WorldWideScience

Sample records for hamilton-jacobi equations

  1. Hamilton-Jacobi-Bellman equations for quantum control | Ogundiran ...

    African Journals Online (AJOL)

    The aim of this work is to study Hamilton-Jacobi-Bellman equation for quantum control driven by quantum noises. These noises are annhihilation, creation and gauge processes. We shall consider the solutions of Hamilton-Jacobi-Bellman equation via the Hamiltonian system measurable in time. JONAMP Vol. 11 2007: pp.

  2. Convergent Difference Schemes for Hamilton-Jacobi equations

    KAUST Repository

    Duisembay, Serikbolsyn

    2018-01-01

    In this thesis, we consider second-order fully nonlinear partial differential equations of elliptic type. Our aim is to develop computational methods using convergent difference schemes for stationary Hamilton-Jacobi equations with Dirichlet

  3. Empty space-times with separable Hamilton-Jacobi equation

    International Nuclear Information System (INIS)

    Collinson, C.D.; Fugere, J.

    1977-01-01

    All empty space-times admitting a one-parameter group of motions and in which the Hamilton-Jacobi equation is (partially) separable are obtained. Several different cases of such empty space-times exist and the Riemann tensor is found to be either type D or N. The results presented here complete the search for empty space-times with separable Hamilton-Jacobi equation. (author)

  4. Numerical Solution of Hamilton-Jacobi Equations in High Dimension

    Science.gov (United States)

    2012-11-23

    high dimension FA9550-10-1-0029 Maurizio Falcone Dipartimento di Matematica SAPIENZA-Universita di Roma P. Aldo Moro, 2 00185 ROMA AH930...solution of Hamilton-Jacobi equations in high dimension AFOSR contract n. FA9550-10-1-0029 Maurizio Falcone Dipartimento di Matematica SAPIENZA

  5. Convergent Difference Schemes for Hamilton-Jacobi equations

    KAUST Repository

    Duisembay, Serikbolsyn

    2018-05-07

    In this thesis, we consider second-order fully nonlinear partial differential equations of elliptic type. Our aim is to develop computational methods using convergent difference schemes for stationary Hamilton-Jacobi equations with Dirichlet and Neumann type boundary conditions in arbitrary two-dimensional domains. First, we introduce the notion of viscosity solutions in both continuous and discontinuous frameworks. Next, we review Barles-Souganidis approach using monotone, consistent, and stable schemes. In particular, we show that these schemes converge locally uniformly to the unique viscosity solution of the first-order Hamilton-Jacobi equations under mild assumptions. To solve the scheme numerically, we use Euler map with some initial guess. This iterative method gives the viscosity solution as a limit. Moreover, we illustrate our numerical approach in several two-dimensional examples.

  6. Solution Hamilton-Jacobi equation for oscillator Caldirola-Kanai

    Directory of Open Access Journals (Sweden)

    LEONARDO PASTRANA ARTEAGA

    2016-12-01

    Full Text Available The method allows Hamilton-Jacobi explicitly determine the generating function from which is possible to derive a transformation that makes soluble Hamilton's equations. Using the separation of variables the partial differential equation of the first order called Hamilton-Jacobi equation is solved; as a particular case consider the oscillator Caldirola-Kanai (CK, which is characterized in that the mass presents a temporal evolution exponentially  . We demonstrate that the oscillator CK position presents an exponential decay in time similar to that obtained in the damped sub-critical oscillator, which reflects the dissipation of total mechanical energy. We found that in the limit that the damping factor  is small, the behavior is the same as an oscillator with simple harmonic motion, where the effects of energy dissipation is negligible.

  7. Hamilton-Jacobi equations and brane associated Lagrangians

    International Nuclear Information System (INIS)

    Baker, L.M.; Fairlie, D.B.

    2001-01-01

    This article seeks to relate a recent proposal for the association of a covariant Field Theory with a string or brane Lagrangian to the Hamilton-Jacobi formalism for strings and branes. It turns out that since in this special case, the Hamiltonian depends only upon the momenta of the Jacobi fields and not the fields themselves, it is the same as a Lagrangian, subject to a constancy constraint. We find that the associated Lagrangians for strings or branes have a covariant description in terms of the square root of the same Lagrangian. If the Hamilton-Jacobi function is zero, rather than a constant, then it is in in one dimension lower, reminiscent of the 'holographic' idea. In the second part of the paper, we discuss properties of these Lagrangians, which lead to what we have called 'Universal Field Equations', characteristic of covariant equations of motion

  8. Generally covariant Hamilton-Jacobi equation and rotated liquid sphere metrics

    International Nuclear Information System (INIS)

    Abdil'din, M.M.; Abdulgafarov, M.K.; Abishev, M.E.

    2005-01-01

    In the work Lense-Thirring problem on corrected Fock's first approximation metrics by Hamilton-Jacobi method considered. Generally covariant Hamilton-Jacobi equation had been sold by separation of variable method. Path equation of probe particle motion in rotated liquid sphere field is obtained. (author)

  9. Quantitative Compactness Estimates for Hamilton-Jacobi Equations

    Science.gov (United States)

    Ancona, Fabio; Cannarsa, Piermarco; Nguyen, Khai T.

    2016-02-01

    We study quantitative compactness estimates in {W^{1,1}_{loc}} for the map {S_t}, {t > 0} that is associated with the given initial data {u_0in Lip (R^N)} for the corresponding solution {S_t u_0} of a Hamilton-Jacobi equation u_t+Hbig(nabla_{x} ubig)=0, qquad t≥ 0,quad xinR^N, with a uniformly convex Hamiltonian {H=H(p)}. We provide upper and lower estimates of order {1/\\varepsilon^N} on the Kolmogorov {\\varepsilon}-entropy in {W^{1,1}} of the image through the map S t of sets of bounded, compactly supported initial data. Estimates of this type are inspired by a question posed by Lax (Course on Hyperbolic Systems of Conservation Laws. XXVII Scuola Estiva di Fisica Matematica, Ravello, 2002) within the context of conservation laws, and could provide a measure of the order of "resolution" of a numerical method implemented for this equation.

  10. An optimal L1-minimization algorithm for stationary Hamilton-Jacobi equations

    KAUST Repository

    Guermond, Jean-Luc; Popov, Bojan

    2009-01-01

    We describe an algorithm for solving steady one-dimensional convex-like Hamilton-Jacobi equations using a L1-minimization technique on piecewise linear approximations. For a large class of convex Hamiltonians, the algorithm is proven

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

    CERN Document Server

    Aliyu, MDS

    2011-01-01

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

  12. Game theory to characterize solutions of a discrete-time Hamilton-Jacobi equation

    International Nuclear Information System (INIS)

    Toledo, Porfirio

    2013-01-01

    We study the behavior of solutions of a discrete-time Hamilton-Jacobi equation in a minimax framework of game theory. The solutions of this problem represent the optimal payoff of a zero-sum game of two players, where the number of moves between the players converges to infinity. A real number, called the critical value, plays a central role in this work; this number is the asymptotic average action of optimal trajectories. The aim of this paper is to show the existence and characterization of solutions of a Hamilton-Jacobi equation for this kind of games

  13. Hamilton-Jacobi equation and the breaking of the WKB approximation

    Energy Technology Data Exchange (ETDEWEB)

    Canfora, F. [Istituto Nazionale di Fisica Nucleare, GC di Salerno (Italy) and Dipartimento di Fisica E.R. Caianiello, Universita di Salerno, Via S. Allende, 84081 Baronissi (Salerno) (Italy)]. E-mail: canfora@sa.infn.it

    2005-03-17

    A simple method to deal with four-dimensional Hamilton-Jacobi equation for null hypersurfaces is introduced. This method allows to find simple geometrical conditions which give rise to the failure of the WKB approximation on curved spacetimes. The relation between such failure, extreme blackholes and the Cosmic Censor hypothesis is briefly discussed.

  14. L∞-error estimates of a finite element method for the Hamilton-Jacobi-Bellman equations

    International Nuclear Information System (INIS)

    Bouldbrachene, M.

    1994-11-01

    We study the finite element approximation for the solution of the Hamilton-Jacobi-Bellman equations involving a system of quasi-variational inequalities (QVI). We also give the optimal L ∞ -error estimates, using the concepts of subsolutions and discrete regularity. (author). 7 refs

  15. An optimal L1-minimization algorithm for stationary Hamilton-Jacobi equations

    KAUST Repository

    Guermond, Jean-Luc

    2009-01-01

    We describe an algorithm for solving steady one-dimensional convex-like Hamilton-Jacobi equations using a L1-minimization technique on piecewise linear approximations. For a large class of convex Hamiltonians, the algorithm is proven to be convergent and of optimal complexity whenever the viscosity solution is q-semiconcave. Numerical results are presented to illustrate the performance of the method.

  16. Derivation of the Schrodinger Equation from the Hamilton-Jacobi Equation in Feynman's Path Integral Formulation of Quantum Mechanics

    Science.gov (United States)

    Field, J. H.

    2011-01-01

    It is shown how the time-dependent Schrodinger equation may be simply derived from the dynamical postulate of Feynman's path integral formulation of quantum mechanics and the Hamilton-Jacobi equation of classical mechanics. Schrodinger's own published derivations of quantum wave equations, the first of which was also based on the Hamilton-Jacobi…

  17. Lax-Friedrichs sweeping scheme for static Hamilton-Jacobi equations

    International Nuclear Information System (INIS)

    Kao, C.Y.; Osher, Stanley; Qian Jianliang

    2004-01-01

    We propose a simple, fast sweeping method based on the Lax-Friedrichs monotone numerical Hamiltonian to approximate viscosity solutions of arbitrary static Hamilton-Jacobi equations in any number of spatial dimensions. By using the Lax-Friedrichs numerical Hamiltonian, we can easily obtain the solution at a specific grid point in terms of its neighbors, so that a Gauss-Seidel type nonlinear iterative method can be utilized. Furthermore, by incorporating a group-wise causality principle into the Gauss-Seidel iteration by following a finite group of characteristics, we have an easy-to-implement, sweeping-type, and fast convergent numerical method. However, unlike other methods based on the Godunov numerical Hamiltonian, some computational boundary conditions are needed in the implementation. We give a simple recipe which enforces a version of discrete min-max principle. Some convergence analysis is done for the one-dimensional eikonal equation. Extensive 2-D and 3-D numerical examples illustrate the efficiency and accuracy of the new approach. To our knowledge, this is the first fast numerical method based on discretizing the Hamilton-Jacobi equation directly without assuming convexity and/or homogeneity of the Hamiltonian

  18. Lax-Friedrichs sweeping scheme for static Hamilton-Jacobi equations

    Science.gov (United States)

    Kao, Chiu Yen; Osher, Stanley; Qian, Jianliang

    2004-05-01

    We propose a simple, fast sweeping method based on the Lax-Friedrichs monotone numerical Hamiltonian to approximate viscosity solutions of arbitrary static Hamilton-Jacobi equations in any number of spatial dimensions. By using the Lax-Friedrichs numerical Hamiltonian, we can easily obtain the solution at a specific grid point in terms of its neighbors, so that a Gauss-Seidel type nonlinear iterative method can be utilized. Furthermore, by incorporating a group-wise causality principle into the Gauss-Seidel iteration by following a finite group of characteristics, we have an easy-to-implement, sweeping-type, and fast convergent numerical method. However, unlike other methods based on the Godunov numerical Hamiltonian, some computational boundary conditions are needed in the implementation. We give a simple recipe which enforces a version of discrete min-max principle. Some convergence analysis is done for the one-dimensional eikonal equation. Extensive 2-D and 3-D numerical examples illustrate the efficiency and accuracy of the new approach. To our knowledge, this is the first fast numerical method based on discretizing the Hamilton-Jacobi equation directly without assuming convexity and/or homogeneity of the Hamiltonian.

  19. On global solutions of the random Hamilton-Jacobi equations and the KPZ problem

    Science.gov (United States)

    Bakhtin, Yuri; Khanin, Konstantin

    2018-04-01

    In this paper, we discuss possible qualitative approaches to the problem of KPZ universality. Throughout the paper, our point of view is based on the geometrical and dynamical properties of minimisers and shocks forming interlacing tree-like structures. We believe that the KPZ universality can be explained in terms of statistics of these structures evolving in time. The paper is focussed on the setting of the random Hamilton-Jacobi equations. We formulate several conjectures concerning global solutions and discuss how their properties are connected to the KPZ scalings in dimension 1  +  1. In the case of general viscous Hamilton-Jacobi equations with non-quadratic Hamiltonians, we define generalised directed polymers. We expect that their behaviour is similar to the behaviour of classical directed polymers, and present arguments in favour of this conjecture. We also define a new renormalisation transformation defined in purely geometrical terms and discuss conjectural properties of the corresponding fixed points. Most of our conjectures are widely open, and supported by only partial rigorous results for particular models.

  20. Periodic solutions of the Hamilton-Jacobi equation by the shooting method: A technique for beam dynamics

    International Nuclear Information System (INIS)

    Gabella, W.E.; Ruth, R.D.; Warnock, R.L.

    1988-05-01

    Periodic solutions of the Hamilton-Jacobi equation determine invariant tori in phase space. The Fourier spectrum of a torus with respect to angular coordinates gives useful information about nonlinear resonances and their potential for causing instabilities. We describe a method to solve the Hamilton-Jacobi equation for an arbitrary accelerator lattice. The method works with Fourier modes of the generating functions, and imposes periodicity in the machine azimuth by a shooting method. We give examples leading to three-dimensional plots in a surface of section. It is expected that the technique will be useful in lattice optimization. 14 refs., 6 figs., 1 tab

  1. Solutions to estimation problems for scalar hamilton-jacobi equations using linear programming

    KAUST Repository

    Claudel, Christian G.; Chamoin, Timothee; Bayen, Alexandre M.

    2014-01-01

    This brief presents new convex formulations for solving estimation problems in systems modeled by scalar Hamilton-Jacobi (HJ) equations. Using a semi-analytic formula, we show that the constraints resulting from a HJ equation are convex, and can be written as a set of linear inequalities. We use this fact to pose various (and seemingly unrelated) estimation problems related to traffic flow-engineering as a set of linear programs. In particular, we solve data assimilation and data reconciliation problems for estimating the state of a system when the model and measurement constraints are incompatible. We also solve traffic estimation problems, such as travel time estimation or density estimation. For all these problems, a numerical implementation is performed using experimental data from the Mobile Century experiment. In the context of reproducible research, the code and data used to compute the results presented in this brief have been posted online and are accessible to regenerate the results. © 2013 IEEE.

  2. Probabilistic formulation of estimation problems for a class of Hamilton-Jacobi equations

    KAUST Repository

    Hofleitner, Aude; Claudel, Christian G.; Bayen, Alexandre M.

    2012-01-01

    This article presents a method for deriving the probability distribution of the solution to a Hamilton-Jacobi partial differential equation for which the value conditions are random. The derivations lead to analytical or semi-analytical expressions of the probability distribution function at any point in the domain in which the solution is defined. The characterization of the distribution of the solution at any point is a first step towards the estimation of the parameters defining the random value conditions. This work has important applications for estimation in flow networks in which value conditions are noisy. In particular, we illustrate our derivations on a road segment with random capacity reductions. © 2012 IEEE.

  3. Probabilistic formulation of estimation problems for a class of Hamilton-Jacobi equations

    KAUST Repository

    Hofleitner, Aude

    2012-12-01

    This article presents a method for deriving the probability distribution of the solution to a Hamilton-Jacobi partial differential equation for which the value conditions are random. The derivations lead to analytical or semi-analytical expressions of the probability distribution function at any point in the domain in which the solution is defined. The characterization of the distribution of the solution at any point is a first step towards the estimation of the parameters defining the random value conditions. This work has important applications for estimation in flow networks in which value conditions are noisy. In particular, we illustrate our derivations on a road segment with random capacity reductions. © 2012 IEEE.

  4. On the Geometry of the Hamilton-Jacobi Equation and Generating Functions

    Science.gov (United States)

    Ferraro, Sebastián; de León, Manuel; Marrero, Juan Carlos; Martín de Diego, David; Vaquero, Miguel

    2017-10-01

    In this paper we develop a geometric version of the Hamilton-Jacobi equation in the Poisson setting. Specifically, we "geometrize" what is usually called a complete solution of the Hamilton-Jacobi equation. We use some well-known results about symplectic groupoids, in particular cotangent groupoids, as a keystone for the construction of our framework. Our methodology follows the ambitious program proposed by Weinstein (In Mechanics day (Waterloo, ON, 1992), volume 7 of fields institute communications, American Mathematical Society, Providence, 1996) in order to develop geometric formulations of the dynamical behavior of Lagrangian and Hamiltonian systems on Lie algebroids and Lie groupoids. This procedure allows us to take symmetries into account, and, as a by-product, we recover results from Channell and Scovel (Phys D 50(1):80-88, 1991), Ge (Indiana Univ. Math. J. 39(3):859-876, 1990), Ge and Marsden (Phys Lett A 133(3):134-139, 1988), but even in these situations our approach is new. A theory of generating functions for the Poisson structures considered here is also developed following the same pattern, solving a longstanding problem of the area: how to obtain a generating function for the identity transformation and the nearby Poisson automorphisms of Poisson manifolds. A direct application of our results gives the construction of a family of Poisson integrators, that is, integrators that conserve the underlying Poisson geometry. These integrators are implemented in the paper in benchmark problems. Some conclusions, current and future directions of research are shown at the end of the paper.

  5. Convergence of a semi-discretization scheme for the Hamilton-Jacobi equation: A new approach with the adjoint method

    KAUST Repository

    Cagnetti, Filippo

    2013-11-01

    We consider a numerical scheme for the one dimensional time dependent Hamilton-Jacobi equation in the periodic setting. This scheme consists in a semi-discretization using monotone approximations of the Hamiltonian in the spacial variable. From classical viscosity solution theory, these schemes are known to converge. In this paper we present a new approach to the study of the rate of convergence of the approximations based on the nonlinear adjoint method recently introduced by L.C. Evans. We estimate the rate of convergence for convex Hamiltonians and recover the O(h) convergence rate in terms of the L∞ norm and O(h) in terms of the L1 norm, where h is the size of the spacial grid. We discuss also possible generalizations to higher dimensional problems and present several other additional estimates. The special case of quadratic Hamiltonians is considered in detail in the end of the paper. © 2013 IMACS.

  6. Convergence of a semi-discretization scheme for the Hamilton-Jacobi equation: A new approach with the adjoint method

    KAUST Repository

    Cagnetti, Filippo; Gomes, Diogo A.; Tran, Hung Vinh

    2013-01-01

    We consider a numerical scheme for the one dimensional time dependent Hamilton-Jacobi equation in the periodic setting. This scheme consists in a semi-discretization using monotone approximations of the Hamiltonian in the spacial variable. From classical viscosity solution theory, these schemes are known to converge. In this paper we present a new approach to the study of the rate of convergence of the approximations based on the nonlinear adjoint method recently introduced by L.C. Evans. We estimate the rate of convergence for convex Hamiltonians and recover the O(h) convergence rate in terms of the L∞ norm and O(h) in terms of the L1 norm, where h is the size of the spacial grid. We discuss also possible generalizations to higher dimensional problems and present several other additional estimates. The special case of quadratic Hamiltonians is considered in detail in the end of the paper. © 2013 IMACS.

  7. Axisymmetric black holes allowing for separation of variables in the Klein-Gordon and Hamilton-Jacobi equations

    Science.gov (United States)

    Konoplya, R. A.; Stuchlík, Z.; Zhidenko, A.

    2018-04-01

    We determine the class of axisymmetric and asymptotically flat black-hole spacetimes for which the test Klein-Gordon and Hamilton-Jacobi equations allow for the separation of variables. The known Kerr, Kerr-Newman, Kerr-Sen and some other black-hole metrics in various theories of gravity are within the class of spacetimes described here. It is shown that although the black-hole metric in the Einstein-dilaton-Gauss-Bonnet theory does not allow for the separation of variables (at least in the considered coordinates), for a number of applications it can be effectively approximated by a metric within the above class. This gives us some hope that the class of spacetimes described here may be not only generic for the known solutions allowing for the separation of variables, but also a good approximation for a broader class of metrics, which does not admit such separation. Finally, the generic form of the axisymmetric metric is expanded in the radial direction in terms of the continued fractions and the connection with other black-hole parametrizations is discussed.

  8. Dynamic Programming Algorithms for Planning and Robotics in Continuous Domains and the Hamilton-Jacobi Equation

    Science.gov (United States)

    2008-09-22

    function essentially binary • Value function measures cost to go – Solution of Eikonal equation – Gradient determines optimal control typical laser...of nodes – Dijkstra’s algorithm is essentially unchanged • Continuous space – Static HJ PDE no longer reduces to the Eikonal equation – Gradient of ϑ...bounded: ||·||1 • If action is bounded in ||·||p, then value function is solution of “ Eikonal ” equation ||ϑ(x)||p* = c(x) in the dual norm p* – p = 1

  9. Networked traffic state estimation involving mixed fixed-mobile sensor data using Hamilton-Jacobi equations

    KAUST Repository

    Canepa, Edward S.; Claudel, Christian G.

    2017-01-01

    Nowadays, traffic management has become a challenge for urban areas, which are covering larger geographic spaces and facing the generation of different kinds of traffic data. This article presents a robust traffic estimation framework for highways modeled by a system of Lighthill Whitham Richards equations that is able to assimilate different sensor data available. We first present an equivalent formulation of the problem using a Hamilton–Jacobi equation. Then, using a semi-analytic formula, we show that the model constraints resulting from the Hamilton–Jacobi equation are linear ones. We then pose the problem of estimating the traffic density given incomplete and inaccurate traffic data as a Mixed Integer Program. We then extend the density estimation framework to highway networks with any available data constraint and modeling junctions. Finally, we present a travel estimation application for a small network using real traffic measurements obtained obtained during Mobile Century traffic experiment, and comparing the results with ground truth data.

  10. Networked traffic state estimation involving mixed fixed-mobile sensor data using Hamilton-Jacobi equations

    KAUST Repository

    Canepa, Edward S.

    2017-06-19

    Nowadays, traffic management has become a challenge for urban areas, which are covering larger geographic spaces and facing the generation of different kinds of traffic data. This article presents a robust traffic estimation framework for highways modeled by a system of Lighthill Whitham Richards equations that is able to assimilate different sensor data available. We first present an equivalent formulation of the problem using a Hamilton–Jacobi equation. Then, using a semi-analytic formula, we show that the model constraints resulting from the Hamilton–Jacobi equation are linear ones. We then pose the problem of estimating the traffic density given incomplete and inaccurate traffic data as a Mixed Integer Program. We then extend the density estimation framework to highway networks with any available data constraint and modeling junctions. Finally, we present a travel estimation application for a small network using real traffic measurements obtained obtained during Mobile Century traffic experiment, and comparing the results with ground truth data.

  11. Hamilton-Jacobi theory of continuos systems

    International Nuclear Information System (INIS)

    Guler, Y.

    1987-01-01

    The Hamilton-Jacobi partial differential equation for classical field systems is obtained in a 5n-dimensional phase space and it is integrated by the method of characteristics. Space-time partial derivatives of Hamilton's principal functions S μ (Φ i , x v ) (μ, v = 1, 2, 3, 4) are identified as the energy-momentum tensor of the system

  12. The time dependent Schrodinger equation revisited I: quantum field and classical Hamilton-Jacobi routes to Schrodinger's wave equation

    International Nuclear Information System (INIS)

    Scully, M O

    2008-01-01

    The time dependent Schrodinger equation is frequently 'derived' by postulating the energy E → i h-bar (∂/∂t) and momentum p-vector → ( h-bar /i)∇ operator relations. In the present paper we review the quantum field theoretic route to the Schrodinger wave equation which treats time and space as parameters, not operators. Furthermore, we recall that a classical (nonlinear) wave equation can be derived from the classical action via Hamiltonian-Jacobi theory. By requiring the wave equation to be linear we again arrive at the Schrodinger equation, without postulating operator relations. The underlying philosophy is operational: namely 'a particle is what a particle detector detects.' This leads us to a useful physical picture combining the wave (field) and particle paradigms which points the way to the time-dependent Schrodinger equation

  13. Hamilton-Jacobi Approach to Pre-Big Bang Cosmology at Long-wavelengths

    CERN Document Server

    Saygili, K

    1999-01-01

    We apply the long-wavelength approximation to the low energy effective string action in the context of Hamilton-Jacobi theory. The Hamilton-Jacobi equation for the effective string action is explicitly invariant under scale factor duality. We present the leading order, general solution of the Hamilton-Jacobi equation. The Hamilton-Jacobi approach yields a solution consistent with the with the Lagrange formalism. The momentum constraints take an elegant, simple form. Furthermore this general solution reduces to the quasi-isotropic one, if the evolution of the gravitational field is neglected. Duality transformation for the general solution is written as a coordinate transformation in an abstract field space.

  14. Dynamical and geometric aspects of Hamilton-Jacobi and linearized Monge-Ampère equations VIASM 2016

    CERN Document Server

    Tran, Hung

    2017-01-01

    Consisting of two parts, the first part of this volume is an essentially self-contained exposition of the geometric aspects of local and global regularity theory for the Monge–Ampère and linearized Monge–Ampère equations. As an application, we solve the second boundary value problem of the prescribed affine mean curvature equation, which can be viewed as a coupling of the latter two equations. Of interest in its own right, the linearized Monge–Ampère equation also has deep connections and applications in analysis, fluid mechanics and geometry, including the semi-geostrophic equations in atmospheric flows, the affine maximal surface equation in affine geometry and the problem of finding Kahler metrics of constant scalar curvature in complex geometry. Among other topics, the second part provides a thorough exposition of the large time behavior and discounted approximation of Hamilton–Jacobi equations, which have received much attention in the last two decades, and a new approach to the subject, the n...

  15. Higher order derivatives via Hamilton-Jacobi approach

    International Nuclear Information System (INIS)

    Bertin, M.C.; Pimentel, B.M.; Pompeia, P.J.

    2006-01-01

    In this work we will show how can be derived a general method for dealing with Lagrangians containing high order derivatives using the Hamilton-Jacobi Formalism for singular systems. By the expansion the configuration space of a n dimensional system we will be able to introduce first order actions and build the equations of motion of the system. We will work with the Generalized Electrodynamics of Podolsky as an example. (author)

  16. Beyond WKB quantum corrections to Hamilton-Jacobi theory

    International Nuclear Information System (INIS)

    Jurisch, Alexander

    2007-01-01

    In this paper, we develop quantum mechanics of quasi-one-dimensional systems upon the framework of the quantum-mechanical Hamilton-Jacobi theory. We will show that the Schroedinger point of view and the Hamilton-Jacobi point of view are fully equivalent in their description of physical systems, but differ in their descriptive manner. As a main result of this, a wavefunction in Hamilton-Jacobi theory can be decomposed into travelling waves in any point in space, not only asymptotically. Using the quasi-linearization technique, we derive quantum correction functions in every order of h-bar. The quantum correction functions will remove the turning-point singularity that plagues the WKB-series expansion already in zeroth order and thus provide an extremely good approximation to the full solution of the Schroedinger equation. In the language of quantum action it is also possible to elegantly solve the connection problem without asymptotic approximations. The use of quantum action further allows us to derive an equation by which the Maslov index is directly calculable without any approximations. Stationary quantum trajectories will also be considered and thoroughly discussed

  17. Hamilton-Jacobi theorems for regular reducible Hamiltonian systems on a cotangent bundle

    Science.gov (United States)

    Wang, Hong

    2017-09-01

    In this paper, some of formulations of Hamilton-Jacobi equations for Hamiltonian system and regular reduced Hamiltonian systems are given. At first, an important lemma is proved, and it is a modification for the corresponding result of Abraham and Marsden (1978), such that we can prove two types of geometric Hamilton-Jacobi theorem for a Hamiltonian system on the cotangent bundle of a configuration manifold, by using the symplectic form and dynamical vector field. Then these results are generalized to the regular reducible Hamiltonian system with symmetry and momentum map, by using the reduced symplectic form and the reduced dynamical vector field. The Hamilton-Jacobi theorems are proved and two types of Hamilton-Jacobi equations, for the regular point reduced Hamiltonian system and the regular orbit reduced Hamiltonian system, are obtained. As an application of the theoretical results, the regular point reducible Hamiltonian system on a Lie group is considered, and two types of Lie-Poisson Hamilton-Jacobi equation for the regular point reduced system are given. In particular, the Type I and Type II of Lie-Poisson Hamilton-Jacobi equations for the regular point reduced rigid body and heavy top systems are shown, respectively.

  18. Viscous warm inflation: Hamilton-Jacobi formalism

    Science.gov (United States)

    Akhtari, L.; Mohammadi, A.; Sayar, K.; Saaidi, Kh.

    2017-04-01

    Using Hamilton-Jacobi formalism, the scenario of warm inflation with viscous pressure is considered. The formalism gives a way of computing the slow-rolling parameter without extra approximation, and it is well-known as a powerful method in cold inflation. The model is studied in detail for three different cases of the dissipation and bulk viscous pressure coefficients. In the first case where both coefficients are taken as constant, it is shown that the case could not portray warm inflationary scenario compatible with observational data even it is possible to restrict the model parameters. For other cases, the results shows that the model could properly predicts the perturbation parameters in which they stay in perfect agreement with Planck data. As a further argument, r -ns and αs -ns are drown that show the acquired result could stand in acceptable area expressing a compatibility with observational data.

  19. Hamilton-Jacobi approach to non-slow-roll inflation

    International Nuclear Information System (INIS)

    Kinney, W.H.

    1997-01-01

    I describe a general approach to characterizing cosmological inflation outside the standard slow-roll approximation, based on the Hamilton-Jacobi formulation of scalar field dynamics. The basic idea is to view the equation of state of the scalar field matter as the fundamental dynamical variable, as opposed to the field value or the expansion rate. I discuss how to formulate the equations of motion for scalar and tensor fluctuations in situations where the assumption of slow roll is not valid. I apply the general results to the simple case of inflation from an open-quotes invertedclose quotes polynomial potential, and to the more complicated case of hybrid inflation. copyright 1997 The American Physical Society

  20. Existence of solutions for Hamiltonian field theories by the Hamilton-Jacobi technique

    International Nuclear Information System (INIS)

    Bruno, Danilo

    2011-01-01

    The paper is devoted to prove the existence of a local solution of the Hamilton-Jacobi equation in field theory, whence the general solution of the field equations can be obtained. The solution is adapted to the choice of the submanifold where the initial data of the field equations are assigned. Finally, a technique to obtain the general solution of the field equations, starting from the given initial manifold, is deduced.

  1. On the Connection between the Hamilton-Jacobi-Bellman and the Fokker-Planck Control Frameworks

    KAUST Repository

    Annunziato, Mario

    2014-09-01

    In the framework of stochastic processes, the connection between the dynamic programming scheme given by the Hamilton-Jacobi-Bellman equation and a recently proposed control approach based on the Fokker-Planck equation is discussed. Under appropriate assumptions it is shown that the two strategies are equivalent in the case of expected cost functionals, while the FokkerPlanck formalism allows considering a larger class of objectives. To illustrate the connection between the two control strategies, the cases of an Itō stochastic process and of a piecewise-deterministic process are considered.

  2. Hamilton-Jacobi formalism to warm inflationary scenario

    Science.gov (United States)

    Sayar, K.; Mohammadi, A.; Akhtari, L.; Saaidi, Kh.

    2017-01-01

    The Hamilton-Jacobi formalism as a powerful method is being utilized to reconsider the warm inflationary scenario, where the scalar field as the main component driving inflation interacts with other fields. Separating the context into strong and weak dissipative regimes, the goal is followed for two popular functions of Γ . Applying slow-rolling approximation, the required perturbation parameters are extracted and, by comparing to the latest Planck data, the free parameters are restricted. The possibility of producing an acceptable inflation is studied where the result shows that for all cases the model could successfully suggest the amplitude of scalar perturbation, scalar spectral index, its running, and the tensor-to-scalar ratio.

  3. Hamilton-Jacobi formalism for inflation with non-minimal derivative coupling

    Energy Technology Data Exchange (ETDEWEB)

    Sheikhahmadi, Haidar [Institute for Advance Studies in Basic Sciences (IASBS) Gava Zang, Zanjan 45137-66731 (Iran, Islamic Republic of); Saridakis, Emmanuel N. [Instituto de Física, Pontificia Universidad de Católica de Valparaíso, Casilla 4950, Valparaíso (Chile); Aghamohammadi, Ali [Sanandaj Branch Islamic Azad University (Iran, Islamic Republic of); Saaidi, Khaled, E-mail: h.sh.ahmadi@gmail.com, E-mail: Emmanuel_Saridakis@baylor.edu, E-mail: a.aqamohamadi@iausdj.ac.ir, E-mail: ksaaidi@uok.ac.ir [Department of Physics, Faculty of Science, University of Kurdistan, Sanandaj (Iran, Islamic Republic of)

    2016-10-01

    In inflation with nonminimal derivative coupling there is not a conformal transformation to the Einstein frame where calculations are straightforward, and thus in order to extract inflationary observables one needs to perform a detailed and lengthy perturbation investigation. In this work we bypass this problem by performing a Hamilton-Jacobi analysis, namely rewriting the cosmological equations considering the scalar field to be the time variable. We apply the method to two specific models, namely the power-law and the exponential cases, and for each model we calculate various observables such as the tensor-to-scalar ratio, and the spectral index and its running. We compare them with 2013 and 2015 Planck data, and we show that they are in a very good agreement with observations.

  4. Hamilton-Jacobi formalism for inflation with non-minimal derivative coupling

    International Nuclear Information System (INIS)

    Sheikhahmadi, Haidar; Saridakis, Emmanuel N.; Aghamohammadi, Ali; Saaidi, Khaled

    2016-01-01

    In inflation with nonminimal derivative coupling there is not a conformal transformation to the Einstein frame where calculations are straightforward, and thus in order to extract inflationary observables one needs to perform a detailed and lengthy perturbation investigation. In this work we bypass this problem by performing a Hamilton-Jacobi analysis, namely rewriting the cosmological equations considering the scalar field to be the time variable. We apply the method to two specific models, namely the power-law and the exponential cases, and for each model we calculate various observables such as the tensor-to-scalar ratio, and the spectral index and its running. We compare them with 2013 and 2015 Planck data, and we show that they are in a very good agreement with observations.

  5. Value functions for certain class of Hamilton Jacobi equations

    Indian Academy of Sciences (India)

    in Rn × R+ and m > 1, with bounded, Lipschitz continuous initial data. We give a. Hopf-Lax type representation for the value function and also characterize the set of minimizing paths. It is shown that the minimizing paths in the representation of value function need not be straight lines. Then we consider HJE with ...

  6. Hamilton-Jacobi theory for continuation of magnetic field across a toroidal surface supporting a plasma pressure discontinuity

    International Nuclear Information System (INIS)

    McGann, M.; Hudson, S.R.; Dewar, R.L.; Nessi, G. von

    2010-01-01

    The vanishing of the divergence of the total stress tensor (magnetic plus kinetic) in a neighborhood of an equilibrium plasma containing a toroidal surface of discontinuity gives boundary and jump conditions that strongly constrain allowable continuations of the magnetic field across the surface. The boundary conditions allow the magnetic fields on either side of the discontinuity surface to be described by surface magnetic potentials, reducing the continuation problem to that of solving a Hamilton-Jacobi equation. The characteristics of this equation obey Hamiltonian equations of motion, and a necessary condition for the existence of a continued field across a general toroidal surface is that there exist invariant tori in the phase space of this Hamiltonian system. It is argued from the Birkhoff theorem that existence of such an invariant torus is also, in general, sufficient for continuation to be possible. An important corollary is that the rotational transform of the continued field on a surface of discontinuity must, generically, be irrational.

  7. Hamilton-Jacobi formalism for Podolsky's electromagnetic theory on the null-plane

    Science.gov (United States)

    Bertin, M. C.; Pimentel, B. M.; Valcárcel, C. E.; Zambrano, G. E. R.

    2017-08-01

    We develop the Hamilton-Jacobi formalism for Podolsky's electromagnetic theory on the null-plane. The main goal is to build the complete set of Hamiltonian generators of the system as well as to study the canonical and gauge transformations of the theory.

  8. Hamilton-Jacobi-Bellman approach for the climbing problem for heavy launchers

    OpenAIRE

    Bokanowski , Olivier; Cristiani , Emiliano; Laurent-Varin , Julien; Zidani , Hasnaa

    2012-01-01

    International audience; In this paper we investigate the Hamilton-Jacobi-Bellman (HJB) approach for solving a complex real-world optimal control problem in high dimension. We consider the climbing problem for the European launcher Ariane V: The launcher has to reach the Geostationary Transfer Orbit with minimal propellant consumption under state/control constraints. In order to circumvent the well-known curse of dimensionality, we reduce the number of variables in the model exploiting the spe...

  9. Théorie de Perron-Frobenius non linéaire et méthodes numériques max-plus pour la résolution d'équations d'Hamilton-Jacobi

    OpenAIRE

    Qu , Zheng

    2013-01-01

    Dynamic programming is one of the main approaches to solve optimal control problems. It reduces the latter problems to Hamilton-Jacobi partial differential equations (PDE). Several techniques have been proposed in the literature to solve these PDE. We mention, for example, finite difference schemes, the so-called discrete dynamic programming method or semi-Lagrangian method, or the antidiffusive schemes. All these methods are grid-based, i.e., they require a discretization of the state space,...

  10. Hamiltonian theory of wave and particle in quantum mechanics 2. Hamilton-Jacobi theory and particle back-reaction

    International Nuclear Information System (INIS)

    Holland, P.

    2001-01-01

    Pursuing the Hamiltonian formulation of the De Broglie-Bohm (deBB) theory presented in the preceding paper, the Hamilton-Jacobi (HJ) theory of the wave-particle system is developed. It is shown how to derive a HJ equation for the particle, which enables trajectories to be computed algebraically using Jacobi's method. Using Liouville's equation in the HJ representation it was found the restriction on the Jacobi solutions which implies the quantal distribution. This gives a first method for interpreting the deBB theory in HJ terms. A second method proceeds via an explicit solution of the field+particle HJ equation. Both methods imply that the quantum phase may be interpreted as an incomplete integral. Using these results and those of the first paper it is shown how Schroedinger's equation can be represented in Liouvilian terms, and vice versa. The general theory of canonical transformations that represent quantum unitary transformations is given, and it is shown in principle how the trajectory theory may be expressed in other quantum representations. Using the solution found for the total HJ equation, an explicit solution for the additional field containing a term representing the particle back-reaction is found. The conservation of energy and momentum in the model is established, and weak form of the action-reaction principle is shown to hold. Alternative forms for the Hamiltonian are explored and it is shown that, within this theoretical context, the deBB theory is not unique. The theory potentially provides an alternative way of obtaining the classical limit

  11. Hamilton-Jacobi approach for first order actions and theories with higher derivatives

    International Nuclear Information System (INIS)

    Bertin, M.C.; Pimentel, B.M.; Pompeia, P.J.

    2008-01-01

    In this work, we analyze systems described by Lagrangians with higher order derivatives in the context of the Hamilton-Jacobi formalism for first order actions. Two different approaches are studied here: the first one is analogous to the description of theories with higher derivatives in the hamiltonian formalism according to [D.M. Gitman, S.L. Lyakhovich, I.V. Tyutin, Soviet Phys. J. 26 (1983) 730; D.M. Gitman, I.V. Tyutin, Quantization of Fields with Constraints, Springer-Verlag, New York, Berlin, 1990] the second treats the case where degenerate coordinate are present, in an analogy to reference [D.M. Gitman, I.V. Tyutin, Nucl. Phys. B 630 (2002) 509]. Several examples are analyzed where a comparison between both approaches is made

  12. Hamilton-Jacobi approach for quasi-exponential inflation: predictions and constraints after Planck 2015 results

    Energy Technology Data Exchange (ETDEWEB)

    Videla, Nelson [FCFM, Universidad de Chile, Departamento de Fisica, Santiago (Chile)

    2017-03-15

    In the present work we study the consequences of considering an inflationary universe model in which the Hubble rate has a quasi-exponential dependence in the inflaton field, given by H(φ) = H{sub inf} exp[((φ)/(m{sub p}))/(p(1+(φ)/(m{sub p})))]. We analyze the inflation dynamics under the Hamilton-Jacobi approach, which allows us to consider H(φ), rather than V(φ), as the fundamental quantity to be specified. By comparing the theoretical predictions of the model together with the allowed contour plots in the n{sub s} - r plane and the amplitude of primordial scalar perturbations from the latest Planck data, the parameters charactering this model are constrained. The model predicts values for the tensor-to-scalar ratio r and for the running of the scalar spectral index dn{sub s}/d ln k consistent with the current bounds imposed by Planck, and we conclude that the model is viable. (orig.)

  13. Effect of the refractive index on the hawking temperature: an application of the Hamilton-Jacobi method

    Science.gov (United States)

    Sakalli, I.; Mirekhtiary, S. F.

    2013-10-01

    Hawking radiation of a non-asymptotically flat 4-dimensional spherically symmetric and static dilatonic black hole (BH) via the Hamilton-Jacobi (HJ) method is studied. In addition to the naive coordinates, we use four more different coordinate systems that are well-behaved at the horizon. Except for the isotropic coordinates, direct computation by the HJ method leads to the standard Hawking temperature for all coordinate systems. The isotropic coordinates allow extracting the index of refraction from the Fermat metric. It is explicitly shown that the index of refraction determines the value of the tunneling rate and its natural consequence, the Hawking temperature. The isotropic coordinates in the conventional HJ method produce a wrong result for the temperature of the linear dilaton. Here, we explain how this discrepancy can be resolved by regularizing the integral possessing a pole at the horizon.

  14. Effect of the refractive index on the hawking temperature: an application of the Hamilton-Jacobi method

    Energy Technology Data Exchange (ETDEWEB)

    Sakalli, I., E-mail: izzet.sakalli@emu.edu.tr; Mirekhtiary, S. F., E-mail: fatemeh.mirekhtiary@emu.edu.tr [Eastern Mediterranean University G. Magosa, Department of Physics (Turkey)

    2013-10-15

    Hawking radiation of a non-asymptotically flat 4-dimensional spherically symmetric and static dilatonic black hole (BH) via the Hamilton-Jacobi (HJ) method is studied. In addition to the naive coordinates, we use four more different coordinate systems that are well-behaved at the horizon. Except for the isotropic coordinates, direct computation by the HJ method leads to the standard Hawking temperature for all coordinate systems. The isotropic coordinates allow extracting the index of refraction from the Fermat metric. It is explicitly shown that the index of refraction determines the value of the tunneling rate and its natural consequence, the Hawking temperature. The isotropic coordinates in the conventional HJ method produce a wrong result for the temperature of the linear dilaton. Here, we explain how this discrepancy can be resolved by regularizing the integral possessing a pole at the horizon.

  15. First-arrival Tomography Using the Double-square-root Equation Solver Stepping in Subsurface Offset

    KAUST Repository

    Serdyukov, A.S.; Duchkov, A.A.

    2013-01-01

    Double-square-root (DSR) equation can be viewed as a Hamilton-Jacobi equation describing kinematics of downward data continuation in depth. It describes simultaneous propagation of source and receiver rays assuming that they are nowhere horizontal

  16. Dirac equation of spin particles and tunneling radiation from a Kinnersly black hole

    Energy Technology Data Exchange (ETDEWEB)

    Li, Guo-Ping; Zu, Xiao-Tao [University of Electronic Science and Technology of China, School of Physical Electronics, Chengdu (China); Feng, Zhong-Wen [University of Electronic Science and Technology of China, School of Physical Electronics, Chengdu (China); China West Normal University, College of Physics and Space Science, Nanchong (China); Li, Hui-Ling [University of Electronic Science and Technology of China, School of Physical Electronics, Chengdu (China); Shenyang Normal University, College of Physics Science and Technology, Shenyang (China)

    2017-04-15

    In curved space-time, the Hamilton-Jacobi equation is a semi-classical particle equation of motion, which plays an important role in the research of black hole physics. In this paper, starting from the Dirac equation of spin 1/2 fermions and the Rarita-Schwinger equation of spin 3/2 fermions, respectively, we derive a Hamilton-Jacobi equation for the non-stationary spherically symmetric gravitational field background. Furthermore, the quantum tunneling of a charged spherically symmetric Kinnersly black hole is investigated by using the Hamilton-Jacobi equation. The result shows that the Hamilton-Jacobi equation is helpful to understand the thermodynamic properties and the radiation characteristics of a black hole. (orig.)

  17. Algorithm for Overcoming the Curse of Dimensionality for Certain Non-convex Hamilton-Jacobi Equations, Projections and Differential Games

    Science.gov (United States)

    2016-05-01

    0.5 × 10−8. Our algorithm is implemented in C++ on an 1.7 GHz Intel Core i7-4650U CPU. Linear algebra packages BLAS [40] and LAPACK [41] are used to...subproblems. Our approach is expected to have wide applications in continuous dynamic games, control theory problems, and elsewhere. Mathematics...differential dynamic games, control theory problems, and dynamical systems coming from the physical world, e.g. [11]. An important application is to

  18. A second order discontinuous Galerkin fast sweeping method for Eikonal equations

    Science.gov (United States)

    Li, Fengyan; Shu, Chi-Wang; Zhang, Yong-Tao; Zhao, Hongkai

    2008-09-01

    In this paper, we construct a second order fast sweeping method with a discontinuous Galerkin (DG) local solver for computing viscosity solutions of a class of static Hamilton-Jacobi equations, namely the Eikonal equations. Our piecewise linear DG local solver is built on a DG method developed recently [Y. Cheng, C.-W. Shu, A discontinuous Galerkin finite element method for directly solving the Hamilton-Jacobi equations, Journal of Computational Physics 223 (2007) 398-415] for the time-dependent Hamilton-Jacobi equations. The causality property of Eikonal equations is incorporated into the design of this solver. The resulting local nonlinear system in the Gauss-Seidel iterations is a simple quadratic system and can be solved explicitly. The compactness of the DG method and the fast sweeping strategy lead to fast convergence of the new scheme for Eikonal equations. Extensive numerical examples verify efficiency, convergence and second order accuracy of the proposed method.

  19. Semilinear Kolmogorov Equations and Applications to Stochastic Optimal Control

    International Nuclear Information System (INIS)

    Masiero, Federica

    2005-01-01

    Semilinear parabolic differential equations are solved in a mild sense in an infinite-dimensional Hilbert space. Applications to stochastic optimal control problems are studied by solving the associated Hamilton-Jacobi-Bellman equation. These results are applied to some controlled stochastic partial differential equations

  20. On the Dynamic Programming Approach for the 3D Navier-Stokes Equations

    International Nuclear Information System (INIS)

    Manca, Luigi

    2008-01-01

    The dynamic programming approach for the control of a 3D flow governed by the stochastic Navier-Stokes equations for incompressible fluid in a bounded domain is studied. By a compactness argument, existence of solutions for the associated Hamilton-Jacobi-Bellman equation is proved. Finally, existence of an optimal control through the feedback formula and of an optimal state is discussed

  1. Cálculo dos níveis de energia do átomo de hidrogênio sob a ação de um campo magnético externo utilizando a equação de Hamilton-Jacobi relativística

    OpenAIRE

    Silva, Gesiel Gomes

    2014-01-01

    Nosso trabalho consistiu em encontrar os níveis de energia do átomo de hidrogênio sob a ação de um campo magnético externo constante. Utilizamos o formalismo de Hamilton-Jacobi relativístico para introduzir o campo magnético e para obter uma equação para o átomo de hidrogênio sob a ação de um campo magnético uniforme. Propusemos também uma função, com base em uma expansão polinomial, como solução da equação obtida a partir do formalismo de Hamilton-Jacobi possibilitando assim a solução numér...

  2. An Adjoint-based Numerical Method for a class of nonlinear Fokker-Planck Equations

    KAUST Repository

    Festa, Adriano; Gomes, Diogo A.; Machado Velho, Roberto

    2017-01-01

    Here, we introduce a numerical approach for a class of Fokker-Planck (FP) equations. These equations are the adjoint of the linearization of Hamilton-Jacobi (HJ) equations. Using this structure, we show how to transfer the properties of schemes for HJ equations to the FP equations. Hence, we get numerical schemes with desirable features such as positivity and mass-preservation. We illustrate this approach in examples that include mean-field games and a crowd motion model.

  3. An Adjoint-based Numerical Method for a class of nonlinear Fokker-Planck Equations

    KAUST Repository

    Festa, Adriano

    2017-03-22

    Here, we introduce a numerical approach for a class of Fokker-Planck (FP) equations. These equations are the adjoint of the linearization of Hamilton-Jacobi (HJ) equations. Using this structure, we show how to transfer the properties of schemes for HJ equations to the FP equations. Hence, we get numerical schemes with desirable features such as positivity and mass-preservation. We illustrate this approach in examples that include mean-field games and a crowd motion model.

  4. Computations of Wall Distances Based on Differential Equations

    Science.gov (United States)

    Tucker, Paul G.; Rumsey, Chris L.; Spalart, Philippe R.; Bartels, Robert E.; Biedron, Robert T.

    2004-01-01

    The use of differential equations such as Eikonal, Hamilton-Jacobi and Poisson for the economical calculation of the nearest wall distance d, which is needed by some turbulence models, is explored. Modifications that could palliate some turbulence-modeling anomalies are also discussed. Economy is of especial value for deforming/adaptive grid problems. For these, ideally, d is repeatedly computed. It is shown that the Eikonal and Hamilton-Jacobi equations can be easy to implement when written in implicit (or iterated) advection and advection-diffusion equation analogous forms, respectively. These, like the Poisson Laplacian term, are commonly occurring in CFD solvers, allowing the re-use of efficient algorithms and code components. The use of the NASA CFL3D CFD program to solve the implicit Eikonal and Hamilton-Jacobi equations is explored. The re-formulated d equations are easy to implement, and are found to have robust convergence. For accurate Eikonal solutions, upwind metric differences are required. The Poisson approach is also found effective, and easiest to implement. Modified distances are not found to affect global outputs such as lift and drag significantly, at least in common situations such as airfoil flows.

  5. A new method for large time behavior of degenerate viscous Hamilton–Jacobi equations with convex Hamiltonians

    KAUST Repository

    Cagnetti, Filippo; Gomes, Diogo A.; Mitake, Hiroyoshi; Tran, Hung V.

    2015-01-01

    We investigate large-time asymptotics for viscous Hamilton-Jacobi equations with possibly degenerate diffusion terms. We establish new results on the convergence, which are the first general ones concerning equations which are neither uniformly parabolic nor first order. Our method is based on the nonlinear adjoint method and the derivation of new estimates on long time averaging effects. It also extends to the case of weakly coupled systems.

  6. Partial differential equations

    CERN Document Server

    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...

  7. Continuous dependence estimates for viscosity solutions of fully nonlinear degenerate elliptic equations

    Directory of Open Access Journals (Sweden)

    Espen R. Jakobsen

    2002-05-01

    Full Text Available Using the maximum principle for semicontinuous functions [3,4], we prove a general ``continuous dependence on the nonlinearities'' estimate for bounded Holder continuous viscosity solutions of fully nonlinear degenerate elliptic equations. Furthermore, we provide existence, uniqueness, and Holder continuity results for bounded viscosity solutions of such equations. Our results are general enough to encompass Hamilton-Jacobi-Bellman-Isaacs's equations of zero-sum, two-player stochastic differential games. An immediate consequence of the results obtained herein is a rate of convergence for the vanishing viscosity method for fully nonlinear degenerate elliptic equations.

  8. Stochastic optimal control, forward-backward stochastic differential equations and the Schroedinger equation

    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.

  9. Dirac Mass Dynamics in Multidimensional Nonlocal Parabolic Equations

    KAUST Repository

    Lorz, Alexander

    2011-01-17

    Nonlocal Lotka-Volterra models have the property that solutions concentrate as Dirac masses in the limit of small diffusion. Is it possible to describe the dynamics of the limiting concentration points and of the weights of the Dirac masses? What is the long time asymptotics of these Dirac masses? Can several Dirac masses coexist? We will explain how these questions relate to the so-called "constrained Hamilton-Jacobi equation" and how a form of canonical equation can be established. This equation has been established assuming smoothness. Here we build a framework where smooth solutions exist and thus the full theory can be developed rigorously. We also show that our form of canonical equation comes with a kind of Lyapunov functional. Numerical simulations show that the trajectories can exhibit unexpected dynamics well explained by this equation. Our motivation comes from population adaptive evolution a branch of mathematical ecology which models Darwinian evolution. © Taylor & Francis Group, LLC.

  10. BSDES IN GAMES, COUPLED WITH THE VALUE FUNCTIONS.ASSOCIATED NONLOCAL BELLMAN-ISAACS EQUATIONS

    Institute of Scientific and Technical Information of China (English)

    Tao HAO; Juan LI

    2017-01-01

    We establish a new type of backward stochastic differential equations (BSDEs) connected with stochastic differential games (SDGs),namely,BSDEs strongly coupled with the lower and the upper value functions of SDGs,where the lower and the upper value functions are defined through this BSDE.The existence and the uniqueness theorem and comparison theorem are proved for such equations with the help of an iteration method.We also show that the lower and the upper value functions satisfy the dynamic programming principle.Moreover,we study the associated Hamilton-Jacobi-Bellman-Isaacs (HJB-Isaacs) equations,which are nonlocal,and strongly coupled with the lower and the upper value functions.Using a new method,we characterize the pair (W,U) consisting of the lower and the upper value functions as the unique viscosity solution of our nonlocal HJB-Isaacs equation.Furthermore,the game has a value under the Isaacs' condition.

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

    Science.gov (United States)

    Martirosyan, A; Saakian, David B

    2011-08-01

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

  12. Reinforcement learning solution for HJB equation arising in constrained optimal control problem.

    Science.gov (United States)

    Luo, Biao; Wu, Huai-Ning; Huang, Tingwen; Liu, Derong

    2015-11-01

    The constrained optimal control problem depends on the solution of the complicated Hamilton-Jacobi-Bellman equation (HJBE). In this paper, a data-based off-policy reinforcement learning (RL) method is proposed, which learns the solution of the HJBE and the optimal control policy from real system data. One important feature of the off-policy RL is that its policy evaluation can be realized with data generated by other behavior policies, not necessarily the target policy, which solves the insufficient exploration problem. The convergence of the off-policy RL is proved by demonstrating its equivalence to the successive approximation approach. Its implementation procedure is based on the actor-critic neural networks structure, where the function approximation is conducted with linearly independent basis functions. Subsequently, the convergence of the implementation procedure with function approximation is also proved. Finally, its effectiveness is verified through computer simulations. Copyright © 2015 Elsevier Ltd. All rights reserved.

  13. A wave equation interpolating between classical and quantum mechanics

    Science.gov (United States)

    Schleich, W. P.; Greenberger, D. M.; Kobe, D. H.; Scully, M. O.

    2015-10-01

    We derive a ‘master’ wave equation for a family of complex-valued waves {{Φ }}\\equiv R{exp}[{{{i}}S}({cl)}/{{\\hbar }}] whose phase dynamics is dictated by the Hamilton-Jacobi equation for the classical action {S}({cl)}. For a special choice of the dynamics of the amplitude R which eliminates all remnants of classical mechanics associated with {S}({cl)} our wave equation reduces to the Schrödinger equation. In this case the amplitude satisfies a Schrödinger equation analogous to that of a charged particle in an electromagnetic field where the roles of the scalar and the vector potentials are played by the classical energy and the momentum, respectively. In general this amplitude is complex and thereby creates in addition to the classical phase {S}({cl)}/{{\\hbar }} a quantum phase. Classical statistical mechanics, as described by a classical matter wave, follows from our wave equation when we choose the dynamics of the amplitude such that it remains real for all times. Our analysis shows that classical and quantum matter waves are distinguished by two different choices of the dynamics of their amplitudes rather than two values of Planck’s constant. We dedicate this paper to the memory of Richard Lewis Arnowitt—a pioneer of many-body theory, a path finder at the interface of gravity and quantum mechanics, and a true leader in non-relativistic and relativistic quantum field theory.

  14. Efficient Traveltime Solutions of the TI Acoustic Eikonal Equation

    KAUST Repository

    Waheed, Umair bin

    2014-10-22

    Numerical solutions of the eikonal (Hamilton-Jacobi) equation for transversely isotropic (TI) media are essential for integral imaging and traveltime tomography applications. Such solutions, however, suffer from the inherent higher-order nonlinearity of the TI eikonal equation, which requires solving a quartic polynomial at each computational step. Using perturbation theory, we approximate the first-order discretized form of the TI eikonal equation with a series of simpler equations for the coefficients of a polynomial expansion of the eikonal solution in terms of the anellipticity anisotropy parameter. Such perturbation, applied to the discretized form of the eikonal equation, does not impose any restrictions on the complexity of the perturbed parameter field. Therefore, it provides accurate traveltime solutions even for the anisotropic Marmousi model, with complex distribution of velocity and anellipticity anisotropy parameter. The formulation allows tremendous cost reduction compared to using the exact TI eikonal solver. Furthermore, comparative tests with previously developed approximations illustrate remarkable gain in accuracy of the proposed approximation, without any addition to the computational cost.

  15. Efficient Traveltime Solutions of the TI Acoustic Eikonal Equation

    KAUST Repository

    Waheed, Umair bin; Alkhalifah, Tariq Ali

    2014-01-01

    Numerical solutions of the eikonal (Hamilton-Jacobi) equation for transversely isotropic (TI) media are essential for integral imaging and traveltime tomography applications. Such solutions, however, suffer from the inherent higher-order nonlinearity of the TI eikonal equation, which requires solving a quartic polynomial at each computational step. Using perturbation theory, we approximate the first-order discretized form of the TI eikonal equation with a series of simpler equations for the coefficients of a polynomial expansion of the eikonal solution in terms of the anellipticity anisotropy parameter. Such perturbation, applied to the discretized form of the eikonal equation, does not impose any restrictions on the complexity of the perturbed parameter field. Therefore, it provides accurate traveltime solutions even for the anisotropic Marmousi model, with complex distribution of velocity and anellipticity anisotropy parameter. The formulation allows tremendous cost reduction compared to using the exact TI eikonal solver. Furthermore, comparative tests with previously developed approximations illustrate remarkable gain in accuracy of the proposed approximation, without any addition to the computational cost.

  16. Efficient traveltime solutions of the acoustic TI eikonal equation

    KAUST Repository

    Waheed, Umair bin

    2015-02-01

    Numerical solutions of the eikonal (Hamilton-Jacobi) equation for transversely isotropic (TI) media are essential for imaging and traveltime tomography applications. Such solutions, however, suffer from the inherent higher-order nonlinearity of the TI eikonal equation, which requires solving a quartic polynomial for every grid point. Analytical solutions of the quartic polynomial yield numerically unstable formulations. Thus, it requires a numerical root finding algorithm, adding significantly to the computational load. Using perturbation theory we approximate, in a first order discretized form, the TI eikonal equation with a series of simpler equations for the coefficients of a polynomial expansion of the eikonal solution, in terms of the anellipticity anisotropy parameter. Such perturbation, applied to the discretized form of the eikonal equation, does not impose any restrictions on the complexity of the perturbed parameter field. Therefore, it provides accurate traveltime solutions even for models with complex distribution of velocity and anisotropic anellipticity parameter, such as that for the complicated Marmousi model. The formulation allows for large cost reduction compared to using the direct TI eikonal solver. Furthermore, comparative tests with previously developed approximations illustrate remarkable gain in accuracy in the proposed algorithm, without any addition to the computational cost.

  17. On the Connection between the Hamilton-Jacobi-Bellman and the Fokker-Planck Control Frameworks

    KAUST Repository

    Annunziato, Mario; Borzì , Alfio; Nobile, Fabio; Tempone, Raul

    2014-01-01

    appropriate assumptions it is shown that the two strategies are equivalent in the case of expected cost functionals, while the FokkerPlanck formalism allows considering a larger class of objectives. To illustrate the connection between the two control

  18. First-arrival Tomography Using the Double-square-root Equation Solver Stepping in Subsurface Offset

    KAUST Repository

    Serdyukov, A.S.

    2013-01-01

    Double-square-root (DSR) equation can be viewed as a Hamilton-Jacobi equation describing kinematics of downward data continuation in depth. It describes simultaneous propagation of source and receiver rays assuming that they are nowhere horizontal. Thus it is not suitable for describing diving waves. This equation can be rewritten in a new form when stepping is made in subsurface offset instead of depth. In this form it can be used for describing traveltimes of diving waves in prestack seismic data. This equation can be solved using WENO-RK numerical scheme. Prestack traveltimes (for multiple sources) can be computed in one run thus speeding up solution of the forward problem. We derive linearized version of this new DSR equation that can be used for tomographic inversion of first-arrival traveltimes. Here we used a ray-based tomographic inversion consisting of the following steps: get numerical solution of the offset DSR equation in the background velocity model, back trace DSR rays connecting receivers to sources, update velocity model using truncated SVD pseudoinverse. This approach was tested on a synthetic model generating diving waves.

  19. Generalized Killing-Yano equations in D=5 gauged supergravity

    International Nuclear Information System (INIS)

    Kubiznak, David; Kunduri, Hari K.; Yasui, Yukinori

    2009-01-01

    We propose a generalization of the (conformal) Killing-Yano equations relevant to D=5 minimal gauged supergravity. The generalization stems from the fact that the dual of the Maxwell flux, the 3-form *F, couples naturally to particles in the background as a 'torsion'. Killing-Yano tensors in the presence of torsion preserve most of the properties of the standard Killing-Yano tensors - exploited recently for the higher-dimensional rotating black holes of vacuum gravity with cosmological constant. In particular, the generalized closed conformal Killing-Yano 2-form gives rise to the tower of generalized closed conformal Killing-Yano tensors of increasing rank which in turn generate the tower of Killing tensors. An example of a generalized Killing-Yano tensor is found for the Chong-Cvetic-Lue-Pope black hole spacetime [Z.W. Chong, M. Cvetic, H. Lu, C.N. Pope, (hep-th/0506029)]. Such a tensor stands behind the separability of the Hamilton-Jacobi, Klein-Gordon, and Dirac equations in this background.

  20. Neural network based online simultaneous policy update algorithm for solving the HJI equation in nonlinear H∞ control.

    Science.gov (United States)

    Wu, Huai-Ning; Luo, Biao

    2012-12-01

    It is well known that the nonlinear H∞ state feedback control problem relies on the solution of the Hamilton-Jacobi-Isaacs (HJI) equation, which is a nonlinear partial differential equation that has proven to be impossible to solve analytically. In this paper, a neural network (NN)-based online simultaneous policy update algorithm (SPUA) is developed to solve the HJI equation, in which knowledge of internal system dynamics is not required. First, we propose an online SPUA which can be viewed as a reinforcement learning technique for two players to learn their optimal actions in an unknown environment. The proposed online SPUA updates control and disturbance policies simultaneously; thus, only one iterative loop is needed. Second, the convergence of the online SPUA is established by proving that it is mathematically equivalent to Newton's method for finding a fixed point in a Banach space. Third, we develop an actor-critic structure for the implementation of the online SPUA, in which only one critic NN is needed for approximating the cost function, and a least-square method is given for estimating the NN weight parameters. Finally, simulation studies are provided to demonstrate the effectiveness of the proposed algorithm.

  1. A one-dimensional analysis of real and complex turbulence and the Maxwell set for the stochastic Burgers equation

    International Nuclear Information System (INIS)

    Neate, A D; Truman, A

    2005-01-01

    The inviscid limit of the Burgers equation, with body forces white noise in time, is discussed in terms of the level surfaces of the minimizing Hamilton-Jacobi function and the classical mechanical caustic and their algebraic pre-images under the classical mechanical flow map. The problem is analysed in terms of a reduced (one-dimensional) action function using a circle of ideas due to Arnol'd, Cayley and Klein. We characterize those parts of the caustic which are singular, and give an explicit expression for the cusp density on caustics and level surfaces. By considering the double points of level surfaces we find an explicit formula for the Maxwell set in the two-dimensional polynomial case, and we extend this to higher dimensions using a double discriminant of the reduced action, solving a long-standing problem for Hamiltonian dynamical systems. When the pre-level surface touches the pre-caustic, the geometry (number of cusps) on the level surface changes infinitely rapidly causing 'real turbulence'. Using an idea of Klein, it is shown that the geometry (number of swallowtails) on the caustic also changes infinitely rapidly when the real part of the pre-caustic touches its complex counterpart, causing 'complex turbulence'. These are both inherently stochastic in nature, and we determine their intermittence in terms of the recurrent behaviour of two processes

  2. Calculating qP-wave traveltimes in 2-D TTI media by high-order fast sweeping methods with a numerical quartic equation solver

    Science.gov (United States)

    Han, Song; Zhang, Wei; Zhang, Jie

    2017-09-01

    A fast sweeping method (FSM) determines the first arrival traveltimes of seismic waves by sweeping the velocity model in different directions meanwhile applying a local solver. It is an efficient way to numerically solve Hamilton-Jacobi equations for traveltime calculations. In this study, we develop an improved FSM to calculate the first arrival traveltimes of quasi-P (qP) waves in 2-D tilted transversely isotropic (TTI) media. A local solver utilizes the coupled slowness surface of qP and quasi-SV (qSV) waves to form a quartic equation, and solve it numerically to obtain possible traveltimes of qP-wave. The proposed quartic solver utilizes Fermat's principle to limit the range of the possible solution, then uses the bisection procedure to efficiently determine the real roots. With causality enforced during sweepings, our FSM converges fast in a few iterations, and the exact number depending on the complexity of the velocity model. To improve the accuracy, we employ high-order finite difference schemes and derive the second-order formulae. There is no weak anisotropy assumption, and no approximation is made to the complex slowness surface of qP-wave. In comparison to the traveltimes calculated by a horizontal slowness shooting method, the validity and accuracy of our FSM is demonstrated.

  3. A new general method for transform canonically a Hamiltonian in another one of a given form

    International Nuclear Information System (INIS)

    Gomez T, A.

    2002-01-01

    The more general method to perform a canonical transformation of a Hamiltonian into another one of a given form is based on the repeated use of the Hamilton-Jacobi equation. This is usually a tedious technique which leads to some particular solutions of the problem. We present a new general method which does not rely on the Hamilton-Jacobi equation and moreover it gives all the possible solutions. (Author)

  4. Fermions Tunneling from Higher-Dimensional Reissner-Nordström Black Hole: Semiclassical and Beyond Semiclassical Approximation

    Directory of Open Access Journals (Sweden)

    ShuZheng Yang

    2016-01-01

    Full Text Available Based on semiclassical tunneling method, we focus on charged fermions tunneling from higher-dimensional Reissner-Nordström black hole. We first simplify the Dirac equation by semiclassical approximation, and then a semiclassical Hamilton-Jacobi equation is obtained. Using the Hamilton-Jacobi equation, we study the Hawking temperature and fermions tunneling rate at the event horizon of the higher-dimensional Reissner-Nordström black hole space-time. Finally, the correct entropy is calculation by the method beyond semiclassical approximation.

  5. A Killing tensor for higher dimensional Kerr-AdS black holes with NUT charge

    International Nuclear Information System (INIS)

    Davis, Paul

    2006-01-01

    In this paper, we study the recently discovered family of higher dimensional Kerr-AdS black holes with an extra NUT-like parameter. We show that the inverse metric is additively separable after multiplication by a simple function. This allows us to separate the Hamilton-Jacobi equation, showing that geodesic motion is integrable on this background. The separation of the Hamilton-Jacobi equation is intimately linked to the existence of an irreducible Killing tensor, which provides an extra constant of motion. We also demonstrate that the Klein-Gordon equation for this background is separable

  6. Some Theoretical Aspects of Nonzero Sum Differential Games and Applications to Combat Problems

    Science.gov (United States)

    1971-06-01

    the Equilibrium Solution . 7 Hamilton-Jacobi-Bellman Partial Differential Equations ............. .............. 9 Influence Function Differential...Linearly .......... ............ 18 Problem Statement .......... ............ 18 Formulation of LJB Equations, Influence Function Equations and the TPBVP...19 Control Lawe . . .. ...... ........... 21 Conditions for Influence Function Continuity along Singular Surfaces

  7. Minimal Length Effects on Tunnelling from Spherically Symmetric Black Holes

    Directory of Open Access Journals (Sweden)

    Benrong Mu

    2015-01-01

    Full Text Available We investigate effects of the minimal length on quantum tunnelling from spherically symmetric black holes using the Hamilton-Jacobi method incorporating the minimal length. We first derive the deformed Hamilton-Jacobi equations for scalars and fermions, both of which have the same expressions. The minimal length correction to the Hawking temperature is found to depend on the black hole’s mass and the mass and angular momentum of emitted particles. Finally, we calculate a Schwarzschild black hole's luminosity and find the black hole evaporates to zero mass in infinite time.

  8. Dynamics of relative motion of test particles in general relativity

    International Nuclear Information System (INIS)

    Bazanski, S.L.

    1977-01-01

    Several variational principles which lead to the first and the second geodesic deviation equations, recently formulated by the author and used for the description of the relative motion of test particles in general relativity are presented. Relations between these principles are investigated and exhibited. The Hamilton-Jacobi equation is also studied for these generalized deviations and the conservation laws appearing here are discussed

  9. First integrals of geodesics in the Einstein-Schwarzschild space

    International Nuclear Information System (INIS)

    Meshkov, A.G.; Dordzhiev, P.B.

    1984-01-01

    Linear and quadratic velocity integrals of geodesics in the Einstein-Schwarzschild space are calculated. The Schwarzschild geodesics equations have only four independent linear integrals. Quadratic integrals are polynomials from linear ones with constant coefficients. Total separation of variables in the Hamilton-Jacobi equation with Schwarzschild metric is possible only in two coordinate systems: ''spherical'' and ''conic'' systems

  10. The construction of optimal hedging portfolio strategies of an investor

    African Journals Online (AJOL)

    that can capture all the investor's investment in i, i = 1, 2, …, N investment company at time t, using stochastic differential equation for derivative pricing process. We will also describe the dynamic of our stock price using Binomial lattice model. We also intend to apply Hamilton-Jacobi-Bellman,(HJB) equation to derive the ...

  11. David Bohm and his work-on the occasion of his seventieth birthday

    International Nuclear Information System (INIS)

    Jammer, M.

    1988-01-01

    This biographical sketch of David Bohm summarizes his professional career, his relationships with Bohr, Einstein, Pauli, and other quantum theorists of his time, and discusses his published contributions to the fields of quantum mechanics, the refinement of the Schroedinger and Hamilton-Jacobi equations, the notion of hidden variables in particle observation and measure theory, and special relativity theory

  12. Mean field games

    KAUST Repository

    Gomes, Diogo A.

    2014-01-06

    In this talk we will report on new results concerning the existence of smooth solutions for time dependent mean-field games. This new result is established through a combination of various tools including several a-priori estimates for time-dependent mean-field games combined with new techniques for the regularity of Hamilton-Jacobi equations.

  13. Classical dynamics

    CERN Document Server

    Greenwood, Donald T

    1997-01-01

    Graduate-level text for science and technology students provides strong background in the more abstract and intellectually satisfying areas of dynamical theory. Topics include d'Alembert's principle and the idea of virtual work, Hamilton's equations, Hamilton-Jacobi theory, canonical transformations, more. Problems and references at chapter ends.

  14. Journal of Astrophysics and Astronomy | Indian Academy of Sciences

    Indian Academy of Sciences (India)

    The Hawking radiation is considered as a quantum tunneling process, which can be studied in the framework of the Hamilton--Jacobi method. In this study, we present the wave equation for a mass generating massive and charged scalar particle (boson). In sequel, we analyse the quantum tunneling of these bosons from a ...

  15. Error Estimates for the Approximation of the Effective Hamiltonian

    International Nuclear Information System (INIS)

    Camilli, Fabio; Capuzzo Dolcetta, Italo; Gomes, Diogo A.

    2008-01-01

    We study approximation schemes for the cell problem arising in homogenization of Hamilton-Jacobi equations. We prove several error estimates concerning the rate of convergence of the approximation scheme to the effective Hamiltonian, both in the optimal control setting and as well as in the calculus of variations setting

  16. Mean field games

    KAUST Repository

    Gomes, Diogo A.

    2014-01-01

    In this talk we will report on new results concerning the existence of smooth solutions for time dependent mean-field games. This new result is established through a combination of various tools including several a-priori estimates for time-dependent mean-field games combined with new techniques for the regularity of Hamilton-Jacobi equations.

  17. The CEV Model and Its Application in a Study of Optimal Investment Strategy

    Directory of Open Access Journals (Sweden)

    Aiyin Wang

    2014-01-01

    Full Text Available The constant elasticity of variance (CEV model is used to describe the price of the risky asset. Maximizing the expected utility relating to the Hamilton-Jacobi-Bellman (HJB equation which describes the optimal investment strategies, we obtain a partial differential equation. Applying the Legendre transform, we transform the equation into a dual problem and obtain an approximation solution and an optimal investment strategies for the exponential utility function.

  18. A high-order positivity-preserving single-stage single-step method for the ideal magnetohydrodynamic equations

    Science.gov (United States)

    Christlieb, Andrew J.; Feng, Xiao; Seal, David C.; Tang, Qi

    2016-07-01

    We propose a high-order finite difference weighted ENO (WENO) method for the ideal magnetohydrodynamics (MHD) equations. The proposed method is single-stage (i.e., it has no internal stages to store), single-step (i.e., it has no time history that needs to be stored), maintains a discrete divergence-free condition on the magnetic field, and has the capacity to preserve the positivity of the density and pressure. To accomplish this, we use a Taylor discretization of the Picard integral formulation (PIF) of the finite difference WENO method proposed in Christlieb et al. (2015) [23], where the focus is on a high-order discretization of the fluxes (as opposed to the conserved variables). We use the version where fluxes are expanded to third-order accuracy in time, and for the fluid variables space is discretized using the classical fifth-order finite difference WENO discretization. We use constrained transport in order to obtain divergence-free magnetic fields, which means that we simultaneously evolve the magnetohydrodynamic (that has an evolution equation for the magnetic field) and magnetic potential equations alongside each other, and set the magnetic field to be the (discrete) curl of the magnetic potential after each time step. In this work, we compute these derivatives to fourth-order accuracy. In order to retain a single-stage, single-step method, we develop a novel Lax-Wendroff discretization for the evolution of the magnetic potential, where we start with technology used for Hamilton-Jacobi equations in order to construct a non-oscillatory magnetic field. The end result is an algorithm that is similar to our previous work Christlieb et al. (2014) [8], but this time the time stepping is replaced through a Taylor method with the addition of a positivity-preserving limiter. Finally, positivity preservation is realized by introducing a parameterized flux limiter that considers a linear combination of high and low-order numerical fluxes. The choice of the free

  19. The study of lossy compressive method with different interpolation for holographic reconstruction in optical scanning holography

    Directory of Open Access Journals (Sweden)

    HU Zhijuan

    2015-08-01

    Full Text Available We study the cosmological inflation models driven by the rolling tachyon field which has a Born-Infeld-type action.We drive the Hamilton-Jacobi equation for the cosmological dynamics of tachyon inflation and the mode equations for the scalar and tensor perturbations of tachyon field and spacetime, then a solution under the slow-roll condition is given. In the end,a realistic model from string theory is discussed.

  20. Iterative Methods for Solving Nonlinear Parabolic Problem in Pension Saving Management

    Science.gov (United States)

    Koleva, M. N.

    2011-11-01

    In this work we consider a nonlinear parabolic equation, obtained from Riccati like transformation of the Hamilton-Jacobi-Bellman equation, arising in pension saving management. We discuss two numerical iterative methods for solving the model problem—fully implicit Picard method and mixed Picard-Newton method, which preserves the parabolic characteristics of the differential problem. Numerical experiments for comparison the accuracy and effectiveness of the algorithms are discussed. Finally, observations are given.

  1. Quantum mechanics from an equivalence principle

    International Nuclear Information System (INIS)

    Faraggi, A.E.

    1997-01-01

    The authors show that requiring diffeomorphic equivalence for one-dimensional stationary states implies that the reduced action S 0 satisfies the quantum Hamilton-Jacobi equation with the Planck constant playing the role of a covariantizing parameter. The construction shows the existence of a fundamental initial condition which is strictly related to the Moebius symmetry of the Legendre transform and to its involutive character. The universal nature of the initial condition implies the Schroedinger equation in any dimension

  2. Measurement by phase severance

    International Nuclear Information System (INIS)

    Noyes, H.P.

    1987-03-01

    It is claimed that the measurement process is more accurately described by ''quasi-local phase severance'' than by ''wave function collapse''. The approach starts from the observation that the usual route to quantum mechanics starting from the Hamilton-Jacobi equations throws away half the degrees of freedom, namely, the classical initial state parameters. To overcome this difficulty, the full set of Hamilton-Jacobi equations is interpreted as operator equations acting on a state vector. The measurement theory presented is based on the conventional S-matrix boundary condition of N/sub A/ free particles in the distant past and N/sub B/ free particles in the distant future and taking the usual free particle wave functions, multiplied by phase factors

  3. Exact solutions to traffic density estimation problems involving the Lighthill-Whitham-Richards traffic flow model using mixed integer programming

    KAUST Repository

    Canepa, Edward S.; Claudel, Christian G.

    2012-01-01

    This article presents a new mixed integer programming formulation of the traffic density estimation problem in highways modeled by the Lighthill Whitham Richards equation. We first present an equivalent formulation of the problem using an Hamilton-Jacobi equation. Then, using a semi-analytic formula, we show that the model constraints resulting from the Hamilton-Jacobi equation result in linear constraints, albeit with unknown integers. We then pose the problem of estimating the density at the initial time given incomplete and inaccurate traffic data as a Mixed Integer Program. We then present a numerical implementation of the method using experimental flow and probe data obtained during Mobile Century experiment. © 2012 IEEE.

  4. Exact solutions to traffic density estimation problems involving the Lighthill-Whitham-Richards traffic flow model using mixed integer programming

    KAUST Repository

    Canepa, Edward S.

    2012-09-01

    This article presents a new mixed integer programming formulation of the traffic density estimation problem in highways modeled by the Lighthill Whitham Richards equation. We first present an equivalent formulation of the problem using an Hamilton-Jacobi equation. Then, using a semi-analytic formula, we show that the model constraints resulting from the Hamilton-Jacobi equation result in linear constraints, albeit with unknown integers. We then pose the problem of estimating the density at the initial time given incomplete and inaccurate traffic data as a Mixed Integer Program. We then present a numerical implementation of the method using experimental flow and probe data obtained during Mobile Century experiment. © 2012 IEEE.

  5. Symmetries of supergravity black holes

    International Nuclear Information System (INIS)

    Chow, David D K

    2010-01-01

    We investigate Killing tensors for various black hole solutions of supergravity theories. Rotating black holes of an ungauged theory, toroidally compactified heterotic supergravity, with NUT parameters and two U(1) gauge fields are constructed. If both charges are set equal, then the solutions simplify, and then there are concise expressions for rank-2 conformal Killing-Staeckel tensors. These are induced by rank-2 Killing-Staeckel tensors of a conformally related metric that possesses a separability structure. We directly verify the separation of the Hamilton-Jacobi equation on this conformally related metric and of the null Hamilton-Jacobi and massless Klein-Gordon equations on the 'physical' metric. Similar results are found for more general solutions; we mainly focus on those with certain charge combinations equal in gauged supergravity but also consider some other solutions.

  6. Reconstruction of boundary conditions from internal conditions using viability theory

    KAUST Repository

    Hofleitner, Aude; Claudel, Christian G.; Bayen, Alexandre M.

    2012-01-01

    This article presents a method for reconstructing downstream boundary conditions to a HamiltonJacobi partial differential equation for which initial and upstream boundary conditions are prescribed as piecewise affine functions and an internal condition is prescribed as an affine function. Based on viability theory, we reconstruct the downstream boundary condition such that the solution of the Hamilton-Jacobi equation with the prescribed initial and upstream conditions and reconstructed downstream boundary condition satisfies the internal value condition. This work has important applications for estimation in flow networks with unknown capacity reductions. It is applied to urban traffic, to reconstruct signal timings and temporary capacity reductions at intersections, using Lagrangian sensing such as GPS devices onboard vehicles.

  7. Reconstruction of boundary conditions from internal conditions using viability theory

    KAUST Repository

    Hofleitner, Aude

    2012-06-01

    This article presents a method for reconstructing downstream boundary conditions to a HamiltonJacobi partial differential equation for which initial and upstream boundary conditions are prescribed as piecewise affine functions and an internal condition is prescribed as an affine function. Based on viability theory, we reconstruct the downstream boundary condition such that the solution of the Hamilton-Jacobi equation with the prescribed initial and upstream conditions and reconstructed downstream boundary condition satisfies the internal value condition. This work has important applications for estimation in flow networks with unknown capacity reductions. It is applied to urban traffic, to reconstruct signal timings and temporary capacity reductions at intersections, using Lagrangian sensing such as GPS devices onboard vehicles.

  8. About an Optimal Visiting Problem

    Energy Technology Data Exchange (ETDEWEB)

    Bagagiolo, Fabio, E-mail: bagagiol@science.unitn.it; Benetton, Michela [Unversita di Trento, Dipartimento di Matematica (Italy)

    2012-02-15

    In this paper we are concerned with the optimal control problem consisting in minimizing the time for reaching (visiting) a fixed number of target sets, in particular more than one target. Such a problem is of course reminiscent of the famous 'Traveling Salesman Problem' and brings all its computational difficulties. Our aim is to apply the dynamic programming technique in order to characterize the value function of the problem as the unique viscosity solution of a suitable Hamilton-Jacobi equation. We introduce some 'external' variables, one per target, which keep in memory whether the corresponding target is already visited or not, and we transform the visiting problem in a suitable Mayer problem. This fact allows us to overcome the lacking of the Dynamic Programming Principle for the originary problem. The external variables evolve with a hysteresis law and the Hamilton-Jacobi equation turns out to be discontinuous.

  9. Solutions for the motion of an electron in electromagnetic fields

    International Nuclear Information System (INIS)

    Bagrov, V.G.; Gitman, D.M.; Jushin, A.V.

    1975-01-01

    New exact solutions of the Lorentz, Hamilton--Jacobi, Klein--Gordon, and Dirac equations for an electron moving in the field of a plane wave and in electric and magnetic fields were found. The electric and magnetic fields are parallel to the direction of propagation of the plane wave. The magnetic field is constant and the electric field is an arbitrary function of the combination ct-z

  10. A stochastic programming approach to manufacturing flow control

    OpenAIRE

    Haurie, Alain; Moresino, Francesco

    2012-01-01

    This paper proposes and tests an approximation of the solution of a class of piecewise deterministic control problems, typically used in the modeling of manufacturing flow processes. This approximation uses a stochastic programming approach on a suitably discretized and sampled system. The method proceeds through two stages: (i) the Hamilton-Jacobi-Bellman (HJB) dynamic programming equations for the finite horizon continuous time stochastic control problem are discretized over a set of sample...

  11. Particle dynamics in a wave with variable amplitude

    International Nuclear Information System (INIS)

    Cary, J.R.

    1992-01-01

    Our past research efforts led to the derivation of the adiabatic invariant in spatially varying accelerator structures, to the calculation of the loss of the invariant due to trapping, and to a method for determining transverse invariants using a nonperturbative approach to the Hamilton-Jacobi equation. These research efforts resulted in the training of two graduate students who are now working in the area of accelerator physics

  12. An Explicit Example Of Optimal Portfolio-Consumption Choices With Habit Formation And Partial Observations

    OpenAIRE

    Yu, Xiang

    2011-01-01

    We consider a model of optimal investment and consumption with both habit formation and partial observations in incomplete It\\^{o} processes market. The investor chooses his consumption under the addictive habits constraint while only observing the market stock prices but not the instantaneous rate of return. Applying the Kalman-Bucy filtering theorem and the Dynamic Programming arguments, we solve the associated Hamilton-Jacobi-Bellman (HJB) equation explicitly for the path dependent stochas...

  13. Optimal Control of a PEM Fuel Cell for the Inputs Minimization

    Directory of Open Access Journals (Sweden)

    José de Jesús Rubio

    2014-01-01

    Full Text Available The trajectory tracking problem of a proton exchange membrane (PEM fuel cell is considered. To solve this problem, an optimal controller is proposed. The optimal technique has the objective that the system states should reach the desired trajectories while the inputs are minimized. The proposed controller uses the Hamilton-Jacobi-Bellman method where its Riccati equation is considered as an adaptive function. The effectiveness of the proposed technique is verified by two simulations.

  14. Symplectic Geometric Algorithms for Hamiltonian Systems

    CERN Document Server

    Feng, Kang

    2010-01-01

    "Symplectic Geometry Algorithms for Hamiltonian Systems" will be useful not only for numerical analysts, but also for those in theoretical physics, computational chemistry, celestial mechanics, etc. The book generalizes and develops the generating function and Hamilton-Jacobi equation theory from the perspective of the symplectic geometry and symplectic algebra. It will be a useful resource for engineers and scientists in the fields of quantum theory, astrophysics, atomic and molecular dynamics, climate prediction, oil exploration, etc. Therefore a systematic research and development

  15. Nonlinear Filtering and Approximation Techniques

    Science.gov (United States)

    1991-09-01

    filtering. UNIT8 Q RECERCE**No 1223 Programme 5 A utomatique, Productique, Traitement dui Signal et des Donnc~es CONSISTENT PARAMETER ESTIMATION FOR...ue’e[71 E C 2.’(Rm x [0,7]; R) is the unique solution of the Hamilton-Jacobi-Bellman equation 9u,’[7](x, t) - EAu "’[ 7](x,t) + He,’[ 7](x,t,Du,[ 7](x,t

  16. Dynamic asset allocation for bank under stochastic interest rates.

    OpenAIRE

    Chakroun, Fatma; Abid, Fathi

    2014-01-01

    This paper considers the optimal asset allocation strategy for bank with stochastic interest rates when there are three types of asset: Bank account, loans and securities. The asset allocation problem is to maximize the expected utility from terminal wealth of a bank's shareholders over a finite time horizon. As a consequence, we apply a dynamic programming principle to solve the Hamilton-Jacobi-Bellman (HJB) equation explicitly in the case of the CRRA utility function. A case study is given ...

  17. Eruptive Massive Vector Particles of 5-Dimensional Kerr-Gödel Spacetime

    Science.gov (United States)

    Övgün, A.; Sakalli, I.

    2018-02-01

    In this paper, we investigate Hawking radiation of massive spin-1 particles from 5-dimensional Kerr-Gödel spacetime. By applying the WKB approximation and the Hamilton-Jacobi ansatz to the relativistic Proca equation, we obtain the quantum tunneling rate of the massive vector particles. Using the obtained tunneling rate, we show how one impeccably computes the Hawking temperature of the 5-dimensional Kerr-Gödel spacetime.

  18. The Optimal Strategy to Research Pension Funds in China Based on the Loss Function

    Directory of Open Access Journals (Sweden)

    Jian-wei Gao

    2007-10-01

    Full Text Available Based on the theory of actuarial present value, a pension fund investment goal can be formulated as an objective function. The mean-variance model is extended by defining the objective loss function. Furthermore, using the theory of stochastic optimal control, an optimal investment model is established under the minimum expectation of loss function. In the light of the Hamilton-Jacobi-Bellman (HJB equation, the analytic solution of the optimal investment strategy problem is derived.

  19. The Optimal Strategy to Research Pension Funds in China Based on the Loss Function

    OpenAIRE

    Gao, Jian-wei; Guo, Hong-zhen; Ye, Yan-cheng

    2007-01-01

    Based on the theory of actuarial present value, a pension fund investment goal can be formulated as an objective function. The mean-variance model is extended by defining the objective loss function. Furthermore, using the theory of stochastic optimal control, an optimal investment model is established under the minimum expectation of loss function. In the light of the Hamilton-Jacobi-Bellman (HJB) equation, the analytic solution of the optimal investment strategy problem is derived.

  20. Symplectic maps for accelerator lattices

    International Nuclear Information System (INIS)

    Warnock, R.L.; Ruth, R.; Gabella, W.

    1988-05-01

    We describe a method for numerical construction of a symplectic map for particle propagation in a general accelerator lattice. The generating function of the map is obtained by integrating the Hamilton-Jacobi equation as an initial-value problem on a finite time interval. Given the generating function, the map is put in explicit form by means of a Fourier inversion technique. We give an example which suggests that the method has promise. 9 refs., 9 figs

  1. Introduction to analytical mechanics

    CERN Document Server

    Gamalath, KAILW

    2011-01-01

    INTRODUCTION TO ANALYTICAL MECHANICS is an attempt to introduce the modern treatment of classical mechanics so that transition to many fields in physics can be made with the least difficulty. This book deal with the formulation of Newtonian mechanics, Lagrangian dynamics, conservation laws relating to symmetries, Hamiltonian dynamics Hamilton's principle, Poisson brackets, canonical transformations which are invaluable in formulating the quantum mechanics and Hamilton-Jacobi equation which provides the transition to wave mechanics.

  2. A Mean Value Theorem for non Differentiable Mappings in Banach Spaces

    OpenAIRE

    Deville, Robert

    1995-01-01

    We prove that if f is a real valued lower semicontinuous function on a Banach space X and if there exists a C^1, real valued Lipschitz continuous function on X with bounded support and which is not identically equal to zero, then f is Lipschitz continuous of constant K provided all lower subgradients of f are bounded by K. As an application, we give a regularity result of viscosity supersolutions (or subsolutions) of Hamilton-Jacobi equations in infinite dimensions which sat...

  3. Generalized classical mechanics

    International Nuclear Information System (INIS)

    De Leon, M.; Rodrigues, P.R.

    1985-01-01

    The geometrical study of Classical Mechanics shows that the Hamiltonian (respectively, Lagrangian) formalism may be characterized by intrinsical structures canonically defined on the cotangent (respectively, tangent) bundle of a differentiable manifold. A generalized formalism for higher order Lagrangians is developed. Then the Hamiltonian form of the theory is developed. Finally, the Poisson brackets are defined and the conditions under which a mapping is a canonical transformation are studied. The Hamilton-Jacobi equation for this type of mechanics is established. (Auth.)

  4. Modelling on optimal portfolio with exchange rate based on discontinuous stochastic process

    Science.gov (United States)

    Yan, Wei; Chang, Yuwen

    2016-12-01

    Considering the stochastic exchange rate, this paper is concerned with the dynamic portfolio selection in financial market. The optimal investment problem is formulated as a continuous-time mathematical model under mean-variance criterion. These processes follow jump-diffusion processes (Weiner process and Poisson process). Then the corresponding Hamilton-Jacobi-Bellman(HJB) equation of the problem is presented and its efferent frontier is obtained. Moreover, the optimal strategy is also derived under safety-first criterion.

  5. Integral equations

    CERN Document Server

    Moiseiwitsch, B L

    2005-01-01

    Two distinct but related approaches hold the solutions to many mathematical problems--the forms of expression known as differential and integral equations. The method employed by the integral equation approach specifically includes the boundary conditions, which confers a valuable advantage. In addition, the integral equation approach leads naturally to the solution of the problem--under suitable conditions--in the form of an infinite series.Geared toward upper-level undergraduate students, this text focuses chiefly upon linear integral equations. It begins with a straightforward account, acco

  6. Differential equations

    CERN Document Server

    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

  7. SOLUTION OF HARMONIC OSCILLATOR OF NONLINEAR MASTER SCHRÖDINGER

    Directory of Open Access Journals (Sweden)

    T B Prayitno

    2012-02-01

    Full Text Available We have computed the solution of a nonrelativistic particle motion in a harmonic oscillator potential of the nonlinear master Schrödinger equation. The equation itself is based on two classical conservation laws, the Hamilton-Jacobi and the continuity equations. Those two equations give each contribution for the definition of quantum particle. We also prove that the solution can’t be normalized.   Keywords : harmonic oscillator, nonlinear Schrödinger.

  8. Integrable model of Yang-Mills theory with scalar field and quasi-instantons

    International Nuclear Information System (INIS)

    Yatsun, V.A.

    1988-01-01

    In the framework of Euclidean conformally invariant Yang-Mills theory with a scalar field a study is made of a Hamiltonian system with two degrees of freedom that is integrable for a definite relationship between the coupling constants. A particular solution of the Hamilton-Jacobi equation leads to first-order equations that ensure a nonself-dual solution of instanton type of the considered model. As generalization of the first-order equations a quasiself-dual equation that can be integrated by means of the 't Hooft ansatz and leads to quasiself-dual instantons - quasi-instantons - is proposed

  9. Differential equations

    CERN Document Server

    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.

  10. Integrable model of Yang-Mills theory and quasi-instantons

    International Nuclear Information System (INIS)

    Yatsun, V.A.

    1986-01-01

    Within the framework of Euclidean conformal invariant Yang-Mills theory with a scalar field, a two-dimensional Hamiltonian system integrable for a definite relation between the coupling constants is considered. A particular solution of the Hamilton-Jacobi equation leads to a system of first-order equations providing a nonself-dual instanton-like solution of the model concerned. As a generalizationof the system, a quasi-self-duality equation is suggested which is integrated by means of the 't Hooft ansatz and results in quasi-self-dual instantons (quasi-instantons). (orig.)

  11. Lorentz Invariance Violation and Modified Hawking Fermions Tunneling Radiation

    Directory of Open Access Journals (Sweden)

    Shu-Zheng Yang

    2016-01-01

    Full Text Available Recently the modified Dirac equation with Lorentz invariance violation has been proposed, which would be helpful to resolve some issues in quantum gravity theory and high energy physics. In this paper, the modified Dirac equation has been generalized in curved spacetime, and then fermion tunneling of black holes is researched under this correctional Dirac field theory. We also use semiclassical approximation method to get correctional Hamilton-Jacobi equation, so that the correctional Hawking temperature and correctional black hole’s entropy are derived.

  12. Particle motion and scalar field propagation in Myers-Perry black-hole spacetimes in all dimensions

    International Nuclear Information System (INIS)

    Vasudevan, Muraari; Stevens, Kory A; Page, Don N

    2005-01-01

    We study separability of the Hamilton-Jacobi and massive Klein-Gordon equations in the general Myers-Perry black-hole background in all dimensions. Complete separation of both equations is carried out in cases when there are two sets of equal black-hole rotation parameters, which significantly enlarges the rotational symmetry group. We explicitly construct a nontrivial irreducible Killing tensor associated with the enlarged symmetry group which permits separation. We also derive first-order equations of motion for particles in these backgrounds and examine some of their properties

  13. The cosmological model with a wormhole and Hawking temperature near apparent horizon

    Science.gov (United States)

    Kim, Sung-Won

    2018-05-01

    In this paper, a cosmological model with an isotropic form of the Morris-Thorne type wormhole was derived in a similar way to the McVittie solution to the black hole in the expanding universe. By solving Einstein's field equation with plausible matter distribution, we found the exact solution of the wormhole embedded in Friedmann-Lemaître-Robertson-Walker universe. We also found the apparent cosmological horizons from the redefined metric and analyzed the geometric natures, including causal and dynamic structures. The Hawking temperature for thermal radiation was obtained by the WKB approximation using the Hamilton-Jacobi equation and Hamilton's equation, near the apparent cosmological horizon.

  14. Complex-valued derivative propagation method with approximate Bohmian trajectories: Application to electronic nonadiabatic dynamics

    Science.gov (United States)

    Wang, Yu; Chou, Chia-Chun

    2018-05-01

    The coupled complex quantum Hamilton-Jacobi equations for electronic nonadiabatic transitions are approximately solved by propagating individual quantum trajectories in real space. Equations of motion are derived through use of the derivative propagation method for the complex actions and their spatial derivatives for wave packets moving on each of the coupled electronic potential surfaces. These equations for two surfaces are converted into the moving frame with the same grid point velocities. Excellent wave functions can be obtained by making use of the superposition principle even when nodes develop in wave packet scattering.

  15. Bernoulli's Equation

    Indian Academy of Sciences (India)

    regarding nature of forces hold equally for liquids, even though the ... particle. Figure A. A fluid particle is a very small imaginary blob of fluid, here shown sche- matically in .... picture gives important information about the flow field. ... Bernoulli's equation is derived assuming ideal flow, .... weight acting in the flow direction S is.

  16. Relativistic equations

    International Nuclear Information System (INIS)

    Gross, F.

    1986-01-01

    Relativistic equations for two and three body scattering are discussed. Particular attention is paid to relativistic three body kinetics because of recent form factor measurements of the Helium 3 - Hydrogen 3 system recently completed at Saclay and Bates and the accompanying speculation that relativistic effects are important for understanding the three nucleon system. 16 refs., 4 figs

  17. Covariance Method of the Tunneling Radiation from High Dimensional Rotating Black Holes

    Science.gov (United States)

    Li, Hui-Ling; Han, Yi-Wen; Chen, Shuai-Ru; Ding, Cong

    2018-04-01

    In this paper, Angheben-Nadalini-Vanzo-Zerbini (ANVZ) covariance method is used to study the tunneling radiation from the Kerr-Gödel black hole and Myers-Perry black hole with two independent angular momentum. By solving the Hamilton-Jacobi equation and separating the variables, the radial motion equation of a tunneling particle is obtained. Using near horizon approximation and the distance of the proper pure space, we calculate the tunneling rate and the temperature of Hawking radiation. Thus, the method of ANVZ covariance is extended to the research of high dimensional black hole tunneling radiation.

  18. Time-Dependent Mean-Field Games in the Subquadratic Case

    KAUST Repository

    Gomes, Diogo A.; Pimentel, Edgard A.; Sá nchez-Morgado, Hé ector

    2014-01-01

    In this paper we consider time-dependent mean-field games with subquadratic Hamiltonians and power-like local dependence on the measure. We establish existence of classical solutions under a certain set of conditions depending on both the growth of the Hamiltonian and the dimension. This is done by combining regularity estimates for the Hamilton-Jacobi equation based on the Gagliardo-Nirenberg interpolation inequality with polynomial estimates for the Fokker-Planck equation. This technique improves substantially the previous results on the regularity of time-dependent mean-field games.

  19. Time-Dependent Mean-Field Games in the Subquadratic Case

    KAUST Repository

    Gomes, Diogo A.

    2014-10-14

    In this paper we consider time-dependent mean-field games with subquadratic Hamiltonians and power-like local dependence on the measure. We establish existence of classical solutions under a certain set of conditions depending on both the growth of the Hamiltonian and the dimension. This is done by combining regularity estimates for the Hamilton-Jacobi equation based on the Gagliardo-Nirenberg interpolation inequality with polynomial estimates for the Fokker-Planck equation. This technique improves substantially the previous results on the regularity of time-dependent mean-field games.

  20. Quantization of dynamical systems and stochastic control theory

    International Nuclear Information System (INIS)

    Guerra, F.; Morato, L.M.

    1982-09-01

    In the general framework of stochastic control theory we introduce a suitable form of stochastic action associated to the controlled process. Then a variational principle gives all main features of Nelson's stochastic mechanics. In particular we derive the expression of the current velocity field as the gradient of the phase action. Moreover the stochastic corrections to the Hamilton-Jacobi equation are in agreement with the quantum mechanical form of the Madelung fluid (equivalent to the Schroedinger equation). Therefore stochastic control theory can provide a very simple model simulating quantum mechanical behavior

  1. Time dependent mean-field games

    KAUST Repository

    Gomes, Diogo A.; Pimentel, Edgard; Sá nchez-Morgado, Hé ctor

    2014-01-01

    In this setting we recur to a delicate argument that combines the non-linear adjoint method with polynomial estimates for solutions of the Fokker-Planck equation in terms of L1L1-norms of DpH. Concerning the subquadratic case, we substantially improve and extend the results previously obtained. Furthermore, to the best of our knowledge, the superquadratic case has not been addressed in the literature yet. In fact, it is likely that our estimates may also add to the current understanding of Hamilton-Jacobi equations with superquadratic Hamiltonians.

  2. Time-Dependent Mean-Field Games with Logarithmic Nonlinearities

    KAUST Repository

    Gomes, Diogo A.; Pimentel, Edgard

    2015-01-01

    In this paper, we prove the existence of classical solutions for time-dependent mean-field games with a logarithmic nonlinearity and subquadratic Hamiltonians. Because the logarithm is unbounded from below, this nonlinearity poses substantial mathematical challenges that have not been addressed in the literature. Our result is proven by recurring to a delicate argument which combines Lipschitz regularity for the Hamilton-Jacobi equation with estimates for the nonlinearity in suitable Lebesgue spaces. Lipschitz estimates follow from an application of the nonlinear adjoint method. These are then combined with a priori bounds for solutions of the Fokker-Planck equation and a concavity argument for the nonlinearity.

  3. Time-Dependent Mean-Field Games with Logarithmic Nonlinearities

    KAUST Repository

    Gomes, Diogo A.

    2015-10-06

    In this paper, we prove the existence of classical solutions for time-dependent mean-field games with a logarithmic nonlinearity and subquadratic Hamiltonians. Because the logarithm is unbounded from below, this nonlinearity poses substantial mathematical challenges that have not been addressed in the literature. Our result is proven by recurring to a delicate argument which combines Lipschitz regularity for the Hamilton-Jacobi equation with estimates for the nonlinearity in suitable Lebesgue spaces. Lipschitz estimates follow from an application of the nonlinear adjoint method. These are then combined with a priori bounds for solutions of the Fokker-Planck equation and a concavity argument for the nonlinearity.

  4. Elements of non-equilibrium (ℎ, k)-dynamics at zero and finite temperatures

    International Nuclear Information System (INIS)

    Golubeva, O.N.; Sukhanov, A.D.

    2011-01-01

    We suggest a method which allows developing some elements of non-equilibrium (ℎ, k)-dynamics without use of Schroedinger equation. It is based on the generalization pf Fokker-Planck and Hamilton-Jacobi equations. Sequential considering of stochastic influence of vacuum is realized in the quantum heat bath model. We show that at the presence of quantum-thermal diffusion non-equilibrium wave functions describe the process of nearing to generalized state of thermal equilibrium at zero and finite temperatures. They can be used as a ground for universal description of transport phenomena

  5. State transformations and Hamiltonian structures for optimal control in discrete systems

    Science.gov (United States)

    Sieniutycz, S.

    2006-04-01

    Preserving usual definition of Hamiltonian H as the scalar product of rates and generalized momenta we investigate two basic classes of discrete optimal control processes governed by the difference rather than differential equations for the state transformation. The first class, linear in the time interval θ, secures the constancy of optimal H and satisfies a discrete Hamilton-Jacobi equation. The second class, nonlinear in θ, does not assure the constancy of optimal H and satisfies only a relationship that may be regarded as an equation of Hamilton-Jacobi type. The basic question asked is if and when Hamilton's canonical structures emerge in optimal discrete systems. For a constrained discrete control, general optimization algorithms are derived that constitute powerful theoretical and computational tools when evaluating extremum properties of constrained physical systems. The mathematical basis is Bellman's method of dynamic programming (DP) and its extension in the form of the so-called Carathéodory-Boltyanski (CB) stage optimality criterion which allows a variation of the terminal state that is otherwise fixed in Bellman's method. For systems with unconstrained intervals of the holdup time θ two powerful optimization algorithms are obtained: an unconventional discrete algorithm with a constant H and its counterpart for models nonlinear in θ. We also present the time-interval-constrained extension of the second algorithm. The results are general; namely, one arrives at: discrete canonical equations of Hamilton, maximum principles, and (at the continuous limit of processes with free intervals of time) the classical Hamilton-Jacobi theory, along with basic results of variational calculus. A vast spectrum of applications and an example are briefly discussed with particular attention paid to models nonlinear in the time interval θ.

  6. 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

  7. Hamiltonian approach to GR - Part 1: covariant theory of classical gravity

    Science.gov (United States)

    Cremaschini, Claudio; Tessarotto, Massimo

    2017-05-01

    A challenging issue in General Relativity concerns the determination of the manifestly covariant continuum Hamiltonian structure underlying the Einstein field equations and the related formulation of the corresponding covariant Hamilton-Jacobi theory. The task is achieved by adopting a synchronous variational principle requiring distinction between the prescribed deterministic metric tensor \\widehat{g}(r)≡ { \\widehat{g}_{μ ν }(r)} solution of the Einstein field equations which determines the geometry of the background space-time and suitable variational fields x≡ { g,π } obeying an appropriate set of continuum Hamilton equations, referred to here as GR-Hamilton equations. It is shown that a prerequisite for reaching such a goal is that of casting the same equations in evolutionary form by means of a Lagrangian parametrization for a suitably reduced canonical state. As a result, the corresponding Hamilton-Jacobi theory is established in manifestly covariant form. Physical implications of the theory are discussed. These include the investigation of the structural stability of the GR-Hamilton equations with respect to vacuum solutions of the Einstein equations, assuming that wave-like perturbations are governed by the canonical evolution equations.

  8. Hamiltonian approach to GR. Pt. 1. Covariant theory of classical gravity

    Energy Technology Data Exchange (ETDEWEB)

    Cremaschini, Claudio [Silesian University in Opava, Faculty of Philosophy and Science, Institute of Physics and Research Center for Theoretical Physics and Astrophysics, Opava (Czech Republic); Tessarotto, Massimo [University of Trieste, Department of Mathematics and Geosciences, Trieste (Italy); Silesian University in Opava, Faculty of Philosophy and Science, Institute of Physics, Opava (Czech Republic)

    2017-05-15

    A challenging issue in General Relativity concerns the determination of the manifestly covariant continuum Hamiltonian structure underlying the Einstein field equations and the related formulation of the corresponding covariant Hamilton-Jacobi theory. The task is achieved by adopting a synchronous variational principle requiring distinction between the prescribed deterministic metric tensor g(r) ≡ {g_μ_ν(r)} solution of the Einstein field equations which determines the geometry of the background space-time and suitable variational fields x ≡ {g,π} obeying an appropriate set of continuum Hamilton equations, referred to here as GR-Hamilton equations. It is shown that a prerequisite for reaching such a goal is that of casting the same equations in evolutionary form by means of a Lagrangian parametrization for a suitably reduced canonical state. As a result, the corresponding Hamilton-Jacobi theory is established in manifestly covariant form. Physical implications of the theory are discussed. These include the investigation of the structural stability of the GR-Hamilton equations with respect to vacuum solutions of the Einstein equations, assuming that wave-like perturbations are governed by the canonical evolution equations. (orig.)

  9. Dividend Maximization when Cash Reserves Follow a Jump-diffusion Process

    Institute of Scientific and Technical Information of China (English)

    LI LI-LI; FENG JIN-GHAI; SONG LI-XIN

    2009-01-01

    This paper deals with the dividend optimization problem for an insur-ance company, whose surplus follows a jump-diffusion process. The objective of the company is to maximize the expected total discounted dividends paid out until the time of ruin. Under concavity assumption on the optimal value function, the paper states some general properties and, in particular, smoothness results on the optimal value function, whose analysis mainly relies on viscosity solutions of the associated Hamilton-Jacobi-Bellman (HJB) equations. Based on these properties, the explicit expression of the optimal value function is obtained. And some numerical calculations are presented as the application of the results.

  10. Structure of the generalized momentum of a test charged particle and the inverse problem in general relativity theory

    International Nuclear Information System (INIS)

    Zakharov, A.V.; Singatullin, R.S.

    1981-01-01

    The inverse problem is solved in general relativity theory (GRT) consisting in determining the metric and potentials of an electromagnetic field by their values in the nonsingular point of the V 4 space and present functions, being the generalized momenta of a test charged particle. The Hamilton-Jacobi equation for a test charged particle in GRT is used. The general form of the generalized momentum dependence on the initial values is determined. It is noted that the inverse problem solution of dynamics in GRT contains arbitrariness which depends on the choice of the metric and potential values of the electromagnetic field in the nonsingular point [ru

  11. EPR and Klein Paradoxes in Complex Hamiltonian Dynamics and Krein Space Quantization

    International Nuclear Information System (INIS)

    Payandeh, Farrin

    2015-01-01

    Negative energy states are applied in Krein space quantization approach to achieve a naturally renormalized theory. For example, this theory by taking the full set of Dirac solutions, could be able to remove the propagator Green function's divergences and automatically without any normal ordering, to vanish the expected value for vacuum state energy. However, since it is a purely mathematical theory, the results are under debate and some efforts are devoted to include more physics in the concept. Whereas Krein quantization is a pure mathematical approach, complex quantum Hamiltonian dynamics is based on strong foundations of Hamilton-Jacobi (H-J) equations and therefore on classical dynamics. Based on complex quantum Hamilton-Jacobi theory, complex spacetime is a natural consequence of including quantum effects in the relativistic mechanics, and is a bridge connecting the causality in special relativity and the non-locality in quantum mechanics, i.e. extending special relativity to the complex domain leads to relativistic quantum mechanics. So that, considering both relativistic and quantum effects, the Klein-Gordon equation could be derived as a special form of the Hamilton-Jacobi equation. Characterizing the complex time involved in an entangled energy state and writing the general form of energy considering quantum potential, two sets of positive and negative energies will be realized. The new states enable us to study the spacetime in a relativistic entangled “space-time” state leading to 12 extra wave functions than the four solutions of Dirac equation for a free particle. Arguing the entanglement of particle and antiparticle leads to a contradiction with experiments. So, in order to correct the results, along with a previous investigation [1], we realize particles and antiparticles as physical entities with positive energy instead of considering antiparticles with negative energy. As an application of modified descriptions for entangled (space

  12. EPR & Klein Paradoxes in Complex Hamiltonian Dynamics and Krein Space Quantization

    Science.gov (United States)

    Payandeh, Farrin

    2015-07-01

    Negative energy states are applied in Krein space quantization approach to achieve a naturally renormalized theory. For example, this theory by taking the full set of Dirac solutions, could be able to remove the propagator Green function's divergences and automatically without any normal ordering, to vanish the expected value for vacuum state energy. However, since it is a purely mathematical theory, the results are under debate and some efforts are devoted to include more physics in the concept. Whereas Krein quantization is a pure mathematical approach, complex quantum Hamiltonian dynamics is based on strong foundations of Hamilton-Jacobi (H-J) equations and therefore on classical dynamics. Based on complex quantum Hamilton-Jacobi theory, complex spacetime is a natural consequence of including quantum effects in the relativistic mechanics, and is a bridge connecting the causality in special relativity and the non-locality in quantum mechanics, i.e. extending special relativity to the complex domain leads to relativistic quantum mechanics. So that, considering both relativistic and quantum effects, the Klein-Gordon equation could be derived as a special form of the Hamilton-Jacobi equation. Characterizing the complex time involved in an entangled energy state and writing the general form of energy considering quantum potential, two sets of positive and negative energies will be realized. The new states enable us to study the spacetime in a relativistic entangled “space-time” state leading to 12 extra wave functions than the four solutions of Dirac equation for a free particle. Arguing the entanglement of particle and antiparticle leads to a contradiction with experiments. So, in order to correct the results, along with a previous investigation [1], we realize particles and antiparticles as physical entities with positive energy instead of considering antiparticles with negative energy. As an application of modified descriptions for entangled (space

  13. Une généralisation possible de la mécanique quantique à la relativité restreinte et générale

    OpenAIRE

    Chavoya Aceves , Oscar

    2015-01-01

    Based on a reinterpretation of Hamilton-Jacobi equation, a generalization of Madelung's hydrodynamic model of quantum mechanics is proposed, which is valid in the realm of special relativity and can be extended to study gravitational fields with quantum effects. We estimate that gravitational quantum effects will not be noticeable but for particles of very small mass at very high energy $\\approx 1.223 \\times 10^{19} \\mbox{G eV}$, for which the de Broglie wave-length is of the order of Planck'...

  14. Geodesics and symmetries of doubly spinning black rings

    International Nuclear Information System (INIS)

    Durkee, Mark

    2009-01-01

    This paper studies various properties of the Pomeransky-Sen'kov doubly spinning black ring spacetime. I discuss the structure of the ergoregion, and then go on to demonstrate the separability of the Hamilton-Jacobi equation for null, zero energy geodesics, which exist in the ergoregion. These geodesics are used to construct geometrically motivated coordinates that cover the black hole horizon. Finally, I relate this weak form of separability to the existence of a conformal Killing tensor in a particular four-dimensional spacetime obtained by Kaluza-Klein reduction, and show that a related conformal Killing-Yano tensor only exists in the singly spinning case.

  15. Existence of weak solutions to first-order stationary mean-field games with Dirichlet conditions

    KAUST Repository

    Ferreira, Rita; Gomes, Diogo A.; Tada, Teruo

    2018-01-01

    In this paper, we study first-order stationary monotone mean-field games (MFGs) with Dirichlet boundary conditions. While for Hamilton--Jacobi equations Dirichlet conditions may not be satisfied, here, we establish the existence of solutions of MFGs that satisfy those conditions. To construct these solutions, we introduce a monotone regularized problem. Applying Schaefer's fixed-point theorem and using the monotonicity of the MFG, we verify that there exists a unique weak solution to the regularized problem. Finally, we take the limit of the solutions of the regularized problem and using Minty's method, we show the existence of weak solutions to the original MFG.

  16. Existence of weak solutions to first-order stationary mean-field games with Dirichlet conditions

    KAUST Repository

    Ferreira, Rita

    2018-04-19

    In this paper, we study first-order stationary monotone mean-field games (MFGs) with Dirichlet boundary conditions. While for Hamilton--Jacobi equations Dirichlet conditions may not be satisfied, here, we establish the existence of solutions of MFGs that satisfy those conditions. To construct these solutions, we introduce a monotone regularized problem. Applying Schaefer\\'s fixed-point theorem and using the monotonicity of the MFG, we verify that there exists a unique weak solution to the regularized problem. Finally, we take the limit of the solutions of the regularized problem and using Minty\\'s method, we show the existence of weak solutions to the original MFG.

  17. Time dependent optimal switching controls in online selling models

    Energy Technology Data Exchange (ETDEWEB)

    Bradonjic, Milan [Los Alamos National Laboratory; Cohen, Albert [MICHIGAN STATE UNIV

    2010-01-01

    We present a method to incorporate dishonesty in online selling via a stochastic optimal control problem. In our framework, the seller wishes to maximize her average wealth level W at a fixed time T of her choosing. The corresponding Hamilton-Jacobi-Bellmann (HJB) equation is analyzed for a basic case. For more general models, the admissible control set is restricted to a jump process that switches between extreme values. We propose a new approach, where the optimal control problem is reduced to a multivariable optimization problem.

  18. Value function in economic growth model

    Science.gov (United States)

    Bagno, Alexander; Tarasyev, Alexandr A.; Tarasyev, Alexander M.

    2017-11-01

    Properties of the value function are examined in an infinite horizon optimal control problem with an unlimited integrand index appearing in the quality functional with a discount factor. Optimal control problems of such type describe solutions in models of economic growth. Necessary and sufficient conditions are derived to ensure that the value function satisfies the infinitesimal stability properties. It is proved that value function coincides with the minimax solution of the Hamilton-Jacobi equation. Description of the growth asymptotic behavior for the value function is provided for the logarithmic, power and exponential quality functionals and an example is given to illustrate construction of the value function in economic growth models.

  19. Analytical methods of optimization

    CERN Document Server

    Lawden, D F

    2006-01-01

    Suitable for advanced undergraduates and graduate students, this text surveys the classical theory of the calculus of variations. It takes the approach most appropriate for applications to problems of optimizing the behavior of engineering systems. Two of these problem areas have strongly influenced this presentation: the design of the control systems and the choice of rocket trajectories to be followed by terrestrial and extraterrestrial vehicles.Topics include static systems, control systems, additional constraints, the Hamilton-Jacobi equation, and the accessory optimization problem. Prereq

  20. Optimal Reinsurance-Investment Problem for an Insurer and a Reinsurer with Jump-Diffusion Process

    Directory of Open Access Journals (Sweden)

    Hanlei Hu

    2018-01-01

    Full Text Available The optimal reinsurance-investment strategies considering the interests of both the insurer and reinsurer are investigated. The surplus process is assumed to follow a jump-diffusion process and the insurer is permitted to purchase proportional reinsurance from the reinsurer. Applying dynamic programming approach and dual theory, the corresponding Hamilton-Jacobi-Bellman equations are derived and the optimal strategies for exponential utility function are obtained. In addition, several sensitivity analyses and numerical illustrations in the case with exponential claiming distributions are presented to analyze the effects of parameters about the optimal strategies.

  1. Ergodic optimization in the expanding case concepts, tools and applications

    CERN Document Server

    Garibaldi, Eduardo

    2017-01-01

    This book focuses on the interpretation of ergodic optimal problems as questions of variational dynamics, employing a comparable approach to that of the Aubry-Mather theory for Lagrangian systems. Ergodic optimization is primarily concerned with the study of optimizing probability measures. This work presents and discusses the fundamental concepts of the theory, including the use and relevance of Sub-actions as analogues to subsolutions of the Hamilton-Jacobi equation. Further, it provides evidence for the impressively broad applicability of the tools inspired by the weak KAM theory.

  2. Discrete-time inverse optimal control for nonlinear systems

    CERN Document Server

    Sanchez, Edgar N

    2013-01-01

    Discrete-Time Inverse Optimal Control for Nonlinear Systems proposes a novel inverse optimal control scheme for stabilization and trajectory tracking of discrete-time nonlinear systems. This avoids the need to solve the associated Hamilton-Jacobi-Bellman equation and minimizes a cost functional, resulting in a more efficient controller. Design More Efficient Controllers for Stabilization and Trajectory Tracking of Discrete-Time Nonlinear Systems The book presents two approaches for controller synthesis: the first based on passivity theory and the second on a control Lyapunov function (CLF). Th

  3. Cosmic censorship of rotating Anti-de Sitter black hole

    Energy Technology Data Exchange (ETDEWEB)

    Gwak, Bogeun; Lee, Bum-Hoon, E-mail: rasenis@sogang.ac.kr, E-mail: bhl@sogang.ac.kr [Center for Quantum Spacetime, Sogang University, Seoul 04107 (Korea, Republic of)

    2016-02-01

    We test the validity of cosmic censorship in the rotating anti-de Sitter black hole. For this purpose, we investigate whether the extremal black hole can be overspun by the particle absorption. The particle absorption will change the mass and angular momentum of the black hole, which is analyzed using the Hamilton-Jacobi equations consistent with the laws of thermodynamics. We have found that the mass of the extremal black hole increases more than the angular momentum. Therefore, the outer horizon of the black hole still exists, and cosmic censorship is valid.

  4. Cosmic censorship of rotating Anti-de Sitter black hole

    International Nuclear Information System (INIS)

    Gwak, Bogeun; Lee, Bum-Hoon

    2016-01-01

    We test the validity of cosmic censorship in the rotating anti-de Sitter black hole. For this purpose, we investigate whether the extremal black hole can be overspun by the particle absorption. The particle absorption will change the mass and angular momentum of the black hole, which is analyzed using the Hamilton-Jacobi equations consistent with the laws of thermodynamics. We have found that the mass of the extremal black hole increases more than the angular momentum. Therefore, the outer horizon of the black hole still exists, and cosmic censorship is valid

  5. Optimal control linear quadratic methods

    CERN Document Server

    Anderson, Brian D O

    2007-01-01

    This augmented edition of a respected text teaches the reader how to use linear quadratic Gaussian methods effectively for the design of control systems. It explores linear optimal control theory from an engineering viewpoint, with step-by-step explanations that show clearly how to make practical use of the material.The three-part treatment begins with the basic theory of the linear regulator/tracker for time-invariant and time-varying systems. The Hamilton-Jacobi equation is introduced using the Principle of Optimality, and the infinite-time problem is considered. The second part outlines the

  6. Transformation of CLF to ISS-CLF for Nonlinear Systems with Disturbance and Construction of Nonlinear Robust Controller with L2 Gain Performance

    Directory of Open Access Journals (Sweden)

    Keizo Okano

    2014-01-01

    Full Text Available A new nonlinear control law for a class of nonlinear systems with disturbance is proposed. A control law is designed by transforming control Lyapunov function (CLF to input-to-state stability control Lyapunov function (ISS-CLF. The transformed CLF satisfies a Hamilton-Jacobi-Isaacs (HJI equation. The feedback system by the proposed control law has characteristics of L2 gain. Finally, it is shown by a numerical example that the proposed control law makes a controller by feedback linearization robust against disturbance.

  7. Hamiltonian approach to GR. Pt. 2. Covariant theory of quantum gravity

    Energy Technology Data Exchange (ETDEWEB)

    Cremaschini, Claudio [Faculty of Philosophy and Science, Silesian University in Opava, Institute of Physics and Research Center for Theoretical Physics and Astrophysics, Opava (Czech Republic); Tessarotto, Massimo [University of Trieste, Department of Mathematics and Geosciences, Trieste (Italy); Faculty of Philosophy and Science, Silesian University in Opava, Institute of Physics, Opava (Czech Republic)

    2017-05-15

    A non-perturbative quantum field theory of General Relativity is presented which leads to a new realization of the theory of covariant quantum gravity (CQG-theory). The treatment is founded on the recently identified Hamiltonian structure associated with the classical space-time, i.e., the corresponding manifestly covariant Hamilton equations and the related Hamilton-Jacobi theory. The quantum Hamiltonian operator and the CQG-wave equation for the corresponding CQG-state and wave function are realized in 4-scalar form. The new quantum wave equation is shown to be equivalent to a set of quantum hydrodynamic equations which warrant the consistency with the classical GR Hamilton-Jacobi equation in the semiclassical limit. A perturbative approximation scheme is developed, which permits the adoption of the harmonic oscillator approximation for the treatment of the Hamiltonian potential. As an application of the theory, the stationary vacuum CQG-wave equation is studied, yielding a stationary equation for the CQG-state in terms of the 4-scalar invariant-energy eigenvalue associated with the corresponding approximate quantum Hamiltonian operator. The conditions for the existence of a discrete invariant-energy spectrum are pointed out. This yields a possible estimate for the graviton mass together with a new interpretation about the quantum origin of the cosmological constant. (orig.)

  8. Extended rate equations

    International Nuclear Information System (INIS)

    Shore, B.W.

    1981-01-01

    The equations of motion are discussed which describe time dependent population flows in an N-level system, reviewing the relationship between incoherent (rate) equations, coherent (Schrodinger) equations, and more general partially coherent (Bloch) equations. Approximations are discussed which replace the elaborate Bloch equations by simpler rate equations whose coefficients incorporate long-time consequences of coherence

  9. Partial Differential Equations

    CERN Document Server

    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.

  10. Quantum demolition filtering and optimal control of unstable systems.

    Science.gov (United States)

    Belavkin, V P

    2012-11-28

    A brief account of the quantum information dynamics and dynamical programming methods for optimal control of quantum unstable systems is given to both open loop and feedback control schemes corresponding respectively to deterministic and stochastic semi-Markov dynamics of stable or unstable systems. For the quantum feedback control scheme, we exploit the separation theorem of filtering and control aspects as in the usual case of quantum stable systems with non-demolition observation. This allows us to start with the Belavkin quantum filtering equation generalized to demolition observations and derive the generalized Hamilton-Jacobi-Bellman equation using standard arguments of classical control theory. This is equivalent to a Hamilton-Jacobi equation with an extra linear dissipative term if the control is restricted to Hamiltonian terms in the filtering equation. An unstable controlled qubit is considered as an example throughout the development of the formalism. Finally, we discuss optimum observation strategies to obtain a pure quantum qubit state from a mixed one.

  11. Towards Quantum Cybernetics:. Optimal Feedback Control in Quantum Bio Informatics

    Science.gov (United States)

    Belavkin, V. P.

    2009-02-01

    A brief account of the quantum information dynamics and dynamical programming methods for the purpose of optimal control in quantum cybernetics with convex constraints and cońcave cost and bequest functions of the quantum state is given. Consideration is given to both open loop and feedback control schemes corresponding respectively to deterministic and stochastic semi-Markov dynamics of stable or unstable systems. For the quantum feedback control scheme with continuous observations we exploit the separation theorem of filtering and control aspects for quantum stochastic micro-dynamics of the total system. This allows to start with the Belavkin quantum filtering equation and derive the generalized Hamilton-Jacobi-Bellman equation using standard arguments of classical control theory. This is equivalent to a Hamilton-Jacobi equation with an extra linear dissipative term if the control is restricted to only Hamiltonian terms in the filtering equation. A controlled qubit is considered as an example throughout the development of the formalism. Finally, we discuss optimum observation strategies to obtain a pure quantum qubit state from a mixed one.

  12. Equating error in observed-score equating

    NARCIS (Netherlands)

    van der Linden, Willem J.

    2006-01-01

    Traditionally, error in equating observed scores on two versions of a test is defined as the difference between the transformations that equate the quantiles of their distributions in the sample and population of test takers. But it is argued that if the goal of equating is to adjust the scores of

  13. The Hamiltonian formulation of regular rth-order Lagrangian field theories

    International Nuclear Information System (INIS)

    Shadwick, W.F.

    1982-01-01

    A Hamiltonian formulation of regular rth-order Lagrangian field theories over an m-dimensional manifold is presented in terms of the Hamilton-Cartan formalism. It is demonstrated that a uniquely determined Cartan m-form may be associated to an rth-order Lagrangian by imposing conditions of congruence modulo a suitably defined system of contact m-forms. A geometric regularity condition is given and it is shown that, for a regular Lagrangian, the momenta defined by the Hamilton-Cartan formalism, together with the coordinates on the (r-1)st-order jet bundle, are a minimal set of local coordinates needed to express the Euler-Lagrange equations. When r is greater than one, the number of variables required is strictly less than the dimension of the (2r-1)st order jet bundle. It is shown that, in these coordinates, the Euler-Lagrange equations take the first-order Hamiltonian form given by de Donder. It is also shown that the geometrically natural generalization of the Hamilton-Jacobi procedure for finding extremals is equivalent to de Donder's Hamilton-Jacobi equation. (orig.)

  14. Partial quantization of Lagrangian-Hamiltonian systems

    International Nuclear Information System (INIS)

    Amaral, C.M. do; Soares Filho, P.C.

    1979-05-01

    A classical variational principle is constructed in the Weiss form, for dynamical systems with support spaces of the configuration-phase kind. This extended principle rules the dynamics of classical systems, partially Hamiltonian, in interaction with Lagrangean parameterized subsidiary dynamics. The variational family of equations obtained, consists of an equation of the Hamilton-Jacobi type, coupled to a family of differential equations of the Euler-Lagrange form. The basic dynamical function appearing in the equations is a function of the Routh kind. By means of an ansatz induced by the variationally obtained family, a generalized set of equation, is proposed constituted by a wave equation of Schroedinger type, coupled to a family of equations formaly analog to those Euler-Lagrange equations. A basic operator of Routh type appears in our generalized set of equations. This operator describes the interaction between a quantized Hamiltonian dynamics, with a parameterized classical Lagrangean dynamics in semi-classical closed models. (author) [pt

  15. Chemical Equation Balancing.

    Science.gov (United States)

    Blakley, G. R.

    1982-01-01

    Reviews mathematical techniques for solving systems of homogeneous linear equations and demonstrates that the algebraic method of balancing chemical equations is a matter of solving a system of homogeneous linear equations. FORTRAN programs using this matrix method to chemical equation balancing are available from the author. (JN)

  16. Handbook of integral equations

    CERN Document Server

    Polyanin, Andrei D

    2008-01-01

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

  17. Lifshitz holography: the whole shebang

    International Nuclear Information System (INIS)

    Chemissany, Wissam; Papadimitriou, Ioannis

    2015-01-01

    We provide a general algorithm for constructing the holographic dictionary for any asymptotically locally Lifshitz background, with or without hyperscaling violation, and for any values of the dynamical exponents z and θ, as well as the vector hyperscaling violating exponent (http://dx.doi.org/10.1007/JHEP04(2013)053, http://dx.doi.org/10.1007/JHEP04(2013)159), that are compatible with the null energy condition. The analysis is carried out for a very general bottom up model of gravity coupled to a massive vector field and a dilaton with arbitrary scalar couplings. The solution of the radial Hamilton-Jacobi equation is obtained recursively in the form of a graded expansion in eigenfunctions of two commuting operators (http://dx.doi.org/10.1016/j.physletb.2014.08.057), which are the appropriate generalization of the dilatation operator for non scale invariant and Lorentz violating boundary conditions. The Fefferman-Graham expansions, the sources and 1-point functions of the dual operators, the Ward identities, as well as the local counterterms required for holographic renormalization all follow from this asymptotic solution of the radial Hamilton-Jacobi equation. We also find a family of exact backgrounds with z>1 and θ>0 corresponding to a marginal deformation shifting the vector hyperscaling violating parameter and we present an example where the conformal anomaly contains the only z=2 conformal invariant in d=2 with four spatial derivatives.

  18. Optimal Operation of Radial Distribution Systems Using Extended Dynamic Programming

    DEFF Research Database (Denmark)

    Lopez, Juan Camilo; Vergara, Pedro P.; Lyra, Christiano

    2018-01-01

    An extended dynamic programming (EDP) approach is developed to optimize the ac steady-state operation of radial electrical distribution systems (EDS). Based on the optimality principle of the recursive Hamilton-Jacobi-Bellman equations, the proposed EDP approach determines the optimal operation o...... approach is illustrated using real-scale systems and comparisons with commercial programming solvers. Finally, generalizations to consider other EDS operation problems are also discussed.......An extended dynamic programming (EDP) approach is developed to optimize the ac steady-state operation of radial electrical distribution systems (EDS). Based on the optimality principle of the recursive Hamilton-Jacobi-Bellman equations, the proposed EDP approach determines the optimal operation...... of the EDS by setting the values of the controllable variables at each time period. A suitable definition for the stages of the problem makes it possible to represent the optimal ac power flow of radial EDS as a dynamic programming problem, wherein the 'curse of dimensionality' is a minor concern, since...

  19. Exact solutions to robust control problems involving scalar hyperbolic conservation laws using Mixed Integer Linear Programming

    KAUST Repository

    Li, Yanning

    2013-10-01

    This article presents a new robust control framework for transportation problems in which the state is modeled by a first order scalar conservation law. Using an equivalent formulation based on a Hamilton-Jacobi equation, we pose the problem of controlling the state of the system on a network link, using boundary flow control, as a Linear Program. Unlike many previously investigated transportation control schemes, this method yields a globally optimal solution and is capable of handling shocks (i.e. discontinuities in the state of the system). We also demonstrate that the same framework can handle robust control problems, in which the uncontrollable components of the initial and boundary conditions are encoded in intervals on the right hand side of inequalities in the linear program. The lower bound of the interval which defines the smallest feasible solution set is used to solve the robust LP (or MILP if the objective function depends on boolean variables). Since this framework leverages the intrinsic properties of the Hamilton-Jacobi equation used to model the state of the system, it is extremely fast. Several examples are given to demonstrate the performance of the robust control solution and the trade-off between the robustness and the optimality. © 2013 IEEE.

  20. Lifshitz holography: the whole shebang

    Energy Technology Data Exchange (ETDEWEB)

    Chemissany, Wissam [Department of Physics and SITP, Stanford University,Stanford, California 94305 (United States); Papadimitriou, Ioannis [Instituto de Física Teórica UAM/CSIC, Universidad Autónoma de Madrid,Madrid 28049 (Spain)

    2015-01-12

    We provide a general algorithm for constructing the holographic dictionary for any asymptotically locally Lifshitz background, with or without hyperscaling violation, and for any values of the dynamical exponents z and θ, as well as the vector hyperscaling violating exponent (http://dx.doi.org/10.1007/JHEP04(2013)053, http://dx.doi.org/10.1007/JHEP04(2013)159), that are compatible with the null energy condition. The analysis is carried out for a very general bottom up model of gravity coupled to a massive vector field and a dilaton with arbitrary scalar couplings. The solution of the radial Hamilton-Jacobi equation is obtained recursively in the form of a graded expansion in eigenfunctions of two commuting operators (http://dx.doi.org/10.1016/j.physletb.2014.08.057), which are the appropriate generalization of the dilatation operator for non scale invariant and Lorentz violating boundary conditions. The Fefferman-Graham expansions, the sources and 1-point functions of the dual operators, the Ward identities, as well as the local counterterms required for holographic renormalization all follow from this asymptotic solution of the radial Hamilton-Jacobi equation. We also find a family of exact backgrounds with z>1 and θ>0 corresponding to a marginal deformation shifting the vector hyperscaling violating parameter and we present an example where the conformal anomaly contains the only z=2 conformal invariant in d=2 with four spatial derivatives.

  1. Exact solutions to robust control problems involving scalar hyperbolic conservation laws using Mixed Integer Linear Programming

    KAUST Repository

    Li, Yanning; Canepa, Edward S.; Claudel, Christian G.

    2013-01-01

    This article presents a new robust control framework for transportation problems in which the state is modeled by a first order scalar conservation law. Using an equivalent formulation based on a Hamilton-Jacobi equation, we pose the problem of controlling the state of the system on a network link, using boundary flow control, as a Linear Program. Unlike many previously investigated transportation control schemes, this method yields a globally optimal solution and is capable of handling shocks (i.e. discontinuities in the state of the system). We also demonstrate that the same framework can handle robust control problems, in which the uncontrollable components of the initial and boundary conditions are encoded in intervals on the right hand side of inequalities in the linear program. The lower bound of the interval which defines the smallest feasible solution set is used to solve the robust LP (or MILP if the objective function depends on boolean variables). Since this framework leverages the intrinsic properties of the Hamilton-Jacobi equation used to model the state of the system, it is extremely fast. Several examples are given to demonstrate the performance of the robust control solution and the trade-off between the robustness and the optimality. © 2013 IEEE.

  2. Efficient robust control of first order scalar conservation laws using semi-analytical solutions

    KAUST Repository

    Li, Yanning; Canepa, Edward S.; Claudel, Christian G.

    2014-01-01

    This article presents a new robust control framework for transportation problems in which the state is modeled by a first order scalar conservation law. Using an equivalent formulation based on a Hamilton-Jacobi equation, we pose the problem of controlling the state of the system on a network link, using initial density control and boundary flow control, as a Linear Program. We then show that this framework can be extended to arbitrary control problems involving the control of subsets of the initial and boundary conditions. Unlike many previously investigated transportation control schemes, this method yields a globally optimal solution and is capable of handling shocks (i.e. discontinuities in the state of the system). We also demonstrate that the same framework can handle robust control problems, in which the uncontrollable components of the initial and boundary conditions are encoded in intervals on the right hand side of inequalities in the linear program. The lower bound of the interval which defines the smallest feasible solution set is used to solve the robust LP/MILP. Since this framework leverages the intrinsic properties of the Hamilton-Jacobi equation used to model the state of the system, it is extremely fast. Several examples are given to demonstrate the performance of the robust control solution and the trade-off between the robustness and the optimality.

  3. Introduction to differential equations

    CERN Document Server

    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

  4. Nonlinear evolution equations

    CERN Document Server

    Uraltseva, N N

    1995-01-01

    This collection focuses on nonlinear problems in partial differential equations. Most of the papers are based on lectures presented at the seminar on partial differential equations and mathematical physics at St. Petersburg University. Among the topics explored are the existence and properties of solutions of various classes of nonlinear evolution equations, nonlinear imbedding theorems, bifurcations of solutions, and equations of mathematical physics (Navier-Stokes type equations and the nonlinear Schrödinger equation). The book will be useful to researchers and graduate students working in p

  5. Benney's long wave equations

    International Nuclear Information System (INIS)

    Lebedev, D.R.

    1979-01-01

    Benney's equations of motion of incompressible nonviscous fluid with free surface in the approximation of long waves are analyzed. The connection between the Lie algebra of Hamilton plane vector fields and the Benney's momentum equations is shown

  6. Fractional Schroedinger equation

    International Nuclear Information System (INIS)

    Laskin, Nick

    2002-01-01

    Some properties of the fractional Schroedinger equation are studied. We prove the Hermiticity of the fractional Hamilton operator and establish the parity conservation law for fractional quantum mechanics. As physical applications of the fractional Schroedinger equation we find the energy spectra of a hydrogenlike atom (fractional 'Bohr atom') and of a fractional oscillator in the semiclassical approximation. An equation for the fractional probability current density is developed and discussed. We also discuss the relationships between the fractional and standard Schroedinger equations

  7. Ordinary differential equations

    CERN Document Server

    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

  8. Beginning partial differential equations

    CERN Document Server

    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

  9. Averaged RMHD equations

    International Nuclear Information System (INIS)

    Ichiguchi, Katsuji

    1998-01-01

    A new reduced set of resistive MHD equations is derived by averaging the full MHD equations on specified flux coordinates, which is consistent with 3D equilibria. It is confirmed that the total energy is conserved and the linearized equations for ideal modes are self-adjoint. (author)

  10. Singular stochastic differential equations

    CERN Document Server

    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.

  11. On separable Pauli equations

    International Nuclear Information System (INIS)

    Zhalij, Alexander

    2002-01-01

    We classify (1+3)-dimensional Pauli equations for a spin-(1/2) particle interacting with the electro-magnetic field, that are solvable by the method of separation of variables. As a result, we obtain the 11 classes of vector-potentials of the electro-magnetic field A(t,x(vector sign))=(A 0 (t,x(vector sign)), A(vector sign)(t,x(vector sign))) providing separability of the corresponding Pauli equations. It is established, in particular, that the necessary condition for the Pauli equation to be separable into second-order matrix ordinary differential equations is its equivalence to the system of two uncoupled Schroedinger equations. In addition, the magnetic field has to be independent of spatial variables. We prove that coordinate systems and the vector-potentials of the electro-magnetic field providing the separability of the corresponding Pauli equations coincide with those for the Schroedinger equations. Furthermore, an efficient algorithm for constructing all coordinate systems providing the separability of Pauli equation with a fixed vector-potential of the electro-magnetic field is developed. Finally, we describe all vector-potentials A(t,x(vector sign)) that (a) provide the separability of Pauli equation, (b) satisfy vacuum Maxwell equations without currents, and (c) describe non-zero magnetic field

  12. Functional equations with causal operators

    CERN Document Server

    Corduneanu, C

    2003-01-01

    Functional equations encompass most of the equations used in applied science and engineering: ordinary differential equations, integral equations of the Volterra type, equations with delayed argument, and integro-differential equations of the Volterra type. The basic theory of functional equations includes functional differential equations with causal operators. Functional Equations with Causal Operators explains the connection between equations with causal operators and the classical types of functional equations encountered by mathematicians and engineers. It details the fundamentals of linear equations and stability theory and provides several applications and examples.

  13. Mean-field games with logistic population dynamics

    KAUST Repository

    Gomes, Diogo A.

    2013-12-01

    In its standard form, a mean-field game can be defined by coupled system of equations, a Hamilton-Jacobi equation for the value function of agents and a Fokker-Planck equation for the density of agents. Traditionally, the latter equation is adjoint to the linearization of the former. Since the Fokker-Planck equation models a population dynamic, we introduce natural features such as seeding and birth, and nonlinear death rates. In this paper we analyze a stationary meanfield game in one dimension, illustrating various techniques to obtain regularity of solutions in this class of systems. In particular we consider a logistic-type model for birth and death of the agents which is natural in problems where crowding affects the death rate of the agents. The introduction of these new terms requires a number of new ideas to obtain wellposedness. In a forthcoming publication we will address higher dimensional models. ©2013 IEEE.

  14. Mean-field games with logistic population dynamics

    KAUST Repository

    Gomes, Diogo A.; De Lima Ribeiro, Ricardo

    2013-01-01

    In its standard form, a mean-field game can be defined by coupled system of equations, a Hamilton-Jacobi equation for the value function of agents and a Fokker-Planck equation for the density of agents. Traditionally, the latter equation is adjoint to the linearization of the former. Since the Fokker-Planck equation models a population dynamic, we introduce natural features such as seeding and birth, and nonlinear death rates. In this paper we analyze a stationary meanfield game in one dimension, illustrating various techniques to obtain regularity of solutions in this class of systems. In particular we consider a logistic-type model for birth and death of the agents which is natural in problems where crowding affects the death rate of the agents. The introduction of these new terms requires a number of new ideas to obtain wellposedness. In a forthcoming publication we will address higher dimensional models. ©2013 IEEE.

  15. Extended exploding reflector concept for computing prestack traveltimes for waves of different type in the DSR framework

    KAUST Repository

    Duchkov, Anton A.

    2013-09-22

    The double-square-root (DSR) equation can be viewed as a Hamilton-Jacobi equation describing kinematics of downward data continuation in depth. It describes simultaneous propagation of source and receiver rays which allows computing reflection wave prestack traveltimes (for multiple sources) in a one run thus speeding up solution of the forward problem. Here we give and overview of different alternative forms of the DSR equation which allows stepping in two-way time and subsurface offset instead of depth. Different forms of the DSR equation are suitable for computing different types of waves including reflected, head and diving waves. We develop a WENO-RK numerical scheme for solving all mentioned forms of the DSR equation. Finally the extended exploding reflector concept can be used for computing prestack traveltimes while initiating the numerical solver as if a reflector was exploding in extended imaging space.

  16. Nonlinear Dirac Equations

    Directory of Open Access Journals (Sweden)

    Wei Khim Ng

    2009-02-01

    Full Text Available We construct nonlinear extensions of Dirac's relativistic electron equation that preserve its other desirable properties such as locality, separability, conservation of probability and Poincaré invariance. We determine the constraints that the nonlinear term must obey and classify the resultant non-polynomial nonlinearities in a double expansion in the degree of nonlinearity and number of derivatives. We give explicit examples of such nonlinear equations, studying their discrete symmetries and other properties. Motivated by some previously suggested applications we then consider nonlinear terms that simultaneously violate Lorentz covariance and again study various explicit examples. We contrast our equations and construction procedure with others in the literature and also show that our equations are not gauge equivalent to the linear Dirac equation. Finally we outline various physical applications for these equations.

  17. Differential equations for dummies

    CERN Document Server

    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.

  18. Degenerate nonlinear diffusion equations

    CERN Document Server

    Favini, Angelo

    2012-01-01

    The aim of these notes is to include in a uniform presentation style several topics related to the theory of degenerate nonlinear diffusion equations, treated in the mathematical framework of evolution equations with multivalued m-accretive operators in Hilbert spaces. The problems concern nonlinear parabolic equations involving two cases of degeneracy. More precisely, one case is due to the vanishing of the time derivative coefficient and the other is provided by the vanishing of the diffusion coefficient on subsets of positive measure of the domain. From the mathematical point of view the results presented in these notes can be considered as general results in the theory of degenerate nonlinear diffusion equations. However, this work does not seek to present an exhaustive study of degenerate diffusion equations, but rather to emphasize some rigorous and efficient techniques for approaching various problems involving degenerate nonlinear diffusion equations, such as well-posedness, periodic solutions, asympt...

  19. Drift-Diffusion Equation

    Directory of Open Access Journals (Sweden)

    K. Banoo

    1998-01-01

    equation in the discrete momentum space. This is shown to be similar to the conventional drift-diffusion equation except that it is a more rigorous solution to the Boltzmann equation because the current and carrier densities are resolved into M×1 vectors, where M is the number of modes in the discrete momentum space. The mobility and diffusion coefficient become M×M matrices which connect the M momentum space modes. This approach is demonstrated by simulating electron transport in bulk silicon.

  20. Solving Ordinary Differential Equations

    Science.gov (United States)

    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.

  1. Reactimeter dispersion equation

    OpenAIRE

    A.G. Yuferov

    2016-01-01

    The aim of this work is to derive and analyze a reactimeter metrological model in the form of the dispersion equation which connects reactimeter input/output signal dispersions with superimposed random noise at the inlet. It is proposed to standardize the reactimeter equation form, presenting the main reactimeter computing unit by a convolution equation. Hence, the reactimeter metrological characteristics are completely determined by this unit hardware function which represents a transient re...

  2. Differential equations I essentials

    CERN Document Server

    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.

  3. A new evolution equation

    International Nuclear Information System (INIS)

    Laenen, E.

    1995-01-01

    We propose a new evolution equation for the gluon density relevant for the region of small x B . It generalizes the GLR equation and allows deeper penetration in dense parton systems than the GLR equation does. This generalization consists of taking shadowing effects more comprehensively into account by including multigluon correlations, and allowing for an arbitrary initial gluon distribution in a hadron. We solve the new equation for fixed α s . We find that the effects of multigluon correlations on the deep-inelastic structure function are small. (orig.)

  4. Equational type logic

    NARCIS (Netherlands)

    Manca, V.; Salibra, A.; Scollo, Giuseppe

    1990-01-01

    Equational type logic is an extension of (conditional) equational logic, that enables one to deal in a single, unified framework with diverse phenomena such as partiality, type polymorphism and dependent types. In this logic, terms may denote types as well as elements, and atomic formulae are either

  5. Alternative equations of gravitation

    International Nuclear Information System (INIS)

    Pinto Neto, N.

    1983-01-01

    It is shown, trough a new formalism, that the quantum fluctuation effects of the gravitational field in Einstein's equations are analogs to the effects of a continuum medium in Maxwell's Electrodynamics. Following, a real example of the applications of these equations is studied. Qunatum fluctuations effects as perturbation sources in Minkowski and Friedmann Universes are examined. (L.C.) [pt

  6. Reduced Braginskii equations

    Energy Technology Data Exchange (ETDEWEB)

    Yagi, M. [Japan Atomic Energy Research Inst., Naka, Ibaraki (Japan). Naka Fusion Research Establishment; Horton, W. [Texas Univ., Austin, TX (United States). Inst. for Fusion Studies

    1993-11-01

    A set of reduced Braginskii equations is derived without assuming flute ordering and the Boussinesq approximation. These model equations conserve the physical energy. It is crucial at finite {beta} that we solve the perpendicular component of Ohm`s law to conserve the physical energy while ensuring the relation {del} {center_dot} j = 0.

  7. Reduced Braginskii equations

    International Nuclear Information System (INIS)

    Yagi, M.; Horton, W.

    1993-11-01

    A set of reduced Braginskii equations is derived without assuming flute ordering and the Boussinesq approximation. These model equations conserve the physical energy. It is crucial at finite β that we solve the perpendicular component of Ohm's law to conserve the physical energy while ensuring the relation ∇ · j = 0

  8. Reduced Braginskii equations

    International Nuclear Information System (INIS)

    Yagi, M.; Horton, W.

    1994-01-01

    A set of reduced Braginskii equations is derived without assuming flute ordering and the Boussinesq approximation. These model equations conserve the physical energy. It is crucial at finite β that the perpendicular component of Ohm's law be solved to ensure ∇·j=0 for energy conservation

  9. Model Compaction Equation

    African Journals Online (AJOL)

    The currently proposed model compaction equation was derived from data sourced from the. Niger Delta and it relates porosity to depth for sandstones under hydrostatic pressure condition. The equation is useful in predicting porosity and compaction trend in hydrostatic sands of the. Niger Delta. GEOLOGICAL SETTING OF ...

  10. The Wouthuysen equation

    NARCIS (Netherlands)

    M. Hazewinkel (Michiel)

    1995-01-01

    textabstractDedication: I dedicate this paper to Prof. P.C. Baayen, at the occasion of his retirement on 20 December 1994. The beautiful equation which forms the subject matter of this paper was invented by Wouthuysen after he retired. The four complex variable Wouthuysen equation arises from an

  11. The generalized Fermat equation

    NARCIS (Netherlands)

    Beukers, F.

    2006-01-01

    This article will be devoted to generalisations of Fermat’s equation xn + yn = zn. Very soon after the Wiles and Taylor proof of Fermat’s Last Theorem, it was wondered what would happen if the exponents in the three term equation would be chosen differently. Or if coefficients other than 1 would

  12. Applied partial differential equations

    CERN Document Server

    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...

  13. Variational coupling between q-number and c-number dynamics

    International Nuclear Information System (INIS)

    Amaral, C.M. do; Joffily, S.

    1984-01-01

    The time-dependent quantum variational principle is generalized for the case of hamiltonian operators having real parameters and their time derivates. The obtained variational system is formed by a Schroedinger equation coupled to a Lagrange equation system, where the lagrangian is the average value of the parametrized hamiltonian operator. The consequent dynamics of the variational principle, describes the interaction between a q-number sub-dynamics with a c-number sub-dynamics. In the ((h/2π)) 0 -order W.K.B. approximation, the variational system reduces to a Hamilton-Jacobi-like equation, coupled to a Lagrange equation family. The formal features of the obtained variational system are appropriated for the description of, adiabatics and non-adiabatics, time-dependent q-number c-number interactions. (L.C.) [pt

  14. Quantum Potential and Symmetries in Extended Phase Space

    Directory of Open Access Journals (Sweden)

    Sadollah Nasiri

    2006-06-01

    Full Text Available The behavior of the quantum potential is studied for a particle in a linear and a harmonic potential by means of an extended phase space technique. This is done by obtaining an expression for the quantum potential in momentum space representation followed by the generalization of this concept to extended phase space. It is shown that there exists an extended canonical transformation that removes the expression for the quantum potential in the dynamical equation. The situation, mathematically, is similar to disappearance of the centrifugal potential in going from the spherical to the Cartesian coordinates that changes the physical potential to an effective one. The representation where the quantum potential disappears and the modified Hamilton-Jacobi equation reduces to the familiar classical form, is one in which the dynamical equation turns out to be the Wigner equation.

  15. Risk-sensitive mean-field games

    KAUST Repository

    Tembine, Hamidou

    2014-04-01

    In this paper, we study a class of risk-sensitive mean-field stochastic differential games. We show that under appropriate regularity conditions, the mean-field value of the stochastic differential game with exponentiated integral cost functional coincides with the value function satisfying a Hamilton -Jacobi- Bellman (HJB) equation with an additional quadratic term. We provide an explicit solution of the mean-field best response when the instantaneous cost functions are log-quadratic and the state dynamics are affine in the control. An equivalent mean-field risk-neutral problem is formulated and the corresponding mean-field equilibria are characterized in terms of backward-forward macroscopic McKean-Vlasov equations, Fokker-Planck-Kolmogorov equations, and HJB equations. We provide numerical examples on the mean field behavior to illustrate both linear and McKean-Vlasov dynamics. © 1963-2012 IEEE.

  16. Tunnelling of Massive/Massless Bosons from the Apparent Horizon of FRW Universe

    Directory of Open Access Journals (Sweden)

    Kimet Jusufi

    2017-01-01

    Full Text Available We investigate the Hawking radiation of vector particles from the apparent horizon of a Friedmann-Robertson-Walker (FRW universe in the framework of quantum tunnelling method. Furthermore we use Proca equation, a relativistic wave equation for a massive/massless spin-1 particle (massless γ photons, weak massive W± and Z0 bosons, strong massless gluons, and ρ and ω mesons together with a Painlevé space-time metric for the FRW universe. We solve the Proca equation via Hamilton-Jacobi (HJ equation and the WKB approximation method. We recover the same result for the Hawking temperature associated with vector particles as in the case of scalar and Dirac particles tunnelled from outside to the inside of the apparent horizon in a FRW universe.

  17. Risk-sensitive mean-field games

    KAUST Repository

    Tembine, Hamidou; Zhu, Quanyan; Başar, Tamer

    2014-01-01

    In this paper, we study a class of risk-sensitive mean-field stochastic differential games. We show that under appropriate regularity conditions, the mean-field value of the stochastic differential game with exponentiated integral cost functional coincides with the value function satisfying a Hamilton -Jacobi- Bellman (HJB) equation with an additional quadratic term. We provide an explicit solution of the mean-field best response when the instantaneous cost functions are log-quadratic and the state dynamics are affine in the control. An equivalent mean-field risk-neutral problem is formulated and the corresponding mean-field equilibria are characterized in terms of backward-forward macroscopic McKean-Vlasov equations, Fokker-Planck-Kolmogorov equations, and HJB equations. We provide numerical examples on the mean field behavior to illustrate both linear and McKean-Vlasov dynamics. © 1963-2012 IEEE.

  18. The Dynamic Programming Method of Stochastic Differential Game for Functional Forward-Backward Stochastic System

    Directory of Open Access Journals (Sweden)

    Shaolin Ji

    2013-01-01

    Full Text Available This paper is devoted to a stochastic differential game (SDG of decoupled functional forward-backward stochastic differential equation (FBSDE. For our SDG, the associated upper and lower value functions of the SDG are defined through the solution of controlled functional backward stochastic differential equations (BSDEs. Applying the Girsanov transformation method introduced by Buckdahn and Li (2008, the upper and the lower value functions are shown to be deterministic. We also generalize the Hamilton-Jacobi-Bellman-Isaacs (HJBI equations to the path-dependent ones. By establishing the dynamic programming principal (DPP, we derive that the upper and the lower value functions are the viscosity solutions of the corresponding upper and the lower path-dependent HJBI equations, respectively.

  19. Five-dimensional Hamiltonian-Jacobi approach to relativistic quantum mechanics

    International Nuclear Information System (INIS)

    Rose, Harald

    2003-01-01

    A novel theory is outlined for describing the dynamics of relativistic electrons and positrons. By introducing the Lorentz-invariant universal time as a fifth independent variable, the Hamilton-Jacobi formalism of classical mechanics is extended from three to four spatial dimensions. This approach allows one to incorporate gravitation and spin interactions in the extended five-dimensional Lagrangian in a covariant form. The universal time has the function of a hidden Bell parameter. By employing the method of variation with respect to the four coordinates of the particle and the components of the electromagnetic field, the path equation and the electromagnetic field produced by the charge and the spin of the moving particle are derived. In addition the covariant equations for the dynamics of the components of the spin tensor are obtained. These equations can be transformed to the familiar BMT equation in the case of homogeneous electromagnetic fields. The quantization of the five-dimensional Hamilton-Jacobi equation yields a five-dimensional spinor wave equation, which degenerates to the Dirac equation in the stationary case if we neglect gravitation. The quantity which corresponds to the probability density of standard quantum mechanics is the four-dimensional mass density which has a real physical meaning. By means of the Green method the wave equation is transformed into an integral equation enabling a covariant relativistic path integral formulation. Using this approach a very accurate approximation for the four-dimensional propagator is derived. The proposed formalism makes Dirac's hole theory obsolete and can readily be extended to many particles

  20. Hyperbolic partial differential equations

    CERN Document Server

    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

  1. Nonlinear diffusion equations

    CERN Document Server

    Wu Zhuo Qun; Li Hui Lai; Zhao Jun Ning

    2001-01-01

    Nonlinear diffusion equations, an important class of parabolic equations, come from a variety of diffusion phenomena which appear widely in nature. They are suggested as mathematical models of physical problems in many fields, such as filtration, phase transition, biochemistry and dynamics of biological groups. In many cases, the equations possess degeneracy or singularity. The appearance of degeneracy or singularity makes the study more involved and challenging. Many new ideas and methods have been developed to overcome the special difficulties caused by the degeneracy and singularity, which

  2. Differential equations problem solver

    CERN Document Server

    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

  3. Supersymmetric quasipotential equations

    International Nuclear Information System (INIS)

    Zaikov, R.P.

    1981-01-01

    A supersymmetric extension of the Logunov-Tavkhelidze quasipotential approach is suggested. The supersymmetric Bethe- Salpeter equation is an initial equation. The transition from the four-time to the two-time Green function is made in the super- center-of-mass system. The two-time Green function has no inverse function in the whole spinor space. The resolvent operator if found using the Majorana character of the spinor wave function. The supersymmetric quasipotential equation is written. The consideration is carried out in the framework of the theory of chiral scalar superfields [ru

  4. Local instant conservation equations

    International Nuclear Information System (INIS)

    Delaje, Dzh.

    1984-01-01

    Local instant conservation equations for two-phase flow are derived. Derivation of the equation starts from the recording of integral laws of conservation for a fixed reference volume, containing both phases. Transformation of the laws, using the Leibniz rule and Gauss theory permits to obtain the sum of two integrals as to the volume and integral as to the surface. Integrals as to the volume result in local instant differential equations, in particular derivatives for each phase, and integrals as to the surface reflect local instant conditions of a jump on interface surface

  5. Beginning partial differential equations

    CERN Document Server

    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

  6. Ordinary differential equations

    CERN Document Server

    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,

  7. Uncertain differential equations

    CERN Document Server

    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.

  8. Applied partial differential equations

    CERN Document Server

    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...

  9. 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.

  10. On Dust Charging Equation

    OpenAIRE

    Tsintsadze, Nodar L.; Tsintsadze, Levan N.

    2008-01-01

    A general derivation of the charging equation of a dust grain is presented, and indicated where and when it can be used. A problem of linear fluctuations of charges on the surface of the dust grain is discussed.

  11. Equations For Rotary Transformers

    Science.gov (United States)

    Salomon, Phil M.; Wiktor, Peter J.; Marchetto, Carl A.

    1988-01-01

    Equations derived for input impedance, input power, and ratio of secondary current to primary current of rotary transformer. Used for quick analysis of transformer designs. Circuit model commonly used in textbooks on theory of ac circuits.

  12. Problems in differential equations

    CERN Document Server

    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.

  13. Applied partial differential equations

    CERN Document Server

    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.

  14. 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

  15. Modern nonlinear equations

    CERN Document Server

    Saaty, Thomas L

    1981-01-01

    Covers major types of classical equations: operator, functional, difference, integro-differential, and more. Suitable for graduate students as well as scientists, technologists, and mathematicians. "A welcome contribution." - Math Reviews. 1964 edition.

  16. SIMULTANEOUS DIFFERENTIAL EQUATION COMPUTER

    Science.gov (United States)

    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.

  17. Structural Equations and Causation

    OpenAIRE

    Hall, Ned

    2007-01-01

    Structural equations have become increasingly popular in recent years as tools for understanding causation. But standard structural equations approaches to causation face deep problems. The most philosophically interesting of these consists in their failure to incorporate a distinction between default states of an object or system, and deviations therefrom. Exploring this problem, and how to fix it, helps to illuminate the central role this distinction plays in our causal thinking.

  18. Equations of radiation hydrodynamics

    International Nuclear Information System (INIS)

    Mihalas, D.

    1982-01-01

    The purpose of this paper is to give an overview of the role of radiation in the transport of energy and momentum in a combined matter-radiation fluid. The transport equation for a moving radiating fluid is presented in both a fully Eulerian and a fully Lagrangian formulation, along with conservation equations describing the dynamics of the fluid. Special attention is paid to the problem of deriving equations that are mutually consistent in each frame, and between frames, to 0(v/c). A detailed analysis is made to show that in situations of broad interest, terms that are formally of 0(v/c) actually dominate the solution, demonstrating that it is esential (1) to pay scrupulous attention to the question of the frame dependence in formulating the equations; and (2) to solve the equations to 0(v/c) in quite general circumstances. These points are illustrated in the context of the nonequilibrium radiation diffusion limit, and a sketch of how the Lagrangian equations are to be solved will be presented

  19. Quantum linear Boltzmann equation

    International Nuclear Information System (INIS)

    Vacchini, Bassano; Hornberger, Klaus

    2009-01-01

    We review the quantum version of the linear Boltzmann equation, which describes in a non-perturbative fashion, by means of scattering theory, how the quantum motion of a single test particle is affected by collisions with an ideal background gas. A heuristic derivation of this Lindblad master equation is presented, based on the requirement of translation-covariance and on the relation to the classical linear Boltzmann equation. After analyzing its general symmetry properties and the associated relaxation dynamics, we discuss a quantum Monte Carlo method for its numerical solution. We then review important limiting forms of the quantum linear Boltzmann equation, such as the case of quantum Brownian motion and pure collisional decoherence, as well as the application to matter wave optics. Finally, we point to the incorporation of quantum degeneracies and self-interactions in the gas by relating the equation to the dynamic structure factor of the ambient medium, and we provide an extension of the equation to include internal degrees of freedom.

  20. Covariant field equations in supergravity

    Energy Technology Data Exchange (ETDEWEB)

    Vanhecke, Bram [KU Leuven, Institute for Theoretical Physics, Leuven (Belgium); Ghent University, Faculty of Physics, Gent (Belgium); Proeyen, Antoine van [KU Leuven, Institute for Theoretical Physics, Leuven (Belgium)

    2017-12-15

    Covariance is a useful property for handling supergravity theories. In this paper, we prove a covariance property of supergravity field equations: under reasonable conditions, field equations of supergravity are covariant modulo other field equations. We prove that for any supergravity there exist such covariant equations of motion, other than the regular equations of motion, that are equivalent to the latter. The relations that we find between field equations and their covariant form can be used to obtain multiplets of field equations. In practice, the covariant field equations are easily found by simply covariantizing the ordinary field equations. (copyright 2017 WILEY-VCH Verlag GmbH and Co. KGaA, Weinheim)

  1. Covariant field equations in supergravity

    International Nuclear Information System (INIS)

    Vanhecke, Bram; Proeyen, Antoine van

    2017-01-01

    Covariance is a useful property for handling supergravity theories. In this paper, we prove a covariance property of supergravity field equations: under reasonable conditions, field equations of supergravity are covariant modulo other field equations. We prove that for any supergravity there exist such covariant equations of motion, other than the regular equations of motion, that are equivalent to the latter. The relations that we find between field equations and their covariant form can be used to obtain multiplets of field equations. In practice, the covariant field equations are easily found by simply covariantizing the ordinary field equations. (copyright 2017 WILEY-VCH Verlag GmbH and Co. KGaA, Weinheim)

  2. Properties of diffusive systems near a saddle point: application to a quartic double well

    CERN Document Server

    Battezzati, M

    2003-01-01

    This paper aims at the analysis of diffusive properties of unidimensional mechanical systems in the environment of maxima and minima of the potential. It begins with a study of the properties of the singular solutions of the Hamilton-Jacobi-Yasue equation in the above-mentioned environment, in both strong or very small frictional forces. For the quartic symmetrical double-well potential, approximate solutions are found for local validity and the diffusion operator is then calculated in the limits of deep wells and small temperature, the regime being supposed to be aperiodic, with high or moderate values of frictional coefficient. This equation is proved to be nonunique. This operator is then reduced to second order by imposing suitable boundary conditions. Thus an appropriate eigenvalue equation is obtained to describe stationary states in the environment of extremal points of the potential energy function. The main interest of this work relies upon the fact that transition times between wells mainly depend u...

  3. Coherent distributions for the rigid rotator

    Energy Technology Data Exchange (ETDEWEB)

    Grigorescu, Marius [CP 15-645, Bucharest 014700 (Romania)

    2016-06-15

    Coherent solutions of the classical Liouville equation for the rigid rotator are presented as positive phase-space distributions localized on the Lagrangian submanifolds of Hamilton-Jacobi theory. These solutions become Wigner-type quasiprobability distributions by a formal discretization of the left-invariant vector fields from their Fourier transform in angular momentum. The results are consistent with the usual quantization of the anisotropic rotator, but the expected value of the Hamiltonian contains a finite “zero point” energy term. It is shown that during the time when a quasiprobability distribution evolves according to the Liouville equation, the related quantum wave function should satisfy the time-dependent Schrödinger equation.

  4. Generalized Langevin quantization

    International Nuclear Information System (INIS)

    Defendi, A.; Roncadelli, M.

    1994-01-01

    The recently proposed Langevin formulation of quantum dynamics yields the quantum mechanical propagator at imaginary time as a noise average which involves the solutions of a Langevin equation in configuration space with a Gaussian white noise. This strategy does not require any knowledge about the ground-state quantum dynamics and has been successful in dealing with certain as yet unsolved problems. Here we sketch a generalization of this approach which is based on a similar Langevin equation, whose drift however contains an arbitrary function. As it turns out, this freedom leads to a great simplification in the treatment of several quantum mechanical systems as compared to the original Langevin formulation (this point is illustrated by taking the forced harmonic oscillator as an example). We also show that when the above-mentioned arbitrary function obeys the imaginary-time Hamilton-Jacobi equation, then the new formulation of quantum dynamics exhibits a manifest connection with classical mechanics (at imaginary time). (orig.)

  5. Charged particle in higher dimensional weakly charged rotating black hole spacetime

    International Nuclear Information System (INIS)

    Frolov, Valeri P.; Krtous, Pavel

    2011-01-01

    We study charged particle motion in weakly charged higher dimensional black holes. To describe the electromagnetic field we use a test field approximation and the higher dimensional Kerr-NUT-(A)dS metric as a background geometry. It is shown that for a special configuration of the electromagnetic field, the equations of motion of charged particles are completely integrable. The vector potential of such a field is proportional to one of the Killing vectors (called a primary Killing vector) from the 'Killing tower' of symmetry generating objects which exists in the background geometry. A free constant in the definition of the adopted electromagnetic potential is proportional to the electric charge of the higher dimensional black hole. The full set of independent conserved quantities in involution is found. We demonstrate that Hamilton-Jacobi equations are separable, as is the corresponding Klein-Gordon equation and its symmetry operators.

  6. Differential Equation over Banach Algebra

    OpenAIRE

    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.

  7. Transport equation solving methods

    International Nuclear Information System (INIS)

    Granjean, P.M.

    1984-06-01

    This work is mainly devoted to Csub(N) and Fsub(N) methods. CN method: starting from a lemma stated by Placzek, an equivalence is established between two problems: the first one is defined in a finite medium bounded by a surface S, the second one is defined in the whole space. In the first problem the angular flux on the surface S is shown to be the solution of an integral equation. This equation is solved by Galerkin's method. The Csub(N) method is applied here to one-velocity problems: in plane geometry, slab albedo and transmission with Rayleigh scattering, calculation of the extrapolation length; in cylindrical geometry, albedo and extrapolation length calculation with linear scattering. Fsub(N) method: the basic integral transport equation of the Csub(N) method is integrated on Case's elementary distributions; another integral transport equation is obtained: this equation is solved by a collocation method. The plane problems solved by the Csub(N) method are also solved by the Fsub(N) method. The Fsub(N) method is extended to any polynomial scattering law. Some simple spherical problems are also studied. Chandrasekhar's method, collision probability method, Case's method are presented for comparison with Csub(N) and Fsub(N) methods. This comparison shows the respective advantages of the two methods: a) fast convergence and possible extension to various geometries for Csub(N) method; b) easy calculations and easy extension to polynomial scattering for Fsub(N) method [fr

  8. Introduction to partial differential equations

    CERN Document Server

    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.

  9. Quadratic Diophantine equations

    CERN Document Server

    Andreescu, Titu

    2015-01-01

    This monograph treats the classical theory of quadratic Diophantine equations and guides the reader through the last two decades of computational techniques and progress in the area. These new techniques combined with the latest increases in computational power shed new light on important open problems. The authors motivate the study of quadratic Diophantine equations with excellent examples, open problems, and applications. Moreover, the exposition aptly demonstrates many applications of results and techniques from the study of Pell-type equations to other problems in number theory. The book is intended for advanced undergraduate and graduate students as well as researchers. It challenges the reader to apply not only specific techniques and strategies, but also to employ methods and tools from other areas of mathematics, such as algebra and analysis.

  10. Stochastic porous media equations

    CERN Document Server

    Barbu, Viorel; Röckner, Michael

    2016-01-01

    Focusing on stochastic porous media equations, this book places an emphasis on existence theorems, asymptotic behavior and ergodic properties of the associated transition semigroup. Stochastic perturbations of the porous media equation have reviously been considered by physicists, but rigorous mathematical existence results have only recently been found. The porous media equation models a number of different physical phenomena, including the flow of an ideal gas and the diffusion of a compressible fluid through porous media, and also thermal propagation in plasma and plasma radiation. Another important application is to a model of the standard self-organized criticality process, called the "sand-pile model" or the "Bak-Tang-Wiesenfeld model". The book will be of interest to PhD students and researchers in mathematics, physics and biology.

  11. Boussinesq evolution equations

    DEFF Research Database (Denmark)

    Bredmose, Henrik; Schaffer, H.; Madsen, Per A.

    2004-01-01

    This paper deals with the possibility of using methods and ideas from time domain Boussinesq formulations in the corresponding frequency domain formulations. We term such frequency domain models "evolution equations". First, we demonstrate that the numerical efficiency of the deterministic...... Boussinesq evolution equations of Madsen and Sorensen [Madsen, P.A., Sorensen, O.R., 1993. Bound waves and triad interactions in shallow water. Ocean Eng. 20 359-388] can be improved by using Fast Fourier Transforms to evaluate the nonlinear terms. For a practical example of irregular waves propagating over...... a submerged bar, it is demonstrated that evolution equations utilising FFT can be solved around 100 times faster than the corresponding time domain model. Use of FFT provides an efficient bridge between the frequency domain and the time domain. We utilise this by adapting the surface roller model for wave...

  12. Equations of mathematical physics

    CERN Document Server

    Tikhonov, A N

    2011-01-01

    Mathematical physics plays an important role in the study of many physical processes - hydrodynamics, elasticity, and electrodynamics, to name just a few. Because of the enormous range and variety of problems dealt with by mathematical physics, this thorough advanced-undergraduate or graduate-level text considers only those problems leading to partial differential equations. The authors - two well-known Russian mathematicians - have focused on typical physical processes and the principal types of equations deailing with them. Special attention is paid throughout to mathematical formulation, ri

  13. Iteration of adjoint equations

    International Nuclear Information System (INIS)

    Lewins, J.D.

    1994-01-01

    Adjoint functions are the basis of variational methods and now widely used for perturbation theory and its extension to higher order theory as used, for example, in modelling fuel burnup and optimization. In such models, the adjoint equation is to be solved in a critical system with an adjoint source distribution that is not zero but has special properties related to ratios of interest in critical systems. Consequently the methods of solving equations by iteration and accumulation are reviewed to show how conventional methods may be utilized in these circumstances with adequate accuracy. (author). 3 refs., 6 figs., 3 tabs

  14. Systematic Equation Formulation

    DEFF Research Database (Denmark)

    Lindberg, Erik

    2007-01-01

    A tutorial giving a very simple introduction to the set-up of the equations used as a model for an electrical/electronic circuit. The aim is to find a method which is as simple and general as possible with respect to implementation in a computer program. The “Modified Nodal Approach”, MNA, and th......, and the “Controlled Source Approach”, CSA, for systematic equation formulation are investigated. It is suggested that the kernel of the P Spice program based on MNA is reprogrammed....

  15. Partial differential equations

    CERN Document Server

    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

  16. Generalized estimating equations

    CERN Document Server

    Hardin, James W

    2002-01-01

    Although powerful and flexible, the method of generalized linear models (GLM) is limited in its ability to accurately deal with longitudinal and clustered data. Developed specifically to accommodate these data types, the method of Generalized Estimating Equations (GEE) extends the GLM algorithm to accommodate the correlated data encountered in health research, social science, biology, and other related fields.Generalized Estimating Equations provides the first complete treatment of GEE methodology in all of its variations. After introducing the subject and reviewing GLM, the authors examine th

  17. Nonlinear wave equations

    CERN Document Server

    Li, Tatsien

    2017-01-01

    This book focuses on nonlinear wave equations, which are of considerable significance from both physical and theoretical perspectives. It also presents complete results on the lower bound estimates of lifespan (including the global existence), which are established for classical solutions to the Cauchy problem of nonlinear wave equations with small initial data in all possible space dimensions and with all possible integer powers of nonlinear terms. Further, the book proposes the global iteration method, which offers a unified and straightforward approach for treating these kinds of problems. Purely based on the properties of solut ions to the corresponding linear problems, the method simply applies the contraction mapping principle.

  18. Analysis of wave equation in electromagnetic field by Proca equation

    International Nuclear Information System (INIS)

    Pamungkas, Oky Rio; Soeparmi; Cari

    2017-01-01

    This research is aimed to analyze wave equation for the electric and magnetic field, vector and scalar potential, and continuity equation using Proca equation. Then, also analyze comparison of the solution on Maxwell and Proca equation for scalar potential and electric field, both as a function of distance and constant wave number. (paper)

  19. Comparison of Kernel Equating and Item Response Theory Equating Methods

    Science.gov (United States)

    Meng, Yu

    2012-01-01

    The kernel method of test equating is a unified approach to test equating with some advantages over traditional equating methods. Therefore, it is important to evaluate in a comprehensive way the usefulness and appropriateness of the Kernel equating (KE) method, as well as its advantages and disadvantages compared with several popular item…

  20. Test equating methods and practices

    CERN Document Server

    Kolen, Michael J

    1995-01-01

    In recent years, many researchers in the psychology and statistical communities have paid increasing attention to test equating as issues of using multiple test forms have arisen and in response to criticisms of traditional testing techniques This book provides a practically oriented introduction to test equating which both discusses the most frequently used equating methodologies and covers many of the practical issues involved The main themes are - the purpose of equating - distinguishing between equating and related methodologies - the importance of test equating to test development and quality control - the differences between equating properties, equating designs, and equating methods - equating error, and the underlying statistical assumptions for equating The authors are acknowledged experts in the field, and the book is based on numerous courses and seminars they have presented As a result, educators, psychometricians, professionals in measurement, statisticians, and students coming to the subject for...

  1. Optimal coordination and control of posture and movements.

    Science.gov (United States)

    Johansson, Rolf; Fransson, Per-Anders; Magnusson, Måns

    2009-01-01

    This paper presents a theoretical model of stability and coordination of posture and locomotion, together with algorithms for continuous-time quadratic optimization of motion control. Explicit solutions to the Hamilton-Jacobi equation for optimal control of rigid-body motion are obtained by solving an algebraic matrix equation. The stability is investigated with Lyapunov function theory and it is shown that global asymptotic stability holds. It is also shown how optimal control and adaptive control may act in concert in the case of unknown or uncertain system parameters. The solution describes motion strategies of minimum effort and variance. The proposed optimal control is formulated to be suitable as a posture and movement model for experimental validation and verification. The combination of adaptive and optimal control makes this algorithm a candidate for coordination and control of functional neuromuscular stimulation as well as of prostheses. Validation examples with experimental data are provided.

  2. Fermion tunneling from higher-dimensional black holes

    International Nuclear Information System (INIS)

    Lin Kai; Yang Shuzheng

    2009-01-01

    Via the semiclassical approximation method, we study the 1/2-spin fermion tunneling from a higher-dimensional black hole. In our work, the Dirac equations are transformed into a simple form, and then we simplify the fermion tunneling research to the study of the Hamilton-Jacobi equation in curved space-time. Finally, we get the fermion tunneling rates and the Hawking temperatures at the event horizon of higher-dimensional black holes. We study fermion tunneling of a higher-dimensional Schwarzschild black hole and a higher-dimensional spherically symmetric quintessence black hole. In fact, this method is also applicable to the study of fermion tunneling from four-dimensional or lower-dimensional black holes, and we will take the rainbow-Finsler black hole as an example in order to make the fact explicit.

  3. Evolutionary Games with Randomly Changing Payoff Matrices

    Science.gov (United States)

    Yakushkina, Tatiana; Saakian, David B.; Bratus, Alexander; Hu, Chin-Kun

    2015-06-01

    Evolutionary games are used in various fields stretching from economics to biology. In most of these games a constant payoff matrix is assumed, although some works also consider dynamic payoff matrices. In this article we assume a possibility of switching the system between two regimes with different sets of payoff matrices. Potentially such a model can qualitatively describe the development of bacterial or cancer cells with a mutator gene present. A finite population evolutionary game is studied. The model describes the simplest version of annealed disorder in the payoff matrix and is exactly solvable at the large population limit. We analyze the dynamics of the model, and derive the equations for both the maximum and the variance of the distribution using the Hamilton-Jacobi equation formalism.

  4. A model of unified quantum chromodynamics and Yang-Mills gravity

    Institute of Scientific and Technical Information of China (English)

    HSU Jong-Ping

    2012-01-01

    Based on a generalized Yang-Mills framework,gravitational and strong interactions can be unified in analogy with the unification in the clectroweak theory.By gauging T(4) × [SU(3)]color in fiat space-time,we have a unified model of chromo-gravity with a new tensor gauge field,which couples universally to all gluons,quarks and anti-quarks.The space-time translational gauge symmetry assures that all wave equations of quarks and gluons reduce to a Hamilton-Jacobi equation with the same ‘effective Riemann metric tensors' in the geometric-optics (or classical) limit.The emergence of effective metric tensors in the classical limit is essential for the unified model to agree with experiments.The unified model suggests that all gravitational,strong and electroweak interactions appear to be dictated by gauge symmetries in the generalized Yang-Mills framework.

  5. Zero-sum two-player game theoretic formulation of affine nonlinear discrete-time systems using neural networks.

    Science.gov (United States)

    Mehraeen, Shahab; Dierks, Travis; Jagannathan, S; Crow, Mariesa L

    2013-12-01

    In this paper, the nearly optimal solution for discrete-time (DT) affine nonlinear control systems in the presence of partially unknown internal system dynamics and disturbances is considered. The approach is based on successive approximate solution of the Hamilton-Jacobi-Isaacs (HJI) equation, which appears in optimal control. Successive approximation approach for updating control and disturbance inputs for DT nonlinear affine systems are proposed. Moreover, sufficient conditions for the convergence of the approximate HJI solution to the saddle point are derived, and an iterative approach to approximate the HJI equation using a neural network (NN) is presented. Then, the requirement of full knowledge of the internal dynamics of the nonlinear DT system is relaxed by using a second NN online approximator. The result is a closed-loop optimal NN controller via offline learning. A numerical example is provided illustrating the effectiveness of the approach.

  6. Analytical mechanics

    CERN Document Server

    Helrich, Carl S

    2017-01-01

    This advanced undergraduate textbook begins with the Lagrangian formulation of Analytical Mechanics and then passes directly to the Hamiltonian formulation and the canonical equations, with constraints incorporated through Lagrange multipliers. Hamilton's Principle and the canonical equations remain the basis of the remainder of the text. Topics considered for applications include small oscillations, motion in electric and magnetic fields, and rigid body dynamics. The Hamilton-Jacobi approach is developed with special attention to the canonical transformation in order to provide a smooth and logical transition into the study of complex and chaotic systems. Finally the text has a careful treatment of relativistic mechanics and the requirement of Lorentz invariance. The text is enriched with an outline of the history of mechanics, which particularly outlines the importance of the work of Euler, Lagrange, Hamilton and Jacobi. Numerous exercises with solutions support the exceptionally clear and concise treatment...

  7. Displacement Convexity for First-Order Mean-Field Games

    KAUST Repository

    Seneci, Tommaso

    2018-05-01

    In this thesis, we consider the planning problem for first-order mean-field games (MFG). These games degenerate into optimal transport when there is no coupling between players. Our aim is to extend the concept of displacement convexity from optimal transport to MFGs. This extension gives new estimates for solutions of MFGs. First, we introduce the Monge-Kantorovich problem and examine related results on rearrangement maps. Next, we present the concept of displacement convexity. Then, we derive first-order MFGs, which are given by a system of a Hamilton-Jacobi equation coupled with a transport equation. Finally, we identify a large class of functions, that depend on solutions of MFGs, which are convex in time. Among these, we find several norms. This convexity gives bounds for the density of solutions of the planning problem.

  8. A model of unified quantum chromodynamics and Yang-Mills gravity

    International Nuclear Information System (INIS)

    HSU Jongping

    2012-01-01

    Based on a generalized Yang-Mills framework, gravitational and strong interactions can be unified in analogy with the unification in the electroweak theory. By gauging T(4) × [SU(3)] color in flat space-time, we have a unified model of chromo-gravity with a new tensor gauge field, which couples universally to all gluons, quarks and anti-quarks. The space-time translational gauge symmetry assures that all wave equations of quarks and gluons reduce to a Hamilton-Jacobi equation with the same 'effective Riemann metric tensors’ in the geometric-optics (or classical) limit. The emergence of effective metric tensors in the classical limit is essential for the unified model to agree with experiments. The unified model suggests that all gravitational, strong and electroweak interactions appear to be dictated by gauge symmetries in the generalized Yang-Mills framework. (author)

  9. Learning-Based Adaptive Optimal Tracking Control of Strict-Feedback Nonlinear Systems.

    Science.gov (United States)

    Gao, Weinan; Jiang, Zhong-Ping; Weinan Gao; Zhong-Ping Jiang; Gao, Weinan; Jiang, Zhong-Ping

    2018-06-01

    This paper proposes a novel data-driven control approach to address the problem of adaptive optimal tracking for a class of nonlinear systems taking the strict-feedback form. Adaptive dynamic programming (ADP) and nonlinear output regulation theories are integrated for the first time to compute an adaptive near-optimal tracker without any a priori knowledge of the system dynamics. Fundamentally different from adaptive optimal stabilization problems, the solution to a Hamilton-Jacobi-Bellman (HJB) equation, not necessarily a positive definite function, cannot be approximated through the existing iterative methods. This paper proposes a novel policy iteration technique for solving positive semidefinite HJB equations with rigorous convergence analysis. A two-phase data-driven learning method is developed and implemented online by ADP. The efficacy of the proposed adaptive optimal tracking control methodology is demonstrated via a Van der Pol oscillator with time-varying exogenous signals.

  10. Integrability of geodesics in near-horizon extremal geometries: Case of Myers-Perry black holes in arbitrary dimensions

    Science.gov (United States)

    Demirchian, Hovhannes; Nersessian, Armen; Sadeghian, Saeedeh; Sheikh-Jabbari, M. M.

    2018-05-01

    We investigate dynamics of probe particles moving in the near-horizon limit of extremal Myers-Perry black holes in arbitrary dimensions. Employing ellipsoidal coordinates we show that this problem is integrable and separable, extending the results of the odd dimensional case discussed by Hakobyan et al. [Phys. Lett. B 772, 586 (2017)., 10.1016/j.physletb.2017.07.028]. We find the general solution of the Hamilton-Jacobi equations for these systems and present explicit expressions for the Liouville integrals and discuss Killing tensors and the associated constants of motion. We analyze special cases of the background near-horizon geometry were the system possesses more constants of motion and is hence superintegrable. Finally, we consider a near-horizon extremal vanishing horizon case which happens for Myers-Perry black holes in odd dimensions and show that geodesic equations on this geometry are also separable and work out its integrals of motion.

  11. Higher-dimensional black holes: hidden symmetries and separation of variables

    International Nuclear Information System (INIS)

    Frolov, Valeri P; Kubiznak, David

    2008-01-01

    In this paper, we discuss hidden symmetries in rotating black hole spacetimes. We start with an extended introduction which mainly summarizes results on hidden symmetries in four dimensions and introduces Killing and Killing-Yano tensors, objects responsible for hidden symmetries. We also demonstrate how starting with a principal CKY tensor (that is a closed non-degenerate conformal Killing-Yano 2-form) in 4D flat spacetime one can 'generate' the 4D Kerr-NUT-(A)dS solution and its hidden symmetries. After this we consider higher-dimensional Kerr-NUT-(A)dS metrics and demonstrate that they possess a principal CKY tensor which allows one to generate the whole tower of Killing-Yano and Killing tensors. These symmetries imply complete integrability of geodesic equations and complete separation of variables for the Hamilton-Jacobi, Klein-Gordon and Dirac equations in the general Kerr-NUT-(A)dS metrics

  12. Continuous-time mean-variance portfolio selection with value-at-risk and no-shorting constraints

    Science.gov (United States)

    Yan, Wei

    2012-01-01

    An investment problem is considered with dynamic mean-variance(M-V) portfolio criterion under discontinuous prices which follow jump-diffusion processes according to the actual prices of stocks and the normality and stability of the financial market. The short-selling of stocks is prohibited in this mathematical model. Then, the corresponding stochastic Hamilton-Jacobi-Bellman(HJB) equation of the problem is presented and the solution of the stochastic HJB equation based on the theory of stochastic LQ control and viscosity solution is obtained. The efficient frontier and optimal strategies of the original dynamic M-V portfolio selection problem are also provided. And then, the effects on efficient frontier under the value-at-risk constraint are illustrated. Finally, an example illustrating the discontinuous prices based on M-V portfolio selection is presented.

  13. Quantum transformations

    International Nuclear Information System (INIS)

    Faraggi, A.E.; Matone, M.

    1998-01-01

    We show that the quantum Hamilton-Jacobi equation can be written in the classical form with the spatial derivative ∂ q replaced by ∂ q with dq = dq/√1-β 2 (q), where β 2 (q) is strictly related to the quantum potential. This can be seen as the opposite of the problem of finding the wave function representation of classical mechanics as formulated by Schiller and Rosen. The structure of the above open-quotes quantum transformationclose quotes, related to the recently formulated equivalence principle, indicates that the potential deforms space geometry. In particular, a result by Flanders implies that both W(q) = V(q) - E and the quantum potential Q are proportional to the curvatures κ W and κ Q which arise as natural invariants in an equivalence problem for curves in the projective line. In this formulation the Schroedinger equation takes the geometrical form (∂ q 2 + κ W )ψ = 0

  14. Problems of Mathematical Finance by Stochastic Control Methods

    Science.gov (United States)

    Stettner, Łukasz

    The purpose of this paper is to present main ideas of mathematics of finance using the stochastic control methods. There is an interplay between stochastic control and mathematics of finance. On the one hand stochastic control is a powerful tool to study financial problems. On the other hand financial applications have stimulated development in several research subareas of stochastic control in the last two decades. We start with pricing of financial derivatives and modeling of asset prices, studying the conditions for the absence of arbitrage. Then we consider pricing of defaultable contingent claims. Investments in bonds lead us to the term structure modeling problems. Special attention is devoted to historical static portfolio analysis called Markowitz theory. We also briefly sketch dynamic portfolio problems using viscosity solutions to Hamilton-Jacobi-Bellman equation, martingale-convex analysis method or stochastic maximum principle together with backward stochastic differential equation. Finally, long time portfolio analysis for both risk neutral and risk sensitive functionals is introduced.

  15. On the Raychaudhuri equation

    Indian Academy of Sciences (India)

    The Raychaudhuri equation is central to the understanding of gravitational attraction in ... of K Gödel on the ideas of shear and vorticity in cosmology (he defines the shear. (eq. (8) in [1]) .... which follows from the definition of the scale factor l.

  16. Generalized reduced magnetohydrodynamic equations

    International Nuclear Information System (INIS)

    Kruger, S.E.

    1999-01-01

    A new derivation of reduced magnetohydrodynamic (MHD) equations is presented. A multiple-time-scale expansion is employed. It has the advantage of clearly separating the three time scales of the problem associated with (1) MHD equilibrium, (2) fluctuations whose wave vector is aligned perpendicular to the magnetic field, and (3) those aligned parallel to the magnetic field. The derivation is carried out without relying on a large aspect ratio assumption; therefore this model can be applied to any general configuration. By accounting for the MHD equilibrium and constraints to eliminate the fast perpendicular waves, equations are derived to evolve scalar potential quantities on a time scale associated with the parallel wave vector (shear-Alfven wave time scale), which is the time scale of interest for MHD instability studies. Careful attention is given in the derivation to satisfy energy conservation and to have manifestly divergence-free magnetic fields to all orders in the expansion parameter. Additionally, neoclassical closures and equilibrium shear flow effects are easily accounted for in this model. Equations for the inner resistive layer are derived which reproduce the linear ideal and resistive stability criterion of Glasser, Greene, and Johnson. The equations have been programmed into a spectral initial value code and run with shear flow that is consistent with the equilibrium input into the code. Linear results of tearing modes with shear flow are presented which differentiate the effects of shear flow gradients in the layer with the effects of the shear flow decoupling multiple harmonics

  17. Calculus & ordinary differential equations

    CERN Document Server

    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.

  18. The Freudenstein Equation

    Indian Academy of Sciences (India)

    research, teaching and practice related to the analysis and design ... its variants, are present in a large number of ma- chines used in daily ... with advanced electronics, sensors, control systems and computing ... ted perfectly well with the rapidly developing comput- .... velopment of the Freudenstein equation using Figure 3.

  19. 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 ...

  20. Equational binary decision diagrams

    NARCIS (Netherlands)

    J.F. Groote (Jan Friso); J.C. van de Pol (Jaco)

    2000-01-01

    textabstractWe incorporate equations in binary decision diagrams (BDD). The resulting objects are called EQ-BDDs. A straightforward notion of ordered EQ-BDDs (EQ-OBDD) is defined, and it is proved that each EQ-BDD is logically equivalent to an EQ-OBDD. Moreover, on EQ-OBDDs satisfiability and

  1. Dunkl Hyperbolic Equations

    Directory of Open Access Journals (Sweden)

    Hatem Mejjaoli

    2008-12-01

    Full Text Available We introduce and study the Dunkl symmetric systems. We prove the well-posedness results for the Cauchy problem for these systems. Eventually we describe the finite speed of it. Next the semi-linear Dunkl-wave equations are also studied.

  2. Structural Equation Model Trees

    Science.gov (United States)

    Brandmaier, Andreas M.; von Oertzen, Timo; McArdle, John J.; Lindenberger, Ulman

    2013-01-01

    In the behavioral and social sciences, structural equation models (SEMs) have become widely accepted as a modeling tool for the relation between latent and observed variables. SEMs can be seen as a unification of several multivariate analysis techniques. SEM Trees combine the strengths of SEMs and the decision tree paradigm by building tree…

  3. ANTHROPOMETRIC PREDICTIVE EQUATIONS FOR ...

    African Journals Online (AJOL)

    Keywords: Anthropometry, Predictive Equations, Percentage Body Fat, Nigerian Women, Bioelectric Impedance ... such as Asians and Indians (Pranav et al., 2009), ... size (n) of at least 3o is adjudged as sufficient for the ..... of people, gender and age (Vogel eta/., 1984). .... Fish Sold at Ile-Ife Main Market, South West Nigeria.

  4. dimensional Fokas equation

    Indian Academy of Sciences (India)

    However, one can associate the term with any solution of nonlinear partial differential equations (PDEs) which (i) represents a wave of permanent form, (ii) is localized ... In the past several decades, many methods have been proposed for solving nonlinear PDEs, such as ... space–time fractional derivative form of eq. (1) and ...

  5. A Quadratic Spring Equation

    Science.gov (United States)

    Fay, Temple H.

    2010-01-01

    Through numerical investigations, we study examples of the forced quadratic spring equation [image omitted]. By performing trial-and-error numerical experiments, we demonstrate the existence of stability boundaries in the phase plane indicating initial conditions yielding bounded solutions, investigate the resonance boundary in the [omega]…

  6. Guiding center drift equations

    International Nuclear Information System (INIS)

    Boozer, A.H.

    1979-03-01

    The quations for particle guiding center drift orbits are given in a new magnetic coordinate system. This form of the equations not only separates the fast motion along the lines from the slow motion across, but also requires less information about the magnetic field than many other formulations of the problem

  7. dimensional nonlinear evolution equations

    Indian Academy of Sciences (India)

    in real-life situations, it is important to find their exact solutions. Further, in ... But only little work is done on the high-dimensional equations. .... Similarly, to determine the values of d and q, we balance the linear term of the lowest order in eq.

  8. Stochastic nonlinear beam equations

    Czech Academy of Sciences Publication Activity Database

    Brzezniak, Z.; Maslowski, Bohdan; Seidler, Jan

    2005-01-01

    Roč. 132, č. 1 (2005), s. 119-149 ISSN 0178-8051 R&D Projects: GA ČR(CZ) GA201/01/1197 Institutional research plan: CEZ:AV0Z10190503 Keywords : stochastic beam equation * stability Subject RIV: BA - General Mathematics Impact factor: 0.896, year: 2005

  9. Balancing Chemical Equations.

    Science.gov (United States)

    Savoy, L. G.

    1988-01-01

    Describes a study of students' ability to balance equations. Answers to a test on this topic were analyzed to determine the level of understanding and processes used by the students. Presented is a method to teach this skill to high school chemistry students. (CW)

  10. Lectures on partial differential equations

    CERN Document Server

    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.

  11. Quantum equations from Brownian motions

    International Nuclear Information System (INIS)

    Rajput, B.S.

    2011-01-01

    Classical Schrodinger and Dirac equations have been derived from Brownian motions of a particle, it has been shown that the classical Schrodinger equation can be transformed to usual Schrodinger Quantum equation on applying Heisenberg uncertainty principle between position and momentum while Dirac Quantum equation follows it's classical counter part on applying Heisenberg uncertainly principle between energy and time without applying any analytical continuation. (author)

  12. Elements of partial differential equations

    CERN Document Server

    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

  13. On generalized fractional vibration equation

    International Nuclear Information System (INIS)

    Dai, Hongzhe; Zheng, Zhibao; Wang, Wei

    2017-01-01

    Highlights: • The paper presents a generalized fractional vibration equation for arbitrary viscoelastically damped system. • Some classical vibration equations can be derived from the developed equation. • The analytic solution of developed equation is derived under some special cases. • The generalized equation is particularly useful for developing new fractional equivalent linearization method. - Abstract: In this paper, a generalized fractional vibration equation with multi-terms of fractional dissipation is developed to describe the dynamical response of an arbitrary viscoelastically damped system. It is shown that many classical equations of motion, e.g., the Bagley–Torvik equation, can be derived from the developed equation. The Laplace transform is utilized to solve the generalized equation and the analytic solution under some special cases is derived. Example demonstrates the generalized transfer function of an arbitrary viscoelastic system.

  14. Methods for Equating Mental Tests.

    Science.gov (United States)

    1984-11-01

    1983) compared conventional and IRT methods for equating the Test of English as a Foreign Language ( TOEFL ) after chaining. Three conventional and...three IRT equating methods were examined in this study; two sections of TOEFL were each (separately) equated. The IRT methods included the following: (a...group. A separate base form was established for each of the six equating methods. Instead of equating the base-form TOEFL to itself, the last (eighth

  15. equateIRT: An R Package for IRT Test Equating

    Directory of Open Access Journals (Sweden)

    Michela Battauz

    2015-12-01

    Full Text Available The R package equateIRT implements item response theory (IRT methods for equating different forms composed of dichotomous items. In particular, the IRT models included are the three-parameter logistic model, the two-parameter logistic model, the one-parameter logistic model and the Rasch model. Forms can be equated when they present common items (direct equating or when they can be linked through a chain of forms that present common items in pairs (indirect or chain equating. When two forms can be equated through different paths, a single conversion can be obtained by averaging the equating coefficients. The package calculates direct and chain equating coefficients. The averaging of direct and chain coefficients that link the same two forms is performed through the bisector method. Furthermore, the package provides analytic standard errors of direct, chain and average equating coefficients.

  16. Lattice Wigner equation

    Science.gov (United States)

    Solórzano, S.; Mendoza, M.; Succi, S.; Herrmann, H. J.

    2018-01-01

    We present a numerical scheme to solve the Wigner equation, based on a lattice discretization of momentum space. The moments of the Wigner function are recovered exactly, up to the desired order given by the number of discrete momenta retained in the discretization, which also determines the accuracy of the method. The Wigner equation is equipped with an additional collision operator, designed in such a way as to ensure numerical stability without affecting the evolution of the relevant moments of the Wigner function. The lattice Wigner scheme is validated for the case of quantum harmonic and anharmonic potentials, showing good agreement with theoretical results. It is further applied to the study of the transport properties of one- and two-dimensional open quantum systems with potential barriers. Finally, the computational viability of the scheme for the case of three-dimensional open systems is also illustrated.

  17. Energy master equation

    DEFF Research Database (Denmark)

    Dyre, Jeppe

    1995-01-01

    energies chosen randomly according to a Gaussian. The random-walk model is here derived from Newton's laws by making a number of simplifying assumptions. In the second part of the paper an approximate low-temperature description of energy fluctuations in the random-walk model—the energy master equation...... (EME)—is arrived at. The EME is one dimensional and involves only energy; it is derived by arguing that percolation dominates the relaxational properties of the random-walk model at low temperatures. The approximate EME description of the random-walk model is expected to be valid at low temperatures...... of the random-walk model. The EME allows a calculation of the energy probability distribution at realistic laboratory time scales for an arbitrarily varying temperature as function of time. The EME is probably the only realistic equation available today with this property that is also explicitly consistent...

  18. Classical Diophantine equations

    CERN Document Server

    1993-01-01

    The author had initiated a revision and translation of "Classical Diophantine Equations" prior to his death. Given the rapid advances in transcendence theory and diophantine approximation over recent years, one might fear that the present work, originally published in Russian in 1982, is mostly superseded. That is not so. A certain amount of updating had been prepared by the author himself before his untimely death. Some further revision was prepared by close colleagues. The first seven chapters provide a detailed, virtually exhaustive, discussion of the theory of lower bounds for linear forms in the logarithms of algebraic numbers and its applications to obtaining upper bounds for solutions to the eponymous classical diophantine equations. The detail may seem stark--- the author fears that the reader may react much as does the tourist on first seeing the centre Pompidou; notwithstanding that, Sprind zuk maintainsa pleasant and chatty approach, full of wise and interesting remarks. His emphases well warrant, ...

  19. Flavored quantum Boltzmann equations

    International Nuclear Information System (INIS)

    Cirigliano, Vincenzo; Lee, Christopher; Ramsey-Musolf, Michael J.; Tulin, Sean

    2010-01-01

    We derive from first principles, using nonequilibrium field theory, the quantum Boltzmann equations that describe the dynamics of flavor oscillations, collisions, and a time-dependent mass matrix in the early universe. Working to leading nontrivial order in ratios of relevant time scales, we study in detail a toy model for weak-scale baryogenesis: two scalar species that mix through a slowly varying time-dependent and CP-violating mass matrix, and interact with a thermal bath. This model clearly illustrates how the CP asymmetry arises through coherent flavor oscillations in a nontrivial background. We solve the Boltzmann equations numerically for the density matrices, investigating the impact of collisions in various regimes.

  20. Causal electromagnetic interaction equations

    International Nuclear Information System (INIS)

    Zinoviev, Yury M.

    2011-01-01

    For the electromagnetic interaction of two particles the relativistic causal quantum mechanics equations are proposed. These equations are solved for the case when the second particle moves freely. The initial wave functions are supposed to be smooth and rapidly decreasing at the infinity. This condition is important for the convergence of the integrals similar to the integrals of quantum electrodynamics. We also consider the singular initial wave functions in the particular case when the second particle mass is equal to zero. The discrete energy spectrum of the first particle wave function is defined by the initial wave function of the free-moving second particle. Choosing the initial wave functions of the free-moving second particle it is possible to obtain a practically arbitrary discrete energy spectrum.

  1. 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.

  2. Equations of multiparticle dynamics

    International Nuclear Information System (INIS)

    Chao, A.W.

    1987-01-01

    The description of the motion of charged-particle beams in an accelerator proceeds in steps of increasing complexity. The first step is to consider a single-particle picture in which the beam is represented as a collection on non-interacting test particles moving in a prescribed external electromagnetic field. Knowing the external field, it is then possible to calculate the beam motion to a high accuracy. The real beam consists of a large number of particles, typically 10 11 per beam bunch. It is sometimes inconvenient, or even impossible, to treat the real beam behavior using the single particle approach. One way to approach this problem is to supplement the single particle by another qualitatively different picture. The commonly used tools in accelerator physics for this purpose are the Vlasov and the Fokker-Planck equations. These equations assume smooth beam distributions and are therefore strictly valid in the limit of infinite number of micro-particles, each carrying an infinitesimal charge. The hope is that by studying the two extremes -- the single particle picture and the picture of smooth beam distributions -- we will be able to describe the behavior of our 10 11 -particle system. As mentioned, the most notable use of the smooth distribution picture is the study of collective beam instabilities. However, the purpose of this lecture is not to address this more advanced subject. Rather, it has the limited goal to familiarize the reader with the analytical tools, namely the Vlasov and the Fokker-Planck equations, as a preparation for dealing with the more advanced problems at later times. We will first derive these equations and then illustrate their applications by several examples which allow exact solutions

  3. Electroweak evolution equations

    International Nuclear Information System (INIS)

    Ciafaloni, Paolo; Comelli, Denis

    2005-01-01

    Enlarging a previous analysis, where only fermions and transverse gauge bosons were taken into account, we write down infrared-collinear evolution equations for the Standard Model of electroweak interactions computing the full set of splitting functions. Due to the presence of double logs which are characteristic of electroweak interactions (Bloch-Nordsieck violation), new infrared singular splitting functions have to be introduced. We also include corrections related to the third generation Yukawa couplings

  4. Differential equations with Mathematica

    CERN Document Server

    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

  5. Damped nonlinear Schrodinger equation

    International Nuclear Information System (INIS)

    Nicholson, D.R.; Goldman, M.V.

    1976-01-01

    High frequency electrostatic plasma oscillations described by the nonlinear Schrodinger equation in the presence of damping, collisional or Landau, are considered. At early times, Landau damping of an initial soliton profile results in a broader, but smaller amplitude soliton, while collisional damping reduces the soliton size everywhere; soliton speeds at early times are unchanged by either kind of damping. For collisional damping, soliton speeds are unchanged for all time

  6. 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), ...

  7. Mathematics and Maxwell's equations

    International Nuclear Information System (INIS)

    Boozer, Allen H

    2010-01-01

    The universality of mathematics and Maxwell's equations is not shared by specific plasma models. Computations become more reliable, efficient and transparent if specific plasma models are used to obtain only the information that would otherwise be missing. Constraints of high universality, such as those from mathematics and Maxwell's equations, can be obscured or lost by integrated computations. Recognition of subtle constraints of high universality is important for (1) focusing the design of control systems for magnetic field errors in tokamaks from perturbations that have little effect on the plasma to those that do, (2) clarifying the limits of applicability to astrophysics of computations of magnetic reconnection in fields that have a double periodicity or have B-vector =0 on a surface, as in a Harris sheet. Both require a degree of symmetry not expected in natural systems. Mathematics and Maxwell's equations imply that neighboring magnetic field lines characteristically separate exponentially with distance along a line. This remarkably universal phenomenon has been largely ignored, though it defines a trigger for reconnection through a critical magnitude of exponentiation. These and other examples of the importance of making distinctions and understanding constraints of high universality are explained.

  8. Information Equation of State

    Directory of Open Access Journals (Sweden)

    M. Paul Gough

    2008-07-01

    Full Text Available Landauer’s principle is applied to information in the universe. Once stars began forming there was a constant information energy density as the increasing proportion of matter at high stellar temperatures exactly compensated for the expanding universe. The information equation of state was close to the dark energy value, w = -1, for a wide range of redshifts, 10 > z > 0.8, over one half of cosmic time. A reasonable universe information bit content of only 1087 bits is sufficient for information energy to account for all dark energy. A time varying equation of state with a direct link between dark energy and matter, and linked to star formation in particular, is clearly relevant to the cosmic coincidence problem. In answering the ‘Why now?’ question we wonder ‘What next?’ as we expect the information equation of state to tend towards w = 0 in the future.c

  9. Generalized reduced MHD equations

    International Nuclear Information System (INIS)

    Kruger, S.E.; Hegna, C.C.; Callen, J.D.

    1998-07-01

    A new derivation of reduced magnetohydrodynamic (MHD) equations is presented. A multiple-time-scale expansion is employed. It has the advantage of clearly separating the three time scales of the problem associated with (1) MHD equilibrium, (2) fluctuations whose wave vector is aligned perpendicular to the magnetic field, and (3) those aligned parallel to the magnetic field. The derivation is carried out without relying on a large aspect ratio assumption; therefore this model can be applied to any general toroidal configuration. By accounting for the MHD equilibrium and constraints to eliminate the fast perpendicular waves, equations are derived to evolve scalar potential quantities on a time scale associated with the parallel wave vector (shear-alfven wave time scale), which is the time scale of interest for MHD instability studies. Careful attention is given in the derivation to satisfy energy conservation and to have manifestly divergence-free magnetic fields to all orders in the expansion parameter. Additionally, neoclassical closures and equilibrium shear flow effects are easily accounted for in this model. Equations for the inner resistive layer are derived which reproduce the linear ideal and resistive stability criterion of Glasser, Greene, and Johnson

  10. Computing generalized Langevin equations and generalized Fokker-Planck equations.

    Science.gov (United States)

    Darve, Eric; Solomon, Jose; Kia, Amirali

    2009-07-07

    The Mori-Zwanzig formalism is an effective tool to derive differential equations describing the evolution of a small number of resolved variables. In this paper we present its application to the derivation of generalized Langevin equations and generalized non-Markovian Fokker-Planck equations. We show how long time scales rates and metastable basins can be extracted from these equations. Numerical algorithms are proposed to discretize these equations. An important aspect is the numerical solution of the orthogonal dynamics equation which is a partial differential equation in a high dimensional space. We propose efficient numerical methods to solve this orthogonal dynamics equation. In addition, we present a projection formalism of the Mori-Zwanzig type that is applicable to discrete maps. Numerical applications are presented from the field of Hamiltonian systems.

  11. FMTLxLyLz DIMENSIONAL EQUAT DIMENSIONAL EQUATION ...

    African Journals Online (AJOL)

    eobe

    plant made of 12mm thick steel plate was used in de steel plate ... water treatment plant. ... ameters affecting filtration processes were used to derive an equation usin ..... system. However, in deriving the equation onl terms are incorporated.

  12. Estimation and Control of Networked Distributed Parameter Systems: Application to Traffic Flow

    KAUST Repository

    Canepa, Edward

    2016-11-01

    The management of large-scale transportation infrastructure is becoming a very complex task for the urban areas of this century which are covering bigger geographic spaces and facing the inclusion of connected and self-controlled vehicles. This new system paradigm can leverage many forms of sensing and interaction, including a high-scale mobile sensing approach. To obtain a high penetration sensing system on urban areas more practical and scalable platforms are needed, combined with estimation algorithms suitable to the computational capabilities of these platforms. The purpose of this work was to develop a transportation framework that is able to handle different kinds of sensing data (e.g., connected vehicles, loop detectors) and optimize the traffic state on a defined traffic network. The framework estimates the traffic on road networks modeled by a family of Lighthill-Whitham-Richards equations. Based on an equivalent formulation of the problem using a Hamilton-Jacobi equation and using a semi-analytic formula, I will show that the model constraints resulting from the Hamilton-Jacobi equation are linear, albeit with unknown integer variables. This general framework solve exactly a variety of problems arising in transportation networks: traffic estimation, traffic control (including robust control), cybersecurity and sensor fault detection, or privacy analysis of users in probe-based traffic monitoring systems. This framework is very flexible, fast, and yields exact results. The recent advances in sensors (GPS, inertial measurement units) and microprocessors enable the development low-cost dedicated devices for traffic sensing in cities, 5 which are highly scalable, providing a feasible solution to cover large urban areas. However, one of the main problems to address is the privacy of the users of the transportation system, the framework presented here is a viable option to guarantee the privacy of the users by design.

  13. Reduction operators of Burgers equation.

    Science.gov (United States)

    Pocheketa, Oleksandr A; Popovych, Roman O

    2013-02-01

    The solution of the problem on reduction operators and nonclassical reductions of the Burgers equation is systematically treated and completed. A new proof of the theorem on the special "no-go" case of regular reduction operators is presented, and the representation of the coefficients of operators in terms of solutions of the initial equation is constructed for this case. All possible nonclassical reductions of the Burgers equation to single ordinary differential equations are exhaustively described. Any Lie reduction of the Burgers equation proves to be equivalent via the Hopf-Cole transformation to a parameterized family of Lie reductions of the linear heat equation.

  14. 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

  15. Evaluating Equating Results: Percent Relative Error for Chained Kernel Equating

    Science.gov (United States)

    Jiang, Yanlin; von Davier, Alina A.; Chen, Haiwen

    2012-01-01

    This article presents a method for evaluating equating results. Within the kernel equating framework, the percent relative error (PRE) for chained equipercentile equating was computed under the nonequivalent groups with anchor test (NEAT) design. The method was applied to two data sets to obtain the PRE, which can be used to measure equating…

  16. Regularity theory for mean-field game systems

    CERN Document Server

    Gomes, Diogo A; Voskanyan, Vardan

    2016-01-01

    Beginning with a concise introduction to the theory of mean-field games (MFGs), this book presents the key elements of the regularity theory for MFGs. It then introduces a series of techniques for well-posedness in the context of mean-field problems, including stationary and time-dependent MFGs, subquadratic and superquadratic MFG formulations, and distinct classes of mean-field couplings. It also explores stationary and time-dependent MFGs through a series of a-priori estimates for solutions of the Hamilton-Jacobi and Fokker-Planck equation. It shows sophisticated a-priori systems derived using a range of analytical techniques, and builds on previous results to explain classical solutions. The final chapter discusses the potential applications, models and natural extensions of MFGs. As MFGs connect common problems in pure mathematics, engineering, economics and data management, this book is a valuable resource for researchers and graduate students in these fields.

  17. Regularity Theory for Mean-Field Game Systems

    KAUST Repository

    Gomes, Diogo A.

    2016-09-14

    Beginning with a concise introduction to the theory of mean-field games (MFGs), this book presents the key elements of the regularity theory for MFGs. It then introduces a series of techniques for well-posedness in the context of mean-field problems, including stationary and time-dependent MFGs, subquadratic and superquadratic MFG formulations, and distinct classes of mean-field couplings. It also explores stationary and time-dependent MFGs through a series of a-priori estimates for solutions of the Hamilton-Jacobi and Fokker-Planck equation. It shows sophisticated a-priori systems derived using a range of analytical techniques, and builds on previous results to explain classical solutions. The final chapter discusses the potential applications, models and natural extensions of MFGs. As MFGs connect common problems in pure mathematics, engineering, economics and data management, this book is a valuable resource for researchers and graduate students in these fields.

  18. The Role of Inflation-Indexed Bond in Optimal Management of Defined Contribution Pension Plan During the Decumulation Phase

    Directory of Open Access Journals (Sweden)

    Xiaoyi Zhang

    2018-03-01

    Full Text Available This paper investigates the optimal investment strategy for a defined contribution (DC pension plan during the decumulation phase which is risk-averse and pays close attention to inflation risk. The plan aims to maximize the expected constant relative risk aversion (CRRA utility from the terminal real wealth by investing the fund in a financial market consisting of an inflation-indexed bond, an ordinary zero coupon bond and a risk-free asset. We derive the optimal investment strategy in closed-form using the dynamic programming approach by solving the related Hamilton-Jacobi-Bellman (HJB equation. The results reveal that, with any level of the parameters, an inflation-indexed bond has significant advantage to hedge inflation risk.

  19. Neural network-based optimal adaptive output feedback control of a helicopter UAV.

    Science.gov (United States)

    Nodland, David; Zargarzadeh, Hassan; Jagannathan, Sarangapani

    2013-07-01

    Helicopter unmanned aerial vehicles (UAVs) are widely used for both military and civilian operations. Because the helicopter UAVs are underactuated nonlinear mechanical systems, high-performance controller design for them presents a challenge. This paper introduces an optimal controller design via an output feedback for trajectory tracking of a helicopter UAV, using a neural network (NN). The output-feedback control system utilizes the backstepping methodology, employing kinematic and dynamic controllers and an NN observer. The online approximator-based dynamic controller learns the infinite-horizon Hamilton-Jacobi-Bellman equation in continuous time and calculates the corresponding optimal control input by minimizing a cost function, forward-in-time, without using the value and policy iterations. Optimal tracking is accomplished by using a single NN utilized for the cost function approximation. The overall closed-loop system stability is demonstrated using Lyapunov analysis. Finally, simulation results are provided to demonstrate the effectiveness of the proposed control design for trajectory tracking.

  20. Design of Optimal Hybrid Position/Force Controller for a Robot Manipulator Using Neural Networks

    Directory of Open Access Journals (Sweden)

    Vikas Panwar

    2007-01-01

    Full Text Available The application of quadratic optimization and sliding-mode approach is considered for hybrid position and force control of a robot manipulator. The dynamic model of the manipulator is transformed into a state-space model to contain two sets of state variables, where one describes the constrained motion and the other describes the unconstrained motion. The optimal feedback control law is derived solving matrix differential Riccati equation, which is obtained using Hamilton Jacobi Bellman optimization. The optimal feedback control law is shown to be globally exponentially stable using Lyapunov function approach. The dynamic model uncertainties are compensated with a feedforward neural network. The neural network requires no preliminary offline training and is trained with online weight tuning algorithms that guarantee small errors and bounded control signals. The application of the derived control law is demonstrated through simulation with a 4-DOF robot manipulator to track an elliptical planar constrained surface while applying the desired force on the surface.

  1. Axionic membranes

    International Nuclear Information System (INIS)

    Aurilia, A.; Spallucci, E.

    1992-01-01

    A metal ring removed from a soap-water solution encloses a film of soap which can be mathematically described as a minimal surface having the ring as its only boundary. This is known to everybody. In this letter we suggest a relativistic extension of the above fluidodynamic system where the soap film is replaced by a Kalb-Ramand gauge potential B μν (x) and the ring by a closed string. The interaction between the B μν field and the string current excites a new configuration of the system consisting of a relativistic membrane bounded by the string. We call such a classical solution of the equation of motion an axionic membrane. As a dynamical system, the axionic membrane admits a Hamilton-Jacobi formulation which is an extension of the HJ theory of electromagnetic strings. (orig.)

  2. Worst-Case Investment and Reinsurance Optimization for an Insurer under Model Uncertainty

    Directory of Open Access Journals (Sweden)

    Xiangbo Meng

    2016-01-01

    Full Text Available In this paper, we study optimal investment-reinsurance strategies for an insurer who faces model uncertainty. The insurer is allowed to acquire new business and invest into a financial market which consists of one risk-free asset and one risky asset whose price process is modeled by a Geometric Brownian motion. Minimizing the expected quadratic distance of the terminal wealth to a given benchmark under the “worst-case” scenario, we obtain the closed-form expressions of optimal strategies and the corresponding value function by solving the Hamilton-Jacobi-Bellman (HJB equation. Numerical examples are presented to show the impact of model parameters on the optimal strategies.

  3. Precommitted Investment Strategy versus Time-Consistent Investment Strategy for a Dual Risk Model

    Directory of Open Access Journals (Sweden)

    Lidong Zhang

    2014-01-01

    Full Text Available We are concerned with optimal investment strategy for a dual risk model. We assume that the company can invest into a risk-free asset and a risky asset. Short-selling and borrowing money are allowed. Due to lack of iterated-expectation property, the Bellman Optimization Principle does not hold. Thus we investigate the precommitted strategy and time-consistent strategy, respectively. We take three steps to derive the precommitted investment strategy. Furthermore, the time-consistent investment strategy is also obtained by solving the extended Hamilton-Jacobi-Bellman equations. We compare the precommitted strategy with time-consistent strategy and find that these different strategies have different advantages: the former can make value function maximized at the original time t=0 and the latter strategy is time-consistent for the whole time horizon. Finally, numerical analysis is presented for our results.

  4. Precommitted Investment Strategy versus Time-Consistent Investment Strategy for a General Risk Model with Diffusion

    Directory of Open Access Journals (Sweden)

    Lidong Zhang

    2014-01-01

    Full Text Available We mainly study a general risk model and investigate the precommitted strategy and the time-consistent strategy under mean-variance criterion, respectively. A lagrange method is proposed to derive the precommitted investment strategy. Meanwhile from the game theoretical perspective, we find the time-consistent investment strategy by solving the extended Hamilton-Jacobi-Bellman equations. By comparing the precommitted strategy with the time-consistent strategy, we find that the company under the time-consistent strategy has to give up the better current utility in order to keep a consistent satisfaction over the whole time horizon. Furthermore, we theoretically and numerically provide the effect of the parameters on these two optimal strategies and the corresponding value functions.

  5. The effect of the Gauss-Bonnet term on Hawking radiation from arbitrary dimensional black brane

    Energy Technology Data Exchange (ETDEWEB)

    Kuang, Xiao-Mei [Instituto de Fisica, Pontificia Universidad Catolica de Valparaiso, Valparaiso (Chile); Yangzhou University, Center for Gravitation and Cosmology, College of Physical Science and Technology, Yangzhou (China); Saavedra, Joel [Instituto de Fisica, Pontificia Universidad Catolica de Valparaiso, Valparaiso (Chile); Oevguen, Ali [Instituto de Fisica, Pontificia Universidad Catolica de Valparaiso, Valparaiso (Chile); Eastern Mediterranean University, Physics Department, Famagusta, Northern Cyprus (Country Unknown)

    2017-09-15

    We investigate the probabilities of the tunneling and the radiation spectra of massive spin-1 particles from arbitrary dimensional Gauss-Bonnet-Axions (GBA) Anti-de Sitter (AdS) black branes, via using the WKB approximation to the Proca spin-1 field equation. The tunneling probabilities and Hawking temperature of the arbitrary dimensional GBA AdS black brane is calculated via the Hamilton-Jacobi approach. We also compute the Hawking temperature via the Parikh-Wilczek tunneling approach. The results obtained from the two methods are consistent. In our setup, the Gauss-Bonnet (GB) coupling affects the Hawking temperature if and only if the momentum of the axion fields is non-vanishing. (orig.)

  6. Computation of Value Functions in Nonlinear Differential Games with State Constraints

    KAUST Repository

    Botkin, Nikolai

    2013-01-01

    Finite-difference schemes for the computation of value functions of nonlinear differential games with non-terminal payoff functional and state constraints are proposed. The solution method is based on the fact that the value function is a generalized viscosity solution of the corresponding Hamilton-Jacobi-Bellman-Isaacs equation. Such a viscosity solution is defined as a function satisfying differential inequalities introduced by M. G. Crandall and P. L. Lions. The difference with the classical case is that these inequalities hold on an unknown in advance subset of the state space. The convergence rate of the numerical schemes is given. Numerical solution to a non-trivial three-dimensional example is presented. © 2013 IFIP International Federation for Information Processing.

  7. Effective action for the Regge processes in gravity

    Energy Technology Data Exchange (ETDEWEB)

    Lipatov, L.N. [Petersburg Nuclear Physics Institute, Gatchina, St. Petersburg (Russian Federation); Hamburg Univ. (Germany). 2. Inst. fuer Theoretische Physik

    2011-05-15

    It is shown, that the effective action for the reggeized graviton interactions can be formulated in terms of the reggeon fields A{sup ++} and A{sup --} and the metric tensor g{sub {mu}}{sub {nu}} in such a way, that it is local in the rapidity space and has the property of general covariance. The corresponding effective currents j{sup -} and j{sup +} satisfy the Hamilton-Jacobi equation for a massless particle moving in the gravitational field. These currents are calculated explicitly for the shock wave-like fields and a variation principle for them is formulated. As an application, we reproduce the effective lagrangian for the multi-regge processes in gravity together with the graviton Regge trajectory in the leading logarithmic approximation with taking into account supersymmetric contributions. (orig.)

  8. Regularity Theory for Mean-Field Game Systems

    KAUST Repository

    Gomes, Diogo A.; Pimentel, Edgard A.; Voskanyan, Vardan K.

    2016-01-01

    Beginning with a concise introduction to the theory of mean-field games (MFGs), this book presents the key elements of the regularity theory for MFGs. It then introduces a series of techniques for well-posedness in the context of mean-field problems, including stationary and time-dependent MFGs, subquadratic and superquadratic MFG formulations, and distinct classes of mean-field couplings. It also explores stationary and time-dependent MFGs through a series of a-priori estimates for solutions of the Hamilton-Jacobi and Fokker-Planck equation. It shows sophisticated a-priori systems derived using a range of analytical techniques, and builds on previous results to explain classical solutions. The final chapter discusses the potential applications, models and natural extensions of MFGs. As MFGs connect common problems in pure mathematics, engineering, economics and data management, this book is a valuable resource for researchers and graduate students in these fields.

  9. Some reference formulas for the generating functions of canonical transformations

    Energy Technology Data Exchange (ETDEWEB)

    Anselmi, Damiano [Universita di Pisa, Dipartimento di Fisica ' ' Enrico Fermi' ' , Pisa (Italy); INFN, Sezione di Pisa, Pisa (Italy)

    2016-02-15

    We study some properties of the canonical transformations in classical mechanics and quantum field theory and give a number of practical formulas concerning their generating functions. First, we give a diagrammatic formula for the perturbative expansion of the composition law around the identity map. Then we propose a standard way to express the generating function of a canonical transformation by means of a certain ''componential'' map, which obeys the Baker-Campbell-Hausdorff formula. We derive the diagrammatic interpretation of the componential map, work out its relation with the solution of the Hamilton-Jacobi equation and derive its time-ordered version. Finally, we generalize the results to the Batalin-Vilkovisky formalism, where the conjugate variables may have both bosonic and fermionic statistics, and describe applications to quantum field theory. (orig.)

  10. The effect of the Gauss-Bonnet term on Hawking radiation from arbitrary dimensional black brane

    International Nuclear Information System (INIS)

    Kuang, Xiao-Mei; Saavedra, Joel; Oevguen, Ali

    2017-01-01

    We investigate the probabilities of the tunneling and the radiation spectra of massive spin-1 particles from arbitrary dimensional Gauss-Bonnet-Axions (GBA) Anti-de Sitter (AdS) black branes, via using the WKB approximation to the Proca spin-1 field equation. The tunneling probabilities and Hawking temperature of the arbitrary dimensional GBA AdS black brane is calculated via the Hamilton-Jacobi approach. We also compute the Hawking temperature via the Parikh-Wilczek tunneling approach. The results obtained from the two methods are consistent. In our setup, the Gauss-Bonnet (GB) coupling affects the Hawking temperature if and only if the momentum of the axion fields is non-vanishing. (orig.)

  11. Quantum corrections to the thermodynamics of Schwarzschild-Tangherlini black hole and the generalized uncertainty principle

    Energy Technology Data Exchange (ETDEWEB)

    Feng, Z.W.; Zu, X.T. [University of Electronic Science and Technology of China, School of Physical Electronics, Chengdu (China); Li, H.L. [University of Electronic Science and Technology of China, School of Physical Electronics, Chengdu (China); Shenyang Normal University, College of Physics Science and Technology, Shenyang (China); Yang, S.Z. [China West Normal University, Physics and Space Science College, Nanchong (China)

    2016-04-15

    We investigate the thermodynamics of Schwarzschild-Tangherlini black hole in the context of the generalized uncertainty principle (GUP). The corrections to the Hawking temperature, entropy and the heat capacity are obtained via the modified Hamilton-Jacobi equation. These modifications show that the GUP changes the evolution of the Schwarzschild-Tangherlini black hole. Specially, the GUP effect becomes susceptible when the radius or mass of the black hole approaches the order of Planck scale, it stops radiating and leads to a black hole remnant. Meanwhile, the Planck scale remnant can be confirmed through the analysis of the heat capacity. Those phenomena imply that the GUP may give a way to solve the information paradox. Besides, we also investigate the possibilities to observe the black hole at the Large Hadron Collider (LHC), and the results demonstrate that the black hole cannot be produced in the recent LHC. (orig.)

  12. Finite Time Merton Strategy under Drawdown Constraint: A Viscosity Solution Approach

    International Nuclear Information System (INIS)

    Elie, R.

    2008-01-01

    We consider the optimal consumption-investment problem under the drawdown constraint, i.e. the wealth process never falls below a fixed fraction of its running maximum. We assume that the risky asset is driven by the constant coefficients Black and Scholes model and we consider a general class of utility functions. On an infinite time horizon, Elie and Touzi (Preprint, [2006]) provided the value function as well as the optimal consumption and investment strategy in explicit form. In a more realistic setting, we consider here an agent optimizing its consumption-investment strategy on a finite time horizon. The value function interprets as the unique discontinuous viscosity solution of its corresponding Hamilton-Jacobi-Bellman equation. This leads to a numerical approximation of the value function and allows for a comparison with the explicit solution in infinite horizon

  13. Explicit Solution of Reinsurance-Investment Problem for an Insurer with Dynamic Income under Vasicek Model

    Directory of Open Access Journals (Sweden)

    De-Lei Sheng

    2016-01-01

    Full Text Available Unlike traditionally used reserves models, this paper focuses on a reserve process with dynamic income to study the reinsurance-investment problem for an insurer under Vasicek stochastic interest rate model. The insurer’s dynamic income is given by the remainder after a dynamic reward budget being subtracted from the insurer’s net premium which is calculated according to expected premium principle. Applying stochastic control technique, a Hamilton-Jacobi-Bellman equation is established and the explicit solution is obtained under the objective of maximizing the insurer’s power utility of terminal wealth. Some economic interpretations of the obtained results are explained in detail. In addition, numerical analysis and several graphics are given to illustrate our results more meticulous.

  14. Mayer control problem with probabilistic uncertainty on initial positions

    Science.gov (United States)

    Marigonda, Antonio; Quincampoix, Marc

    2018-03-01

    In this paper we introduce and study an optimal control problem in the Mayer's form in the space of probability measures on Rn endowed with the Wasserstein distance. Our aim is to study optimality conditions when the knowledge of the initial state and velocity is subject to some uncertainty, which are modeled by a probability measure on Rd and by a vector-valued measure on Rd, respectively. We provide a characterization of the value function of such a problem as unique solution of an Hamilton-Jacobi-Bellman equation in the space of measures in a suitable viscosity sense. Some applications to a pursuit-evasion game with uncertainty in the state space is also discussed, proving the existence of a value for the game.

  15. The quantum nonthermal radiation and horizon surface gravity of an arbitrarily accelerating black hole with electric charge and magnetic charge

    International Nuclear Information System (INIS)

    Xie Zhi-Kun; Pan Wei-Zhen; Yang Xue-Jun

    2013-01-01

    Using a new tortoise coordinate transformation, we discuss the quantum nonthermal radiation characteristics near an event horizon by studying the Hamilton-Jacobi equation of a scalar particle in curved space-time, and obtain the event horizon surface gravity and the Hawking temperature on that event horizon. The results show that there is a crossing of particle energy near the event horizon. We derive the maximum overlap of the positive and negative energy levels. It is also found that the Hawking temperature of a black hole depends not only on the time, but also on the angle. There is a problem of dimension in the usual tortoise coordinate, so the present results obtained by using a correct-dimension new tortoise coordinate transformation may be more reasonable

  16. Optimal Portfolio of Corporate Investment and Consumption Problem under Market Closure: Inflation Case

    Directory of Open Access Journals (Sweden)

    Zongyuan Huang

    2013-01-01

    Full Text Available We present the model of corporate optimal investment with consideration of the influence of inflation and the difference between the market opening and market closure. In our model, the investor has three market activities of his or her choice: investment in project A, investment in project B, and consumption. The optimal strategy for the investor is obtained using the Hamilton-Jacobi-Bellman equation which is derived using the dynamic programming principle. Further along, a specific case, the Hyperbolic Absolute Risk Aversion case, is discussed in detail, where the explicit optimal strategy can be obtained using a very simple and direct method. At the very end, we present some simulation results along with a brief analysis of the relationship between the optimal strategy and other factors.

  17. Model-Free Adaptive Control for Unknown Nonlinear Zero-Sum Differential Game.

    Science.gov (United States)

    Zhong, Xiangnan; He, Haibo; Wang, Ding; Ni, Zhen

    2018-05-01

    In this paper, we present a new model-free globalized dual heuristic dynamic programming (GDHP) approach for the discrete-time nonlinear zero-sum game problems. First, the online learning algorithm is proposed based on the GDHP method to solve the Hamilton-Jacobi-Isaacs equation associated with optimal regulation control problem. By setting backward one step of the definition of performance index, the requirement of system dynamics, or an identifier is relaxed in the proposed method. Then, three neural networks are established to approximate the optimal saddle point feedback control law, the disturbance law, and the performance index, respectively. The explicit updating rules for these three neural networks are provided based on the data generated during the online learning along the system trajectories. The stability analysis in terms of the neural network approximation errors is discussed based on the Lyapunov approach. Finally, two simulation examples are provided to show the effectiveness of the proposed method.

  18. Portfolio Management with Stochastic Interest Rates and Inflation Ambiguity

    DEFF Research Database (Denmark)

    Munk, Claus; Rubtsov, Alexey Vladimirovich

    We solve a stock-bond-cash portfolio choice problem for a risk- and ambiguity-averse investor in a setting where the inflation rate and interest rates are stochastic. The expected inflation rate is unobservable, but the investor may learn about it from realized inflation and observed stock and bond...... prices. The investor is aware that his model for the observed inflation is potentially misspecified, and he seeks an investment strategy that maximizes his expected utility from real terminal wealth and is also robust to inflation model misspecification. We solve the corresponding robust Hamilton......-Jacobi-Bellman equation in closed form and derive and illustrate a number of interesting properties of the solution. For example, ambiguity aversion affects the optimal portfolio through the correlation of price level with the stock index, a bond, and the expected inflation rate. Furthermore, unlike other settings...

  19. Stochastic optimal control as non-equilibrium statistical mechanics: calculus of variations over density and current

    Science.gov (United States)

    Chernyak, Vladimir Y.; Chertkov, Michael; Bierkens, Joris; Kappen, Hilbert J.

    2014-01-01

    In stochastic optimal control (SOC) one minimizes the average cost-to-go, that consists of the cost-of-control (amount of efforts), cost-of-space (where one wants the system to be) and the target cost (where one wants the system to arrive), for a system participating in forced and controlled Langevin dynamics. We extend the SOC problem by introducing an additional cost-of-dynamics, characterized by a vector potential. We propose derivation of the generalized gauge-invariant Hamilton-Jacobi-Bellman equation as a variation over density and current, suggest hydrodynamic interpretation and discuss examples, e.g., ergodic control of a particle-within-a-circle, illustrating non-equilibrium space-time complexity.

  20. Stochastic optimization in insurance a dynamic programming approach

    CERN Document Server

    Azcue, Pablo

    2014-01-01

    The main purpose of the book is to show how a viscosity approach can be used to tackle control problems in insurance. The problems covered are the maximization of survival probability as well as the maximization of dividends in the classical collective risk model. The authors consider the possibility of controlling the risk process by reinsurance as well as by investments. They show that optimal value functions are characterized as either the unique or the smallest viscosity solution of the associated Hamilton-Jacobi-Bellman equation; they also study the structure of the optimal strategies and show how to find them. The viscosity approach was widely used in control problems related to mathematical finance but until quite recently it was not used to solve control problems related to actuarial mathematical science. This book is designed to familiarize the reader on how to use this approach. The intended audience is graduate students as well as researchers in this area.

  1. Optimal traffic control in highway transportation networks using linear programming

    KAUST Repository

    Li, Yanning

    2014-06-01

    This article presents a framework for the optimal control of boundary flows on transportation networks. The state of the system is modeled by a first order scalar conservation law (Lighthill-Whitham-Richards PDE). Based on an equivalent formulation of the Hamilton-Jacobi PDE, the problem of controlling the state of the system on a network link in a finite horizon can be posed as a Linear Program. Assuming all intersections in the network are controllable, we show that the optimization approach can be extended to an arbitrary transportation network, preserving linear constraints. Unlike previously investigated transportation network control schemes, this framework leverages the intrinsic properties of the Halmilton-Jacobi equation, and does not require any discretization or boolean variables on the link. Hence this framework is very computational efficient and provides the globally optimal solution. The feasibility of this framework is illustrated by an on-ramp metering control example.

  2. The Geometry of the Semiclassical Wave Front Set for Schrödinger Eigenfunctions on the Torus

    Energy Technology Data Exchange (ETDEWEB)

    Cardin, Franco, E-mail: cardin@math.unipd.it; Zanelli, Lorenzo, E-mail: lzanelli@math.unipd.it [University of Padova, Department of Mathematics “Tullio Levi Civita” (Italy)

    2017-06-15

    This paper deals with the phase space analysis for a family of Schrödinger eigenfunctions ψ{sub ℏ} on the flat torus #Mathematical Double-Struck Capital T#{sup n} = (ℝ/2πℤ){sup n} by the semiclassical Wave Front Set. We study those ψ{sub ℏ} such that WF{sub ℏ}(ψ{sub ℏ}) is contained in the graph of the gradient of some viscosity solutions of the Hamilton-Jacobi equation. It turns out that the semiclassical Wave Front Set of such Schrödinger eigenfunctions is stable under viscous perturbations of Mean Field Game kind. These results provide a further viewpoint, and in a wider setting, of the link between the smooth invariant tori of Liouville integrable Hamiltonian systems and the semiclassical localization of Schrödinger eigenfunctions on the torus.

  3. Elementary symplectic topology and mechanics

    CERN Document Server

    Cardin, Franco

    2015-01-01

    This is a short tract on the essentials of differential and symplectic geometry together with a basic introduction to several applications of this rich framework: analytical mechanics, the calculus of variations, conjugate points & Morse index, and other physical topics. A central feature is the systematic utilization of Lagrangian submanifolds and their Maslov-Hörmander generating functions. Following this line of thought, first introduced by Wlodemierz Tulczyjew, geometric solutions of Hamilton-Jacobi equations, Hamiltonian vector fields and canonical transformations are described by suitable Lagrangian submanifolds belonging to distinct well-defined symplectic structures. This unified point of view has been particularly fruitful in symplectic topology, which is the modern Hamiltonian environment for the calculus of variations, yielding sharp sufficient existence conditions. This line of investigation was initiated by Claude Viterbo in 1992; here, some primary consequences of this theory are exposed in...

  4. Thermodynamic framework for discrete optimal control in multiphase flow systems

    Science.gov (United States)

    Sieniutycz, Stanislaw

    1999-08-01

    Bellman's method of dynamic programming is used to synthesize diverse optimization approaches to active (work producing) and inactive (entropy generating) multiphase flow systems. Thermal machines, optimally controlled unit operations, nonlinear heat conduction, spontaneous relaxation processes, and self-propagating wave fronts are all shown to satisfy a discrete Hamilton-Jacobi-Bellman equation and a corresponding discrete optimization algorithm of Pontryagin's type, with the maximum principle for a Hamiltonian. The extremal structures are always canonical. A common unifying criterion is set for all considered systems, which is the criterion of a minimum generated entropy. It is shown that constraints can modify the entropy functionals in a different way for each group of the processes considered; thus the resulting structures of these functionals may differ significantly. Practical conclusions are formulated regarding the energy savings and energy policy in optimally controlled systems.

  5. Equilibrium Investment Strategy for DC Pension Plan with Inflation and Stochastic Income under Heston’s SV Model

    Directory of Open Access Journals (Sweden)

    Jingyun Sun

    2016-01-01

    Full Text Available We consider a portfolio selection problem for a defined contribution (DC pension plan under the mean-variance criteria. We take into account the inflation risk and assume that the salary income process of the pension plan member is stochastic. Furthermore, the financial market consists of a risk-free asset, an inflation-linked bond, and a risky asset with Heston’s stochastic volatility (SV. Under the framework of game theory, we derive two extended Hamilton-Jacobi-Bellman (HJB equations systems and give the corresponding verification theorems in both the periods of accumulation and distribution of the DC pension plan. The explicit expressions of the equilibrium investment strategies, corresponding equilibrium value functions, and the efficient frontiers are also obtained. Finally, some numerical simulations and sensitivity analysis are presented to verify our theoretical results.

  6. Killing-Yano tensors, rank-2 Killing tensors, and conserved quantities in higher dimensions

    Energy Technology Data Exchange (ETDEWEB)

    Krtous, Pavel [Institute of Theoretical Physics, Charles University, V Holesovickach 2, Prague (Czech Republic); Kubiznak, David [Institute of Theoretical Physics, Charles University, V Holesovickach 2, Prague (Czech Republic); Page, Don N. [Theoretical Physics Institute, University of Alberta, Edmonton T6G 2G7, Alberta (Canada); Frolov, Valeri P. [Theoretical Physics Institute, University of Alberta, Edmonton T6G 2G7, Alberta (Canada)

    2007-02-15

    From the metric and one Killing-Yano tensor of rank D-2 in any D-dimensional spacetime with such a principal Killing-Yano tensor, we show how to generate k = [(D+1)/2] Killing-Yano tensors, of rank D-2j for all 0 {<=} j {<=} k-1, and k rank-2 Killing tensors, giving k constants of geodesic motion that are in involution. For the example of the Kerr-NUT-AdS spacetime (hep-th/0604125) with its principal Killing-Yano tensor (gr-qc/0610144), these constants and the constants from the k Killing vectors give D independent constants in involution, making the geodesic motion completely integrable (hep-th/0611083). The constants of motion are also related to the constants recently obtained in the separation of the Hamilton-Jacobi and Klein-Gordon equations (hep-th/0611245)

  7. Killing-Yano tensors, rank-2 Killing tensors, and conserved quantities in higher dimensions

    International Nuclear Information System (INIS)

    Krtous, Pavel; Kubiznak, David; Page, Don N.; Frolov, Valeri P.

    2007-01-01

    From the metric and one Killing-Yano tensor of rank D-2 in any D-dimensional spacetime with such a principal Killing-Yano tensor, we show how to generate k = [(D+1)/2] Killing-Yano tensors, of rank D-2j for all 0 ≤ j ≤ k-1, and k rank-2 Killing tensors, giving k constants of geodesic motion that are in involution. For the example of the Kerr-NUT-AdS spacetime (hep-th/0604125) with its principal Killing-Yano tensor (gr-qc/0610144), these constants and the constants from the k Killing vectors give D independent constants in involution, making the geodesic motion completely integrable (hep-th/0611083). The constants of motion are also related to the constants recently obtained in the separation of the Hamilton-Jacobi and Klein-Gordon equations (hep-th/0611245)

  8. Classical mechanics systems of particles and Hamiltonian dynamics

    CERN Document Server

    Greiner, Walter

    2010-01-01

    This textbook Classical Mechanics provides a complete survey on all aspects of classical mechanics in theoretical physics. An enormous number of worked examples and problems show students how to apply the abstract principles to realistic problems. The textbook covers Newtonian mechanics in rotating coordinate systems, mechanics of systems of point particles, vibrating systems and mechanics of rigid bodies. It thoroughly introduces and explains the Lagrange and Hamilton equations and the Hamilton-Jacobi theory. A large section on nonlinear dynamics and chaotic behavior of systems takes Classical Mechanics to newest development in physics. The new edition is completely revised and updated. New exercises and new sections in canonical transformation and Hamiltonian theory have been added.

  9. Optimal Time-Consistent Investment Strategy for a DC Pension Plan with the Return of Premiums Clauses and Annuity Contracts

    Directory of Open Access Journals (Sweden)

    De-Lei Sheng

    2014-01-01

    Full Text Available Defined contribution and annuity contract are merged into one pension plan to study both accumulation phase and distribution phase, which results in such effects that both phases before and after retirement being “defined”. Under the Heston’s stochastic volatility model, this paper focuses on mean-variance insurers with the return of premiums clauses to study the optimal time-consistent investment strategy for the DC pension merged with an annuity contract. Both accumulation phase before retirement and distribution phase after retirement are studied. In the time-consistent framework, the extended Hamilton-Jacobi-Bellman equations associated with the optimization problem are established. Applying stochastic optimal control technique, the time-consistent explicit solutions of the optimal strategies and the efficient frontiers are obtained. In addition, numerical analysis illustrates our results and also deepens our knowledge or understanding of the research results.

  10. Policy Iteration for $H_\\infty $ Optimal Control of Polynomial Nonlinear Systems via Sum of Squares Programming.

    Science.gov (United States)

    Zhu, Yuanheng; Zhao, Dongbin; Yang, Xiong; Zhang, Qichao

    2018-02-01

    Sum of squares (SOS) polynomials have provided a computationally tractable way to deal with inequality constraints appearing in many control problems. It can also act as an approximator in the framework of adaptive dynamic programming. In this paper, an approximate solution to the optimal control of polynomial nonlinear systems is proposed. Under a given attenuation coefficient, the Hamilton-Jacobi-Isaacs equation is relaxed to an optimization problem with a set of inequalities. After applying the policy iteration technique and constraining inequalities to SOS, the optimization problem is divided into a sequence of feasible semidefinite programming problems. With the converged solution, the attenuation coefficient is further minimized to a lower value. After iterations, approximate solutions to the smallest -gain and the associated optimal controller are obtained. Four examples are employed to verify the effectiveness of the proposed algorithm.

  11. Adaptive near-optimal neuro controller for continuous-time nonaffine nonlinear systems with constrained input.

    Science.gov (United States)

    Esfandiari, Kasra; Abdollahi, Farzaneh; Talebi, Heidar Ali

    2017-09-01

    In this paper, an identifier-critic structure is introduced to find an online near-optimal controller for continuous-time nonaffine nonlinear systems having saturated control signal. By employing two Neural Networks (NNs), the solution of Hamilton-Jacobi-Bellman (HJB) equation associated with the cost function is derived without requiring a priori knowledge about system dynamics. Weights of the identifier and critic NNs are tuned online and simultaneously such that unknown terms are approximated accurately and the control signal is kept between the saturation bounds. The convergence of NNs' weights, identification error, and system states is guaranteed using Lyapunov's direct method. Finally, simulation results are performed on two nonlinear systems to confirm the effectiveness of the proposed control strategy. Copyright © 2017 Elsevier Ltd. All rights reserved.

  12. Reinforcement learning for adaptive optimal control of unknown continuous-time nonlinear systems with input constraints

    Science.gov (United States)

    Yang, Xiong; Liu, Derong; Wang, Ding

    2014-03-01

    In this paper, an adaptive reinforcement learning-based solution is developed for the infinite-horizon optimal control problem of constrained-input continuous-time nonlinear systems in the presence of nonlinearities with unknown structures. Two different types of neural networks (NNs) are employed to approximate the Hamilton-Jacobi-Bellman equation. That is, an recurrent NN is constructed to identify the unknown dynamical system, and two feedforward NNs are used as the actor and the critic to approximate the optimal control and the optimal cost, respectively. Based on this framework, the action NN and the critic NN are tuned simultaneously, without the requirement for the knowledge of system drift dynamics. Moreover, by using Lyapunov's direct method, the weights of the action NN and the critic NN are guaranteed to be uniformly ultimately bounded, while keeping the closed-loop system stable. To demonstrate the effectiveness of the present approach, simulation results are illustrated.

  13. Online Adaptive Optimal Control of Vehicle Active Suspension Systems Using Single-Network Approximate Dynamic Programming

    Directory of Open Access Journals (Sweden)

    Zhi-Jun Fu

    2017-01-01

    Full Text Available In view of the performance requirements (e.g., ride comfort, road holding, and suspension space limitation for vehicle suspension systems, this paper proposes an adaptive optimal control method for quarter-car active suspension system by using the approximate dynamic programming approach (ADP. Online optimal control law is obtained by using a single adaptive critic NN to approximate the solution of the Hamilton-Jacobi-Bellman (HJB equation. Stability of the closed-loop system is proved by Lyapunov theory. Compared with the classic linear quadratic regulator (LQR approach, the proposed ADP-based adaptive optimal control method demonstrates improved performance in the presence of parametric uncertainties (e.g., sprung mass and unknown road displacement. Numerical simulation results of a sedan suspension system are presented to verify the effectiveness of the proposed control strategy.

  14. Wave propagation in electromagnetic media

    CERN Document Server

    Davis, Julian L

    1990-01-01

    This is the second work of a set of two volumes on the phenomena of wave propagation in nonreacting and reacting media. The first, entitled Wave Propagation in Solids and Fluids (published by Springer-Verlag in 1988), deals with wave phenomena in nonreacting media (solids and fluids). This book is concerned with wave propagation in reacting media-specifically, in electro­ magnetic materials. Since these volumes were designed to be relatively self­ contained, we have taken the liberty of adapting some of the pertinent material, especially in the theory of hyperbolic partial differential equations (concerned with electromagnetic wave propagation), variational methods, and Hamilton-Jacobi theory, to the phenomena of electromagnetic waves. The purpose of this volume is similar to that of the first, except that here we are dealing with electromagnetic waves. We attempt to present a clear and systematic account of the mathematical methods of wave phenomena in electromagnetic materials that will be readily accessi...

  15. A Symbolic Computation Approach to Parameterizing Controller for Polynomial Hamiltonian Systems

    Directory of Open Access Journals (Sweden)

    Zhong Cao

    2014-01-01

    Full Text Available This paper considers controller parameterization method of H∞ control for polynomial Hamiltonian systems (PHSs, which involves internal stability and external disturbance attenuation. The aims of this paper are to design a controller with parameters to insure that the systems are H∞ stable and propose an algorithm for solving parameters of the controller with symbolic computation. The proposed parameterization method avoids solving Hamilton-Jacobi-Isaacs equations, and thus the obtained controllers with parameters are relatively simple in form and easy in operation. Simulation with a numerical example shows that the controller is effective as it can optimize H∞ control by adjusting parameters. All these results are expected to be of use in the study of H∞ control for nonlinear systems with perturbations.

  16. 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....

  17. Partial differential equations

    CERN Document Server

    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.

  18. Ordinary differential equations

    CERN Document Server

    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

  19. Partial differential equations

    CERN Document Server

    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

  20. Elliptic partial differential equations

    CERN Document Server

    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

  1. dimensional Jaulent–Miodek equations

    Indian Academy of Sciences (India)

    (2+1)-dimensional Jaulent–Miodek equation; the first integral method; kinks; ... and effective method for solving nonlinear partial differential equations which can ... of the method employed and exact kink and soliton solutions are constructed ...

  2. Equationally Noetherian property of Ershov algebras

    OpenAIRE

    Dvorzhetskiy, Yuriy

    2014-01-01

    This article is about equationally Noetherian and weak equationally Noetherian property of Ershov algebras. Here we show two canonical forms of the system of equations over Ershov algebras and two criteria of equationally Noetherian and weak equationally Noetherian properties.

  3. The Dirac equation

    International Nuclear Information System (INIS)

    Thaller, B.

    1992-01-01

    This monograph treats most of the usual material to be found in texts on the Dirac equation such as the basic formalism of quantum mechanics, representations of Dirac matrices, covariant realization of the Dirac equation, interpretation of negative energies, Foldy-Wouthuysen transformation, Klein's paradox, spherically symmetric interactions and a treatment of the relativistic hydrogen atom, etc., and also provides excellent additional treatments of a variety of other relevant topics. The monograph contains an extensive treatment of the Lorentz and Poincare groups and their representations. The author discusses in depth Lie algebaic and projective representations, covering groups, and Mackey's theory and Wigner's realization of induced representations. A careful classification of external fields with respect to their behavior under Poincare transformations is supplemented by a basic account of self-adjointness and spectral properties of Dirac operators. A state-of-the-art treatment of relativistic scattering theory based on a time-dependent approach originally due to Enss is presented. An excellent introduction to quantum electrodynamics in external fields is provided. Various appendices containing further details, notes on each chapter commenting on the history involved and referring to original research papers and further developments in the literature, and a bibliography covering all relevant monographs and over 500 articles on the subject, complete this text. This book should satisfy the needs of a wide audience, ranging from graduate students in theoretical physics and mathematics to researchers interested in mathematical physics

  4. Cryostatic stability equation

    International Nuclear Information System (INIS)

    Sydoriak, S.G.

    1976-01-01

    Although criteria for cryostatic stability of superconducting magnets cooled by pool boiling of liquid helium have been widely discussed the same cannot be said for magnets cooled by natural convection or forced flow boiling in channels. Boiling in narrow channels is shown to be qualitatively superior to pool boiling because the recovery heat flux equals the breakaway flux for narrow channels, whereas the two are markedly different in pool boiling. A second advantage of channel boiling is that it is well understood and calculable; pool peak nucleate boiling heat flux has been adequately measured only for boiling from the top of an immersed heated body. Peak boiling from the bottom is much less and (probably) depends strongly on the extent of the bottom surface. Equations are presented by which one can calculate the critical boiling heat flux for parallel wall vertical channels subject to either natural convection or forced flow boiling, with one or both walls heated. The one-heated-wall forced flow equation is discussed with regard to design of a spiral wound solenoid (pancake magnet) having a slippery insulating tape between the windings

  5. Solving Nonlinear Coupled Differential Equations

    Science.gov (United States)

    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.

  6. Completely integrable operator evolutionary equations

    International Nuclear Information System (INIS)

    Chudnovsky, D.V.

    1979-01-01

    The authors present natural generalizations of classical completely integrable equations where the functions are replaced by arbitrary operators. Among these equations are the non-linear Schroedinger, the Korteweg-de Vries, and the modified KdV equations. The Lax representation and the Baecklund transformations are presented. (Auth.)

  7. On the F-equation

    International Nuclear Information System (INIS)

    Kalinowski, M.W.; Szymanowski, L.

    1982-03-01

    A generalization of the Truesdell F-equations is proposed and some solutions to them - generalized Fox F-functions - are found. It is also shown that a non-linear difference-differential equation, which does not belong to the Truesdell class, nevertheless may be transformed into the standard F-equation. (author)

  8. On the Saha Ionization Equation

    Indian Academy of Sciences (India)

    Abstract. We revisit the Saha Ionization Equation in order to highlightthe rich interdisciplinary content of the equation thatstraddles distinct areas of spectroscopy, thermodynamics andchemical reactions. In a self-contained discussion, relegatedto an appendix, we delve further into the hidden message ofthe equation in terms ...

  9. 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)

  10. Reduction of infinite dimensional equations

    Directory of Open Access Journals (Sweden)

    Zhongding Li

    2006-02-01

    Full Text Available In this paper, we use the general Legendre transformation to show the infinite dimensional integrable equations can be reduced to a finite dimensional integrable Hamiltonian system on an invariant set under the flow of the integrable equations. Then we obtain the periodic or quasi-periodic solution of the equation. This generalizes the results of Lax and Novikov regarding the periodic or quasi-periodic solution of the KdV equation to the general case of isospectral Hamiltonian integrable equation. And finally, we discuss the AKNS hierarchy as a special example.

  11. 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)

  12. On the helix equation

    Directory of Open Access Journals (Sweden)

    Taouil Hajer

    2012-08-01

    Full Text Available This paper is devoted to the helices processes, i.e. the solutions H : ℝ × Ω → ℝd, (t, ω ↦ H(t, ω of the helix equation egin{eqnarray} H(0,o=0; quad H(s+t,o= H(s,Phi(t,o +H(t,oonumber end{eqnarray} H ( 0 ,ω = 0 ;   H ( s + t,ω = H ( s, Φ ( t,ω + H ( t,ω where Φ : ℝ × Ω → Ω, (t, ω ↦ Φ(t, ω is a dynamical system on a measurable space (Ω, ℱ. More precisely, we investigate dominated solutions and non differentiable solutions of the helix equation. For the last case, the Wiener helix plays a fundamental role. Moreover, some relations with the cocycle equation defined by Φ, are investigated. Ce papier est consacré aux hélices, c’est-à-dire les solutions H : ℝ × Ω → ℝd, (t, ω ↦ H(t, ω de l’équation fonctionnelle egin{eqnarray} H(0,o=0; quad H(s+t,o= H(s,Phi(t,o +H(t,o onumber end{eqnarray} H ( 0 ,ω = 0 ;   H ( s + t,ω = H ( s, Φ ( t,ω + H ( t,ω où Φ : ℝ × Ω → Ω, (t, ω ↦ Φ(t, ω est un système dynamique défini sur un espace mesurable (Ω, ℱ. Plus présisément, nous déterminons d’abord les hélices dominées puis nous caractérisons les hélices non différentiables. Dans ce dernier cas, l’hélice de Wiener joue un rôle important. Nous précisons aussi quelques relations des hélices avec les cocycles définis par Φ.

  13. p-Euler equations and p-Navier-Stokes equations

    Science.gov (United States)

    Li, Lei; Liu, Jian-Guo

    2018-04-01

    We propose in this work new systems of equations which we call p-Euler equations and p-Navier-Stokes equations. p-Euler equations are derived as the Euler-Lagrange equations for the action represented by the Benamou-Brenier characterization of Wasserstein-p distances, with incompressibility constraint. p-Euler equations have similar structures with the usual Euler equations but the 'momentum' is the signed (p - 1)-th power of the velocity. In the 2D case, the p-Euler equations have streamfunction-vorticity formulation, where the vorticity is given by the p-Laplacian of the streamfunction. By adding diffusion presented by γ-Laplacian of the velocity, we obtain what we call p-Navier-Stokes equations. If γ = p, the a priori energy estimates for the velocity and momentum have dual symmetries. Using these energy estimates and a time-shift estimate, we show the global existence of weak solutions for the p-Navier-Stokes equations in Rd for γ = p and p ≥ d ≥ 2 through a compactness criterion.

  14. Generalized quantal equation of motion

    International Nuclear Information System (INIS)

    Morsy, M.W.; Embaby, M.

    1986-07-01

    In the present paper, an attempt is made for establishing a generalized equation of motion for quantal objects, in which intrinsic self adjointness is naturally built in, independently of any prescribed representation. This is accomplished by adopting Hamilton's principle of least action, after incorporating, properly, the quantal features and employing the generalized calculus of variations, without being restricted to fixed end points representation. It turns out that our proposed equation of motion is an intrinsically self-adjoint Euler-Lagrange's differential equation that ensures extremization of the quantal action as required by Hamilton's principle. Time dependence is introduced and the corresponding equation of motion is derived, in which intrinsic self adjointness is also achieved. Reducibility of the proposed equation of motion to the conventional Schroedinger equation is examined. The corresponding continuity equation is established, and both of the probability density and the probability current density are identified. (author)

  15. Alternatives to the Dirac equation

    International Nuclear Information System (INIS)

    Girvin, S.M.; Brownstein, K.R.

    1975-01-01

    Recent work by Biedenharn, Han, and van Dam (BHvD) has questioned the uniqueness of the Dirac equation. BHvD have obtained a two-component equation as an alternate to the Dirac equation. Although they later show their alternative to be unitarily equivalent to the Dirac equation, certain physical differences were claimed. BHvD attribute the existence of this alternate equation to the fact that their factorizing matrices were position-dependent. To investigate this, we factor the Klein-Gordon equation in spherical coordinates allowing the factorizing matrices to depend arbitrarily upon theta and phi. It is shown that despite this additional freedom, and without involving any relativistic covariance, the conventional four-component Dirac equation is the only possibility

  16. Wave Partial Differential Equation

    OpenAIRE

    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

  17. Λ scattering equations

    Science.gov (United States)

    Gomez, Humberto

    2016-06-01

    The CHY representation of scattering amplitudes is based on integrals over the moduli space of a punctured sphere. We replace the punctured sphere by a double-cover version. The resulting scattering equations depend on a parameter Λ controlling the opening of a branch cut. The new representation of scattering amplitudes possesses an enhanced redundancy which can be used to fix, modulo branches, the location of four punctures while promoting Λ to a variable. Via residue theorems we show how CHY formulas break up into sums of products of smaller (off-shell) ones times a propagator. This leads to a powerful way of evaluating CHY integrals of generic rational functions, which we call the Λ algorithm.

  18. Scaling of differential equations

    CERN Document Server

    Langtangen, Hans Petter

    2016-01-01

    The book serves both as a reference for various scaled models with corresponding dimensionless numbers, and as a resource for learning the art of scaling. A special feature of the book is the emphasis on how to create software for scaled models, based on existing software for unscaled models. Scaling (or non-dimensionalization) is a mathematical technique that greatly simplifies the setting of input parameters in numerical simulations. Moreover, scaling enhances the understanding of how different physical processes interact in a differential equation model. Compared to the existing literature, where the topic of scaling is frequently encountered, but very often in only a brief and shallow setting, the present book gives much more thorough explanations of how to reason about finding the right scales. This process is highly problem dependent, and therefore the book features a lot of worked examples, from very simple ODEs to systems of PDEs, especially from fluid mechanics. The text is easily accessible and exam...

  19. Parabolized stability equations

    Science.gov (United States)

    Herbert, Thorwald

    1994-01-01

    The parabolized stability equations (PSE) are a new approach to analyze the streamwise evolution of single or interacting Fourier modes in weakly nonparallel flows such as boundary layers. The concept rests on the decomposition of every mode into a slowly varying amplitude function and a wave function with slowly varying wave number. The neglect of the small second derivatives of the slowly varying functions with respect to the streamwise variable leads to an initial boundary-value problem that can be solved by numerical marching procedures. The PSE approach is valid in convectively unstable flows. The equations for a single mode are closely related to those of the traditional eigenvalue problems for linear stability analysis. However, the PSE approach does not exploit the homogeneity of the problem and, therefore, can be utilized to analyze forced modes and the nonlinear growth and interaction of an initial disturbance field. In contrast to the traditional patching of local solutions, the PSE provide the spatial evolution of modes with proper account for their history. The PSE approach allows studies of secondary instabilities without the constraints of the Floquet analysis and reproduces the established experimental, theoretical, and computational benchmark results on transition up to the breakdown stage. The method matches or exceeds the demonstrated capabilities of current spatial Navier-Stokes solvers at a small fraction of their computational cost. Recent applications include studies on localized or distributed receptivity and prediction of transition in model environments for realistic engineering problems. This report describes the basis, intricacies, and some applications of the PSE methodology.

  20. The Langevin equation

    Science.gov (United States)

    Pomeau, Yves; Piasecki, Jarosław

    2017-11-01

    The existence of atoms has been long predicted by philosophers and scientists. The development of thermodynamics and of the statistical interpretation of its concepts at the end of the nineteenth century and in the early years of the twentieth century made it possible to bridge the gap of scales between the macroscopic world and the world of atoms. Einstein and Smoluchowski showed in 1905 and 1906 that the Brownian motion of particles of measurable size is a manifestation of the motion of atoms in fluids. Their derivation was completely different from each other. Langevin showed in 1908 how to put in a coherent framework the subtle effect of the randomness of the atomic world, responsible for the fluctuating force driving the motion of the Brownian particle and the viscosity of the "macroscopic" flow taking place around the same Brownian particle. Whereas viscous forces were already well understood at this time, the "Langevin" force appears there for the first time: it represents the fluctuating part of the interaction between the Brownian particle and the surrounding fluid. We discuss the derivation by Einstein and Smoluchowski as well as a previous paper by Sutherland on the diffusion coefficient of large spheres. Next we present Langevin's short note and explain the fundamental splitting into a random force and a macroscopic viscous force. This brings us to discuss various points, like the kind of constraints on Langevin-like equations. We insist in particular on the one arising from the time-reversal symmetry of the equilibrium fluctuations. Moreover, we discuss another constraint, raised first by Lorentz, which implies that, if the Brownian particle is not very heavy, the viscous force cannot be taken as the standard Stokes drag on an object moving at uniform speed. Lastly, we examine the so-called Langevin-Heisenberg and/or Langevin-Schrödinger equation used in quantum mechanics.

  1. Introduction to partial differential equations

    CERN Document Server

    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.

  2. Analytic solutions of hydrodynamics equations

    International Nuclear Information System (INIS)

    Coggeshall, S.V.

    1991-01-01

    Many similarity solutions have been found for the equations of one-dimensional (1-D) hydrodynamics. These special combinations of variables allow the partial differential equations to be reduced to ordinary differential equations, which must then be solved to determine the physical solutions. Usually, these reduced ordinary differential equations are solved numerically. In some cases it is possible to solve these reduced equations analytically to obtain explicit solutions. In this work a collection of analytic solutions of the 1-D hydrodynamics equations is presented. These can be used for a variety of purposes, including (i) numerical benchmark problems, (ii) as a basis for analytic models, and (iii) to provide insight into more complicated solutions

  3. 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.

  4. Differential equations methods and applications

    CERN Document Server

    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. .

  5. Integral equations and their applications

    CERN Document Server

    Rahman, M

    2007-01-01

    For many years, the subject of functional equations has held a prominent place in the attention of mathematicians. In more recent years this attention has been directed to a particular kind of functional equation, an integral equation, wherein the unknown function occurs under the integral sign. The study of this kind of equation is sometimes referred to as the inversion of a definite integral. While scientists and engineers can already choose from a number of books on integral equations, this new book encompasses recent developments including some preliminary backgrounds of formulations of integral equations governing the physical situation of the problems. It also contains elegant analytical and numerical methods, and an important topic of the variational principles. Primarily intended for senior undergraduate students and first year postgraduate students of engineering and science courses, students of mathematical and physical sciences will also find many sections of direct relevance. The book contains eig...

  6. Stochastic partial differential equations

    CERN Document Server

    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 ...

  7. JWL Equation of State

    Energy Technology Data Exchange (ETDEWEB)

    Menikoff, Ralph [Los Alamos National Laboratory

    2015-12-15

    The JWL equation of state (EOS) is frequently used for the products (and sometimes reactants) of a high explosive (HE). Here we review and systematically derive important properties. The JWL EOS is of the Mie-Grueneisen form with a constant Grueneisen coefficient and a constants specific heat. It is thermodynamically consistent to specify the temperature at a reference state. However, increasing the reference state temperature restricts the EOS domain in the (V, e)-plane of phase space. The restrictions are due to the conditions that P ≥ 0, T ≥ 0, and the isothermal bulk modulus is positive. Typically, this limits the low temperature regime in expansion. The domain restrictions can result in the P-T equilibrium EOS of a partly burned HE failing to have a solution in some cases. For application to HE, the heat of detonation is discussed. Example JWL parameters for an HE, both products and reactions, are used to illustrate the restrictions on the domain of the EOS.

  8. Optimal financing and dividend control of a corporation with transaction costs%考虑交易费的融资与分红最优控制模型

    Institute of Scientific and Technical Information of China (English)

    张磊

    2004-01-01

    在实际金融市场中股份公司在红利分配和再融资过程中都需要支付固定交易费和比例交易费, 而如何确定交易费对公司财务决策的影响还没有进行过讨论.本文利用随机脉冲控制理论研究了在收取固定和比例交易费的市场环境下,公司如何制定其最优的财务策略.首先给出了最优控制问题对应的Hamilton-Jacobi-Bellman方程,接着构造出了它的连续可微解.利用解的性质和推广的It公式,构造出了最优的再融资及分红策略.最后对模型的应用做了经济学上的解释,并与已有模型做了比较.%In the financial markets corporations have to pay for the fixed and proportional transaction costs when distributing dividends and issuing external equity.But no discussions have been found on the optimal financing and dividends policy influenced by both the fixed and proportional transaction costs.To address this inadequacy,an optimal control problem is discussed using stochastic impulse control theory to determine the optimal policy.First the associated Hamilton-Jacobi-Bellman(HJB) equation is given, then its continuously differentiable solution is constructed.From the solution and generalized It Lemma,the optimal financing and dividends policy is derived.Finally the economic interpretations are presented to illustrate the applications of the results, and comparisons are made with existing literatures.

  9. Gauge-invariant flow equation

    Science.gov (United States)

    Wetterich, C.

    2018-06-01

    We propose a closed gauge-invariant functional flow equation for Yang-Mills theories and quantum gravity that only involves one macroscopic gauge field or metric. It is based on a projection on physical and gauge fluctuations. Deriving this equation from a functional integral we employ the freedom in the precise choice of the macroscopic field and the effective average action in order to realize a closed and simple form of the flow equation.

  10. The generalized Airy diffusion equation

    Directory of Open Access Journals (Sweden)

    Frank M. Cholewinski

    2003-08-01

    Full Text Available Solutions of a generalized Airy diffusion equation and an associated nonlinear partial differential equation are obtained. Trigonometric type functions are derived for a third order generalized radial Euler type operator. An associated complex variable theory and generalized Cauchy-Euler equations are obtained. Further, it is shown that the Airy expansions can be mapped onto the Bessel Calculus of Bochner, Cholewinski and Haimo.

  11. Supersymmetric two-particle equations

    International Nuclear Information System (INIS)

    Sissakyan, A.N.; Skachkov, N.B.; Shevchenko, O.Yu.

    1986-01-01

    In the framework of the scalar superfield model, a particular case of which is the well-known Wess-Zumino model, the supersymmetric Schwinger equations are found. On their basis with the use of the second Legendre transformation the two-particle supersymmetric Edwards and Bethe-Salpeter equations are derived. A connection of the kernels and inhomogeneous terms of these equations with generating functional of the second Legendre transformation is found

  12. Introduction to ordinary differential equations

    CERN Document Server

    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

  13. On matrix fractional differential equations

    OpenAIRE

    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...

  14. Electronic representation of wave equation

    Energy Technology Data Exchange (ETDEWEB)

    Veigend, Petr; Kunovský, Jiří, E-mail: kunovsky@fit.vutbr.cz; Kocina, Filip; Nečasová, Gabriela; Valenta, Václav [University of Technology, Faculty of Information Technology, Božetěchova 2, 612 66 Brno (Czech Republic); Šátek, Václav [IT4Innovations, VŠB Technical University of Ostrava, 17. listopadu 15/2172, 708 33 Ostrava-Poruba (Czech Republic); University of Technology, Faculty of Information Technology, Božetěchova 2, 612 66 Brno (Czech Republic)

    2016-06-08

    The Taylor series method for solving differential equations represents a non-traditional way of a numerical solution. Even though this method is not much preferred in the literature, experimental calculations done at the Department of Intelligent Systems of the Faculty of Information Technology of TU Brno have verified that the accuracy and stability of the Taylor series method exceeds the currently used algorithms for numerically solving differential equations. This paper deals with solution of Telegraph equation using modelling of a series small pieces of the wire. Corresponding differential equations are solved by the Modern Taylor Series Method.

  15. Generalized Lorentz-Force equations

    International Nuclear Information System (INIS)

    Yamaleev, R.M.

    2001-01-01

    Guided by Nambu (n+1)-dimensional phase space formalism we build a new system of dynamic equations. These equations describe a dynamic state of the corporeal system composed of n subsystems. The dynamic equations are formulated in terms of dynamic variables of the subsystems as well as in terms of dynamic variables of the corporeal system. These two sets of variables are related respectively as roots and coefficients of the n-degree polynomial equation. In the special n=2 case, this formalism reproduces relativistic dynamics for the charged spinning particles

  16. The forced nonlinear Schroedinger equation

    International Nuclear Information System (INIS)

    Kaup, D.J.; Hansen, P.J.

    1985-01-01

    The nonlinear Schroedinger equation describes the behaviour of a radio frequency wave in the ionosphere near the reflexion point where nonlinear processes are important. A simple model of this phenomenon leads to the forced nonlinear Schroedinger equation in terms of a nonlinear boundary value problem. A WKB analysis of the time evolution equations for the nonlinear Schroedinger equation in the inverse scattering transform formalism gives a crude order of magnitude estimation of the qualitative behaviour of the solutions. This estimation is compared with the numerical solutions. (D.Gy.)

  17. Correct Linearization of Einstein's Equations

    Directory of Open Access Journals (Sweden)

    Rabounski D.

    2006-06-01

    Full Text Available Regularly Einstein's equations can be reduced to a wave form (linearly dependent from the second derivatives of the space metric in the absence of gravitation, the space rotation and Christoffel's symbols. As shown here, the origin of the problem is that one uses the general covariant theory of measurement. Here the wave form of Einstein's equations is obtained in the terms of Zelmanov's chronometric invariants (physically observable projections on the observer's time line and spatial section. The obtained equations depend on solely the second derivatives even if gravitation, the space rotation and Christoffel's symbols. The correct linearization proves: the Einstein equations are completely compatible with weak waves of the metric.

  18. The Dirac equation for accountants

    International Nuclear Information System (INIS)

    Ord, G.N.

    2006-01-01

    In the context of relativistic quantum mechanics, derivations of the Dirac equation usually take the form of plausibility arguments based on experience with the Schroedinger equation. The primary reason for this is that we do not know what wavefunctions physically represent, so derivations have to rely on formal arguments. There is however a context in which the Dirac equation in one dimension is directly related to a classical generating function. In that context, the derivation of the Dirac equation is an exercise in counting. We provide this derivation here and discuss its relationship to quantum mechanics

  19. Difference equations theory, applications and advanced topics

    CERN Document Server

    Mickens, Ronald E

    2015-01-01

    THE DIFFERENCE CALCULUS GENESIS OF DIFFERENCE EQUATIONS DEFINITIONS DERIVATION OF DIFFERENCE EQUATIONS EXISTENCE AND UNIQUENESS THEOREM OPERATORS ∆ AND E ELEMENTARY DIFFERENCE OPERATORS FACTORIAL POLYNOMIALS OPERATOR ∆−1 AND THE SUM CALCULUS FIRST-ORDER DIFFERENCE EQUATIONS INTRODUCTION GENERAL LINEAR EQUATION CONTINUED FRACTIONS A GENERAL FIRST-ORDER EQUATION: GEOMETRICAL METHODS A GENERAL FIRST-ORDER EQUATION: EXPANSION TECHNIQUES LINEAR DIFFERENCE EQUATIONSINTRODUCTION LINEARLY INDEPENDENT FUNCTIONS FUNDAMENTAL THEOREMS FOR HOMOGENEOUS EQUATIONSINHOMOGENEOUS EQUATIONS SECOND-ORDER EQUATIONS STURM-LIOUVILLE DIFFERENCE EQUATIONS LINEAR DIFFERENCE EQUATIONS INTRODUCTION HOMOGENEOUS EQUATIONS CONSTRUCTION OF A DIFFERENCE EQUATION HAVING SPECIFIED SOLUTIONS RELATIONSHIP BETWEEN LINEAR DIFFERENCE AND DIFFERENTIAL EQUATIONS INHOMOGENEOUS EQUATIONS: METHOD OF UNDETERMINED COEFFICIENTS INHOMOGENEOUS EQUATIONS: OPERATOR METHODS z-TRANSFORM METHOD SYSTEMS OF DIFFERENCE EQUATIONS LINEAR PARTIAL DIFFERENCE EQUATI...

  20. Differential equations a dynamical systems approach ordinary differential equations

    CERN Document Server

    Hubbard, John H

    1991-01-01

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

  1. Solutions to Arithmetic Convolution Equations

    Czech Academy of Sciences Publication Activity Database

    Glöckner, H.; Lucht, L.G.; Porubský, Štefan

    2007-01-01

    Roč. 135, č. 6 (2007), s. 1619-1629 ISSN 0002-9939 R&D Projects: GA ČR GA201/04/0381 Institutional research plan: CEZ:AV0Z10300504 Keywords : arithmetic functions * Dirichlet convolution * polynomial equations * analytic equations * topological algebras * holomorphic functional calculus Subject RIV: BA - General Mathematics Impact factor: 0.520, year: 2007

  2. On Degenerate Partial Differential Equations

    OpenAIRE

    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...

  3. Differential equations a concise course

    CERN Document Server

    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.

  4. Differential equations and finite groups

    NARCIS (Netherlands)

    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

  5. Saturation and linear transport equation

    International Nuclear Information System (INIS)

    Kutak, K.

    2009-03-01

    We show that the GBW saturation model provides an exact solution to the one dimensional linear transport equation. We also show that it is motivated by the BK equation considered in the saturated regime when the diffusion and the splitting term in the diffusive approximation are balanced by the nonlinear term. (orig.)

  6. 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

  7. Introduction to nonlinear dispersive equations

    CERN Document Server

    Linares, Felipe

    2015-01-01

    This textbook introduces the well-posedness theory for initial-value problems of nonlinear, dispersive partial differential equations, with special focus on two key models, the Korteweg–de Vries equation and the nonlinear Schrödinger equation. A concise and self-contained treatment of background material (the Fourier transform, interpolation theory, Sobolev spaces, and the linear Schrödinger equation) prepares the reader to understand the main topics covered: the initial-value problem for the nonlinear Schrödinger equation and the generalized Korteweg–de Vries equation, properties of their solutions, and a survey of general classes of nonlinear dispersive equations of physical and mathematical significance. Each chapter ends with an expert account of recent developments and open problems, as well as exercises. The final chapter gives a detailed exposition of local well-posedness for the nonlinear Schrödinger equation, taking the reader to the forefront of recent research. The second edition of Introdu...

  8. Students' Understanding of Quadratic Equations

    Science.gov (United States)

    López, Jonathan; Robles, Izraim; Martínez-Planell, Rafael

    2016-01-01

    Action-Process-Object-Schema theory (APOS) was applied to study student understanding of quadratic equations in one variable. This required proposing a detailed conjecture (called a genetic decomposition) of mental constructions students may do to understand quadratic equations. The genetic decomposition which was proposed can contribute to help…

  9. Solving equations by topological methods

    Directory of Open Access Journals (Sweden)

    Lech Górniewicz

    2005-01-01

    Full Text Available In this paper we survey most important results from topological fixed point theory which can be directly applied to differential equations. Some new formulations are presented. We believe that our article will be useful for analysts applying topological fixed point theory in nonlinear analysis and in differential equations.

  10. Generalized Fermat equations: A miscellany

    NARCIS (Netherlands)

    Bennett, M.A.; Chen, I.; Dahmen, S.R.; Yazdani, S.

    2015-01-01

    This paper is devoted to the generalized Fermat equation xp + yq = zr, where p, q and r are integers, and x, y and z are nonzero coprime integers. We begin by surveying the exponent triples (p, q, r), including a number of infinite families, for which the equation has been solved to date, detailing

  11. Equation with the many fathers

    DEFF Research Database (Denmark)

    Kragh, Helge

    1984-01-01

    In this essay I discuss the origin and early development of the first relativistic wave equation, known as the Klein-Gordon equation. In 1926 several physicists, among them Klein, Fock, Schrödinger, and de Broglie, announced this equation as a candidate for a relativistic generalization of the us...... as electrodynamics. Although this ambitious attempt attracted some interest in 1926, its impact on the mainstream of development in quantum mechanics was virtually nil....... of the usual Schrödinger equation. In most of the early versions the Klein-Gordon equation was connected with the general theory of relativity. Klein and some other physicists attempted to express quantum mechanics within a five-dimensional unified theory, embracing general relativity as well...

  12. The relativistic electron wave equation

    International Nuclear Information System (INIS)

    Dirac, P.A.M.

    1977-08-01

    The paper was presented at the European Conference on Particle Physics held in Budapest between the 4th and 9th July of 1977. A short review is given on the birth of the relativistic electron wave equation. After Schroedinger has shown the equivalence of his wave mechanics and the matrix mechanics of Heisenberg, a general transformation theory was developed by the author. This theory required a relativistic wave equation linear in delta/delta t. As the Klein--Gordon equation available at this time did not satisfy this condition the development of a new equation became necessary. The equation which was found gave the value of the electron spin and magnetic moment automatically. (D.P.)

  13. Higher order field equations. II

    International Nuclear Information System (INIS)

    Tolhoek, H.A.

    1977-01-01

    In a previous paper wave propagation was studied according to a sixth-order partial differential equation involving a complex mass M. The corresponding Yang-Feldman integral equations (indicated as SM-YF-equations), were formulated using modified Green's functions Gsub(R)sup(M)(x) and Gsub(A)sup(M)(x), which then incorporate the partial differential equation together with certain boundary conditions. In this paper certain limit properties of these modified Green's functions are derived: (a) It is shown that for mod(M)→infinity the Green's functions Gsub(R)sup(M)(x) and Gsub(A)sup(M)(x) approach the Green's functions Δsub(R)(x) and Δsub(A)(x) of the corresponding KG-equation (Klein-Gordon equation). (b) It is further shown that the asymptotic behaviour of Gsub(R)sup(M)(x) and Gsub(A)sup(M)(x) is the same as of Δsub(R)(x) and Δsub(A)(x)-and also the same as for Dsub(R)(x) and Dsub(A)(x) for t→+-infinity;, where Dsub(R) and Dsub(A) are the Green's functions for the KG-equation with mass zero. It is essential to take limits in the sense of distribution theory in both cases (a) and (b). The property (b) indicates that the wave propagation properties of the SM-YF-equations, the KG-equation with finite mass and the KG-equation with mass zero are closely related in an asymptotic sense. (Auth.)

  14. Equating TIMSS Mathematics Subtests with Nonlinear Equating Methods Using NEAT Design: Circle-Arc Equating Approaches

    Science.gov (United States)

    Ozdemir, Burhanettin

    2017-01-01

    The purpose of this study is to equate Trends in International Mathematics and Science Study (TIMSS) mathematics subtest scores obtained from TIMSS 2011 to scores obtained from TIMSS 2007 form with different nonlinear observed score equating methods under Non-Equivalent Anchor Test (NEAT) design where common items are used to link two or more test…

  15. Neoclassical MHD equations for tokamaks

    International Nuclear Information System (INIS)

    Callen, J.D.; Shaing, K.C.

    1986-03-01

    The moment equation approach to neoclassical-type processes is used to derive the flows, currents and resistive MHD-like equations for studying equilibria and instabilities in axisymmetric tokamak plasmas operating in the banana-plateau collisionality regime (ν* approx. 1). The resultant ''neoclassical MHD'' equations differ from the usual reduced equations of resistive MHD primarily by the addition of the important viscous relaxation effects within a magnetic flux surface. The primary effects of the parallel (poloidal) viscous relaxation are: (1) Rapid (approx. ν/sub i/) damping of the poloidal ion flow so the residual flow is only toroidal; (2) addition of the bootstrap current contribution to Ohm's laws; and (3) an enhanced (by B 2 /B/sub theta/ 2 ) polarization drift type term and consequent enhancement of the perpendicular dielectric constant due to parallel flow inertia, which causes the equations to depend only on the poloidal magnetic field B/sub theta/. Gyroviscosity (or diamagnetic vfiscosity) effects are included to properly treat the diamagnetic flow effects. The nonlinear form of the neoclassical MHD equations is derived and shown to satisfy an energy conservation equation with dissipation arising from Joule and poloidal viscous heating, and transport due to classical and neoclassical diffusion

  16. Approximate solutions to Mathieu's equation

    Science.gov (United States)

    Wilkinson, Samuel A.; Vogt, Nicolas; Golubev, Dmitry S.; Cole, Jared H.

    2018-06-01

    Mathieu's equation has many applications throughout theoretical physics. It is especially important to the theory of Josephson junctions, where it is equivalent to Schrödinger's equation. Mathieu's equation can be easily solved numerically, however there exists no closed-form analytic solution. Here we collect various approximations which appear throughout the physics and mathematics literature and examine their accuracy and regimes of applicability. Particular attention is paid to quantities relevant to the physics of Josephson junctions, but the arguments and notation are kept general so as to be of use to the broader physics community.

  17. Soliton equations and Hamiltonian systems

    CERN Document Server

    Dickey, L A

    2002-01-01

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

  18. Galois theory of difference equations

    CERN Document Server

    Put, Marius

    1997-01-01

    This book lays the algebraic foundations of a Galois theory of linear difference equations and shows its relationship to the analytic problem of finding meromorphic functions asymptotic to formal solutions of difference equations. Classically, this latter question was attacked by Birkhoff and Tritzinsky and the present work corrects and greatly generalizes their contributions. In addition results are presented concerning the inverse problem in Galois theory, effective computation of Galois groups, algebraic properties of sequences, phenomena in positive characteristics, and q-difference equations. The book is aimed at advanced graduate researchers and researchers.

  19. Integral equation methods for electromagnetics

    CERN Document Server

    Volakis, John

    2012-01-01

    This text/reference is a detailed look at the development and use of integral equation methods for electromagnetic analysis, specifically for antennas and radar scattering. Developers and practitioners will appreciate the broad-based approach to understanding and utilizing integral equation methods and the unique coverage of historical developments that led to the current state-of-the-art. In contrast to existing books, Integral Equation Methods for Electromagnetics lays the groundwork in the initial chapters so students and basic users can solve simple problems and work their way up to the mo

  20. Bridging the Knowledge Gaps between Richards' Equation and Budyko Equation

    Science.gov (United States)

    Wang, D.

    2017-12-01

    The empirical Budyko equation represents the partitioning of mean annual precipitation into evaporation and runoff. Richards' equation, based on Darcy's law, represents the movement of water in unsaturated soils. The linkage between Richards' equation and Budyko equation is presented by invoking the empirical Soil Conservation Service curve number (SCS-CN) model for computing surface runoff at the event-scale. The basis of the SCS-CN method is the proportionality relationship, i.e., the ratio of continuing abstraction to its potential is equal to the ratio of surface runoff to its potential value. The proportionality relationship can be derived from the Richards' equation for computing infiltration excess and saturation excess models at the catchment scale. Meanwhile, the generalized proportionality relationship is demonstrated as the common basis of SCS-CN method, monthly "abcd" model, and Budyko equation. Therefore, the linkage between Darcy's law and the emergent pattern of mean annual water balance at the catchment scale is presented through the proportionality relationship.

  1. Iterative Splitting Methods for Differential Equations

    CERN Document Server

    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

  2. Nonlinear integrodifferential equations as discrete systems

    Science.gov (United States)

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

    1999-06-01

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

  3. Direct 'delay' reductions of the Toda equation

    International Nuclear Information System (INIS)

    Joshi, Nalini

    2009-01-01

    A new direct method of obtaining reductions of the Toda equation is described. We find a canonical and complete class of all possible reductions under certain assumptions. The resulting equations are ordinary differential-difference equations, sometimes referred to as delay-differential equations. The representative equation of this class is hypothesized to be a new version of one of the classical Painleve equations. The Lax pair associated with this equation is obtained, also by reduction. (fast track communication)

  4. Integral equation for Coulomb problem

    International Nuclear Information System (INIS)

    Sasakawa, T.

    1986-01-01

    For short range potentials an inhomogeneous (homogeneous) Lippmann-Schwinger integral equation of the Fredholm type yields the wave function of scattering (bound) state. For the Coulomb potential, this statement is no more valid. It has been felt difficult to express the Coulomb wave function in a form of an integral equation with the Coulomb potential as the perturbation. In the present paper, the author shows that an inhomogeneous integral equation of a Volterra type with the Coulomb potential as the perturbation can be constructed both for the scattering and the bound states. The equation yielding the binding energy is given in an integral form. The present treatment is easily extended to the coupled Coulomb problems

  5. Geophysical interpretation using integral equations

    CERN Document Server

    Eskola, L

    1992-01-01

    Along with the general development of numerical methods in pure and applied to apply integral equations to geophysical modelling has sciences, the ability improved considerably within the last thirty years or so. This is due to the successful derivation of integral equations that are applicable to the modelling of complex structures, and efficient numerical algorithms for their solution. A significant stimulus for this development has been the advent of fast digital computers. The purpose of this book is to give an idea of the principles by which boundary-value problems describing geophysical models can be converted into integral equations. The end results are the integral formulas and integral equations that form the theoretical framework for practical applications. The details of mathematical analysis have been kept to a minimum. Numerical algorithms are discussed only in connection with some illustrative examples involving well-documented numerical modelling results. The reader is assu­ med to have a back...

  6. Singularity: Raychaudhuri equation once again

    Indian Academy of Sciences (India)

    Cosmology; Raychaudhuri equation; Universe; quantum gravity; loop quan- tum gravity ... than the observation verifying the prediction of theory. This gave .... which was now expanding, would have had a singular beginning in a hot Big Bang.

  7. Kinetic equations in dirty superconductors

    International Nuclear Information System (INIS)

    Kraehenbuehl, Y.

    1981-01-01

    Kinetic equations for superconductors in the dirty limit are derived using a method developed for superfluid systems, which allows a systematic expansion in small parameters; exact charge conservation is obeyed. (orig.)

  8. Kinks and the Dirac equation

    International Nuclear Information System (INIS)

    Skyrme, T.H.R.

    1994-01-01

    In a model quantum theory of interacting mesons, the motion of certain conserved particle-like structures is discussed. It is shown how collective coordinates may be introduced to describe them, leading, in lowest approximation, to a Dirac equation. (author)

  9. Solving Differential Equations in R

    Science.gov (United States)

    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...

  10. Wave-equation dispersion inversion

    KAUST Repository

    Li, Jing; Feng, Zongcai; Schuster, Gerard T.

    2016-01-01

    We present the theory for wave-equation inversion of dispersion curves, where the misfit function is the sum of the squared differences between the wavenumbers along the predicted and observed dispersion curves. The dispersion curves are obtained

  11. On the equations of motion

    International Nuclear Information System (INIS)

    Jannussis, A.; Streclas, A.; Sourlas, D.; Vlachos, K.

    1977-01-01

    Using the theorem of the derivative of a function of operators with respect to any parameter, we can find the equation of motion of a system in classical mechanics, in canonical as well as in non-canonical mechanics

  12. Quantum-statistical kinetic equations

    International Nuclear Information System (INIS)

    Loss, D.; Schoeller, H.

    1989-01-01

    Considering a homogeneous normal quantum fluid consisting of identical interacting fermions or bosons, the authors derive an exact quantum-statistical generalized kinetic equation with a collision operator given as explicit cluster series where exchange effects are included through renormalized Liouville operators. This new result is obtained by applying a recently developed superoperator formalism (Liouville operators, cluster expansions, symmetrized projectors, P q -rule, etc.) to nonequilibrium systems described by a density operator ρ(t) which obeys the von Neumann equation. By means of this formalism a factorization theorem is proven (being essential for obtaining closed equations), and partial resummations (leading to renormalized quantities) are performed. As an illustrative application, the quantum-statistical versions (including exchange effects due to Fermi-Dirac or Bose-Einstein statistics) of the homogeneous Boltzmann (binary collisions) and Choh-Uhlenbeck (triple collisions) equations are derived

  13. Lorentz Covariance of Langevin Equation

    International Nuclear Information System (INIS)

    Koide, T.; Denicol, G.S.; Kodama, T.

    2008-01-01

    Relativistic covariance of a Langevin type equation is discussed. The requirement of Lorentz invariance generates an entanglement between the force and noise terms so that the noise itself should not be a covariant quantity. (author)

  14. Equational theories of tropical sernirings

    DEFF Research Database (Denmark)

    Aceto, Luca; Esik, Zoltan; Ingolfsdottir, Anna

    2003-01-01

    examples of such structures are the (max,+) semiring and the tropical semiring. It is shown that none of the exotic semirings commonly considered in the literature has a finite basis for its equations, and that similar results hold for the commutative idempotent weak semirings that underlie them. For each......This paper studies the equational theories of various exotic semirings presented in the literature. Exotic semirings are semirings whose underlying carrier set is some subset of the set of real numbers equipped with binary operations of minimum or maximum as sum, and addition as product. Two prime...... of these commutative idempotent weak semirings, the paper offers characterizations of the equations that hold in them, decidability results for their equational theories, explicit descriptions of the free algebras in the varieties they generate, and relative axiomatization results. Udgivelsesdato: APR 11...

  15. Wave equations for pulse propagation

    International Nuclear Information System (INIS)

    Shore, B.W.

    1987-01-01

    Theoretical discussions of the propagation of pulses of laser radiation through atomic or molecular vapor rely on a number of traditional approximations for idealizing the radiation and the molecules, and for quantifying their mutual interaction by various equations of propagation (for the radiation) and excitation (for the molecules). In treating short-pulse phenomena it is essential to consider coherent excitation phenomena of the sort that is manifest in Rabi oscillations of atomic or molecular populations. Such processes are not adequately treated by rate equations for excitation nor by rate equations for radiation. As part of a more comprehensive treatment of the coupled equations that describe propagation of short pulses, this memo presents background discussion of the equations that describe the field. This memo discusses the origin, in Maxwell's equations, of the wave equation used in the description of pulse propagation. It notes the separation into lamellar and solenoidal (or longitudinal and transverse) and positive and negative frequency parts. It mentions the possibility of separating the polarization field into linear and nonlinear parts, in order to define a susceptibility or index of refraction and, from these, a phase and group velocity. The memo discusses various ways of characterizing the polarization characteristics of plane waves, that is, of parameterizing a transverse unit vector, such as the Jones vector, the Stokes vector, and the Poincare sphere. It discusses the connection between macroscopically defined quantities, such as the intensity or, more generally, the Stokes parameters, and microscopic field amplitudes. The material presented here is a portion of a more extensive treatment of propagation to be presented separately. The equations presented here have been described in various books and articles. They are collected here as a summary and review of theory needed when treating pulse propagation

  16. Feynman integrals and difference equations

    International Nuclear Information System (INIS)

    Moch, S.; Schneider, C.

    2007-09-01

    We report on the calculation of multi-loop Feynman integrals for single-scale problems by means of difference equations in Mellin space. The solution to these difference equations in terms of harmonic sums can be constructed algorithmically over difference fields, the so-called ΠΣ * -fields. We test the implementation of the Mathematica package Sigma on examples from recent higher order perturbative calculations in Quantum Chromodynamics. (orig.)

  17. Hidden Statistics of Schroedinger Equation

    Science.gov (United States)

    Zak, Michail

    2011-01-01

    Work was carried out in determination of the mathematical origin of randomness in quantum mechanics and creating a hidden statistics of Schr dinger equation; i.e., to expose the transitional stochastic process as a "bridge" to the quantum world. The governing equations of hidden statistics would preserve such properties of quantum physics as superposition, entanglement, and direct-product decomposability while allowing one to measure its state variables using classical methods.

  18. Feynman integrals and difference equations

    Energy Technology Data Exchange (ETDEWEB)

    Moch, S. [Deutsches Elektronen-Synchrotron (DESY), Zeuthen (Germany); Schneider, C. [Johannes Kepler Univ., Linz (Austria). Research Inst. for Symbolic Computation

    2007-09-15

    We report on the calculation of multi-loop Feynman integrals for single-scale problems by means of difference equations in Mellin space. The solution to these difference equations in terms of harmonic sums can be constructed algorithmically over difference fields, the so-called {pi}{sigma}{sup *}-fields. We test the implementation of the Mathematica package Sigma on examples from recent higher order perturbative calculations in Quantum Chromodynamics. (orig.)

  19. Numerical solution of Boltzmann's equation

    International Nuclear Information System (INIS)

    Sod, G.A.

    1976-04-01

    The numerical solution of Boltzmann's equation is considered for a gas model consisting of rigid spheres by means of Hilbert's expansion. If only the first two terms of the expansion are retained, Boltzmann's equation reduces to the Boltzmann-Hilbert integral equation. Successive terms in the Hilbert expansion are obtained by solving the same integral equation with a different source term. The Boltzmann-Hilbert integral equation is solved by a new very fast numerical method. The success of the method rests upon the simultaneous use of four judiciously chosen expansions; Hilbert's expansion for the distribution function, another expansion of the distribution function in terms of Hermite polynomials, the expansion of the kernel in terms of the eigenvalues and eigenfunctions of the Hilbert operator, and an expansion involved in solving a system of linear equations through a singular value decomposition. The numerical method is applied to the study of the shock structure in one space dimension. Numerical results are presented for Mach numbers of 1.1 and 1.6. 94 refs, 7 tables, 1 fig

  20. Computational partial differential equations using Matlab

    CERN Document Server

    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

  1. 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

  2. Equationally Compact Acts : Coproducts / Peeter Normak

    Index Scriptorium Estoniae

    Normak, Peeter

    1998-01-01

    In this article equational compactness of acts and its generalizations are discussed. As equational compactness does not carry over to coproducts a slight generalization of c-equational campactness is introduced. It is proved that a coproduct of acts is c-equationally compact if and only if all components are c-equationally campact

  3. Exact results for the Boltzmann equation and Smoluchowski's coagulation equation

    International Nuclear Information System (INIS)

    Hendriks, E.M.

    1983-01-01

    Almost no analytical solutions have been found for realistic intermolecular forces, largely due to the complicated structure of the collision term which calls for the construction of simplified models, in which as many physical properties are maintained as possible. In the first three chapters of this thesis such model Boltzmann equations are studied. Only spatially homogeneous gases with isotropic distribution functions are considered. Chapter I considers transition kernels, chapter II persistent scattering models and chapter III very hard particles. The second part of this dissertation deals with Smoluchowski's coagulation equation for the size distribution function in a coagulating system, with chapters devoted to the following topics: kinetics of gelation and universality, coagulation equations with gelation and exactly soluble models of nucleation. (Auth./C.F.)

  4. Abstract methods in partial differential equations

    CERN Document Server

    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.

  5. Linear integral equations and soliton systems

    International Nuclear Information System (INIS)

    Quispel, G.R.W.

    1983-01-01

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

  6. ON THE EQUIVALENCE OF THE ABEL EQUATION

    Institute of Scientific and Technical Information of China (English)

    2006-01-01

    This article uses the reflecting function of Mironenko to study some complicated differential equations which are equivalent to the Abel equation. The results are applied to discuss the behavior of solutions of these complicated differential equations.

  7. Exact solitary waves of the Fisher equation

    International Nuclear Information System (INIS)

    Kudryashov, Nikolai A.

    2005-01-01

    New method is presented to search exact solutions of nonlinear differential equations. This approach is used to look for exact solutions of the Fisher equation. New exact solitary waves of the Fisher equation are given

  8. How to obtain the covariant form of Maxwell's equations from the continuity equation

    International Nuclear Information System (INIS)

    Heras, Jose A

    2009-01-01

    The covariant Maxwell equations are derived from the continuity equation for the electric charge. This result provides an axiomatic approach to Maxwell's equations in which charge conservation is emphasized as the fundamental axiom underlying these equations

  9. How to obtain the covariant form of Maxwell's equations from the continuity equation

    Energy Technology Data Exchange (ETDEWEB)

    Heras, Jose A [Departamento de Ciencias Basicas, Universidad Autonoma Metropolitana, Unidad Azcapotzalco, Av. San Pablo No. 180, Col. Reynosa, 02200, Mexico D. F. (Mexico); Departamento de Fisica y Matematicas, Universidad Iberoamericana, Prolongacion Paseo de la Reforma 880, Mexico D. F. 01210 (Mexico)

    2009-07-15

    The covariant Maxwell equations are derived from the continuity equation for the electric charge. This result provides an axiomatic approach to Maxwell's equations in which charge conservation is emphasized as the fundamental axiom underlying these equations.

  10. Extraction of dynamical equations from chaotic data

    International Nuclear Information System (INIS)

    Rowlands, G.; Sprott, J.C.

    1991-02-01

    A method is described for extracting from a chaotic time series a system of equations whose solution reproduces the general features of the original data even when these are contaminated with noise. The equations facilitate calculation of fractal dimension, Lyapunov exponents and short-term predictions. The method is applied to data derived from numerical solutions of the Logistic equation, the Henon equations, the Lorenz equations and the Roessler equations. 10 refs., 5 figs

  11. First-order partial differential equations

    CERN Document Server

    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

  12. Differential equations, mechanics, and computation

    CERN Document Server

    Palais, Richard S

    2009-01-01

    This book provides a conceptual introduction to the theory of ordinary differential equations, concentrating on the initial value problem for equations of evolution and with applications to the calculus of variations and classical mechanics, along with a discussion of chaos theory and ecological models. It has a unified and visual introduction to the theory of numerical methods and a novel approach to the analysis of errors and stability of various numerical solution algorithms based on carefully chosen model problems. While the book would be suitable as a textbook for an undergraduate or elementary graduate course in ordinary differential equations, the authors have designed the text also to be useful for motivated students wishing to learn the material on their own or desiring to supplement an ODE textbook being used in a course they are taking with a text offering a more conceptual approach to the subject.

  13. Generalized equations of gravitational field

    International Nuclear Information System (INIS)

    Stanyukovich, K.P.; Borisova, L.B.

    1985-01-01

    Equations for gravitational fields are obtained on the basis of a generalized Lagrangian Z=f(R) (R is the scalar curvature). Such an approach permits to take into account the evolution of a gravitation ''constant''. An expression for the force Fsub(i) versus the field variability is obtained. Conservation laws are formulated differing from the standard ones by the fact that in the right part of new equations the value Fsub(i) is present that goes to zero at an ultimate passage to the standard Einstein theory. An equation of state is derived for cosmological metrics for a particular case, f=bRsup(1+α) (b=const, α=const)

  14. Numerical optimization using flow equations

    Science.gov (United States)

    Punk, Matthias

    2014-12-01

    We develop a method for multidimensional optimization using flow equations. This method is based on homotopy continuation in combination with a maximum entropy approach. Extrema of the optimizing functional correspond to fixed points of the flow equation. While ideas based on Bayesian inference such as the maximum entropy method always depend on a prior probability, the additional step in our approach is to perform a continuous update of the prior during the homotopy flow. The prior probability thus enters the flow equation only as an initial condition. We demonstrate the applicability of this optimization method for two paradigmatic problems in theoretical condensed matter physics: numerical analytic continuation from imaginary to real frequencies and finding (variational) ground states of frustrated (quantum) Ising models with random or long-range antiferromagnetic interactions.

  15. Quantum Gross-Pitaevskii Equation

    Directory of Open Access Journals (Sweden)

    Jutho Haegeman, Damian Draxler, Vid Stojevic, J. Ignacio Cirac, Tobias J. Osborne, Frank Verstraete

    2017-07-01

    Full Text Available We introduce a non-commutative generalization of the Gross-Pitaevskii equation for one-dimensional quantum gasses and quantum liquids. This generalization is obtained by applying the time-dependent variational principle to the variational manifold of continuous matrix product states. This allows for a full quantum description of many body system ---including entanglement and correlations--- and thus extends significantly beyond the usual mean-field description of the Gross-Pitaevskii equation, which is known to fail for (quasi one-dimensional systems. By linearizing around a stationary solution, we furthermore derive an associated generalization of the Bogoliubov -- de Gennes equations. This framework is applied to compute the steady state response amplitude to a periodic perturbation of the potential.

  16. Introductory course on differential equations

    CERN Document Server

    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.

  17. The respiratory system in equations

    CERN Document Server

    Maury, Bertrand

    2013-01-01

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

  18. Dynamics of partial differential equations

    CERN Document Server

    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...

  19. Evolution equations for Killing fields

    International Nuclear Information System (INIS)

    Coll, B.

    1977-01-01

    The problem of finding necessary and sufficient conditions on the Cauchy data for Einstein equations which insure the existence of Killing fields in a neighborhood of an initial hypersurface has been considered recently by Berezdivin, Coll, and Moncrief. Nevertheless, it can be shown that the evolution equations obtained in all these cases are of nonstrictly hyperbolic type, and, thus, the Cauchy data must belong to a special class of functions. We prove here that, for the vacuum and Einstein--Maxwell space--times and in a coordinate independent way, one can always choose, as evolution equations for the Killing fields, a strictly hyperbolic system: The above theorems can be thus extended to all Cauchy data for which the Einstein evolution problem has been proved to be well set

  20. Quasisymmetry equations for conventional stellarators

    International Nuclear Information System (INIS)

    Pustovitov, V.D.

    1994-11-01

    General quasisymmetry condition, which demands the independence of B 2 on one of the angular Boozer coordinates, is reduced to two equations containing only geometrical characteristics and helical field of a stellarator. The analysis is performed for conventional stellarators with a planar circular axis using standard stellarator expansion. As a basis, the invariant quasisymmetry condition is used. The quasisymmetry equations for stellarators are obtained from this condition also in an invariant form. Simplified analogs of these equations are given for the case when averaged magnetic surfaces are circular shifted torii. It is shown that quasisymmetry condition can be satisfied, in principle, in a conventional stellarator by a proper choice of two satellite harmonics of the helical field in addition to the main harmonic. Besides, there appears a restriction on the shift of magnetic surfaces. Thus, in general, the problem is closely related with that of self-consistent description of a configuration. (author)

  1. The generalized good cut equation

    International Nuclear Information System (INIS)

    Adamo, T M; Newman, E T

    2010-01-01

    The properties of null geodesic congruences (NGCs) in Lorentzian manifolds are a topic of considerable importance. More specifically NGCs with the special property of being shear-free or asymptotically shear-free (as either infinity or a horizon is approached) have received a great deal of recent attention for a variety of reasons. Such congruences are most easily studied via solutions to what has been referred to as the 'good cut equation' or the 'generalization good cut equation'. It is the purpose of this paper to study these equations and show their relationship to each other. In particular we show how they all have a four-complex-dimensional manifold (known as H-space, or in a special case as complex Minkowski space) as a solution space.

  2. Integration rules for scattering equations

    International Nuclear Information System (INIS)

    Baadsgaard, Christian; Bjerrum-Bohr, N.E.J.; Bourjaily, Jacob L.; Damgaard, Poul H.

    2015-01-01

    As described by Cachazo, He and Yuan, scattering amplitudes in many quantum field theories can be represented as integrals that are fully localized on solutions to the so-called scattering equations. Because the number of solutions to the scattering equations grows quite rapidly, the contour of integration involves contributions from many isolated components. In this paper, we provide a simple, combinatorial rule that immediately provides the result of integration against the scattering equation constraints for any Möbius-invariant integrand involving only simple poles. These rules have a simple diagrammatic interpretation that makes the evaluation of any such integrand immediate. Finally, we explain how these rules are related to the computation of amplitudes in the field theory limit of string theory.

  3. Coupled Higgs field equation and Hamiltonian amplitude equation ...

    Indian Academy of Sciences (India)

    Home; Journals; Pramana – Journal of Physics; Volume 79; Issue 1. Coupled Higgs field equation and ... School of Mathematics and Computer Applications, Thapar University, Patiala 147 004, India; Department of Mathematics, Jaypee University of Information Technology, Waknaghat, Distt. Solan 173 234, India ...

  4. Coupled Higgs field equation and Hamiltonian amplitude equation ...

    Indian Academy of Sciences (India)

    the rational functions are obtained. Keywords. ... differential equations as is evident by the number of research papers, books and a new symbolic software .... Now using (2.11), (2.14) in (2.8) with C1 = 0 and integrating once we get. P. 2 = − β.

  5. The nuclear equation of state

    International Nuclear Information System (INIS)

    Kahana, S.

    1986-01-01

    The role of the nuclear equation of state in determining the fate of the collapsing cores of massive stars is examined in light of both recent theoretical advances in this subject and recent experimental measurements with relativistic heavy ions. The difficulties existing in attempts to bring the softer nuclear matter apparently required by the theory of Type II supernovae into consonance with the heavy ion data are discussed. Relativistic mean field theory is introduced as a candidate for derivation of the equation of state, and a simple form for the saturation compressibility is obtained. 28 refs., 4 figs., 1 tab

  6. Kinetic equations with pairing correlations

    International Nuclear Information System (INIS)

    Fauser, R.

    1995-12-01

    The Gorkov equations are derived for a general non-equilibrium system. The Gorkov factorization is generalized by the cumulant expansion of the 2-particle correlation and by a generalized Wick theorem in the case of a perturbation expansion. A stationary solution for the Green functions in the Schwinger-Keldysh formalism is presented taking into account pairing correlations. Especially the effects of collisional broadening on the spectral functions and Green functions is discussed. Kinetic equations are derived in the quasi-particle approximation and in the case of particles with width. Explicit expressions for the self-energies are given. (orig.)

  7. Partial differential equations an introduction

    CERN Document Server

    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

  8. Geometric approach to soliton equations

    International Nuclear Information System (INIS)

    Sasaki, R.

    1979-09-01

    A class of nonlinear equations that can be solved in terms of nxn scattering problem is investigated. A systematic geometric method of exploiting conservation laws and related equations, the so-called prolongation structure, is worked out. The nxn problem is reduced to nsub(n-1)x(n-1) problems and finally to 2x2 problems, which have been comprehensively investigated recently by the author. A general method of deriving the infinite numbers of polynomial conservation laws for an nxn problem is presented. The cases of 3x3 and 2x2 problems are discussed explicitly. (Auth.)

  9. Sensitivity for the Smoluchowski equation

    International Nuclear Information System (INIS)

    Bailleul, I F

    2011-01-01

    This paper investigates the question of sensitivity of the solutions μ λ t of the Smoluchowski equation on R + * with respect to the parameters λ in the interaction kernel K λ . It is proved that μ λ t is a C 1 function of (t, λ) with values in a good space of measures under the hypotheses K λ (x, y) ≤ ψ(x) ψ(y), for some sub-linear function ψ, and ∫ψ 4+ε (x) μ 0 (dx) < ∞, and that the derivative is the unique solution of a related equation.

  10. Basic linear partial differential equations

    CERN Document Server

    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

  11. The nuclear equation of state

    Energy Technology Data Exchange (ETDEWEB)

    Kahana, S.

    1986-01-01

    The role of the nuclear equation of state in determining the fate of the collapsing cores of massive stars is examined in light of both recent theoretical advances in this subject and recent experimental measurements with relativistic heavy ions. The difficulties existing in attempts to bring the softer nuclear matter apparently required by the theory of Type II supernovae into consonance with the heavy ion data are discussed. Relativistic mean field theory is introduced as a candidate for derivation of the equation of state, and a simple form for the saturation compressibility is obtained. 28 refs., 4 figs., 1 tab.

  12. Solution of the Baxter equation

    International Nuclear Information System (INIS)

    Janik, R.A.

    1996-01-01

    We present a method of construction of a family of solutions of the Baxter equation arising in the Generalized Leading Logarithmic Approximation (GLLA) of the QCD pomeron. The details are given for the exchange of N = 2 reggeons but everything can be generalized in a straightforward way to arbitrary N. A specific choice of solutions is shown to reproduce the correct energy levels for half integral conformal weights. It is shown that the Baxter's equation must be supplemented by an additional condition on the solution. (author)

  13. Fundamentals of equations of state

    CERN Document Server

    Eliezer, Shalom; Hora, Heinrich

    2002-01-01

    The equation of state was originally developed for ideal gases, and proved central to the development of early molecular and atomic physics. Increasingly sophisticated equations of state have been developed to take into account molecular interactions, quantization, relativistic effects, etc. Extreme conditions of matter are encountered both in nature and in the laboratory, for example in the centres of stars, in relativistic collisions of heavy nuclei, in inertial confinement fusion (where a temperature of 10 9 K and a pressure exceeding a billion atmospheres can be achieved). A sound knowledg

  14. 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.

  15. Applied analysis and differential equations

    CERN Document Server

    Cârj, Ovidiu

    2007-01-01

    This volume contains refereed research articles written by experts in the field of applied analysis, differential equations and related topics. Well-known leading mathematicians worldwide and prominent young scientists cover a diverse range of topics, including the most exciting recent developments. A broad range of topics of recent interest are treated: existence, uniqueness, viability, asymptotic stability, viscosity solutions, controllability and numerical analysis for ODE, PDE and stochastic equations. The scope of the book is wide, ranging from pure mathematics to various applied fields such as classical mechanics, biomedicine, and population dynamics.

  16. Sequent Calculus and Equational Programming

    Directory of Open Access Journals (Sweden)

    Nicolas Guenot

    2015-07-01

    Full Text Available Proof assistants and programming languages based on type theories usually come in two flavours: one is based on the standard natural deduction presentation of type theory and involves eliminators, while the other provides a syntax in equational style. We show here that the equational approach corresponds to the use of a focused presentation of a type theory expressed as a sequent calculus. A typed functional language is presented, based on a sequent calculus, that we relate to the syntax and internal language of Agda. In particular, we discuss the use of patterns and case splittings, as well as rules implementing inductive reasoning and dependent products and sums.

  17. Radar equations for modern radar

    CERN Document Server

    Barton, David K

    2012-01-01

    Based on the classic Radar Range-Performance Analysis from 1980, this practical volume extends that work to ensure applicability of radar equations to the design and analysis of modern radars. This unique book helps you identify what information on the radar and its environment is needed to predict detection range. Moreover, it provides equations and data to improve the accuracy of range calculations. You find detailed information on propagation effects, methods of range calculation in environments that include clutter, jamming and thermal noise, as well as loss factors that reduce radar perfo

  18. Equating accelerometer estimates among youth

    DEFF Research Database (Denmark)

    Brazendale, Keith; Beets, Michael W; Bornstein, Daniel B

    2016-01-01

    from one set of cutpoints into another. Bland Altman plots illustrate the agreement between actual MVPA and predicted MVPA values. RESULTS: Across the total sample, mean MVPA ranged from 29.7MVPAmind(-1) (Puyau) to 126.1MVPAmind(-1) (Freedson 3 METs). Across conversion equations, median absolute...

  19. Variational linear algebraic equations method

    International Nuclear Information System (INIS)

    Moiseiwitsch, B.L.

    1982-01-01

    A modification of the linear algebraic equations method is described which ensures a variational bound on the phaseshifts for potentials having a definite sign at all points. The method is illustrated by the elastic scattering of s-wave electrons by the static field of atomic hydrogen. (author)

  20. Integrodifferential equation approach. Pt. 1

    International Nuclear Information System (INIS)

    Oehm, W.; Sofianos, S.A.; Fiedeldey, H.; South Africa Univ., Pretoria. Dept. of Physics); Fabre de la Ripelle, M.; South Africa Univ., Pretoria. Dept. of Physics)

    1990-02-01

    A single integrodifferential equation in two variables, valid for A nucleons interacting by pure Wigner forces, which has previously only been solved in the extreme and uncoupled adiabatic approximations is now solved exactly for three- and four-nucleon systems. The results are in good agreement with the values obtained for the binding energies by means of an empirical interpolation formula. This validates all our previous conclusions, in particular that the omission of higher (than two) order correlations in our four-body equation only produces a rather small underbinding. The integrodifferential equation approach (IDEA) is here also extended to spin-dependent forces of the Malfliet-Tjon type, resulting in two coupled integrodifferential equations in two variables. The exact solution and the interpolated adiabatic approximation are again in good agreement. The inclusion of the hypercentral part of the two-body interaction in the definition of the Faddeev-type components again leads to substantial improvement for fully local potentials, acting in all partial waves. (orig.)

  1. A generalized advection dispersion equation

    Indian Academy of Sciences (India)

    This paper examines a possible effect of uncertainties, variability or heterogeneity of any dynamic system when being included in its evolution rule; the notion is illustrated with the advection dispersion equation, which describes the groundwater pollution model. An uncertain derivative is defined; some properties of.

  2. Nonlocal higher order evolution equations

    KAUST Repository

    Rossi, Julio D.; Schö nlieb, Carola-Bibiane

    2010-01-01

    In this article, we study the asymptotic behaviour of solutions to the nonlocal operator ut(x, t)1/4(-1)n-1 (J*Id -1)n (u(x, t)), x ∈ ℝN, which is the nonlocal analogous to the higher order local evolution equation vt(-1)n-1(Δ)nv. We prove

  3. Vapor-droplet flow equations

    International Nuclear Information System (INIS)

    Crowe, C.T.

    1975-01-01

    General features of a vapor-droplet flow are discussed and the equations expressing the conservation of mass, momentum, and energy for the vapor, liquid, and mixture using the control volume approach are derived. The phenomenological laws describing the exchange of mass, momentum, and energy between phases are also reviewed. The results have application to development of water-dominated geothermal resources

  4. On the Saha Ionization Equation

    Indian Academy of Sciences (India)

    the equation in terms of rate theory. ... that the said theory is said to be the harbinger of modern astro- ... Parichay (An Introduction to the Universe). Tagore ..... where |e| is the magnitude of the electron's charge and E is the electric field intensity ...

  5. Saha equation in Rindler space

    Indian Academy of Sciences (India)

    Sanchari De

    2017-05-31

    May 31, 2017 ... scenario, the flat local geometry is called the Rindler space. For an illustration, let us consider two reference ... the local acceleration of the frame. To investigate Saha equation in a uniformly acceler- ... the best of our knowledge, the study of Saha equa- tion in Rindler space has not been reported earlier.

  6. Slave equations for spin models

    International Nuclear Information System (INIS)

    Catterall, S.M.; Drummond, I.T.; Horgan, R.R.

    1992-01-01

    We apply an accelerated Langevin algorithm to the simulation of continuous spin models on the lattice. In conjunction with the evolution equation for the spins we use slave equations to compute estimators for the connected correlation functions of the model. In situations for which the symmetry of the model is sufficiently strongly broken by an external field these estimators work well and yield a signal-to-noise ratio for the Green function at large time separations more favourable than that resulting from the standard method. With the restoration of symmetry, however, the slave equation estimators exhibit an intrinsic instability associated with the growth of a power law tail in the probability distributions for the measured quantities. Once this tail has grown sufficiently strong it results in a divergence of the variance of the estimator which then ceases to be useful for measurement purposes. The instability of the slave equation method in circumstances of weak symmetry breaking precludes its use in determining the mass gap in non-linear sigma models. (orig.)

  7. Pendulum Motion and Differential Equations

    Science.gov (United States)

    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…

  8. Quasi-gas dynamic equations

    CERN Document Server

    Elizarova, Tatiana G

    2009-01-01

    This book presents two interconnected mathematical models generalizing the Navier-Stokes system. The models, called the quasi-gas-dynamic and quasi-hydrodynamic equations, are then used as the basis of numerical methods solving gas- and fluid-dynamic problems.

  9. Stability of Functional Differential Equations

    CERN Document Server

    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.

  10. Quantum adiabatic Markovian master equations

    International Nuclear Information System (INIS)

    Albash, Tameem; Zanardi, Paolo; Boixo, Sergio; Lidar, Daniel A

    2012-01-01

    We develop from first principles Markovian master equations suited for studying the time evolution of a system evolving adiabatically while coupled weakly to a thermal bath. We derive two sets of equations in the adiabatic limit, one using the rotating wave (secular) approximation that results in a master equation in Lindblad form, the other without the rotating wave approximation but not in Lindblad form. The two equations make markedly different predictions depending on whether or not the Lamb shift is included. Our analysis keeps track of the various time and energy scales associated with the various approximations we make, and thus allows for a systematic inclusion of higher order corrections, in particular beyond the adiabatic limit. We use our formalism to study the evolution of an Ising spin chain in a transverse field and coupled to a thermal bosonic bath, for which we identify four distinct evolution phases. While we do not expect this to be a generic feature, in one of these phases dissipation acts to increase the fidelity of the system state relative to the adiabatic ground state. (paper)

  11. Weak solutions of magma equations

    International Nuclear Information System (INIS)

    Krishnan, E.V.

    1999-01-01

    Periodic solutions in terms of Jacobian cosine elliptic functions have been obtained for a set of values of two physical parameters for the magma equation which do not reduce to solitary-wave solutions. It was also obtained solitary-wave solutions for another set of these parameters as an infinite period limit of periodic solutions in terms of Weierstrass and Jacobian elliptic functions

  12. Wave-equation dispersion inversion

    KAUST Repository

    Li, Jing

    2016-12-08

    We present the theory for wave-equation inversion of dispersion curves, where the misfit function is the sum of the squared differences between the wavenumbers along the predicted and observed dispersion curves. The dispersion curves are obtained from Rayleigh waves recorded by vertical-component geophones. Similar to wave-equation traveltime tomography, the complicated surface wave arrivals in traces are skeletonized as simpler data, namely the picked dispersion curves in the phase-velocity and frequency domains. Solutions to the elastic wave equation and an iterative optimization method are then used to invert these curves for 2-D or 3-D S-wave velocity models. This procedure, denoted as wave-equation dispersion inversion (WD), does not require the assumption of a layered model and is significantly less prone to the cycle-skipping problems of full waveform inversion. The synthetic and field data examples demonstrate that WD can approximately reconstruct the S-wave velocity distributions in laterally heterogeneous media if the dispersion curves can be identified and picked. The WD method is easily extended to anisotropic data and the inversion of dispersion curves associated with Love waves.

  13. Solutions of Einstein's field equations

    Energy Technology Data Exchange (ETDEWEB)

    Tomonaga, Y [Utsunomiya Univ. (Japan). Faculty of Education

    1978-12-01

    In this paper the author investigates the Einstein's field equations of the non-vacuum case and generalizes the solution of Robertson-Walker by the three dimensional Einstein spaces. In Section 2 the author shortly generalizes the dynamic space-time of G. Lemetre and A. Friedmann by a simple transformation.

  14. Equations for formally real meadows

    NARCIS (Netherlands)

    Bergstra, J.A.; Bethke, I.; Ponse, A.

    2015-01-01

    We consider the signatures Σm = (0,1,−,+,⋅,−1)  of meadows and (Σm,s)  of signed meadows. We give two complete axiomatizations of the equational theories of the real numbers with respect to these signatures. In the first case, we extend the axiomatization of zero-totalized fields by a single axiom

  15. Wave equation of hydrogen atom

    International Nuclear Information System (INIS)

    Suwito.

    1977-01-01

    The calculation of the energy levels of the hydrogen atom using Bohr, Schroedinger and Dirac theories is reviewed. The result is compared with that obtained from infinite component wave equations theory which developed recently. The conclusion can be stated that the latter theory is better to describe the composit system than the former. (author)

  16. Transport equation and shock waves

    International Nuclear Information System (INIS)

    Besnard, D.

    1981-04-01

    A multi-group method is derived from a one dimensional transport equation for the slowing down and spatial transport of energetic positive ions in a plasma. This method is used to calculate the behaviour of energetic charged particles in non homogeneous and non stationary plasma, and the effect of energy deposition of the particles on the heating of the plasma. In that purpose, an equation for the density of fast ions is obtained from the Fokker-Planck equation, and a closure condition for the second moment of this equation is deduced from phenomenological considerations. This method leads to a numerical method, simple and very efficient, which doesn't require much computer storage. Two types of numerical results are obtained. First, results on the slowing down of 3.5 MeV alpha particles in a 50 keV plasma plublished by Corman and al and Moses are compared with the results obtained with both our method and a Monte Carlo type method. Good agreement was obtained, even for energy deposition on the ions of the plasma. Secondly, we have calculated propagation of alpha particles heating a cold plasma. These results are in very good agreement with those given by an accurate Monte Carlo method, for both the thermal velocity, and the energy deposition in the plasma

  17. Structural equations in language learning

    NARCIS (Netherlands)

    Moortgat, M.J.

    In categorial systems with a fixed structural component, the learning problem comes down to finding the solution for a set of typeassignment equations. A hard-wired structural component is problematic if one want to address issues of structural variation. Our starting point is a type-logical

  18. Fractional Diffusion Equations and Anomalous Diffusion

    Science.gov (United States)

    Evangelista, Luiz Roberto; Kaminski Lenzi, Ervin

    2018-01-01

    Preface; 1. Mathematical preliminaries; 2. A survey of the fractional calculus; 3. From normal to anomalous diffusion; 4. Fractional diffusion equations: elementary applications; 5. Fractional diffusion equations: surface effects; 6. Fractional nonlinear diffusion equation; 7. Anomalous diffusion: anisotropic case; 8. Fractional Schrödinger equations; 9. Anomalous diffusion and impedance spectroscopy; 10. The Poisson–Nernst–Planck anomalous (PNPA) models; References; Index.

  19. Painleve test and discrete Boltzmann equations

    International Nuclear Information System (INIS)

    Euler, N.; Steeb, W.H.

    1989-01-01

    The Painleve test for various discrete Boltzmann equations is performed. The connection with integrability is discussed. Furthermore the Lie symmetry vector fields are derived and group-theoretical reduction of the discrete Boltzmann equations to ordinary differentiable equations is performed. Lie Backlund transformations are gained by performing the Painleve analysis for the ordinary differential equations. 16 refs

  20. Development of kinetics equations from the Boltzmann equation; Etablissement des equations de la cinetique a partir de l'equation de Boltzmann

    Energy Technology Data Exchange (ETDEWEB)

    Plas, R.

    1962-07-01

    The author reports a study on kinetics equations for a reactor. He uses the conventional form of these equations but by using a dynamic multiplication factor. Thus, constants related to delayed neutrons are not modified by efficiency factors. The author first describes the theoretic kinetic operation of a reactor and develops the associated equations. He reports the development of equations for multiplication factors.