian fluctuations, and that these nonquantum field theories are fully interacting. The limitation to one loop is not as serious as might be supposed: Experience with quantum field theories (QFTs) has taught us that one-loop physics is often quite adequate to give a good description of the salient issues. The limitation to one loop does, however, offer marked technical advantages: Because at one loop almost any field theory can be rendered finite using zeta function technology, we can sidestep the complications inherent in the Martin-Siggia-Rose formalism (the SPDE analog of the Becchi-Rouet-Stora-Tyutin formalism used in QFT) and instead focus attention on a minimalist approach that uses only the physical fields (this ''direct approach'' is the SPDE analog of canonical quantization using physical fields). After setting up the general formalism for the characteristic functional (partition function), we show how to define the effective action to all loops, and then focus on the one-loop effective action and its specialization to constant fields: the effective potential. The physical interpretation of the effective action and effective potential for SPDEs is addressed and we show that key features carry over from
Goldston, J. W.
This unit introduces analytic solutions of ordinary differential equations. The objective is to enable the student to decide whether a given function solves a given differential equation. Examples of problems from biology and chemistry are covered. Problem sets, quizzes, and a model exam are included, and answers to all items are provided. The…
A Priori Regularity of Parabolic Partial Differential Equations
Berkemeier, Francisco
2018-05-13
In this thesis, we consider parabolic partial differential equations such as the heat equation, the Fokker-Planck equation, and the porous media equation. Our aim is to develop methods that provide a priori estimates for solutions with singular initial data. These estimates are obtained by understanding the time decay of norms of solutions. First, we derive regularity results for the heat equation by estimating the decay of Lebesgue norms. Then, we apply similar methods to the Fokker-Planck equation with suitable assumptions on the advection and diffusion. Finally, we conclude by extending our techniques to the porous media equation. The sharpness of our results is confirmed by examining known solutions of these equations. The main contribution of this thesis is the use of functional inequalities to express decay of norms as differential inequalities. These are then combined with ODE methods to deduce estimates for the norms of solutions and their derivatives.
The Extended Fractional Subequation Method for Nonlinear Fractional Differential Equations
Zhao, Jianping; Tang, Bo; Kumar, Sunil; Hou, Yanren
2012-01-01
An extended fractional subequation method is proposed for solving fractional differential equations by introducing a new general ansätz and Bäcklund transformation of the fractional Riccati equation with known solutions. Being concise and straightforward, this method is applied to the space-time fractional coupled Burgers’ equations and coupled MKdV equations. As a result, many exact solutions are obtained. It is shown that the considered method provides a very effective, convenient, and powe...
Partial differential equations of mathematical physics and integral equations
Guenther, Ronald B
1996-01-01
This book was written to help mathematics students and those in the physical sciences learn modern mathematical techniques for setting up and analyzing problems. The mathematics used is rigorous, but not overwhelming, while the authors carefully model physical situations, emphasizing feedback among a beginning model, physical experiments, mathematical predictions, and the subsequent refinement and reevaluation of the physical model itself. Chapter 1 begins with a discussion of various physical problems and equations that play a central role in applications. The following chapters take up the t
On the relation between elementary partial difference equations and partial differential equations
van den Berg, I.P.
1998-01-01
The nonstandard stroboscopy method links discrete-time ordinary difference equations of first-order and continuous-time, ordinary differential equations of first order. We extend this method to the second order, and also to an elementary, yet general class of partial difference/differential
Hilbert space methods in partial differential equations
Showalter, Ralph E
1994-01-01
This graduate-level text opens with an elementary presentation of Hilbert space theory sufficient for understanding the rest of the book. Additional topics include boundary value problems, evolution equations, optimization, and approximation.1979 edition.
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
International Nuclear Information System (INIS)
Tang, Bo; He, Yinnian; Wei, Leilei; Zhang, Xindong
2012-01-01
In this Letter, a generalized fractional sub-equation method is proposed for solving fractional differential equations with variable coefficients. Being concise and straightforward, this method is applied to the space–time fractional Gardner equation with variable coefficients. As a result, many exact solutions are obtained including hyperbolic function solutions, trigonometric function solutions and rational solutions. It is shown that the considered method provides a very effective, convenient and powerful mathematical tool for solving many other fractional differential equations in mathematical physics. -- Highlights: ► Study of fractional differential equations with variable coefficients plays a role in applied physical sciences. ► It is shown that the proposed algorithm is effective for solving fractional differential equations with variable coefficients. ► The obtained solutions may give insight into many considerable physical processes.
Solutions of system of P1 equations without use of auxiliary differential equations coupled
International Nuclear Information System (INIS)
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)
Hardouin, Charlotte; Minchenko, Andrei; Ovchinnikov, Alexey
2015-01-01
The main motivation of our work is to create an efficient algorithm that decides hypertranscendence of solutions of linear differential equations, via the parameterized differential and Galois theories. To achieve this, we expand the representation theory of linear differential algebraic groups and develop new algorithms that calculate unipotent radicals of parameterized differential Galois groups for differential equations whose coefficients are rational functions. P. Berman and M.F. Singer ...
International Nuclear Information System (INIS)
Yan Zhenya
2005-01-01
A new transformation method is developed using the general sine-Gordon travelling wave reduction equation and a generalized transformation. With the aid of symbolic computation, this method can be used to seek more types of solutions of nonlinear differential equations, which include not only the known solutions derived by some known methods but new solutions. Here we choose the double sine-Gordon equation, the Magma equation and the generalized Pochhammer-Chree (PC) equation to illustrate the method. As a result, many types of new doubly periodic solutions are obtained. Moreover when using the method to these special nonlinear differential equations, some transformations are firstly needed. The method can be also extended to other nonlinear differential equations
Directory of Open Access Journals (Sweden)
Decio Levi
2013-10-01
Full Text Available We briefly review two different methods of applying Lie group theory in the numerical solution of ordinary differential equations. On specific examples we show how the symmetry preserving discretization provides difference schemes for which the “first differential approximation” is invariant under the same Lie group as the original ordinary differential equation.
On the singular perturbations for fractional differential equation.
Atangana, Abdon
2014-01-01
The goal of this paper is to examine the possible extension of the singular perturbation differential equation to the concept of fractional order derivative. To achieve this, we presented a review of the concept of fractional calculus. We make use of the Laplace transform operator to derive exact solution of singular perturbation fractional linear differential equations. We make use of the methodology of three analytical methods to present exact and approximate solution of the singular perturbation fractional, nonlinear, nonhomogeneous differential equation. These methods are including the regular perturbation method, the new development of the variational iteration method, and the homotopy decomposition method.
An Efficient Series Solution for Nonlinear Multiterm Fractional Differential Equations
Directory of Open Access Journals (Sweden)
Moh’d Khier Al-Srihin
2017-01-01
Full Text Available In this paper, we introduce an efficient series solution for a class of nonlinear multiterm fractional differential equations of Caputo type. The approach is a generalization to our recent work for single fractional differential equations. We extend the idea of the Taylor series expansion method to multiterm fractional differential equations, where we overcome the difficulty of computing iterated fractional derivatives, which are difficult to be computed in general. The terms of the series are obtained sequentially using a closed formula, where only integer derivatives have to be computed. Several examples are presented to illustrate the efficiency of the new approach and comparison with the Adomian decomposition method is performed.
On the Singular Perturbations for Fractional Differential Equation
Directory of Open Access Journals (Sweden)
Abdon Atangana
2014-01-01
Full Text Available The goal of this paper is to examine the possible extension of the singular perturbation differential equation to the concept of fractional order derivative. To achieve this, we presented a review of the concept of fractional calculus. We make use of the Laplace transform operator to derive exact solution of singular perturbation fractional linear differential equations. We make use of the methodology of three analytical methods to present exact and approximate solution of the singular perturbation fractional, nonlinear, nonhomogeneous differential equation. These methods are including the regular perturbation method, the new development of the variational iteration method, and the homotopy decomposition method.
Rational approximations to solutions of linear differential equations.
Chudnovsky, D V; Chudnovsky, G V
1983-08-01
Rational approximations of Padé and Padé type to solutions of differential equations are considered. One of the main results is a theorem stating that a simultaneous approximation to arbitrary solutions of linear differential equations over C(x) cannot be "better" than trivial ones implied by the Dirichlet box principle. This constitutes, in particular, the solution in the linear case of Kolchin's problem that the "Roth's theorem" holds for arbitrary solutions of algebraic differential equations. Complete effective proofs for several valuations are presented based on the Wronskian methods and graded subrings of Picard-Vessiot extensions.
Periodicity and positivity of a class of fractional differential equations.
Ibrahim, Rabha W; Ahmad, M Z; Mohammed, M Jasim
2016-01-01
Fractional differential equations have been discussed in this study. We utilize the Riemann-Liouville fractional calculus to implement it within the generalization of the well known class of differential equations. The Rayleigh differential equation has been generalized of fractional second order. The existence of periodic and positive outcome is established in a new method. The solution is described in a fractional periodic Sobolev space. Positivity of outcomes is considered under certain requirements. We develop and extend some recent works. An example is constructed.
Analysis of stability for stochastic delay integro-differential equations.
Zhang, Yu; Li, Longsuo
2018-01-01
In this paper, we concern stability of numerical methods applied to stochastic delay integro-differential equations. For linear stochastic delay integro-differential equations, it is shown that the mean-square stability is derived by the split-step backward Euler method without any restriction on step-size, while the Euler-Maruyama method could reproduce the mean-square stability under a step-size constraint. We also confirm the mean-square stability of the split-step backward Euler method for nonlinear stochastic delay integro-differential equations. The numerical experiments further verify the theoretical results.
International conference on differential and difference equations with applications
Caraballo, Tomás; Kloeden, Peter; Graef, John
2018-01-01
This book gathers papers from the International Conference on Differential & Difference Equations and Applications 2017 (ICDDEA 2017), held in Lisbon, Portugal on June 5-9, 2017. The editors have compiled the strongest research presented at the conference, providing readers with valuable insights into new trends in the field, as well as applications and high-level survey results. The goal of the ICDDEA was to promote fruitful collaborations between researchers in the fields of differential and difference equations. All areas of differential and difference equations are represented, with a special emphasis on applications.
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.
Darboux transformations and linear parabolic partial differential equations
International Nuclear Information System (INIS)
Arrigo, Daniel J.; Hickling, Fred
2002-01-01
Solutions for a class of linear parabolic partial differential equation are provided. These solutions are obtained by first solving a system of (n+1) nonlinear partial differential equations. This system arises as the coefficients of a Darboux transformation and is equivalent to a matrix Burgers' equation. This matrix equation is solved using a generalized Hopf-Cole transformation. The solutions for the original equation are given in terms of solutions of the heat equation. These results are applied to the (1+1)-dimensional Schroedinger equation where all bound state solutions are obtained for a 2n-parameter family of potentials. As a special case, the solutions for integral members of the regular and modified Poeschl-Teller potentials are recovered. (author). Letter-to-the-editor
Ordinary differential equations with applications in molecular biology.
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
Handbook of Nonlinear Partial Differential Equations
Polyanin, Andrei D
2011-01-01
New to the Second Edition More than 1,000 pages with over 1,500 new first-, second-, third-, fourth-, and higher-order nonlinear equations with solutions Parabolic, hyperbolic, elliptic, and other systems of equations with solutions Some exact methods and transformations Symbolic and numerical methods for solving nonlinear PDEs with Maple(t), Mathematica(R), and MATLAB(R) Many new illustrative examples and tables A large list of references consisting of over 1,300 sources To accommodate different mathematical backgrounds, the authors avoid wherever possible the use of special terminology. They
DEFF Research Database (Denmark)
Tornøe, Christoffer Wenzel; Overgaard, Rune Viig; Agerso, H.
2005-01-01
of noise: a measurement and a system noise term. The measurement noise represents uncorrelated error due to, for example, assay error while the system noise accounts for structural misspecifications, approximations of the dynamical model, and true random physiological fluctuations. Since the system noise...... degarelix. Conclusions. The EKF-based algorithm was successfully implemented in NONMEM for parameter estimation in population PK/PD models described by systems of SDEs. The example indicated that it was possible to pinpoint structural model deficiencies, and that valuable information may be obtained......Purpose. The objective of the present analysis was to explore the use of stochastic differential equations (SDEs) in population pharmacokinetic/pharmacodynamic (PK/PD) modeling. Methods. The intra-individual variability in nonlinear mixed-effects models based on SDEs is decomposed into two types...
Partial differential equations and calculus of variations
Leis, Rolf
1988-01-01
This volume contains 18 invited papers by members and guests of the former Sonderforschungsbereich in Bonn (SFB 72) who, over the years, collaborated on the research group "Solution of PDE's and Calculus of Variations". The emphasis is on existence and regularity results, on special equations of mathematical physics and on scattering theory.
Degenerate parabolic stochastic partial differential equations
Czech Academy of Sciences Publication Activity Database
span class="emphasis">Hofmanová, Martinaspan>
2013-01-01
Roč. 123, č. 12 (2013), s. 4294-4336 ISSN 0304-4149 R&D Projects: GA ČR GAP201/10/0752 Institutional support: RVO:67985556 Keywords : kinetic solutions * degenerate stochastic parabolic equations Subject RIV: BA - General Mathematics Impact factor: 1.046, year: 2013 http://library.utia.cas.cz/separaty/2013/SI/hofmanova-0397241.pdf
On the Existence and the Applications of Modified Equations for Stochastic Differential Equations
Zygalakis, K. C.
2011-01-01
In this paper we describe a general framework for deriving modified equations for stochastic differential equations (SDEs) with respect to weak convergence. Modified equations are derived for a variety of numerical methods, such as the Euler or the Milstein method. Existence of higher order modified equations is also discussed. In the case of linear SDEs, using the Gaussianity of the underlying solutions, we derive an SDE which the numerical method solves exactly in the weak sense. Applications of modified equations in the numerical study of Langevin equations is also discussed. © 2011 Society for Industrial and Applied Mathematics.
Hadamard-type fractional differential equations, inclusions and inequalities
Ahmad, Bashir; Ntouyas, Sotiris K; Tariboon, Jessada
2017-01-01
This book focuses on the recent development of fractional differential equations, integro-differential equations, and inclusions and inequalities involving the Hadamard derivative and integral. Through a comprehensive study based in part on their recent research, the authors address the issues related to initial and boundary value problems involving Hadamard type differential equations and inclusions as well as their functional counterparts. The book covers fundamental concepts of multivalued analysis and introduces a new class of mixed initial value problems involving the Hadamard derivative and Riemann-Liouville fractional integrals. In later chapters, the authors discuss nonlinear Langevin equations as well as coupled systems of Langevin equations with fractional integral conditions. Focused and thorough, this book is a useful resource for readers and researchers interested in the area of fractional calculus.
Deterministic Brownian motion generated from differential delay equations.
Lei, Jinzhi; Mackey, Michael C
2011-10-01
This paper addresses the question of how Brownian-like motion can arise from the solution of a deterministic differential delay equation. To study this we analytically study the bifurcation properties of an apparently simple differential delay equation and then numerically investigate the probabilistic properties of chaotic solutions of the same equation. Our results show that solutions of the deterministic equation with randomly selected initial conditions display a Gaussian-like density for long time, but the densities are supported on an interval of finite measure. Using these chaotic solutions as velocities, we are able to produce Brownian-like motions, which show statistical properties akin to those of a classical Brownian motion over both short and long time scales. Several conjectures are formulated for the probabilistic properties of the solution of the differential delay equation. Numerical studies suggest that these conjectures could be "universal" for similar types of "chaotic" dynamics, but we have been unable to prove this.
Long-Term Dynamics of Autonomous Fractional Differential Equations
Liu, Tao; Xu, Wei; Xu, Yong; Han, Qun
This paper aims to investigate long-term dynamic behaviors of autonomous fractional differential equations with effective numerical method. The long-term dynamic behaviors predict where systems are heading after long-term evolution. We make some modification and transplant cell mapping methods to autonomous fractional differential equations. The mapping time duration of cell mapping is enlarged to deal with the long memory effect. Three illustrative examples, i.e. fractional Lotka-Volterra equation, fractional van der Pol oscillator and fractional Duffing equation, are studied with our revised generalized cell mapping method. We obtain long-term dynamics, such as attractors, basins of attraction, and saddles. Compared with some existing stability and numerical results, the validity of our method is verified. Furthermore, we find that the fractional order has its effect on the long-term dynamics of autonomous fractional differential equations.
Delay differential equations recent advances and new directions
Balachandran, Balakumar; Gilsinn, David E
2009-01-01
This is a cohesive set of contributions from leading experts on the theory and applications of functional and delay differential equations. The book focuses on theory, symbolic, and numerical methods, which show the practical applications of the concepts.
International Conference on Differential Equations and Nonlinear Mechanics
2001-01-01
The International Conference on Differential Equations and Nonlinear Mechanics was hosted by the University of Central Florida in Orlando from March 17-19, 1999. One of the conference days was dedicated to Professor V. Lakshmikantham in th honor of his 75 birthday. 50 well established professionals (in differential equations, nonlinear analysis, numerical analysis, and nonlinear mechanics) attended the conference from 13 countries. Twelve of the attendees delivered hour long invited talks and remaining thirty-eight presented invited forty-five minute talks. In each of these talks, the focus was on the recent developments in differential equations and nonlinear mechanics and their applications. This book consists of 29 papers based on the invited lectures, and I believe that it provides a good selection of advanced topics of current interest in differential equations and nonlinear mechanics. I am indebted to the Department of Mathematics, College of Arts and Sciences, Department of Mechanical, Materials and Ae...
Lectures on the practical solution of differential equations
International Nuclear Information System (INIS)
Dresner, L.
1979-11-01
This report comprises lectures on the practical solution of ordinary and partial differential equations given in the In-Hours Continuing Education Program for Scientific and Technical Personnel at Oak Ridge National Laboratory
Pythagoras, Binomial, and de Moivre Revisited Through Differential Equations
Singh, Jitender; Bajaj, Renu
2018-01-01
The classical Pythagoras theorem, binomial theorem, de Moivre's formula, and numerous other deductions are made using the uniqueness theorem for the initial value problems in linear ordinary differential equations.
Fractional differential equation with the fuzzy initial condition
Directory of Open Access Journals (Sweden)
Sadia Arshad
2011-02-01
Full Text Available In this paper we study the existence and uniqueness of the solution for a class of fractional differential equation with fuzzy initial value. The fractional derivatives are considered in the Riemann-Liouville sense.
Systems of Differential Equations with Skew-Symmetric, Orthogonal Matrices
Glaister, P.
2008-01-01
The solution of a system of linear, inhomogeneous differential equations is discussed. The particular class considered is where the coefficient matrix is skew-symmetric and orthogonal, and where the forcing terms are sinusoidal. More general matrices are also considered.
Partial differential equation models in the socio-economic sciences
Burger, Martin; Caffarelli, Luis; Markowich, Peter A.
2014-01-01
Mathematical models based on partial differential equations (PDEs) have become an integral part of quantitative analysis in most branches of science and engineering, recently expanding also towards biomedicine and socio-economic sciences
ALMOST AUTOMORPHIC MILD SOLUTIONS TO SOME FRACTIONAL DELAY DIFFERENTIAL EQUATIONS
Institute of Scientific and Technical Information of China (English)
无
2012-01-01
In this paper,a new and general existence and uniqueness theorem of almost automorphic mild solutions is obtained for some fractional delay differential equations,using sectorial operators and the Banach contraction principle.
OSCILLATION OF IMPULSIVE HYPERBOLIC PARTIAL DIFFERENTIAL EQUATION WITH DELAY
Institute of Scientific and Technical Information of China (English)
无
2006-01-01
In this paper, oscillation properties of the solutions of impulsive hyperbolic equation with delay are investigated via the method of differential inequalities. Sufficient conditions for oscillations of the solutions are established.
ACCURATE ESTIMATES OF CHARACTERISTIC EXPONENTS FOR SECOND ORDER DIFFERENTIAL EQUATION
Institute of Scientific and Technical Information of China (English)
无
2009-01-01
In this paper, a second order linear differential equation is considered, and an accurate estimate method of characteristic exponent for it is presented. Finally, we give some examples to verify the feasibility of our result.
Subroutine for series solutions of linear differential equations
International Nuclear Information System (INIS)
Tasso, H.; Steuerwald, J.
1976-02-01
A subroutine for Taylor series solutions of systems of ordinary linear differential equations is descriebed. It uses the old idea of Lie series but allows simple implementation and is time-saving for symbolic manipulations. (orig.) [de
Periodic solutions and bifurcations of delay-differential equations
International Nuclear Information System (INIS)
He Jihuan
2005-01-01
In this Letter a simple but effective iteration method is proposed to search for limit cycles or bifurcation curves of delay-differential equations. An example is given to illustrate its convenience and effectiveness
Stability criteria for neutral delay differential-algebraic equations
Directory of Open Access Journals (Sweden)
FAN Ni
2013-10-01
Full Text Available The asymptotic stability of neutral delay differential-algebraic equations is studied in this paper.Two stability criteria described by evaluating a corresponding harmonic function on the boundary of a torus region are presented.
Introduction to partial differential equations and Hilbert space methods
Gustafson, Karl E
1997-01-01
Easy-to-use text examines principal method of solving partial differential equations, 1st-order systems, computation methods, and much more. Over 600 exercises, with answers for many. Ideal for a 1-semester or full-year course.
Symmetry of solutions of differential equations Mythily Ramaswamy ...
Indian Academy of Sciences (India)
2007-11-02
.. • crystals, plants, flowers, insects....... • yet, there are symmetry break ups ! • When is a profile symmetric ? • If a physical phenomenon is modelled by a differential equation, when is the solution symmetric? • Can we ...
On the monodromy group for the super Schwarzian differential equation
International Nuclear Information System (INIS)
Uehara, Shozo; Yasui, Yukinori.
1991-03-01
We calculate the first variation of the monodromy group associated with a super Schwarzian differential equation. The relation between the monodromy period and the Fenchel-Nielsen deformation of a super Riemann surface is presented. (author)
A new numerical approximation of the fractal ordinary differential equation
Atangana, Abdon; Jain, Sonal
2018-02-01
The concept of fractal medium is present in several real-world problems, for instance, in the geological formation that constitutes the well-known subsurface water called aquifers. However, attention has not been quite devoted to modeling for instance, the flow of a fluid within these media. We deem it important to remind the reader that the concept of fractal derivative is not to represent the fractal sharps but to describe the movement of the fluid within these media. Since this class of ordinary differential equations is highly complex to solve analytically, we present a novel numerical scheme that allows to solve fractal ordinary differential equations. Error analysis of the method is also presented. Application of the method and numerical approximation are presented for fractal order differential equation. The stability and the convergence of the numerical schemes are investigated in detail. Also some exact solutions of fractal order differential equations are presented and finally some numerical simulations are presented.
An introduction to neural network methods for differential equations
Yadav, Neha; Kumar, Manoj
2015-01-01
This book introduces a variety of neural network methods for solving differential equations arising in science and engineering. The emphasis is placed on a deep understanding of the neural network techniques, which has been presented in a mostly heuristic and intuitive manner. This approach will enable the reader to understand the working, efficiency and shortcomings of each neural network technique for solving differential equations. The objective of this book is to provide the reader with a sound understanding of the foundations of neural networks, and a comprehensive introduction to neural network methods for solving differential equations together with recent developments in the techniques and their applications. The book comprises four major sections. Section I consists of a brief overview of differential equations and the relevant physical problems arising in science and engineering. Section II illustrates the history of neural networks starting from their beginnings in the 1940s through to the renewed...
Dynamic data analysis modeling data with differential equations
Ramsay, James
2017-01-01
This text focuses on the use of smoothing methods for developing and estimating differential equations following recent developments in functional data analysis and building on techniques described in Ramsay and Silverman (2005) Functional Data Analysis. The central concept of a dynamical system as a buffer that translates sudden changes in input into smooth controlled output responses has led to applications of previously analyzed data, opening up entirely new opportunities for dynamical systems. The technical level has been kept low so that those with little or no exposure to differential equations as modeling objects can be brought into this data analysis landscape. There are already many texts on the mathematical properties of ordinary differential equations, or dynamic models, and there is a large literature distributed over many fields on models for real world processes consisting of differential equations. However, a researcher interested in fitting such a model to data, or a statistician interested in...
Solution to random differential equations with boundary conditions
Directory of Open Access Journals (Sweden)
Fairouz Tchier
2017-04-01
Full Text Available We study a family of random differential equations with boundary conditions. Using a random fixed point theorem, we prove an existence theorem that yields a unique random solution.
PC analysis of stochastic differential equations driven by Wiener noise
Le Maitre, Olivier; Knio, Omar
2015-01-01
A polynomial chaos (PC) analysis with stochastic expansion coefficients is proposed for stochastic differential equations driven by additive or multiplicative Wiener noise. It is shown that for this setting, a Galerkin formalism naturally leads
Entire solutions of Fermat type q-difference differential equations
Directory of Open Access Journals (Sweden)
Kai Liu
2013-02-01
Full Text Available In this article, we describe the finite-order transcendental entire solutions of Fermat type $q$-difference and $q$-difference differential equations. In addition, we investigate the similarities and other properties among those solutions.
Partial differential equations and boundary-value problems with applications
Pinsky, Mark A
2011-01-01
Building on the basic techniques of separation of variables and Fourier series, the book presents the solution of boundary-value problems for basic partial differential equations: the heat equation, wave equation, and Laplace equation, considered in various standard coordinate systems-rectangular, cylindrical, and spherical. Each of the equations is derived in the three-dimensional context; the solutions are organized according to the geometry of the coordinate system, which makes the mathematics especially transparent. Bessel and Legendre functions are studied and used whenever appropriate th
Numerical solution of distributed order fractional differential equations
Katsikadelis, John T.
2014-02-01
In this paper a method for the numerical solution of distributed order FDEs (fractional differential equations) of a general form is presented. The method applies to both linear and nonlinear equations. The Caputo type fractional derivative is employed. The distributed order FDE is approximated with a multi-term FDE, which is then solved by adjusting appropriately the numerical method developed for multi-term FDEs by Katsikadelis. Several example equations are solved and the response of mechanical systems described by such equations is studied. The convergence and the accuracy of the method for linear and nonlinear equations are demonstrated through well corroborated numerical results.
Test generator development for differential equations for lms moodle
Directory of Open Access Journals (Sweden)
Анна Александровна Муханова
2014-12-01
Full Text Available This article discusses the basic mechanisms of the test generator for differential equations, developed by the authors. The generator is designed to generate a large number of test questions in accordance with user-defined rules, which include: the number of tasks required for each type of differential equation, and the tasks difficulty, controlled by the nesting level of recursive functions. The generator produces a test file format GIFT, which is a plain text file.
Symmetries of stochastic differential equations: A geometric approach
Energy Technology Data Exchange (ETDEWEB)
De Vecchi, Francesco C., E-mail: francesco.devecchi@unimi.it; Ugolini, Stefania, E-mail: stefania.ugolini@unimi.it [Dipartimento di Matematica, Università degli Studi di Milano, via Saldini 50, Milano (Italy); Morando, Paola, E-mail: paola.morando@unimi.it [DISAA, Università degli Studi di Milano, via Celoria 2, Milano (Italy)
2016-06-15
A new notion of stochastic transformation is proposed and applied to the study of both weak and strong symmetries of stochastic differential equations (SDEs). The correspondence between an algebra of weak symmetries for a given SDE and an algebra of strong symmetries for a modified SDE is proved under suitable regularity assumptions. This general approach is applied to a stochastic version of a two dimensional symmetric ordinary differential equation and to the case of two dimensional Brownian motion.
International Conference on Multiscale Methods and Partial Differential Equations.
Energy Technology Data Exchange (ETDEWEB)
Thomas Hou
2006-12-12
The International Conference on Multiscale Methods and Partial Differential Equations (ICMMPDE for short) was held at IPAM, UCLA on August 26-27, 2005. The conference brought together researchers, students and practitioners with interest in the theoretical, computational and practical aspects of multiscale problems and related partial differential equations. The conference provided a forum to exchange and stimulate new ideas from different disciplines, and to formulate new challenging multiscale problems that will have impact in applications.
Illness-death model: statistical perspective and differential equations.
Brinks, Ralph; Hoyer, Annika
2018-01-27
The aim of this work is to relate the theory of stochastic processes with the differential equations associated with multistate (compartment) models. We show that the Kolmogorov Forward Differential Equations can be used to derive a relation between the prevalence and the transition rates in the illness-death model. Then, we prove mathematical well-definedness and epidemiological meaningfulness of the prevalence of the disease. As an application, we derive the incidence of diabetes from a series of cross-sections.
Approximate Method for Solving the Linear Fuzzy Delay Differential Equations
Directory of Open Access Journals (Sweden)
S. Narayanamoorthy
2015-01-01
Full Text Available We propose an algorithm of the approximate method to solve linear fuzzy delay differential equations using Adomian decomposition method. The detailed algorithm of the approach is provided. The approximate solution is compared with the exact solution to confirm the validity and efficiency of the method to handle linear fuzzy delay differential equation. To show this proper features of this proposed method, numerical example is illustrated.
Numerical Analysis for Stochastic Partial Differential Delay Equations with Jumps
Li, Yan; Hu, Junhao
2013-01-01
We investigate the convergence rate of Euler-Maruyama method for a class of stochastic partial differential delay equations driven by both Brownian motion and Poisson point processes. We discretize in space by a Galerkin method and in time by using a stochastic exponential integrator. We generalize some results of Bao et al. (2011) and Jacob et al. (2009) in finite dimensions to a class of stochastic partial differential delay equations with jumps in infinite dimensions.
Analytical approach for the Floquet theory of delay differential equations.
Simmendinger, C; Wunderlin, A; Pelster, A
1999-05-01
We present an analytical approach to deal with nonlinear delay differential equations close to instabilities of time periodic reference states. To this end we start with approximately determining such reference states by extending the Poincaré-Lindstedt and the Shohat expansions, which were originally developed for ordinary differential equations. Then we systematically elaborate a linear stability analysis around a time periodic reference state. This allows us to approximately calculate the Floquet eigenvalues and their corresponding eigensolutions by using matrix valued continued fractions.
An auxiliary differential equation FDTD method for anisotropic magnetized plasmas
International Nuclear Information System (INIS)
Liu Shaobin; Mo Jinjun; Yuan Naichang
2004-01-01
An auxiliary differential equation finite-difference time-domain (ADE-FDTD) methodology for anisotropic magnetized plasmas is derived. The method is based on a difference approximation of the auxiliary differential equation. A comparison with the JEC method is included. The CPU time saving by several times and accuracy of the method are confirmed by computing the reflection and transmission through a magnetized plasma layer with the direction of propagation parallel to the direction of the biasing field
Linear matrix differential equations of higher-order and applications
Directory of Open Access Journals (Sweden)
Mustapha Rachidi
2008-07-01
Full Text Available In this article, we study linear differential equations of higher-order whose coefficients are square matrices. The combinatorial method for computing the matrix powers and exponential is adopted. New formulas representing auxiliary results are obtained. This allows us to prove properties of a large class of linear matrix differential equations of higher-order, in particular results of Apostol and Kolodner are recovered. Also illustrative examples and applications are presented.
CIME course on Control of Partial Differential Equations
Alabau-Boussouira, Fatiha; Glass, Olivier; Le Rousseau, Jérôme; Zuazua, Enrique
2012-01-01
The term “control theory” refers to the body of results - theoretical, numerical and algorithmic - which have been developed to influence the evolution of the state of a given system in order to meet a prescribed performance criterion. Systems of interest to control theory may be of very different natures. This monograph is concerned with models that can be described by partial differential equations of evolution. It contains five major contributions and is connected to the CIME Course on Control of Partial Differential Equations that took place in Cetraro (CS, Italy), July 19 - 23, 2010. Specifically, it covers the stabilization of evolution equations, control of the Liouville equation, control in fluid mechanics, control and numerics for the wave equation, and Carleman estimates for elliptic and parabolic equations with application to control. We are confident this work will provide an authoritative reference work for all scientists who are interested in this field, representing at the same time a fri...
Liu, Jinghuai; Zhang, Litao
2016-01-01
In this paper, we investigate the existence of anti-periodic (or anti-periodic differentiable) mild solutions to the semilinear differential equation [Formula: see text] with nondense domain. Furthermore, an example is given to illustrate our results.
Canonical coordinates for partial differential equations
Hunt, L. R.; Villarreal, Ramiro
1988-01-01
Necessary and sufficient conditions are found under which operators of the form Sigma (m, j=1) x (2) sub j + X sub O can be made constant coefficient. In addition, necessary and sufficient conditions are derived which classify those linear partial differential operators that can be moved to the Kolmogorov type.
Canonical coordinates for partial differential equations
Hunt, L. R.; Villarreal, Ramiro
1987-01-01
Necessary and sufficient conditions are found under which operators of the form Sigma(m, j=1) X(2)sub j + X sub 0 can be made constant coefficient. In addition, necessary and sufficient conditions are derived which classify those linear partial differential operators that can be moved to the Kolmogorov type.
Boundary value problem for Caputo-Hadamard fractional differential equations
Directory of Open Access Journals (Sweden)
Yacine Arioua
2017-09-01
Full Text Available The aim of this work is to study the existence and uniqueness solutions for boundary value problem of nonlinear fractional differential equations with Caputo-Hadamard derivative in bounded domain. We used the standard and Krasnoselskii's fixed point theorems. Some new results of existence and uniqueness solutions for Caputo-Hadamard fractional equations are obtained.
The Use of Kruskal-Newton Diagrams for Differential Equations
International Nuclear Information System (INIS)
Fishaleck, T.; White, R.B.
2008-01-01
The method of Kruskal-Newton diagrams for the solution of differential equations with boundary layers is shown to provide rapid intuitive understanding of layer scaling and can result in the conceptual simplification of some problems. The method is illustrated using equations arising in the theory of pattern formation and in plasma physics.
Galois action on solutions of a differential equation
Hendriks, Peter A.; Put, Marius van der
Consider a second-order differential equation of the form y '' + ay' + by = O with a,b is an element of Q(x). Kovacic's algorithm tries to compute a solution of the associated Riccati equation that is algebraic and of minimal degree over (Q) over bar(x). The coefficients of the monic irreducible
Exact solutions of some nonlinear partial differential equations using ...
Indian Academy of Sciences (India)
The functional variable method is a powerful solution method for obtaining exact solutions of some nonlinear partial differential equations. In this paper, the functional variable method is used to establish exact solutions of the generalized forms of Klein–Gordon equation, the (2 + 1)-dimensional Camassa–Holm ...
STABILITY OF SOME KIND OF STOCHASTIC DIFFERENTIAL EQUATION
Institute of Scientific and Technical Information of China (English)
无
2011-01-01
In this paper,a kind of stochastic differential equation is investigated and the almost sure exponential stability of the equation is obtained using Gronwall's inequality.Further,we also give other noise intensity function to keep the stability of the system.
COMPARISON THEOREM OF BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS
Institute of Scientific and Technical Information of China (English)
无
2010-01-01
This paper is devoted to deriving a comparison theorem of solutions to backward doubly stochastic differential equations driven by Brownian motion and backward It-Kunita integral. By the application of this theorem, we give an existence result of the solutions to these equations with continuous coefficients.
Stability of Vector Functional Differential Equations: A Survey | Gil ...
African Journals Online (AJOL)
This paper is a survey of the recent results of the author on the stability of linear and nonlinear vector differential equations with delay. Explicit conditions for the exponential and absolute stabilities are derived. Moreover, solution estimates for the considered equations are established. They provide the bounds for the regions ...
The Numerical Solution of an Abelian Ordinary Differential Equation ...
African Journals Online (AJOL)
In this paper we present a relatively new technique call theNew Hybrid of Adomian decomposition method (ADM) for solution of an Abelian Differential equation. The numerical results of the equation have been obtained in terms of convergent series with easily computable component. These methods are applied to solve ...
Singularly perturbed volterra integro-differential equations | Bijura ...
African Journals Online (AJOL)
Several investigations have been made on singularly perturbed integral equations. This paper aims at presenting an algorithm for the construction of asymptotic solutions and then provide a proof asymptotic correctness to singularly perturbed systems of Volterra integro-differential equations. Mathematics Subject
STABILITY OF NONLINEAR NEUTRAL DIFFERENTIAL EQUATION VIA FIXED POINT
Institute of Scientific and Technical Information of China (English)
无
2012-01-01
In this paper,a nonlinear neutral differential equation is considered.By a fixed point theory,we give some conditions to ensure that the zero solution to the equation is asymptotically stable.Some existing results are improved and generalized.
Effect of Differential Item Functioning on Test Equating
Kabasakal, Kübra Atalay; Kelecioglu, Hülya
2015-01-01
This study examines the effect of differential item functioning (DIF) items on test equating through multilevel item response models (MIRMs) and traditional IRMs. The performances of three different equating models were investigated under 24 different simulation conditions, and the variables whose effects were examined included sample size, test…
Discontinuous Galerkin finite element methods for hyperbolic differential equations
van der Vegt, Jacobus J.W.; van der Ven, H.; Boelens, O.J.; Boelens, O.J.; Toro, E.F.
2002-01-01
In this paper a suryey is given of the important steps in the development of discontinuous Galerkin finite element methods for hyperbolic partial differential equations. Special attention is paid to the application of the discontinuous Galerkin method to the solution of the Euler equations of gas
Solution of partial differential equations by agent-based simulation
International Nuclear Information System (INIS)
Szilagyi, Miklos N
2014-01-01
The purpose of this short note is to demonstrate that partial differential equations can be quickly solved by agent-based simulation with high accuracy. There is no need for the solution of large systems of algebraic equations. This method is especially useful for quick determination of potential distributions and demonstration purposes in teaching electromagnetism. (letters and comments)
Generalized ordinary differential equations not absolutely continuous solutions
Kurzweil, Jaroslav
2012-01-01
This book provides a systematic treatment of the Volterra integral equation by means of a modern integration theory which extends considerably the field of differential equations. It contains many new concepts and results in the framework of a unifying theory. In particular, this new approach is suitable in situations where fast oscillations occur.
Entire solutions of nonlinear differential-difference equations.
Li, Cuiping; Lü, Feng; Xu, Junfeng
2016-01-01
In this paper, we describe the properties of entire solutions of a nonlinear differential-difference equation and a Fermat type equation, and improve several previous theorems greatly. In addition, we also deduce a uniqueness result for an entire function f(z) that shares a set with its shift [Formula: see text], which is a generalization of a result of Liu.
Symmetries of th-Order Approximate Stochastic Ordinary Differential Equations
Fredericks, E.; Mahomed, F. M.
2012-01-01
Symmetries of $n$ th-order approximate stochastic ordinary differential equations (SODEs) are studied. The determining equations of these SODEs are derived in an Itô calculus context. These determining equations are not stochastic in nature. SODEs are normally used to model nature (e.g., earthquakes) or for testing the safety and reliability of models in construction engineering when looking at the impact of random perturbations.
Exp-function method for solving fractional partial differential equations.
Zheng, Bin
2013-01-01
We extend the Exp-function method to fractional partial differential equations in the sense of modified Riemann-Liouville derivative based on nonlinear fractional complex transformation. For illustrating the validity of this method, we apply it to the space-time fractional Fokas equation and the nonlinear fractional Sharma-Tasso-Olver (STO) equation. As a result, some new exact solutions for them are successfully established.
The numerical solution of linear multi-term fractional differential equations: systems of equations
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.
Numerical Analysis of Partial Differential Equations
Lions, Jacques-Louis
2011-01-01
S. Albertoni: Alcuni metodi di calcolo nella teoria della diffusione dei neutroni.- I. Babuska: Optimization and numerical stability in computations.- J.H. Bramble: Error estimates in elliptic boundary value problems.- G. Capriz: The numerical approach to hydrodynamic problems.- A. Dou: Energy inequalities in an elastic cylinder.- T. Doupont: On the existence of an iterative method for the solution of elliptic difference equation with an improved work estimate.- J. Douglas, J.R. Cannon: The approximation of harmonic and parabolic functions of half-spaces from interior data.- B.E. Hubbard: Erro
Galois Theory of Differential Equations, Algebraic Groups and Lie Algebras
Put, Marius van der
1999-01-01
The Galois theory of linear differential equations is presented, including full proofs. The connection with algebraic groups and their Lie algebras is given. As an application the inverse problem of differential Galois theory is discussed. There are many exercises in the text.
Lie symmetries and differential galois groups of linear equations
Oudshoorn, W.R.; Put, M. van der
2002-01-01
For a linear ordinary differential equation the Lie algebra of its infinitesimal Lie symmetries is compared with its differential Galois group. For this purpose an algebraic formulation of Lie symmetries is developed. It turns out that there is no direct relation between the two above objects. In
An algorithm of computing inhomogeneous differential equations for definite integrals
Nakayama, Hiromasa; Nishiyama, Kenta
2010-01-01
We give an algorithm to compute inhomogeneous differential equations for definite integrals with parameters. The algorithm is based on the integration algorithm for $D$-modules by Oaku. Main tool in the algorithm is the Gr\\"obner basis method in the ring of differential operators.
A local-global problem for linear differential equations
Put, Marius van der; Reversat, Marc
2008-01-01
An inhomogeneous linear differential equation Ly = f over a global differential field can have a formal solution for each place without having a global solution. The vector space lgl(L) measures this phenomenon. This space is interpreted in terms of cohomology of linear algebraic groups and is
A local-global problem for linear differential equations
Put, Marius van der; Reversat, Marc
An inhomogeneous linear differential equation Ly = f over a global differential field can have a formal solution for each place without having a global solution. The vector space lgl(L) measures this phenomenon. This space is interpreted in terms of cohomology of linear algebraic groups and is
Asymptotic behavior of second-order impulsive differential equations
Directory of Open Access Journals (Sweden)
Haifeng Liu
2011-02-01
Full Text Available In this article, we study the asymptotic behavior of all solutions of 2-th order nonlinear delay differential equation with impulses. Our main tools are impulsive differential inequalities and the Riccati transformation. We illustrate the results by an example.
A New Comparison Principle for Impulsive Functional Differential Equations
Directory of Open Access Journals (Sweden)
Gang Li
2015-01-01
Full Text Available We establish a new comparison principle for impulsive differential systems with time delay. Then, using this comparison principle, we obtain some sufficient conditions for several stabilities of impulsive delay differential equations. Finally, we present an example to show the effectiveness of our results.
Plane waves and spherical means applied to partial differential equations
John, Fritz
2004-01-01
Elementary and self-contained, this heterogeneous collection of results on partial differential equations employs certain elementary identities for plane and spherical integrals of an arbitrary function, showing how a variety of results on fairly general differential equations follow from those identities. The first chapter deals with the decomposition of arbitrary functions into functions of the type of plane waves. Succeeding chapters introduce the first application of the Radon transformation and examine the solution of the initial value problem for homogeneous hyperbolic equations with con
Optimal moving grids for time-dependent partial differential equations
Wathen, A. J.
1992-01-01
Various adaptive moving grid techniques for the numerical solution of time-dependent partial differential equations were proposed. The precise criterion for grid motion varies, but most techniques will attempt to give grids on which the solution of the partial differential equation can be well represented. Moving grids are investigated on which the solutions of the linear heat conduction and viscous Burgers' equation in one space dimension are optimally approximated. Precisely, the results of numerical calculations of optimal moving grids for piecewise linear finite element approximation of PDE solutions in the least-squares norm are reported.
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
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.
Generating functionals and Lagrangian partial differential equations
Energy Technology Data Exchange (ETDEWEB)
Vankerschaver, Joris; Liao, Cuicui; Leok, Melvin [Department of Mathematics, University of California, San Diego, 9500 Gilman Drive, Dept. 0112, La Jolla, California 92093-0112 (United States)
2013-08-15
The main goal of this paper is to derive an alternative characterization of the multisymplectic form formula for classical field theories using the geometry of the space of boundary values. We review the concept of Type-I/II generating functionals defined on the space of boundary data of a Lagrangian field theory. On the Lagrangian side, we define an analogue of Jacobi's solution to the Hamilton–Jacobi equation for field theories, and we show that by taking variational derivatives of this functional, we obtain an isotropic submanifold of the space of Cauchy data, described by the so-called multisymplectic form formula. As an example of the latter, we show that Lorentz's reciprocity principle in electromagnetism is a particular instance of the multisymplectic form formula. We also define a Hamiltonian analogue of Jacobi's solution, and we show that this functional is a Type-II generating functional. We finish the paper by defining a similar framework of generating functions for discrete field theories, and we show that for the linear wave equation, we recover the multisymplectic conservation law of Bridges.
Algorithmic Verification of Linearizability for Ordinary Differential Equations
Lyakhov, Dmitry A.
2017-07-19
For a nonlinear ordinary differential equation solved with respect to the highest order derivative and rational in the other derivatives and in the independent variable, we devise two algorithms to check if the equation can be reduced to a linear one by a point transformation of the dependent and independent variables. The first algorithm is based on a construction of the Lie point symmetry algebra and on the computation of its derived algebra. The second algorithm exploits the differential Thomas decomposition and allows not only to test the linearizability, but also to generate a system of nonlinear partial differential equations that determines the point transformation and the coefficients of the linearized equation. The implementation of both algorithms is discussed and their application is illustrated using several examples.
The differential equation of an arbitrary reflecting surface
Melka, Richard F.; Berrettini, Vincent D.; Yousif, Hashim A.
2018-05-01
A differential equation describing the reflection of a light ray incident upon an arbitrary reflecting surface is obtained using the law of reflection. The derived equation is written in terms of a parameter and the value of this parameter determines the nature of the reflecting surface. Under various parametric constraints, the solution of the differential equation leads to the various conic surfaces but is not generally solvable. In addition, the dynamics of the light reflections from the conic surfaces are executed in the Mathematica software. Our derivation is the converse of the traditional approach and our analysis assumes a relation between the object distance and the image distance. This leads to the differential equation of the reflecting surface.
High Weak Order Methods for Stochastic Differential Equations Based on Modified Equations
Abdulle, Assyr; Cohen, David; Vilmart, Gilles; Zygalakis, Konstantinos C.
2012-01-01
© 2012 Society for Industrial and Applied Mathematics. Inspired by recent advances in the theory of modified differential equations, we propose a new methodology for constructing numerical integrators with high weak order for the time integration
International Nuclear Information System (INIS)
Feng Qing-Hua
2014-01-01
In this paper, a new fractional projective Riccati equation method is proposed to establish exact solutions for fractional partial differential equations in the sense of modified Riemann—Liouville derivative. This method can be seen as the fractional version of the known projective Riccati equation method. For illustrating the validity of this method, we apply this method to solve the space-time fractional Whitham—Broer—Kaup (WBK) equations and the nonlinear fractional Sharma—Tasso—Olever (STO) equation, and as a result, some new exact solutions for them are obtained. (general)
Energy Technology Data Exchange (ETDEWEB)
Mancas, Stefan C. [Department of Mathematics, Embry–Riddle Aeronautical University, Daytona Beach, FL 32114-3900 (United States); Rosu, Haret C., E-mail: hcr@ipicyt.edu.mx [IPICYT, Instituto Potosino de Investigacion Cientifica y Tecnologica, Apdo Postal 3-74 Tangamanga, 78231 San Luis Potosí, SLP (Mexico)
2013-09-02
We emphasize two connections, one well known and another less known, between the dissipative nonlinear second order differential equations and the Abel equations which in their first-kind form have only cubic and quadratic terms. Then, employing an old integrability criterion due to Chiellini, we introduce the corresponding integrable dissipative equations. For illustration, we present the cases of some integrable dissipative Fisher, nonlinear pendulum, and Burgers–Huxley type equations which are obtained in this way and can be of interest in applications. We also show how to obtain Abel solutions directly from the factorization of second order nonlinear equations.
Entropy methods for diffusive partial differential equations
Jüngel, Ansgar
2016-01-01
This book presents a range of entropy methods for diffusive PDEs devised by many researchers in the course of the past few decades, which allow us to understand the qualitative behavior of solutions to diffusive equations (and Markov diffusion processes). Applications include the large-time asymptotics of solutions, the derivation of convex Sobolev inequalities, the existence and uniqueness of weak solutions, and the analysis of discrete and geometric structures of the PDEs. The purpose of the book is to provide readers an introduction to selected entropy methods that can be found in the research literature. In order to highlight the core concepts, the results are not stated in the widest generality and most of the arguments are only formal (in the sense that the functional setting is not specified or sufficient regularity is supposed). The text is also suitable for advanced master and PhD students and could serve as a textbook for special courses and seminars.
Nevanlinna theory, normal families, and algebraic differential equations
Steinmetz, Norbert
2017-01-01
This book offers a modern introduction to Nevanlinna theory and its intricate relation to the theory of normal families, algebraic functions, asymptotic series, and algebraic differential equations. Following a comprehensive treatment of Nevanlinna’s theory of value distribution, the author presents advances made since Hayman’s work on the value distribution of differential polynomials and illustrates how value- and pair-sharing problems are linked to algebraic curves and Briot–Bouquet differential equations. In addition to discussing classical applications of Nevanlinna theory, the book outlines state-of-the-art research, such as the effect of the Yosida and Zalcman–Pang method of re-scaling to algebraic differential equations, and presents the Painlevé–Yosida theorem, which relates Painlevé transcendents and solutions to selected 2D Hamiltonian systems to certain Yosida classes of meromorphic functions. Aimed at graduate students interested in recent developments in the field and researchers wor...
Inverse problems in ordinary differential equations and applications
Llibre, Jaume
2016-01-01
This book is dedicated to study the inverse problem of ordinary differential equations, that is it focuses in finding all ordinary differential equations that satisfy a given set of properties. The Nambu bracket is the central tool in developing this approach. The authors start characterizing the ordinary differential equations in R^N which have a given set of partial integrals or first integrals. The results obtained are applied first to planar polynomial differential systems with a given set of such integrals, second to solve the 16th Hilbert problem restricted to generic algebraic limit cycles, third for solving the inverse problem for constrained Lagrangian and Hamiltonian mechanical systems, fourth for studying the integrability of a constrained rigid body. Finally the authors conclude with an analysis on nonholonomic mechanics, a generalization of the Hamiltonian principle, and the statement an solution of the inverse problem in vakonomic mechanics.
Differential equations and integrable models: the SU(3) case
International Nuclear Information System (INIS)
Dorey, Patrick; Tateo, Roberto
2000-01-01
We exhibit a relationship between the massless a 2 (2) integrable quantum field theory and a certain third-order ordinary differential equation, thereby extending a recent result connecting the massless sine-Gordon model to the Schroedinger equation. This forms part of a more general correspondence involving A 2 -related Bethe ansatz systems and third-order differential equations. A non-linear integral equation for the generalised spectral problem is derived, and some numerical checks are performed. Duality properties are discussed, and a simple variant of the non-linear equation is suggested as a candidate to describe the finite volume ground state energies of minimal conformal field theories perturbed by the operators phi 12 , phi 21 and phi 15 . This is checked against previous results obtained using the thermodynamic Bethe ansatz
International Nuclear Information System (INIS)
Marczynski, Slawomir
2011-01-01
The integro-differential Berk-Breizman (BB) equation, describing the evolution of particle-driven wave mode is transformed into a simple delayed differential equation form ν∂a(τ)/∂τ=a(τ) -a 2 (τ- 1) a(τ- 2). This transformation is also applied to the two modes extension of the BB theory. The obtained solutions are presented together with the derived asymptotic analytical solutions and the numerical results.
Tornøe, Christoffer W; Overgaard, Rune V; Agersø, Henrik; Nielsen, Henrik A; Madsen, Henrik; Jonsson, E Niclas
2005-08-01
The objective of the present analysis was to explore the use of stochastic differential equations (SDEs) in population pharmacokinetic/pharmacodynamic (PK/PD) modeling. The intra-individual variability in nonlinear mixed-effects models based on SDEs is decomposed into two types of noise: a measurement and a system noise term. The measurement noise represents uncorrelated error due to, for example, assay error while the system noise accounts for structural misspecifications, approximations of the dynamical model, and true random physiological fluctuations. Since the system noise accounts for model misspecifications, the SDEs provide a diagnostic tool for model appropriateness. The focus of the article is on the implementation of the Extended Kalman Filter (EKF) in NONMEM for parameter estimation in SDE models. Various applications of SDEs in population PK/PD modeling are illustrated through a systematic model development example using clinical PK data of the gonadotropin releasing hormone (GnRH) antagonist degarelix. The dynamic noise estimates were used to track variations in model parameters and systematically build an absorption model for subcutaneously administered degarelix. The EKF-based algorithm was successfully implemented in NONMEM for parameter estimation in population PK/PD models described by systems of SDEs. The example indicated that it was possible to pinpoint structural model deficiencies, and that valuable information may be obtained by tracking unexplained variations in parameters.
Positive Solutions for Coupled Nonlinear Fractional Differential Equations
Directory of Open Access Journals (Sweden)
Wenning Liu
2014-01-01
Full Text Available We consider the existence of positive solutions for a coupled system of nonlinear fractional differential equations with integral boundary values. Assume the nonlinear term is superlinear in one equation and sublinear in the other equation. By constructing two cones K1, K2 and computing the fixed point index in product cone K1×K2, we obtain that the system has a pair of positive solutions. It is remarkable that it is established on the Cartesian product of two cones, in which the feature of two equations can be opposite.
A Simple Stochastic Differential Equation with Discontinuous Drift
DEFF Research Database (Denmark)
Simonsen, Maria; Leth, John-Josef; Schiøler, Henrik
2013-01-01
In this paper we study solutions to stochastic differential equations (SDEs) with discontinuous drift. We apply two approaches: The Euler-Maruyama method and the Fokker-Planck equation and show that a candidate density function based on the Euler-Maruyama method approximates a candidate density...... function based on the stationary Fokker-Planck equation. Furthermore, we introduce a smooth function which approximates the discontinuous drift and apply the Euler-Maruyama method and the Fokker-Planck equation with this input. The point of departure for this work is a particular SDE with discontinuous...
Linear differential equations to solve nonlinear mechanical problems: A novel approach
Nair, C. Radhakrishnan
2004-01-01
Often a non-linear mechanical problem is formulated as a non-linear differential equation. A new method is introduced to find out new solutions of non-linear differential equations if one of the solutions of a given non-linear differential equation is known. Using the known solution of the non-linear differential equation, linear differential equations are set up. The solutions of these linear differential equations are found using standard techniques. Then the solutions of the linear differe...
Leibov Roman
2017-01-01
This paper presents a bilinear approach to nonlinear differential equations system approximation problem. Sometimes the nonlinear differential equations right-hand sides linearization is extremely difficult or even impossible. Then piecewise-linear approximation of nonlinear differential equations can be used. The bilinear differential equations allow to improve piecewise-linear differential equations behavior and reduce errors on the border of different linear differential equations systems ...
Grima, Ramon
2011-11-01
The mesoscopic description of chemical kinetics, the chemical master equation, can be exactly solved in only a few simple cases. The analytical intractability stems from the discrete character of the equation, and hence considerable effort has been invested in the development of Fokker-Planck equations, second-order partial differential equation approximations to the master equation. We here consider two different types of higher-order partial differential approximations, one derived from the system-size expansion and the other from the Kramers-Moyal expansion, and derive the accuracy of their predictions for chemical reactive networks composed of arbitrary numbers of unimolecular and bimolecular reactions. In particular, we show that the partial differential equation approximation of order Q from the Kramers-Moyal expansion leads to estimates of the mean number of molecules accurate to order Ω(-(2Q-3)/2), of the variance of the fluctuations in the number of molecules accurate to order Ω(-(2Q-5)/2), and of skewness accurate to order Ω(-(Q-2)). We also show that for large Q, the accuracy in the estimates can be matched only by a partial differential equation approximation from the system-size expansion of approximate order 2Q. Hence, we conclude that partial differential approximations based on the Kramers-Moyal expansion generally lead to considerably more accurate estimates in the mean, variance, and skewness than approximations of the same order derived from the system-size expansion.
Tisdell, C. C.
2017-01-01
Solution methods to exact differential equations via integrating factors have a rich history dating back to Euler (1740) and the ideas enjoy applications to thermodynamics and electromagnetism. Recently, Azevedo and Valentino presented an analysis of the generalized Bernoulli equation, constructing a general solution by linearizing the problem…
International Nuclear Information System (INIS)
Angilella, G.G.N.; Pucci, R.; March, N.H.
2004-01-01
We give here the derivation of a Gross-Pitaevskii-type equation for inhomogeneous condensed bosons. Instead of the original Gross-Pitaevskii differential equation, we obtain an integral equation that implies less restrictive assumptions than are made in the very recent study of Pieri and Strinati [Phys. Rev. Lett. 91, 030401 (2003)]. In particular, the Thomas-Fermi approximation and the restriction to small spatial variations of the order parameter invoked in their study are avoided
Existence results for impulsive evolution differential equations with state-dependent delay
Eduardo Hernandez M.; Rathinasamy Sakthivel; Sueli Tanaka Aki
2008-01-01
We study the existence of mild solution for impulsive evolution abstract differential equations with state-dependent delay. A concrete application to partial delayed differential equations is considered.
Multiscale functions, scale dynamics, and applications to partial differential equations
Cresson, Jacky; Pierret, Frédéric
2016-05-01
Modeling phenomena from experimental data always begins with a choice of hypothesis on the observed dynamics such as determinism, randomness, and differentiability. Depending on these choices, different behaviors can be observed. The natural question associated to the modeling problem is the following: "With a finite set of data concerning a phenomenon, can we recover its underlying nature? From this problem, we introduce in this paper the definition of multi-scale functions, scale calculus, and scale dynamics based on the time scale calculus [see Bohner, M. and Peterson, A., Dynamic Equations on Time Scales: An Introduction with Applications (Springer Science & Business Media, 2001)] which is used to introduce the notion of scale equations. These definitions will be illustrated on the multi-scale Okamoto's functions. Scale equations are analysed using scale regimes and the notion of asymptotic model for a scale equation under a particular scale regime. The introduced formalism explains why a single scale equation can produce distinct continuous models even if the equation is scale invariant. Typical examples of such equations are given by the scale Euler-Lagrange equation. We illustrate our results using the scale Newton's equation which gives rise to a non-linear diffusion equation or a non-linear Schrödinger equation as asymptotic continuous models depending on the particular fractional scale regime which is considered.
Functional analysis in the study of differential and integral equations
International Nuclear Information System (INIS)
Sell, G.R.
1976-01-01
This paper illustrates the use of functional analysis in the study of differential equations. Our particular starting point, the theory of flows or dynamical systems, originated with the work of H. Poincare, who is the founder of the qualitative theory of ordinary differential equations. In the qualitative theory one tries to describe the behaviour of a solution, or a collection of solutions, without ''solving'' the differential equation. As a starting point one assumes the existence, and sometimes the uniqueness, of solutions and then one tries to describe the asymptotic behaviour, as time t→+infinity, of these solutions. We compare the notion of a flow with that of a C 0 -group of bounded linear operators on a Banach space. We shall show how the concept C 0 -group, or more generally a C 0 -semigroup, can be used to study the behaviour of solutions of certain differential and integral equations. Our main objective is to show how the concept of a C 0 -group and especially the notion of weak-compactness can be used to prove the existence of an invariant measure for a flow on a compact Hausdorff space. Applications to the theory of ordinary differential equations are included. (author)
Energy Technology Data Exchange (ETDEWEB)
Paul, Wolfgang; Koeppe, Jeanette [Institut fuer Physik, Martin Luther Universitaet, 06099 Halle (Germany); Grecksch, Wilfried [Institut fuer Mathematik, Martin Luther Universitaet, 06099 Halle (Germany)
2016-07-01
The standard approach to solve a non-relativistic quantum problem is through analytical or numerical solution of the Schroedinger equation. We show a way to go around it. This way is based on the derivation of the Schroedinger equation from conservative diffusion processes and the establishment of (several) stochastic variational principles leading to the Schroedinger equation under the assumption of a kinematics described by Nelson's diffusion processes. Mathematically, the variational principle can be considered as a stochastic optimal control problem linked to the forward-backward stochastic differential equations of Nelson's stochastic mechanics. The Hamilton-Jacobi-Bellmann equation of this control problem is the Schroedinger equation. We present the mathematical background and how to turn it into a numerical scheme for analyzing a quantum system without using the Schroedinger equation and exemplify the approach for a simple 1d problem.
Directory of Open Access Journals (Sweden)
Linares OA
2015-07-01
Full Text Available Oscar A Linares,1 William E Schiesser,2 Jeffrey Fudin,3–6 Thien C Pham,6 Jeffrey J Bettinger,6 Roy O Mathew,6 Annemarie L Daly7 1Translational Genomic Medicine Lab, Plymouth Pharmacokinetic Modeling Study Group, Plymouth, MI, 2Department of Chemical and Biomolecular Engineering, Lehigh University, Bethlehem, PA, 3University of Connecticut School of Pharmacy, Storrs, CT, 4Western New England College of Pharmacy, Springfield, MA, 5Albany College of Pharmacy and Health Sciences, Albany, NY, 6Stratton VA Medical Center, Albany, NY, 7Grace Hospice of Ann Arbor, Ann Arbor, MI, USA Background: There is a need to have a model to study methadone’s losses during hemodialysis to provide informed methadone dose recommendations for the practitioner. Aim: To build a one-dimensional (1-D, hollow-fiber geometry, ordinary differential equation (ODE and partial differential equation (PDE countercurrent hemodialyzer model (ODE/PDE model. Methodology: We conducted a cross-sectional study in silico that evaluated eleven hemodialysis patients. Patients received a ceiling dose of methadone hydrochloride 30 mg/day. Outcome measures included: the total amount of methadone removed during dialysis; methadone’s overall intradialytic mass transfer rate coefficient, km; and, methadone’s removal rate, jME. Each metric was measured at dialysate flow rates of 250 mL/min and 800 mL/min. Results: The ODE/PDE model revealed a significant increase in the change of methadone’s mass transfer with increased dialysate flow rate, %Δ km=18.56, P=0.02, N=11. The total amount of methadone mass transferred across the dialyzer membrane with high dialysate flow rate significantly increased (0.042±0.016 versus 0.052±0.019 mg/kg, P=0.02, N=11. This was accompanied by a small significant increase in methadone’s mass transfer rate (0.113±0.002 versus 0.014±0.002 mg/kg/h, P=0.02, N=11. The ODE/PDE model accurately predicted methadone’s removal during dialysis. The absolute value
A perturbative solution to metadynamics ordinary differential equation.
Tiwary, Pratyush; Dama, James F; Parrinello, Michele
2015-12-21
Metadynamics is a popular enhanced sampling scheme wherein by periodic application of a repulsive bias, one can surmount high free energy barriers and explore complex landscapes. Recently, metadynamics was shown to be mathematically well founded, in the sense that the biasing procedure is guaranteed to converge to the true free energy surface in the long time limit irrespective of the precise choice of biasing parameters. A differential equation governing the post-transient convergence behavior of metadynamics was also derived. In this short communication, we revisit this differential equation, expressing it in a convenient and elegant Riccati-like form. A perturbative solution scheme is then developed for solving this differential equation, which is valid for any generic biasing kernel. The solution clearly demonstrates the robustness of metadynamics to choice of biasing parameters and gives further confidence in the widely used method.
A perturbative solution to metadynamics ordinary differential equation
Tiwary, Pratyush; Dama, James F.; Parrinello, Michele
2015-12-01
Metadynamics is a popular enhanced sampling scheme wherein by periodic application of a repulsive bias, one can surmount high free energy barriers and explore complex landscapes. Recently, metadynamics was shown to be mathematically well founded, in the sense that the biasing procedure is guaranteed to converge to the true free energy surface in the long time limit irrespective of the precise choice of biasing parameters. A differential equation governing the post-transient convergence behavior of metadynamics was also derived. In this short communication, we revisit this differential equation, expressing it in a convenient and elegant Riccati-like form. A perturbative solution scheme is then developed for solving this differential equation, which is valid for any generic biasing kernel. The solution clearly demonstrates the robustness of metadynamics to choice of biasing parameters and gives further confidence in the widely used method.
Integro-differential equation approach extended to larger nuclei
International Nuclear Information System (INIS)
Adam, R.M.; Sofianos, S.A.; Fiedeldey, H.; Fabre de la Ripelle, M.
1992-01-01
We extend the integro-differential equation approach (IDEA) from few-nucleon to closed-shell and closed-subshell nuclei and outline the analytical methods required for the calculation of the density functions, which enter into the integro-differential equations. These contain all the physics for a system of fermions associated with the Pauli principle. In order to test the accuracy of the IDEA comparisons are made of the binding energies of 4 He, 12 C and 16 O obtained with effective potentials using the hypercentral approximation (HCA) providing a variational solution without correlations, the IDEA which fully includes the two-body correlations, the S-states integro-differential equation (SIDE) valid for potentials operating only on pairs in the S-state and those calculated by several variational or perturbative methods in the literature. (author)
Entropy and convexity for nonlinear partial differential equations.
Ball, John M; Chen, Gui-Qiang G
2013-12-28
Partial differential equations are ubiquitous in almost all applications of mathematics, where they provide a natural mathematical description of many phenomena involving change in physical, chemical, biological and social processes. The concept of entropy originated in thermodynamics and statistical physics during the nineteenth century to describe the heat exchanges that occur in the thermal processes in a thermodynamic system, while the original notion of convexity is for sets and functions in mathematics. Since then, entropy and convexity have become two of the most important concepts in mathematics. In particular, nonlinear methods via entropy and convexity have been playing an increasingly important role in the analysis of nonlinear partial differential equations in recent decades. This opening article of the Theme Issue is intended to provide an introduction to entropy, convexity and related nonlinear methods for the analysis of nonlinear partial differential equations. We also provide a brief discussion about the content and contributions of the papers that make up this Theme Issue.
High-order quantum algorithm for solving linear differential equations
International Nuclear Information System (INIS)
Berry, Dominic W
2014-01-01
Linear differential equations are ubiquitous in science and engineering. Quantum computers can simulate quantum systems, which are described by a restricted type of linear differential equations. Here we extend quantum simulation algorithms to general inhomogeneous sparse linear differential equations, which describe many classical physical systems. We examine the use of high-order methods (where the error over a time step is a high power of the size of the time step) to improve the efficiency. These provide scaling close to Δt 2 in the evolution time Δt. As with other algorithms of this type, the solution is encoded in amplitudes of the quantum state, and it is possible to extract global features of the solution. (paper)
Fully Digital Chaotic Differential Equation-based Systems And Methods
Radwan, Ahmed Gomaa Ahmed
2012-09-06
Various embodiments are provided for fully digital chaotic differential equation-based systems and methods. In one embodiment, among others, a digital circuit includes digital state registers and one or more digital logic modules configured to obtain a first value from two or more of the digital state registers; determine a second value based upon the obtained first values and a chaotic differential equation; and provide the second value to set a state of one of the plurality of digital state registers. In another embodiment, a digital circuit includes digital state registers, digital logic modules configured to obtain outputs from a subset of the digital shift registers and to provide the input based upon a chaotic differential equation for setting a state of at least one of the subset of digital shift registers, and a digital clock configured to provide a clock signal for operating the digital shift registers.
Fully Digital Chaotic Differential Equation-based Systems And Methods
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.
Numerical methods for stochastic partial differential equations with white noise
Zhang, Zhongqiang
2017-01-01
This book covers numerical methods for stochastic partial differential equations with white noise using the framework of Wong-Zakai approximation. The book begins with some motivational and background material in the introductory chapters and is divided into three parts. Part I covers numerical stochastic ordinary differential equations. Here the authors start with numerical methods for SDEs with delay using the Wong-Zakai approximation and finite difference in time. Part II covers temporal white noise. Here the authors consider SPDEs as PDEs driven by white noise, where discretization of white noise (Brownian motion) leads to PDEs with smooth noise, which can then be treated by numerical methods for PDEs. In this part, recursive algorithms based on Wiener chaos expansion and stochastic collocation methods are presented for linear stochastic advection-diffusion-reaction equations. In addition, stochastic Euler equations are exploited as an application of stochastic collocation methods, where a numerical compa...
Methods of mathematical modelling continuous systems and differential equations
Witelski, Thomas
2015-01-01
This book presents mathematical modelling and the integrated process of formulating sets of equations to describe real-world problems. It describes methods for obtaining solutions of challenging differential equations stemming from problems in areas such as chemical reactions, population dynamics, mechanical systems, and fluid mechanics. Chapters 1 to 4 cover essential topics in ordinary differential equations, transport equations and the calculus of variations that are important for formulating models. Chapters 5 to 11 then develop more advanced techniques including similarity solutions, matched asymptotic expansions, multiple scale analysis, long-wave models, and fast/slow dynamical systems. Methods of Mathematical Modelling will be useful for advanced undergraduate or beginning graduate students in applied mathematics, engineering and other applied sciences.
Müller, Eike H; Scheichl, Rob; Shardlow, Tony
2015-04-08
This paper applies several well-known tricks from the numerical treatment of deterministic differential equations to improve the efficiency of the multilevel Monte Carlo (MLMC) method for stochastic differential equations (SDEs) and especially the Langevin equation. We use modified equations analysis as an alternative to strong-approximation theory for the integrator, and we apply this to introduce MLMC for Langevin-type equations with integrators based on operator splitting. We combine this with extrapolation and investigate the use of discrete random variables in place of the Gaussian increments, which is a well-known technique for the weak approximation of SDEs. We show that, for small-noise problems, discrete random variables can lead to an increase in efficiency of almost two orders of magnitude for practical levels of accuracy.
A novel method to solve functional differential equations
International Nuclear Information System (INIS)
Tapia, V.
1990-01-01
A method to solve differential equations containing the variational operator as the derivation operation is presented. They are called variational differential equations (VDE). The solution to a VDE should be a function containing the derivatives, with respect to the base space coordinates, of the fields up to a generic order s: a s-th-order function. The variational operator doubles the order of the function on which it acts. Therefore, in order to make compatible the orders of the different terms appearing in a VDE, the solution should be a function containing the derivatives of the fields at all orders. But this takes us again back to the functional methods. In order to avoid this, one must restrict the considerations, in the case of second-order VDEs, to the space of s-th-order functions on which the variational operator acts transitively. These functions have been characterized for a one-dimensional base space for the first- and second-order cases. These functions turn out to be polynomial in the highest-order derivatives of the fields with functions of the lower-order derivatives as coefficients. Then VDEs reduce to a system of coupled partial differential equations for the coefficients above mentioned. The importance of the method lies on the fact that the solutions to VDEs are in a one-to-one correspondence with the solutions of functional differential equations. The previous method finds direct applications in quantum field theory, where the Schroedinger equation plays a central role. Since the Schroedinger equation is reduced to a system of coupled partial differential equations, this provides a nonperturbative scheme for quantum field theory. As an example, the massless scalar field is considered
Workshop on Numerical Methods for Ordinary Differential Equations
Gear, Charles; Russo, Elvira
1989-01-01
Developments in numerical initial value ode methods were the focal topic of the meeting at L'Aquila which explord the connections between the classical background and new research areas such as differental-algebraic equations, delay integral and integro-differential equations, stability properties, continuous extensions (interpolants for Runge-Kutta methods and their applications, effective stepsize control, parallel algorithms for small- and large-scale parallel architectures). The resulting proceedings address many of these topics in both research and survey papers.
Numerical integration of asymptotic solutions of ordinary differential equations
Thurston, Gaylen A.
1989-01-01
Classical asymptotic analysis of ordinary differential equations derives approximate solutions that are numerically stable. However, the analysis also leads to tedious expansions in powers of the relevant parameter for a particular problem. The expansions are replaced with integrals that can be evaluated by numerical integration. The resulting numerical solutions retain the linear independence that is the main advantage of asymptotic solutions. Examples, including the Falkner-Skan equation from laminar boundary layer theory, illustrate the method of asymptotic analysis with numerical integration.
Advanced methods for the solution of differential equations
Goldstein, M. E.; Braun, W. H.
1973-01-01
This book is based on a course presented at the Lewis Research Center for engineers and scientists who were interested in increasing their knowledge of differential equations. Those results which can actually be used to solve equations are therefore emphasized; and detailed proofs of theorems are, for the most part, omitted. However, the conclusions of the theorems are stated in a precise manner, and enough references are given so that the interested reader can find the steps of the proofs.
Solution of Fuzzy Differential Equations Using Fuzzy Sumudu Transforms
Directory of Open Access Journals (Sweden)
Raheleh Jafari
2018-01-01
Full Text Available The uncertain nonlinear systems can be modeled with fuzzy differential equations (FDEs and the solutions of these equations 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 utilizing the fuzzy Sumudu transform (FST method. Significant theorems are suggested in order to explain the properties of FST. The proposed method is validated with three real examples.
International Winter Workshop on Differential Equations and Numerical Analysis
Miller, John; Narasimhan, Ramanujam; Mathiazhagan, Paramasivam; Victor, Franklin
2016-01-01
This book offers an ideal introduction to singular perturbation problems, and a valuable guide for researchers in the field of differential equations. It also includes chapters on new contributions to both fields: differential equations and singular perturbation problems. Written by experts who are active researchers in the related fields, the book serves as a comprehensive source of information on the underlying ideas in the construction of numerical methods to address different classes of problems with solutions of different behaviors, which will ultimately help researchers to design and assess numerical methods for solving new problems. All the chapters presented in the volume are complemented by illustrations in the form of tables and graphs.
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
GHM method for obtaining rationalsolutions of nonlinear differential equations.
Vazquez-Leal, Hector; Sarmiento-Reyes, Arturo
2015-01-01
In this paper, we propose the application of the general homotopy method (GHM) to obtain rational solutions of nonlinear differential equations. It delivers a high precision representation of the nonlinear differential equation using a few linear algebraic terms. In order to assess the benefits of this proposal, three nonlinear problems are solved and compared against other semi-analytic methods or numerical methods. The obtained results show that GHM is a powerful tool, capable to generate highly accurate rational solutions. AMS subject classification 34L30.
Lectures on the theory of group properties of differential equations
Ovsyannikov, LV
2013-01-01
These lecturers provide a clear introduction to Lie group methods for determining and using symmetries of differential equations, a variety of their applications in gas dynamics and other nonlinear models as well as the author's remarkable contribution to this classical subject. It contains material that is useful for students and teachers but cannot be found in modern texts. For example, the theory of partially invariant solutions developed by Ovsyannikov provides a powerful tool for solving systems of nonlinear differential equations and investigating complicated mathematical models. Readers
International Conference on Delay Differential and Difference Equations and Applications
Pituk, Mihály; Recent Advances in Delay Differential and Difference Equations
2014-01-01
Delay differential and difference equations serve as models for a range of processes in biology, physics, engineering, and control theory. In this volume, the participants of the International Conference on Delay Differential and Difference Equations and Applications, Balatonfüred, Hungary, July 15-19, 2013 present recent research in this quickly-evolving field. The papers relate to the existence, asymptotic, and oscillatory properties of the solutions; stability theory; numerical approximations; and applications to real world phenomena using deterministic and stochastic discrete and continuous dynamical systems.
Samples of noncommutative products in certain differential equations
International Nuclear Information System (INIS)
Legare, M
2010-01-01
A set of associative noncommutative products is considered in different differential equations of the ordinary and partial types. A method of separation of variables is considered for a large set of those systems. The products involved include for example some * products and some products based on Nijenhuis tensors, which are embedded in the differential equations of the Laplace/Poisson, Lax and Schroedinger styles. A comment on the *-products of Reshetikhin-Jambor-Sykora type is also given in relation to *-products of Vey type.
The Cauchy problem for higher order abstract differential equations
Xiao, Ti-Jun
1998-01-01
This monograph is the first systematic exposition of the theory of the Cauchy problem for higher order abstract linear differential equations, which covers all the main aspects of the developed theory. The main results are complete with detailed proofs and established recently, containing the corresponding theorems for first and incomplete second order cases and therefore for operator semigroups and cosine functions. They will find applications in many fields. The special power of treating the higher order problems directly is demonstrated, as well as that of the vector-valued Laplace transforms in dealing with operator differential equations and operator families. The reader is expected to have a knowledge of complex and functional analysis.
Probabilistic Forecasts of Solar Irradiance by Stochastic Differential Equations
DEFF Research Database (Denmark)
Iversen, Jan Emil Banning; Morales González, Juan Miguel; Møller, Jan Kloppenborg
2014-01-01
approach allows for characterizing both the interdependence structure of prediction errors of short-term solar irradiance and their predictive distribution. Three different stochastic differential equation models are first fitted to a training data set and subsequently evaluated on a one-year test set...... included in probabilistic forecasts may be paramount for decision makers to efficiently make use of this uncertain and variable generation. In this paper, a stochastic differential equation framework for modeling the uncertainty associated with the solar irradiance point forecast is proposed. This modeling...
Approximate Controllability for Linear Stochastic Differential Equations in Infinite Dimensions
International Nuclear Information System (INIS)
Goreac, D.
2009-01-01
The objective of the paper is to investigate the approximate controllability property of a linear stochastic control system with values in a separable real Hilbert space. In a first step we prove the existence and uniqueness for the solution of the dual linear backward stochastic differential equation. This equation has the particularity that in addition to an unbounded operator acting on the Y-component of the solution there is still another one acting on the Z-component. With the help of this dual equation we then deduce the duality between approximate controllability and observability. Finally, under the assumption that the unbounded operator acting on the state process of the forward equation is an infinitesimal generator of an exponentially stable semigroup, we show that the generalized Hautus test provides a necessary condition for the approximate controllability. The paper generalizes former results by Buckdahn, Quincampoix and Tessitore (Stochastic Partial Differential Equations and Applications, Series of Lecture Notes in Pure and Appl. Math., vol. 245, pp. 253-260, Chapman and Hall, London, 2006) and Goreac (Applied Analysis and Differential Equations, pp. 153-164, World Scientific, Singapore, 2007) from the finite dimensional to the infinite dimensional case
Convergence of method of lines approximations to partial differential equations
International Nuclear Information System (INIS)
Verwer, J.G.; Sanz-Serna, J.M.
1984-01-01
Many existing numerical schemes for evolutionary problems in partial differential equations (PDEs) can be viewed as method of lines (MOL) schemes. This paper treats the convergence of one-step MOL schemes. The main purpose is to set up a general framework for a convergence analysis applicable to nonlinear problems. The stability materials for this framework are taken from the field of nonlinear stiff ODEs. In this connection, important concepts are the logarithmic matrix norm and C-stability. A nonlinear parabolic equation and the cubic Schroedinger equation are used for illustrating the ideas. (Auth.)
Controllability of partial differential equations governed by multiplicative controls
Khapalov, Alexander Y
2010-01-01
The goal of this monograph is to address the issue of the global controllability of partial differential equations in the context of multiplicative (or bilinear) controls, which enter the model equations as coefficients. The mathematical models we examine include the linear and nonlinear parabolic and hyperbolic PDE's, the Schrödinger equation, and coupled hybrid nonlinear distributed parameter systems modeling the swimming phenomenon. The book offers a new, high-quality and intrinsically nonlinear methodology to approach the aforementioned highly nonlinear controllability problems.
Differential-difference equations associated with the fractional Lax operators
Energy Technology Data Exchange (ETDEWEB)
Adler, V E [LD Landau Institute for Theoretical Physics, 1A Ak. Semenov, Chernogolovka 142432 (Russian Federation); Postnikov, V V, E-mail: adler@itp.ac.ru, E-mail: postnikofvv@mail.ru [Sochi Branch of Peoples' Friendship University of Russia, 32 Kuibyshev str., 354000 Sochi (Russian Federation)
2011-10-14
We study integrable hierarchies associated with spectral problems of the form P{psi} = {lambda}Q{psi}, where P and Q are difference operators. The corresponding nonlinear differential-difference equations can be viewed as inhomogeneous generalizations of the Bogoyavlensky-type lattices. While the latter turn into the Korteweg-de Vries equation under the continuous limit, the lattices under consideration provide discrete analogs of the Sawada-Kotera and Kaup-Kupershmidt equations. The r-matrix formulation and several of the simplest explicit solutions are presented. (paper)
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
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.
Power-spectral-density relationship for retarded differential equations
Barker, L. K.
1974-01-01
The power spectral density (PSD) relationship between input and output of a set of linear differential-difference equations of the retarded type with real constant coefficients and delays is discussed. The form of the PSD relationship is identical with that applicable to unretarded equations. Since the PSD relationship is useful if and only if the system described by the equations is stable, the stability must be determined before applying the PSD relationship. Since it is sometimes difficult to determine the stability of retarded equations, such equations are often approximated by simpler forms. It is pointed out that some common approximations can lead to erroneous conclusions regarding the stability of a system and, therefore, to the possibility of obtaining PSD results which are not valid.
Dorren, H.J.S.
1998-01-01
It is shown that the Korteweg–de Vries (KdV) equation can be transformed into an ordinary linear partial differential equation in the wave number domain. Explicit solutions of the KdV equation can be obtained by subsequently solving this linear differential equation and by applying a cascade of
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)
International Nuclear Information System (INIS)
Burde, G.I.
2002-01-01
A new approach to the use of the Lie group technique for partial and ordinary differential equations dependent on a small parameter is developed. In addition to determining approximate solutions to the perturbed equation, the approach allows constructing integrable equations that have solutions with (partially) prescribed features. Examples of application of the approach to partial differential equations are given
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.
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
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.
Bifurcation in autonomous and nonautonomous differential equations with discontinuities
Akhmet, Marat
2017-01-01
This book is devoted to bifurcation theory for autonomous and nonautonomous differential equations with discontinuities of different types. That is, those with jumps present either in the right-hand-side or in trajectories or in the arguments of solutions of equations. The results obtained in this book can be applied to various fields such as neural networks, brain dynamics, mechanical systems, weather phenomena, population dynamics, etc. Without any doubt, bifurcation theory should be further developed to different types of differential equations. In this sense, the present book will be a leading one in this field. The reader will benefit from the recent results of the theory and will learn in the very concrete way how to apply this theory to differential equations with various types of discontinuity. Moreover, the reader will learn new ways to analyze nonautonomous bifurcation scenarios in these equations. The book will be of a big interest both for beginners and experts in the field. For the former group o...
Advances in nonlinear partial differential equations and stochastics
Kawashima, S
1998-01-01
In the past two decades, there has been great progress in the theory of nonlinear partial differential equations. This book describes the progress, focusing on interesting topics in gas dynamics, fluid dynamics, elastodynamics etc. It contains ten articles, each of which discusses a very recent result obtained by the author. Some of these articles review related results.
The Cousin problems in the viewpoint of partial differential equations
International Nuclear Information System (INIS)
Le Hung Son.
1990-01-01
In this paper we consider the Cousin problems for overdetermined systems of partial differential equations, which are generalizations of the Cauchy-Riemann system. The general methods for solving these problems are given. Applying the given methods we can solve the Cousin problems for many important systems in theoretical physics. (author). 19 refs
A Simple Derivation of Kepler's Laws without Solving Differential Equations
Provost, J.-P.; Bracco, C.
2009-01-01
Proceeding like Newton with a discrete time approach of motion and a geometrical representation of velocity and acceleration, we obtain Kepler's laws without solving differential equations. The difficult part of Newton's work, when it calls for non-trivial properties of ellipses, is avoided by the introduction of polar coordinates. Then a simple…
Using Computer Symbolic Algebra to Solve Differential Equations.
Mathews, John H.
1989-01-01
This article illustrates that mathematical theory can be incorporated into the process to solve differential equations by a computer algebra system, muMATH. After an introduction to functions of muMATH, several short programs for enhancing the capabilities of the system are discussed. Listed are six references. (YP)
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.
Exponential stability in a scalar functional differential equation
Directory of Open Access Journals (Sweden)
Pituk Mihály
2006-01-01
Full Text Available We establish a criterion for the global exponential stability of the zero solution of the scalar retarded functional differential equation whose linear part generates a monotone semiflow on the phase space with respect to the exponential ordering, and the nonlinearity has at most linear growth.
A stochastic differential equation framework for the turbulent velocity field
DEFF Research Database (Denmark)
Barndorff-Nielsen, Ole Eiler; Schmiegel, Jürgen
We discuss a stochastic differential equation, as a modelling framework for the turbulent velocity field, that is capable of capturing basic stylized facts of the statistics of velocity increments. In particular, we focus on the evolution of the probability density of velocity increments...
Climate Modeling in the Calculus and Differential Equations Classroom
Kose, Emek; Kunze, Jennifer
2013-01-01
Students in college-level mathematics classes can build the differential equations of an energy balance model of the Earth's climate themselves, from a basic understanding of the background science. Here we use variable albedo and qualitative analysis to find stable and unstable equilibria of such a model, providing a problem or perhaps a…
Parameter Estimates in Differential Equation Models for Population Growth
Winkel, Brian J.
2011-01-01
We estimate the parameters present in several differential equation models of population growth, specifically logistic growth models and two-species competition models. We discuss student-evolved strategies and offer "Mathematica" code for a gradient search approach. We use historical (1930s) data from microbial studies of the Russian biologist,…