Darboux transformations and linear parabolic partial differential equations

International Nuclear Information System (INIS)

Arrigo, Daniel J.; Hickling, Fred

2002-01-01

Solutions for a class of linear parabolic partial differential equation are provided. These solutions are obtained by first solving a system of (n+1) nonlinear partial differential equations. This system arises as the coefficients of a Darboux transformation and is equivalent to a matrix Burgers' equation. This matrix equation is solved using a generalized Hopf-Cole transformation. The solutions for the original equation are given in terms of solutions of the heat equation. These results are applied to the (1+1)-dimensional Schroedinger equation where all bound state solutions are obtained for a 2n-parameter family of potentials. As a special case, the solutions for integral members of the regular and modified Poeschl-Teller potentials are recovered. (author). Letter-to-the-editor

A linearizing transformation for the Korteweg-de Vries equation; generalizations to higher-dimensional nonlinear partial differential equations

NARCIS (Netherlands)

Dorren, H.J.S.

1998-01-01

It is shown that the Korteweg–de Vries (KdV) equation can be transformed into an ordinary linear partial differential equation in the wave number domain. Explicit solutions of the KdV equation can be obtained by subsequently solving this linear differential equation and by applying a cascade of

ADM For Solving Linear Second-Order Fredholm Integro-Differential Equations

Science.gov (United States)

Karim, Mohd F.; Mohamad, Mahathir; Saifullah Rusiman, Mohd; Che-Him, Norziha; Roslan, Rozaini; Khalid, Kamil

2018-04-01

In this paper, we apply Adomian Decomposition Method (ADM) as numerically analyse linear second-order Fredholm Integro-differential Equations. The approximate solutions of the problems are calculated by Maple package. Some numerical examples have been considered to illustrate the ADM for solving this equation. The results are compared with the existing exact solution. Thus, the Adomian decomposition method can be the best alternative method for solving linear second-order Fredholm Integro-Differential equation. It converges to the exact solution quickly and in the same time reduces computational work for solving the equation. The result obtained by ADM shows the ability and efficiency for solving these equations.

Approximate Method for Solving the Linear Fuzzy Delay Differential Equations

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S. Narayanamoorthy

2015-01-01

Full Text Available We propose an algorithm of the approximate method to solve linear fuzzy delay differential equations using Adomian decomposition method. The detailed algorithm of the approach is provided. The approximate solution is compared with the exact solution to confirm the validity and efficiency of the method to handle linear fuzzy delay differential equation. To show this proper features of this proposed method, numerical example is illustrated.

Runge-Kutta Methods for Linear Ordinary Differential Equations

Science.gov (United States)

Zingg, David W.; Chisholm, Todd T.

1997-01-01

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

Growth of meromorphic solutions of higher-order linear differential equations

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Wenjuan Chen

2009-01-01

Full Text Available In this paper, we investigate the higher-order linear differential equations with meromorphic coefficients. We improve and extend a result of M.S. Liu and C.L. Yuan, by using the estimates for the logarithmic derivative of a transcendental meromorphic function due to Gundersen, and the extended Winman-Valiron theory which proved by J. Wang and H.X. Yi. In addition, we also consider the nonhomogeneous linear differential equations.

Stability of numerical method for semi-linear stochastic pantograph differential equations

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Yu Zhang

2016-01-01

Full Text Available Abstract As a particular expression of stochastic delay differential equations, stochastic pantograph differential equations have been widely used in nonlinear dynamics, quantum mechanics, and electrodynamics. In this paper, we mainly study the stability of analytical solutions and numerical solutions of semi-linear stochastic pantograph differential equations. Some suitable conditions for the mean-square stability of an analytical solution are obtained. Then we proved the general mean-square stability of the exponential Euler method for a numerical solution of semi-linear stochastic pantograph differential equations, that is, if an analytical solution is stable, then the exponential Euler method applied to the system is mean-square stable for arbitrary step-size h > 0 $h>0$ . Numerical examples further illustrate the obtained theoretical results.

Singular Linear Differential Equations in Two Variables

NARCIS (Netherlands)

Braaksma, B.L.J.; Put, M. van der

2008-01-01

The formal and analytic classification of integrable singular linear differential equations has been studied among others by R. Gerard and Y. Sibuya. We provide a simple proof of their main result, namely: For certain irregular systems in two variables there is no Stokes phenomenon, i.e. there is no

Subroutine for series solutions of linear differential equations

International Nuclear Information System (INIS)

Tasso, H.; Steuerwald, J.

1976-02-01

A subroutine for Taylor series solutions of systems of ordinary linear differential equations is descriebed. It uses the old idea of Lie series but allows simple implementation and is time-saving for symbolic manipulations. (orig.) [de

POSITIVE SOLUTIONS TO SEMI-LINEAR SECOND-ORDER ORDINARY DIFFERENTIAL EQUATIONS IN BANACH SPACE

Institute of Scientific and Technical Information of China (English)

无

2008-01-01

In this paper,we study the existence of positive periodic solution to some second- order semi-linear differential equation in Banach space.By the fixed point index theory, we prove that the semi-linear differential equation has two positive periodic solutions.

GDTM-Padé technique for the non-linear differential-difference equation

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Lu Jun-Feng

2013-01-01

Full Text Available This paper focuses on applying the GDTM-Padé technique to solve the non-linear differential-difference equation. The bell-shaped solitary wave solution of Belov-Chaltikian lattice equation is considered. Comparison between the approximate solutions and the exact ones shows that this technique is an efficient and attractive method for solving the differential-difference equations.

Lie symmetries and differential galois groups of linear equations

NARCIS (Netherlands)

Oudshoorn, W.R.; Put, M. van der

2002-01-01

For a linear ordinary differential equation the Lie algebra of its infinitesimal Lie symmetries is compared with its differential Galois group. For this purpose an algebraic formulation of Lie symmetries is developed. It turns out that there is no direct relation between the two above objects. In

Approximate Controllability for Linear Stochastic Differential Equations in Infinite Dimensions

International Nuclear Information System (INIS)

Goreac, D.

2009-01-01

The objective of the paper is to investigate the approximate controllability property of a linear stochastic control system with values in a separable real Hilbert space. In a first step we prove the existence and uniqueness for the solution of the dual linear backward stochastic differential equation. This equation has the particularity that in addition to an unbounded operator acting on the Y-component of the solution there is still another one acting on the Z-component. With the help of this dual equation we then deduce the duality between approximate controllability and observability. Finally, under the assumption that the unbounded operator acting on the state process of the forward equation is an infinitesimal generator of an exponentially stable semigroup, we show that the generalized Hautus test provides a necessary condition for the approximate controllability. The paper generalizes former results by Buckdahn, Quincampoix and Tessitore (Stochastic Partial Differential Equations and Applications, Series of Lecture Notes in Pure and Appl. Math., vol. 245, pp. 253-260, Chapman and Hall, London, 2006) and Goreac (Applied Analysis and Differential Equations, pp. 153-164, World Scientific, Singapore, 2007) from the finite dimensional to the infinite dimensional case

On the Liouvillian solution of second-order linear differential equations and algebraic invariant curves

International Nuclear Information System (INIS)

Man, Yiu-Kwong

2010-01-01

In this communication, we present a method for computing the Liouvillian solution of second-order linear differential equations via algebraic invariant curves. The main idea is to integrate Kovacic's results on second-order linear differential equations with the Prelle-Singer method for computing first integrals of differential equations. Some examples on using this approach are provided. (fast track communication)

Perturbations of linear delay differential equations at the verge of instability.

Science.gov (United States)

Lingala, N; Namachchivaya, N Sri

2016-06-01

The characteristic equation for a linear delay differential equation (DDE) has countably infinite roots on the complex plane. This paper considers linear DDEs that are on the verge of instability, i.e., a pair of roots of the characteristic equation lies on the imaginary axis of the complex plane and all other roots have negative real parts. It is shown that when small noise perturbations are present, the probability distribution of the dynamics can be approximated by the probability distribution of a certain one-dimensional stochastic differential equation (SDE) without delay. This is advantageous because equations without delay are easier to simulate and one-dimensional SDEs are analytically tractable. When the perturbations are also linear, it is shown that the stability depends on a specific complex number. The theory is applied to study oscillators with delayed feedback. Some errors in other articles that use multiscale approach are pointed out.

From the hypergeometric differential equation to a non-linear Schrödinger one

International Nuclear Information System (INIS)

Plastino, A.; Rocca, M.C.

2015-01-01

We show that the q-exponential function is a hypergeometric function. Accordingly, it obeys the hypergeometric differential equation. We demonstrate that this differential equation can be transformed into a non-linear Schrödinger equation (NLSE). This NLSE exhibits both similarities and differences vis-a-vis the Nobre–Rego-Monteiro–Tsallis one. - Highlights: • We show that the q-exponential is a hypergeometric function. • It thus obeys the hypergeometric differential equation (HDE). • We show that the HDE can be cast as a non-linear Schrödinger equation. • This is different from the Nobre, Rego-Monteiro, Tsallis one.

Hyers-Ulam stability for second-order linear differential equations with boundary conditions

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Pasc Gavruta

2011-06-01

Full Text Available We prove the Hyers-Ulam stability of linear differential equations of second-order with boundary conditions or with initial conditions. That is, if y is an approximate solution of the differential equation $y''+ eta (x y = 0$ with $y(a = y(b =0$, then there exists an exact solution of the differential equation, near y.

On a representation of linear differential equations

Czech Academy of Sciences Publication Activity Database

Neuman, František

2010-01-01

Roč. 52, 1-2 (2010), s. 355-360 ISSN 0895-7177 Grant - others:GA ČR(CZ) GA201/08/0469 Institutional research plan: CEZ:AV0Z10190503 Keywords : Brandt and Ehresmann groupoinds * transformations * canonical forms * linear differential equations Subject RIV: BA - General Mathematics Impact factor: 1.066, year: 2010 http://www.sciencedirect.com/science/article/pii/S0895717710001184

Variations in the Solution of Linear First-Order Differential Equations. Classroom Notes

Science.gov (United States)

Seaman, Brian; Osler, Thomas J.

2004-01-01

A special project which can be given to students of ordinary differential equations is described in detail. Students create new differential equations by changing the dependent variable in the familiar linear first-order equation (dv/dx)+p(x)v=q(x) by means of a substitution v=f(y). The student then creates a table of the new equations and…

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

OpenAIRE

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

2017-01-01

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

Linear algebra a first course with applications to differential equations

CERN Document Server

Apostol, Tom M

2014-01-01

Developed from the author's successful two-volume Calculus text this book presents Linear Algebra without emphasis on abstraction or formalization. To accommodate a variety of backgrounds, the text begins with a review of prerequisites divided into precalculus and calculus prerequisites. It continues to cover vector algebra, analytic geometry, linear spaces, determinants, linear differential equations and more.

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

Science.gov (United States)

Mallet, D. G.; McCue, S. W.

2009-01-01

The solution of linear ordinary differential equations (ODEs) is commonly taught in first-year undergraduate mathematics classrooms, but the understanding of the concept of a solution is not always grasped by students until much later. Recognizing what it is to be a solution of a linear ODE and how to postulate such solutions, without resorting to…

Symmetry groups of integro-differential equations for linear thermoviscoelastic materials with memory

Science.gov (United States)

Zhou, L.-Q.; Meleshko, S. V.

2017-07-01

The group analysis method is applied to a system of integro-differential equations corresponding to a linear thermoviscoelastic model. A recently developed approach for calculating the symmetry groups of such equations is used. The general solution of the determining equations for the system is obtained. Using subalgebras of the admitted Lie algebra, two classes of partially invariant solutions of the considered system of integro-differential equations are studied.

Hyers-Ulam stability of linear second-order differential equations in complex Banach spaces

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Yongjin Li

2013-08-01

Full Text Available We prove the Hyers-Ulam stability of linear second-order differential equations in complex Banach spaces. That is, if y is an approximate solution of the differential equation $y''+ alpha y'(t +eta y = 0$ or $y''+ alpha y'(t +eta y = f(t$, then there exists an exact solution of the differential equation near to y.

Stability of the trivial solution for linear stochastic differential equations with Poisson white noise

International Nuclear Information System (INIS)

Grigoriu, Mircea; Samorodnitsky, Gennady

2004-01-01

Two methods are considered for assessing the asymptotic stability of the trivial solution of linear stochastic differential equations driven by Poisson white noise, interpreted as the formal derivative of a compound Poisson process. The first method attempts to extend a result for diffusion processes satisfying linear stochastic differential equations to the case of linear equations with Poisson white noise. The developments for the method are based on Ito's formula for semimartingales and Lyapunov exponents. The second method is based on a geometric ergodic theorem for Markov chains providing a criterion for the asymptotic stability of the solution of linear stochastic differential equations with Poisson white noise. Two examples are presented to illustrate the use and evaluate the potential of the two methods. The examples demonstrate limitations of the first method and the generality of the second method

Non-linear partial differential equations an algebraic view of generalized solutions

CERN Document Server

Rosinger, Elemer E

1990-01-01

A massive transition of interest from solving linear partial differential equations to solving nonlinear ones has taken place during the last two or three decades. The availability of better computers has often made numerical experimentations progress faster than the theoretical understanding of nonlinear partial differential equations. The three most important nonlinear phenomena observed so far both experimentally and numerically, and studied theoretically in connection with such equations have been the solitons, shock waves and turbulence or chaotical processes. In many ways, these phenomen

On oscillation of second-order linear ordinary differential equations

Czech Academy of Sciences Publication Activity Database

Lomtatidze, A.; Šremr, Jiří

2011-01-01

Roč. 54, - (2011), s. 69-81 ISSN 1512-0015 Institutional research plan: CEZ:AV0Z10190503 Keywords : linear second-order ordinary differential equation * Kamenev theorem * oscillation Subject RIV: BA - General Mathematics http://www.rmi.ge/jeomj/memoirs/vol54/abs54-4.htm

Factorization of a class of almost linear second-order differential equations

International Nuclear Information System (INIS)

Estevez, P G; Kuru, S; Negro, J; Nieto, L M

2007-01-01

A general type of almost linear second-order differential equations, which are directly related to several interesting physical problems, is characterized. The solutions of these equations are obtained using the factorization technique, and their non-autonomous invariants are also found by means of scale transformations

Asymptotic formulae for solutions of half-linear differential equations

Czech Academy of Sciences Publication Activity Database

Řehák, Pavel

2017-01-01

Roč. 292, January (2017), s. 165-177 ISSN 0096-3003 Institutional support: RVO:67985840 Keywords : half-linear differential equation * nonoscillatory solution * regular variation Subject RIV: BA - General Mathematics OBOR OECD: Applied mathematics Impact factor: 1.738, year: 2016 http://www.sciencedirect.com/science/article/pii/S0096300316304581

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.

Exponential estimates for solutions of half-linear differential equations

Czech Academy of Sciences Publication Activity Database

Řehák, Pavel

2015-01-01

Roč. 147, č. 1 (2015), s. 158-171 ISSN 0236-5294 Institutional support: RVO:67985840 Keywords : half-linear differential equation * decreasing solution * increasing solution * asymptotic behavior Subject RIV: BA - General Mathematics Impact factor: 0.469, year: 2015 http://link.springer.com/article/10.1007%2Fs10474-015-0522-9

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.)

An introduction to linear ordinary differential equations using the impulsive response method and factorization

CERN Document Server

Camporesi, Roberto

2016-01-01

This book presents a method for solving linear ordinary differential equations based on the factorization of the differential operator. The approach for the case of constant coefficients is elementary, and only requires a basic knowledge of calculus and linear algebra. In particular, the book avoids the use of distribution theory, as well as the other more advanced approaches: Laplace transform, linear systems, the general theory of linear equations with variable coefficients and variation of parameters. The case of variable coefficients is addressed using Mammana’s result for the factorization of a real linear ordinary differential operator into a product of first-order (complex) factors, as well as a recent generalization of this result to the case of complex-valued coefficients.

Multi-point boundary value problems for linear functional-differential equations

Czech Academy of Sciences Publication Activity Database

Domoshnitsky, A.; Hakl, Robert; Půža, Bedřich

2017-01-01

Roč. 24, č. 2 (2017), s. 193-206 ISSN 1072-947X Institutional support: RVO:67985840 Keywords : boundary value problems * linear functional-differential equations * functional-differential inequalities Subject RIV: BA - General Mathematics OBOR OECD: Applied mathematics Impact factor: 0.290, year: 2016 https://www.degruyter.com/view/j/gmj.2017.24.issue-2/gmj-2016-0076/gmj-2016-0076. xml

Multi-point boundary value problems for linear functional-differential equations

Czech Academy of Sciences Publication Activity Database

Domoshnitsky, A.; Hakl, Robert; Půža, Bedřich

2017-01-01

Roč. 24, č. 2 (2017), s. 193-206 ISSN 1072-947X Institutional support: RVO:67985840 Keywords : boundary value problems * linear functional- differential equations * functional- differential inequalities Subject RIV: BA - General Mathematics OBOR OECD: Applied mathematics Impact factor: 0.290, year: 2016 https://www.degruyter.com/view/j/gmj.2017.24.issue-2/gmj-2016-0076/gmj-2016-0076.xml

On nonnegative solutions of second order linear functional differential equations

Czech Academy of Sciences Publication Activity Database

Lomtatidze, Alexander; Vodstrčil, Petr

2004-01-01

Roč. 32, č. 1 (2004), s. 59-88 ISSN 1512-0015 Institutional research plan: CEZ:AV0Z1019905 Keywords : second order linear functional differential equations * nonnegative solution * two-point boundary value problem Subject RIV: BA - General Mathematics

Oscillation and non-oscillation criterion for Riemann–Weber type half-linear differential equations

Directory of Open Access Journals (Sweden)

Petr Hasil

2016-08-01

Full Text Available By the combination of the modified half-linear Prüfer method and the Riccati technique, we study oscillatory properties of half-linear differential equations. Taking into account the transformation theory of half-linear equations and using some known results, we show that the analysed equations in the Riemann–Weber form with perturbations in both terms are conditionally oscillatory. Within the process, we identify the critical oscillation values of their coefficients and, consequently, we decide when the considered equations are oscillatory and when they are non-oscillatory. As a direct corollary of our main result, we solve the so-called critical case for a certain type of half-linear non-perturbed equations.

Asymptotic integration of a linear fourth order differential equation of Poincaré type

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Anibal Coronel

2015-11-01

Full Text Available This article deals with the asymptotic behavior of nonoscillatory solutions of fourth order linear differential equation where the coefficients are perturbations of constants. We define a change of variable and deduce that the new variable satisfies a third order nonlinear differential equation. We assume three hypotheses. The first hypothesis is related to the constant coefficients and set up that the characteristic polynomial associated with the fourth order linear equation has simple and real roots. The other two hypotheses are related to the behavior of the perturbation functions and establish asymptotic integral smallness conditions of the perturbations. Under these general hypotheses, we obtain four main results. The first two results are related to the application of a fixed point argument to prove that the nonlinear third order equation has a unique solution. The next result concerns with the asymptotic behavior of the solutions of the nonlinear third order equation. The fourth main theorem is introduced to establish the existence of a fundamental system of solutions and to precise the formulas for the asymptotic behavior of the linear fourth order differential equation. In addition, we present an example to show that the results introduced in this paper can be applied in situations where the assumptions of some classical theorems are not satisfied.

Some Additional Remarks on the Cumulant Expansion for Linear Stochastic Differential Equations

NARCIS (Netherlands)

Roerdink, J.B.T.M.

1984-01-01

We summarize our previous results on cumulant expansions for linear stochastic differential equations with correlated multipliclative and additive noise. The application of the general formulas to equations with statistically independent multiplicative and additive noise is reconsidered in detail,

Some additional remarks on the cumulant expansion for linear stochastic differential equations

NARCIS (Netherlands)

Roerdink, J.B.T.M.

1984-01-01

We summarize our previous results on cumular expasions for linear stochastic differential equations with correlated multipliclative and additive noise. The application of the general formulas to equations with statistically independent multiplicative and additive noise is reconsidered in detail,

CFORM- LINEAR CONTROL SYSTEM DESIGN AND ANALYSIS: CLOSED FORM SOLUTION AND TRANSIENT RESPONSE OF THE LINEAR DIFFERENTIAL EQUATION

Science.gov (United States)

Jamison, J. W.

1994-01-01

CFORM was developed by the Kennedy Space Center Robotics Lab to assist in linear control system design and analysis using closed form and transient response mechanisms. The program computes the closed form solution and transient response of a linear (constant coefficient) differential equation. CFORM allows a choice of three input functions: the Unit Step (a unit change in displacement); the Ramp function (step velocity); and the Parabolic function (step acceleration). It is only accurate in cases where the differential equation has distinct roots, and does not handle the case for roots at the origin (s=0). Initial conditions must be zero. Differential equations may be input to CFORM in two forms - polynomial and product of factors. In some linear control analyses, it may be more appropriate to use a related program, Linear Control System Design and Analysis (KSC-11376), which uses root locus and frequency response methods. CFORM was written in VAX FORTRAN for a VAX 11/780 under VAX VMS 4.7. It has a central memory requirement of 30K. CFORM was developed in 1987.

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.

Shifted Legendre method with residual error estimation for delay linear Fredholm integro-differential equations

Directory of Open Access Journals (Sweden)

Şuayip Yüzbaşı

2017-03-01

Full Text Available In this paper, we suggest a matrix method for obtaining the approximate solutions of the delay linear Fredholm integro-differential equations with constant coefficients using the shifted Legendre polynomials. The problem is considered with mixed conditions. Using the required matrix operations, the delay linear Fredholm integro-differential equation is transformed into a matrix equation. Additionally, error analysis for the method is presented using the residual function. Illustrative examples are given to demonstrate the efficiency of the method. The results obtained in this study are compared with the known results.

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

Two-dimensional differential transform method for solving linear and non-linear Schroedinger equations

International Nuclear Information System (INIS)

Ravi Kanth, A.S.V.; Aruna, K.

2009-01-01

In this paper, we propose a reliable algorithm to develop exact and approximate solutions for the linear and nonlinear Schroedinger equations. The approach rest mainly on two-dimensional differential transform method which is one of the approximate methods. The method can easily be applied to many linear and nonlinear problems and is capable of reducing the size of computational work. Exact solutions can also be achieved by the known forms of the series solutions. Several illustrative examples are given to demonstrate the effectiveness of the present method.

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.

A three operator split-step method covering a larger set of non-linear partial differential equations

Science.gov (United States)

Zia, Haider

2017-06-01

This paper describes an updated exponential Fourier based split-step method that can be applied to a greater class of partial differential equations than previous methods would allow. These equations arise in physics and engineering, a notable example being the generalized derivative non-linear Schrödinger equation that arises in non-linear optics with self-steepening terms. These differential equations feature terms that were previously inaccessible to model accurately with low computational resources. The new method maintains a 3rd order error even with these additional terms and models the equation in all three spatial dimensions and time. The class of non-linear differential equations that this method applies to is shown. The method is fully derived and implementation of the method in the split-step architecture is shown. This paper lays the mathematical ground work for an upcoming paper employing this method in white-light generation simulations in bulk material.

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

International Nuclear Information System (INIS)

Kalmykov, Mikhail Yu.; Kniehl, Bernd A.

2012-05-01

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

Analytical approach to linear fractional partial differential equations arising in fluid mechanics

International Nuclear Information System (INIS)

Momani, Shaher; Odibat, Zaid

2006-01-01

In this Letter, we implement relatively new analytical techniques, the variational iteration method and the Adomian decomposition method, for solving linear fractional partial differential equations arising in fluid mechanics. The fractional derivatives are described in the Caputo sense. The two methods in applied mathematics can be used as alternative methods for obtaining analytic and approximate solutions for different types of fractional differential equations. In these methods, the solution takes the form of a convergent series with easily computable components. The corresponding solutions of the integer order equations are found to follow as special cases of those of fractional order equations. Some numerical examples are presented to illustrate the efficiency and reliability of the two methods

A fresh look at linear ordinary differential equations with constant coefficients. Revisiting the impulsive response method using factorization

Science.gov (United States)

Camporesi, Roberto

2016-01-01

We present an approach to the impulsive response method for solving linear constant-coefficient ordinary differential equations of any order based on the factorization of the differential operator. The approach is elementary, we only assume a basic knowledge of calculus and linear algebra. In particular, we avoid the use of distribution theory, as well as of the other more advanced approaches: Laplace transform, linear systems, the general theory of linear equations with variable coefficients and variation of parameters. The approach presented here can be used in a first course on differential equations for science and engineering majors.

Linear Ordinary Differential Equations with Constant Coefficients. Revisiting the Impulsive Response Method Using Factorization

Science.gov (United States)

Camporesi, Roberto

2011-01-01

We present an approach to the impulsive response method for solving linear constant-coefficient ordinary differential equations based on the factorization of the differential operator. The approach is elementary, we only assume a basic knowledge of calculus and linear algebra. In particular, we avoid the use of distribution theory, as well as of…

Arithmetic differential equations on $GL_n$, I: differential cocycles

OpenAIRE

Buium, Alexandru; Dupuy, Taylor

2013-01-01

The theory of differential equations has an arithmetic analogue in which derivatives are replaced by Fermat quotients. One can then ask what is the arithmetic analogue of a linear differential equation. The study of usual linear differential equations is the same as the study of the differential cocycle from $GL_n$ into its Lie algebra given by the logarithmic derivative. However we prove here that there are no such cocycles in the context of arithmetic differential equations. In sequels of t...

Some oscillation criteria for the second-order linear delay differential equation

Czech Academy of Sciences Publication Activity Database

Opluštil, Z.; Šremr, Jiří

2011-01-01

Roč. 136, č. 2 (2011), s. 195-204 ISSN 0862-7959 Institutional research plan: CEZ:AV0Z10190503 Keywords : second-order linear differential equation with a delay * oscillatory solution Subject RIV: BA - General Mathematics http://www.dml.cz/handle/10338.dmlcz/141582

Linear stochastic differential equations with anticipating initial conditions

DEFF Research Database (Denmark)

Khalifa, Narjess; Kuo, Hui-Hsiung; Ouerdiane, Habib

In this paper we use the new stochastic integral introduced by Ayed and Kuo (2008) and the results obtained by Kuo et al. (2012b) to find a solution to a drift-free linear stochastic differential equation with anticipating initial condition. Our solution is based on well-known results from...... classical Itô theory and anticipative Itô formula results from Kue et al. (2012b). We also show that the solution obtained by our method is consistent with the solution obtained by the methods of Malliavin calculus, e.g. Buckdahn and Nualart (1994)....

Refined Fuchs inequalities for systems of linear differential equations

International Nuclear Information System (INIS)

Gontsov, R R

2004-01-01

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

Solution of linear ordinary differential equations by means of the method of variation of arbitrary constants

DEFF Research Database (Denmark)

Mejlbro, Leif

1997-01-01

An alternative formula for the solution of linear differential equations of order n is suggested. When applicable, the suggested method requires fewer and simpler computations than the well-known method using Wronskians.......An alternative formula for the solution of linear differential equations of order n is suggested. When applicable, the suggested method requires fewer and simpler computations than the well-known method using Wronskians....

Stochastic differential equation model for linear growth birth and death processes with immigration and emigration

International Nuclear Information System (INIS)

Granita; Bahar, A.

2015-01-01

This paper discusses on linear birth and death with immigration and emigration (BIDE) process to stochastic differential equation (SDE) model. Forward Kolmogorov equation in continuous time Markov chain (CTMC) with a central-difference approximation was used to find Fokker-Planckequation corresponding to a diffusion process having the stochastic differential equation of BIDE process. The exact solution, mean and variance function of BIDE process was found

Stochastic differential equation model for linear growth birth and death processes with immigration and emigration

Energy Technology Data Exchange (ETDEWEB)

Granita, E-mail: granitafc@gmail.com [Dept. Mathematical Education, State Islamic University of Sultan Syarif Kasim Riau, 28293 Indonesia and Dept. of Mathematical Science, Universiti Teknologi Malaysia, 81310,Johor (Malaysia); Bahar, A. [Dept. of Mathematical Science, Universiti Teknologi Malaysia, 81310,Johor Malaysia and UTM Center for Industrial and Applied Mathematics (UTM-CIAM) (Malaysia)

2015-03-09

This paper discusses on linear birth and death with immigration and emigration (BIDE) process to stochastic differential equation (SDE) model. Forward Kolmogorov equation in continuous time Markov chain (CTMC) with a central-difference approximation was used to find Fokker-Planckequation corresponding to a diffusion process having the stochastic differential equation of BIDE process. The exact solution, mean and variance function of BIDE process was found.

Unsteady Solution of Non-Linear Differential Equations Using Walsh Function Series

Science.gov (United States)

Gnoffo, Peter A.

2015-01-01

Walsh functions form an orthonormal basis set consisting of square waves. The discontinuous nature of square waves make the system well suited for representing functions with discontinuities. The product of any two Walsh functions is another Walsh function - a feature that can radically change an algorithm for solving non-linear partial differential equations (PDEs). The solution algorithm of non-linear differential equations using Walsh function series is unique in that integrals and derivatives may be computed using simple matrix multiplication of series representations of functions. Solutions to PDEs are derived as functions of wave component amplitude. Three sample problems are presented to illustrate the Walsh function series approach to solving unsteady PDEs. These include an advection equation, a Burgers equation, and a Riemann problem. The sample problems demonstrate the use of the Walsh function solution algorithms, exploiting Fast Walsh Transforms in multi-dimensions (O(Nlog(N))). Details of a Fast Walsh Reciprocal, defined here for the first time, enable inversion of aWalsh Symmetric Matrix in O(Nlog(N)) operations. Walsh functions have been derived using a fractal recursion algorithm and these fractal patterns are observed in the progression of pairs of wave number amplitudes in the solutions. These patterns are most easily observed in a remapping defined as a fractal fingerprint (FFP). A prolongation of existing solutions to the next highest order exploits these patterns. The algorithms presented here are considered a work in progress that provide new alternatives and new insights into the solution of non-linear PDEs.

Contact symmetries of general linear second-order ordinary differential equations: letter to the editor

NARCIS (Netherlands)

Martini, Ruud; Kersten, P.H.M.

1983-01-01

Using 1-1 mappings, the complete symmetry groups of contact transformations of general linear second-order ordinary differential equations are determined from two independent solutions of those equations, and applied to the harmonic oscillator with and without damping.

Myshkis type oscillation criteria for second-order linear delay differential equations

Czech Academy of Sciences Publication Activity Database

Opluštil, Z.; Šremr, Jiří

2015-01-01

Roč. 178, č. 1 (2015), s. 143-161 ISSN 0026-9255 Institutional support: RVO:67985840 Keywords : linear second-order delay differential equation * oscillation criteria Subject RIV: BA - General Mathematics Impact factor: 0.664, year: 2015 http://link.springer.com/article/10.1007%2Fs00605-014-0719-y

Comparison of nonlinearities in oscillation theory of half-linear differential equations

Czech Academy of Sciences Publication Activity Database

Řehák, Pavel

2008-01-01

Roč. 121, č. 2 (2008), s. 93-105 ISSN 0236-5294 R&D Projects: GA AV ČR KJB100190701 Institutional research plan: CEZ:AV0Z10190503 Keywords : half-linear differential equation * comparison theorem * Riccati technique Subject RIV: BA - General Mathematics Impact factor: 0.317, year: 2008

Linear hyperbolic functional-differential equations with essentially bounded right-hand side

Czech Academy of Sciences Publication Activity Database

Domoshnitsky, A.; Lomtatidze, Alexander; Maghakyan, A.; Šremr, Jiří

2011-01-01

Roč. 2011, - (2011), s. 242965 ISSN 1085-3375 Institutional research plan: CEZ:AV0Z10190503 Keywords : linear functional-differential equation of hyperbolic type * Darboux problem * unique solvability Subject RIV: BA - General Mathematics Impact factor: 1.318, year: 2011 http://www.hindawi.com/journals/ aaa /2011/242965/

From ordinary to partial differential equations

CERN Document Server

Esposito, Giampiero

2017-01-01

This book is addressed to mathematics and physics students who want to develop an interdisciplinary view of mathematics, from the age of Riemann, Poincaré and Darboux to basic tools of modern mathematics. It enables them to acquire the sensibility necessary for the formulation and solution of difficult problems, with an emphasis on concepts, rigour and creativity. It consists of eight self-contained parts: ordinary differential equations; linear elliptic equations; calculus of variations; linear and non-linear hyperbolic equations; parabolic equations; Fuchsian functions and non-linear equations; the functional equations of number theory; pseudo-differential operators and pseudo-differential equations. The author leads readers through the original papers and introduces new concepts, with a selection of topics and examples that are of high pedagogical value.

First order linear ordinary differential equations in associative algebras

Directory of Open Access Journals (Sweden)

Gordon Erlebacher

2004-01-01

Full Text Available In this paper, we study the linear differential equation $$ frac{dx}{dt}=sum_{i=1}^n a_i(t x b_i(t + f(t $$ in an associative but non-commutative algebra $mathcal{A}$, where the $b_i(t$ form a set of commuting $mathcal{A}$-valued functions expressed in a time-independent spectral basis consisting of mutually annihilating idempotents and nilpotents. Explicit new closed solutions are derived, and examples are presented to illustrate the theory.

Path integral solution of linear second order partial differential equations I: the general construction

International Nuclear Information System (INIS)

LaChapelle, J.

2004-01-01

A path integral is presented that solves a general class of linear second order partial differential equations with Dirichlet/Neumann boundary conditions. Elementary kernels are constructed for both Dirichlet and Neumann boundary conditions. The general solution can be specialized to solve elliptic, parabolic, and hyperbolic partial differential equations with boundary conditions. This extends the well-known path integral solution of the Schroedinger/diffusion equation in unbounded space. The construction is based on a framework for functional integration introduced by Cartier/DeWitt-Morette

Solutions of half-linear differential equations in the classes Gamma and Pi

Czech Academy of Sciences Publication Activity Database

Řehák, Pavel; Taddei, V.

2016-01-01

Roč. 29, 7-8 (2016), s. 683-714 ISSN 0893-4983 Institutional support: RVO:67985840 Keywords : half-linear differential equation * positive solution * asymptotic formula Subject RIV: BA - General Mathematics Impact factor: 0.565, year: 2016 http://projecteuclid.org/euclid.die/1462298681

Oscillatory solutions of the Cauchy problem for linear differential equations

Directory of Open Access Journals (Sweden)

Gro Hovhannisyan

2015-06-01

Full Text Available We consider the Cauchy problem for second and third order linear differential equations with constant complex coefficients. We describe necessary and sufficient conditions on the data for the existence of oscillatory solutions. It is known that in the case of real coefficients the oscillatory behavior of solutions does not depend on initial values, but we show that this is no longer true in the complex case: hence in practice it is possible to control oscillatory behavior by varying the initial conditions. Our Proofs are based on asymptotic analysis of the zeros of solutions, represented as linear combinations of exponential functions.

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

DEFF Research Database (Denmark)

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

2004-01-01

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

q-analogue of summability of formal solutions of some linear q-difference-differential equations

Directory of Open Access Journals (Sweden)

Hidetoshi Tahara

2015-01-01

Full Text Available Let \\(q\\gt 1\\. The paper considers a linear \\(q\\-difference-differential equation: it is a \\(q\\-difference equation in the time variable \\(t\\, and a partial differential equation in the space variable \\(z\\. Under suitable conditions and by using \\(q\\-Borel and \\(q\\-Laplace transforms (introduced by J.-P. Ramis and C. Zhang, the authors show that if it has a formal power series solution \\(\\hat{X}(t,z\\ one can construct an actual holomorphic solution which admits \\(\\hat{X}(t,z\\ as a \\(q\\-Gevrey asymptotic expansion of order \\(1\\.

On oscillations of solutions to second-order linear delay differential equations

Czech Academy of Sciences Publication Activity Database

Opluštil, Z.; Šremr, Jiří

2013-01-01

Roč. 20, č. 1 (2013), s. 65-94 ISSN 1072-947X Institutional support: RVO:67985840 Keywords : linear second-order delay differential equation * oscillatory solution Subject RIV: BA - General Mathematics Impact factor: 0.340, year: 2013 http://www.degruyter.com/view/j/gmj.2013.20.issue-1/gmj-2013-0001/gmj-2013-0001.xml?format=INT

On oscillations of solutions to second-order linear delay differential equations

Czech Academy of Sciences Publication Activity Database

Opluštil, Z.; Šremr, Jiří

2013-01-01

Roč. 20, č. 1 (2013), s. 65-94 ISSN 1072-947X Institutional support: RVO:67985840 Keywords : linear second-order delay differential equation * oscillatory solution Subject RIV: BA - General Mathematics Impact factor: 0.340, year: 2013 http://www.degruyter.com/view/j/gmj.2013.20.issue-1/gmj-2013-0001/gmj-2013-0001. xml ?format=INT

Improved pedagogy for linear differential equations by reconsidering how we measure the size of solutions

Science.gov (United States)

Tisdell, Christopher C.

2017-11-01

For over 50 years, the learning of teaching of a priori bounds on solutions to linear differential equations has involved a Euclidean approach to measuring the size of a solution. While the Euclidean approach to a priori bounds on solutions is somewhat manageable in the learning and teaching of the proofs involving second-order, linear problems with constant co-efficients, we believe it is not pedagogically optimal. Moreover, the Euclidean method becomes pedagogically unwieldy in the proofs involving higher-order cases. The purpose of this work is to propose a simpler pedagogical approach to establish a priori bounds on solutions by considering a different way of measuring the size of a solution to linear problems, which we refer to as the Uber size. The Uber form enables a simplification of pedagogy from the literature and the ideas are accessible to learners who have an understanding of the Fundamental Theorem of Calculus and the exponential function, both usually seen in a first course in calculus. We believe that this work will be of mathematical and pedagogical interest to those who are learning and teaching in the area of differential equations or in any of the numerous disciplines where linear differential equations are used.

OSCILLATION OF A SECOND-ORDER HALF-LINEAR NEUTRAL DAMPED DIFFERENTIAL EQUATION WITH TIME-DELAY

Institute of Scientific and Technical Information of China (English)

无

2012-01-01

In this paper,the oscillation for a class of second-order half-linear neutral damped differential equation with time-delay is studied.By means of Yang-inequality,the generalized Riccati transformation and a certain function,some new sufficient conditions for the oscillation are given for all solutions to the equation.

Non-monotone positive solutions of second-order linear differential equations: existence, nonexistence and criteria

Directory of Open Access Journals (Sweden)

Mervan Pašić

2016-10-01

Full Text Available We study non-monotone positive solutions of the second-order linear differential equations: $(p(tx'' + q(t x = e(t$, with positive $p(t$ and $q(t$. For the first time, some criteria as well as the existence and nonexistence of non-monotone positive solutions are proved in the framework of some properties of solutions $\\theta (t$ of the corresponding integrable linear equation: $(p(t\\theta''=e(t$. The main results are illustrated by many examples dealing with equations which allow exact non-monotone positive solutions not necessarily periodic. Finally, we pose some open questions.

General solutions of second-order linear difference equations of Euler type

Directory of Open Access Journals (Sweden)

Akane Hongyo

2017-01-01

Full Text Available The purpose of this paper is to give general solutions of linear difference equations which are related to the Euler-Cauchy differential equation \\(y^{\\prime\\prime}+(\\lambda/t^2y=0\\ or more general linear differential equations. We also show that the asymptotic behavior of solutions of the linear difference equations are similar to solutions of the linear differential equations.

Local linearization methods for the numerical integration of ordinary differential equations: An overview

International Nuclear Information System (INIS)

Jimenez, J.C.

2009-06-01

Local Linearization (LL) methods conform a class of one-step explicit integrators for ODEs derived from the following primary and common strategy: the vector field of the differential equation is locally (piecewise) approximated through a first-order Taylor expansion at each time step, thus obtaining successive linear equations that are explicitly integrated. Hereafter, the LL approach may include some additional strategies to improve that basic affine approximation. Theoretical and practical results have shown that the LL integrators have a number of convenient properties. These include arbitrary order of convergence, A-stability, linearization preserving, regularity under quite general conditions, preservation of the dynamics of the exact solution around hyperbolic equilibrium points and periodic orbits, integration of stiff and high-dimensional equations, low computational cost, and others. In this paper, a review of the LL methods and their properties is presented. (author)

A Solution to the Fundamental Linear Fractional Order Differential Equation

Science.gov (United States)

Hartley, Tom T.; Lorenzo, Carl F.

1998-01-01

This paper provides a solution to the fundamental linear fractional order differential equation, namely, (sub c)d(sup q, sub t) + ax(t) = bu(t). The impulse response solution is shown to be a series, named the F-function, which generalizes the normal exponential function. The F-function provides the basis for a qth order "fractional pole". Complex plane behavior is elucidated and a simple example, the inductor terminated semi- infinite lossy line, is used to demonstrate the theory.

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

Science.gov (United States)

Hunt, L. R.; Villarreal, Ramiro

1987-01-01

System theorists understand that the same mathematical objects which determine controllability for nonlinear control systems of ordinary differential equations (ODEs) also determine hypoellipticity for linear partial differentail equations (PDEs). Moreover, almost any study of ODE systems begins with linear systems. It is remarkable that Hormander's paper on hypoellipticity of second order linear p.d.e.'s starts with equations due to Kolmogorov, which are shown to be analogous to the linear PDEs. Eigenvalue placement by state feedback for a controllable linear system can be paralleled for a Kolmogorov equation if an appropriate type of feedback is introduced. Results concerning transformations of nonlinear systems to linear systems are similar to results for transforming a linear PDE to a Kolmogorov equation.

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...

On the classical theory of ordinary linear differential equations of the second order and the Schroedinger equation for power law potentials

International Nuclear Information System (INIS)

Lima, M.L.; Mignaco, J.A.

1983-01-01

The power law potentials in the Schroedinger equation solved recently are shown to come from the classical treatment of the singularities of a linear, second order differential equation. This allows to enlarge the class of solvable power law potentials. (Author) [pt

Linear measure functional differential equations with infinite delay

Czech Academy of Sciences Publication Activity Database

Monteiro, Giselle Antunes; Slavík, A.

2014-01-01

Roč. 287, 11-12 (2014), s. 1363-1382 ISSN 0025-584X Institutional support: RVO:67985840 Keywords : measure functional differential equations * generalized ordinary differential equations * Kurzweil-Stieltjes integral Subject RIV: BA - General Mathematics Impact factor: 0.683, year: 2014 http://onlinelibrary.wiley.com/doi/10.1002/mana.201300048/abstract

Linear q-nonuniform difference equations

International Nuclear Information System (INIS)

Bangerezako, Gaspard

2010-01-01

We introduce basic concepts of q-nonuniform differentiation and integration and study linear q-nonuniform difference equations and systems, as well as their application in q-nonuniform difference linear control systems. (author)

An algebraic fractional order differentiator for a class of signals satisfying a linear differential equation

KAUST Repository

Liu, Da-Yan; Tian, Yang; Boutat, Driss; Laleg-Kirati, Taous-Meriem

2015-01-01

This paper aims at designing a digital fractional order differentiator for a class of signals satisfying a linear differential equation to estimate fractional derivatives with an arbitrary order in noisy case, where the input can be unknown or known with noises. Firstly, an integer order differentiator for the input is constructed using a truncated Jacobi orthogonal series expansion. Then, a new algebraic formula for the Riemann-Liouville derivative is derived, which is enlightened by the algebraic parametric method. Secondly, a digital fractional order differentiator is proposed using a numerical integration method in discrete noisy case. Then, the noise error contribution is analyzed, where an error bound useful for the selection of the design parameter is provided. Finally, numerical examples illustrate the accuracy and the robustness of the proposed fractional order differentiator.

An algebraic fractional order differentiator for a class of signals satisfying a linear differential equation

KAUST Repository

Liu, Da-Yan

2015-04-30

This paper aims at designing a digital fractional order differentiator for a class of signals satisfying a linear differential equation to estimate fractional derivatives with an arbitrary order in noisy case, where the input can be unknown or known with noises. Firstly, an integer order differentiator for the input is constructed using a truncated Jacobi orthogonal series expansion. Then, a new algebraic formula for the Riemann-Liouville derivative is derived, which is enlightened by the algebraic parametric method. Secondly, a digital fractional order differentiator is proposed using a numerical integration method in discrete noisy case. Then, the noise error contribution is analyzed, where an error bound useful for the selection of the design parameter is provided. Finally, numerical examples illustrate the accuracy and the robustness of the proposed fractional order differentiator.

Oscillation of solutions of some higher order linear differential equations

Directory of Open Access Journals (Sweden)

Hong-Yan Xu

2009-11-01

Full Text Available In this paper, we deal with the order of growth and the hyper order of solutions of higher order linear differential equations $$f^{(k}+B_{k-1}f^{(k-1}+\\cdots+B_1f'+B_0f=F$$ where $B_j(z (j=0,1,\\ldots,k-1$ and $F$ are entire functions or polynomials. Some results are obtained which improve and extend previous results given by Z.-X. Chen, J. Wang, T.-B. Cao and C.-H. Li.

Local p-Adic Differential Equations

NARCIS (Netherlands)

Put, Marius van der; Taelman, Lenny

2006-01-01

This paper studies divergence in solutions of p-adic linear local differential equations. Such divergence is related to the notion of p-adic Liouville numbers. Also, the influence of the divergence on the differential Galois groups of such differential equations is explored. A complete result is

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. .

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

DEFF Research Database (Denmark)

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

1994-01-01

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

A General Construction of Linear Differential Equations with Solutions of Prescribed Properties

Czech Academy of Sciences Publication Activity Database

Neuman, František

2004-01-01

Roč. 17, č. 1 (2004), s. 71-76 ISSN 0893-9659 R&D Projects: GA AV ČR IAA1019902; GA ČR GA201/99/0295 Institutional research plan: CEZ:AV0Z1019905 Keywords : construction of linear differential equations * prescribed qualitative properties of solutions Subject RIV: BA - General Mathematics Impact factor: 0.414, year: 2004

Backward stochastic differential equations from linear to fully nonlinear theory

CERN Document Server

Zhang, Jianfeng

2017-01-01

This book provides a systematic and accessible approach to stochastic differential equations, backward stochastic differential equations, and their connection with partial differential equations, as well as the recent development of the fully nonlinear theory, including nonlinear expectation, second order backward stochastic differential equations, and path dependent partial differential equations. Their main applications and numerical algorithms, as well as many exercises, are included. The book focuses on ideas and clarity, with most results having been solved from scratch and most theories being motivated from applications. It can be considered a starting point for junior researchers in the field, and can serve as a textbook for a two-semester graduate course in probability theory and stochastic analysis. It is also accessible for graduate students majoring in financial engineering.

Matrix form of Legendre polynomials for solving linear integro-differential equations of high order

Science.gov (United States)

Kammuji, M.; Eshkuvatov, Z. K.; Yunus, Arif A. M.

2017-04-01

This paper presents an effective approximate solution of high order of Fredholm-Volterra integro-differential equations (FVIDEs) with boundary condition. Legendre truncated series is used as a basis functions to estimate the unknown function. Matrix operation of Legendre polynomials is used to transform FVIDEs with boundary conditions into matrix equation of Fredholm-Volterra type. Gauss Legendre quadrature formula and collocation method are applied to transfer the matrix equation into system of linear algebraic equations. The latter equation is solved by Gauss elimination method. The accuracy and validity of this method are discussed by solving two numerical examples and comparisons with wavelet and methods.

Five-dimensional Monopole Equation with Hedge-Hog Ansatz and Abel's Differential Equation

OpenAIRE

Kihara, Hironobu

2008-01-01

We review the generalized monopole in the five-dimensional Euclidean space. A numerical solution with the Hedge-Hog ansatz is studied. The Bogomol'nyi equation becomes a second order autonomous non-linear differential equation. The equation can be translated into the Abel's differential equation of the second kind and is an algebraic differential equation.

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

Inverse Boundary Value Problem for Non-linear Hyperbolic Partial Differential Equations

OpenAIRE

Nakamura, Gen; Vashisth, Manmohan

2017-01-01

In this article we are concerned with an inverse boundary value problem for a non-linear wave equation of divergence form with space dimension $n\\geq 3$. This non-linear wave equation has a trivial solution, i.e. zero solution. By linearizing this equation at the trivial solution, we have the usual linear isotropic wave equation with the speed $\\sqrt{\\gamma(x)}$ at each point $x$ in a given spacial domain. For any small solution $u=u(t,x)$ of this non-linear equation, we have the linear isotr...

Modeling Individual Damped Linear Oscillator Processes with Differential Equations: Using Surrogate Data Analysis to Estimate the Smoothing Parameter

Science.gov (United States)

Deboeck, Pascal R.; Boker, Steven M.; Bergeman, C. S.

2008-01-01

Among the many methods available for modeling intraindividual time series, differential equation modeling has several advantages that make it promising for applications to psychological data. One interesting differential equation model is that of the damped linear oscillator (DLO), which can be used to model variables that have a tendency to…

The Schroedinger equation for central power law potentials and the classical theory of ordinary linear differential equations of the second order

International Nuclear Information System (INIS)

Lima, M.L.; Mignaco, J.A.

1985-01-01

It is shown that the rational power law potentials in the two-body radial Schoedinger equation admit a systematic treatment available from the classical theory of ordinary linear differential equations of the second order. The admissible potentials come into families evolved from equations having a fixed number of elementary singularities. As a consequence, relations are found and discussed among the several potentials in a family. (Author) [pt

Differential-algebraic solutions of the heat equation

OpenAIRE

Buchstaber, Victor M.; Netay, Elena Yu.

2014-01-01

In this work we introduce the notion of differential-algebraic ansatz for the heat equation and explicitly construct heat equation and Burgers equation solutions given a solution of a homogeneous non-linear ordinary differential equation of a special form. The ansatz for such solutions is called the $n$-ansatz, where $n+1$ is the order of the differential equation.

Unique solvability of a non-linear non-local boundary-value problem for systems of non-linear functional differential equations

Czech Academy of Sciences Publication Activity Database

Dilna, N.; Rontó, András

2010-01-01

Roč. 60, č. 3 (2010), s. 327-338 ISSN 0139-9918 R&D Projects: GA ČR(CZ) GA201/06/0254 Institutional research plan: CEZ:AV0Z10190503 Keywords : non-linear boundary value-problem * functional differential equation * non-local condition * unique solvability * differential inequality Subject RIV: BA - General Mathematics Impact factor: 0.316, year: 2010 http://link.springer.com/article/10.2478%2Fs12175-010-0015-9

Schwarzian conditions for linear differential operators with selected differential Galois groups

International Nuclear Information System (INIS)

Abdelaziz, Y; Maillard, J-M

2017-01-01

We show that non-linear Schwarzian differential equations emerging from covariance symmetry conditions imposed on linear differential operators with hypergeometric function solutions can be generalized to arbitrary order linear differential operators with polynomial coefficients having selected differential Galois groups. For order three and order four linear differential operators we show that this pullback invariance up to conjugation eventually reduces to symmetric powers of an underlying order-two operator. We give, precisely, the conditions to have modular correspondences solutions for such Schwarzian differential equations, which was an open question in a previous paper. We analyze in detail a pullbacked hypergeometric example generalizing modular forms, that ushers a pullback invariance up to operator homomorphisms. We finally consider the more general problem of the equivalence of two different order-four linear differential Calabi–Yau operators up to pullbacks and conjugation, and clarify the cases where they have the same Yukawa couplings. (paper)

Schwarzian conditions for linear differential operators with selected differential Galois groups

Science.gov (United States)

Abdelaziz, Y.; Maillard, J.-M.

2017-11-01

We show that non-linear Schwarzian differential equations emerging from covariance symmetry conditions imposed on linear differential operators with hypergeometric function solutions can be generalized to arbitrary order linear differential operators with polynomial coefficients having selected differential Galois groups. For order three and order four linear differential operators we show that this pullback invariance up to conjugation eventually reduces to symmetric powers of an underlying order-two operator. We give, precisely, the conditions to have modular correspondences solutions for such Schwarzian differential equations, which was an open question in a previous paper. We analyze in detail a pullbacked hypergeometric example generalizing modular forms, that ushers a pullback invariance up to operator homomorphisms. We finally consider the more general problem of the equivalence of two different order-four linear differential Calabi-Yau operators up to pullbacks and conjugation, and clarify the cases where they have the same Yukawa couplings.

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

Science.gov (United States)

Hasegawa, Chihiro; Duffull, Stephen B

2018-02-01

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

Calculating differential Galois groups of parametrized differential equations, with applications to hypertranscendence

OpenAIRE

Hardouin, Charlotte; Minchenko, Andrei; Ovchinnikov, Alexey

2015-01-01

The main motivation of our work is to create an efficient algorithm that decides hypertranscendence of solutions of linear differential equations, via the parameterized differential and Galois theories. To achieve this, we expand the representation theory of linear differential algebraic groups and develop new algorithms that calculate unipotent radicals of parameterized differential Galois groups for differential equations whose coefficients are rational functions. P. Berman and M.F. Singer ...

On the multisummability of WKB solutions of certain singularly perturbed linear ordinary differential equations

Directory of Open Access Journals (Sweden)

Yoshitsugu Takei

2015-01-01

Full Text Available Using two concrete examples, we discuss the multisummability of WKB solutions of singularly perturbed linear ordinary differential equations. Integral representations of solutions and a criterion for the multisummability based on the Cauchy-Heine transform play an important role in the proof.

The Schroedinger equation for central power law potentials and the classical theory of ordinary linear differential equations of the second order

International Nuclear Information System (INIS)

Lima, M.L.; Mignaco, J.A.

1985-01-01

It is shown that the rational power law potentials in the two-body radial Schrodinger equations admit a systematic treatment available from the classical theory of ordinary linear differential equations of the second order. The resulting potentials come into families evolved from equations having a fixed number of elementary regular singularities. As a consequence, relations are found and discussed among the several potentials in a family. (Author) [pt

Numerical solution of two-dimensional non-linear partial differential ...

African Journals Online (AJOL)

linear partial differential equations using a hybrid method. The solution technique involves discritizing the non-linear system of partial differential equations (PDEs) to obtain a corresponding nonlinear system of algebraic difference equations to be ...

A Fresh Look at Linear Ordinary Differential Equations with Constant Coefficients. Revisiting the Impulsive Response Method Using Factorization

Science.gov (United States)

Camporesi, Roberto

2016-01-01

We present an approach to the impulsive response method for solving linear constant-coefficient ordinary differential equations of any order based on the factorization of the differential operator. The approach is elementary, we only assume a basic knowledge of calculus and linear algebra. In particular, we avoid the use of distribution theory, as…

Localization of the eigenvalues of linear integral equations with applications to linear ordinary differential equations.

Science.gov (United States)

Sloss, J. M.; Kranzler, S. K.

1972-01-01

The equivalence of a considered integral equation form with an infinite system of linear equations is proved, and the localization of the eigenvalues of the infinite system is expressed. Error estimates are derived, and the problems of finding upper bounds and lower bounds for the eigenvalues are solved simultaneously.

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

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

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

Analytical exact solution of the non-linear Schroedinger equation

International Nuclear Information System (INIS)

Martins, Alisson Xavier; Rocha Filho, Tarcisio Marciano da

2011-01-01

Full text: In this work we present how to classify and obtain analytical solutions of the Schroedinger equation with a generic non-linearity in 1+1 dimensions. Our approach is based on the determination of Lie symmetry transformation mapping solutions into solutions, and non-classical symmetry transformations, mapping a given solution into itself. From these symmetries it is then possible to reduce the equation to a system of ordinary differential equations which can then be solved using standard methods. The generic non-linearity is handled by considering it as an additional unknown in the determining equations for the symmetry transformations. This results in an over-determined system of non-linear partial differential equations. Its solution can then be determined in some cases by reducing it to the so called involutive (triangular) form, and then solved. This reduction is very tedious and can only performed using a computer algebra system. Once the determining system is solved, we obtain the explicit form for the non-linearity admitting a Lie or non-classical symmetry. The analytical solutions are then derived by solving the reduced ordinary differential equations. The non-linear determining system for the non-classical symmetry transformations and Lie symmetry generators are obtaining using the computer algebra package SADE (symmetry analysis of differential equations), developed at our group. (author)

Quasi-Newton methods for parameter estimation in functional differential equations

Science.gov (United States)

Brewer, Dennis W.

1988-01-01

A state-space approach to parameter estimation in linear functional differential equations is developed using the theory of linear evolution equations. A locally convergent quasi-Newton type algorithm is applied to distributed systems with particular emphasis on parameters that induce unbounded perturbations of the state. The algorithm is computationally implemented on several functional differential equations, including coefficient and delay estimation in linear delay-differential equations.

Value distribution of meromorphic solutions of homogeneous and non-homogeneous complex linear differential-difference equations

Directory of Open Access Journals (Sweden)

Luo Li-Qin

2016-01-01

Full Text Available In this paper, we investigate the value distribution of meromorphic solutions of homogeneous and non-homogeneous complex linear differential-difference equations, and obtain the results on the relations between the order of the solutions and the convergence exponents of the zeros, poles, a-points and small function value points of the solutions, which show the relations in the case of non-homogeneous equations are sharper than the ones in the case of homogeneous equations.

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

Directory of Open Access Journals (Sweden)

Musa Danjuma SHEHU

2008-06-01

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

Reduced differential transform method for partial differential equations within local fractional derivative operators

Directory of Open Access Journals (Sweden)

Hossein Jafari

2016-04-01

Full Text Available The non-differentiable solution of the linear and non-linear partial differential equations on Cantor sets is implemented in this article. The reduced differential transform method is considered in the local fractional operator sense. The four illustrative examples are given to show the efficiency and accuracy features of the presented technique to solve local fractional partial differential equations.

Inhomogeneous Linear Random Differential Equations with Mutual Correlations between Multiplicative, Additive and Initial-Value Terms

NARCIS (Netherlands)

Roerdink, J.B.T.M.

1981-01-01

The cumulant expansion for linear stochastic differential equations is extended to the general case in which the coefficient matrix, the inhomogeneous part and the initial condition are all random and, moreover, statistically interdependent. The expansion now involves not only the autocorrelation

Stationary solutions of linear stochastic delay differential equations: applications to biological systems.

Science.gov (United States)

Frank, T D; Beek, P J

2001-08-01

Recently, Küchler and Mensch [Stochastics Stochastics Rep. 40, 23 (1992)] derived exact stationary probability densities for linear stochastic delay differential equations. This paper presents an alternative derivation of these solutions by means of the Fokker-Planck approach introduced by Guillouzic [Phys. Rev. E 59, 3970 (1999); 61, 4906 (2000)]. Applications of this approach, which is argued to have greater generality, are discussed in the context of stochastic models for population growth and tracking movements.

Stationary distributions of stochastic processes described by a linear neutral delay differential equation

International Nuclear Information System (INIS)

Frank, T D

2005-01-01

Stationary distributions of processes are derived that involve a time delay and are defined by a linear stochastic neutral delay differential equation. The distributions are Gaussian distributions. The variances of the Gaussian distributions are either monotonically increasing or decreasing functions of the time delays. The variances become infinite when fixed points of corresponding deterministic processes become unstable. (letter to the editor)

On one two-point BVP for the fourth order linear ordinary differential equation

Czech Academy of Sciences Publication Activity Database

Mukhigulashvili, Sulkhan; Manjikashvili, M.

2017-01-01

Roč. 24, č. 2 (2017), s. 265-275 ISSN 1072-947X Institutional support: RVO:67985840 Keywords : fourth order linear ordinary differential equations * two-point boundary value problems Subject RIV: BA - General Mathematics OBOR OECD: Applied mathematics Impact factor: 0.290, year: 2016 https://www.degruyter.com/view/j/gmj.2017.24.issue-2/gmj-2016-0077/gmj-2016-0077. xml

On one two-point BVP for the fourth order linear ordinary differential equation

Czech Academy of Sciences Publication Activity Database

Mukhigulashvili, Sulkhan; Manjikashvili, M.

2017-01-01

Roč. 24, č. 2 (2017), s. 265-275 ISSN 1072-947X Institutional support: RVO:67985840 Keywords : fourth order linear ordinary differential equations * two-point boundary value problems Subject RIV: BA - General Mathematics OBOR OECD: Applied mathematics Impact factor: 0.290, year: 2016 https://www.degruyter.com/view/j/gmj.2017.24.issue-2/gmj-2016-0077/gmj-2016-0077.xml

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.

Lie symmetries of systems of second-order linear ordinary differential equations with constant coefficients.

Science.gov (United States)

Boyko, Vyacheslav M; Popovych, Roman O; Shapoval, Nataliya M

2013-01-01

Lie symmetries of systems of second-order linear ordinary differential equations with constant coefficients are exhaustively described over both the complex and real fields. The exact lower and upper bounds for the dimensions of the maximal Lie invariance algebras possessed by such systems are obtained using an effective algebraic approach.

A block Krylov subspace time-exact solution method for linear ordinary differential equation systems

NARCIS (Netherlands)

Bochev, Mikhail A.

2013-01-01

We propose a time-exact Krylov-subspace-based method for solving linear ordinary differential equation systems of the form $y'=-Ay+g(t)$ and $y"=-Ay+g(t)$, where $y(t)$ is the unknown function. The method consists of two stages. The first stage is an accurate piecewise polynomial approximation of

"Real-Time Optical Laboratory Linear Algebra Solution Of Partial Differential Equations"

Science.gov (United States)

Casasent, David; Jackson, James

1986-03-01

A Space Integrating (SI) Optical Linear Algebra Processor (OLAP) employing space and frequency-multiplexing, new partitioning and data flow, and achieving high accuracy performance with a non base-2 number system is described. Laboratory data on the performance of this system and the solution of parabolic Partial Differential Equations (PDEs) is provided. A multi-processor OLAP system is also described for the first time. It use in the solution of multiple banded matrices that frequently arise is then discussed. The utility and flexibility of this processor compared to digital systolic architectures should be apparent.

Computing with linear equations and matrices

International Nuclear Information System (INIS)

Churchhouse, R.F.

1983-01-01

Systems of linear equations and matrices arise in many disciplines. The equations may accurately represent conditions satisfied by a system or, more likely, provide an approximation to a more complex system of non-linear or differential equations. The system may involve a few or many thousand unknowns and each individual equation may involve few or many of them. Over the past 50 years a vast literature on methods for solving systems of linear equations and the associated problems of finding the inverse or eigenvalues of a matrix has been produced. These lectures cover those methods which have been found to be most useful for dealing with such types of problem. References are given where appropriate and attention is drawn to the possibility of improved methods for use on vector and parallel processors. (orig.)

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

Science.gov (United States)

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

2014-10-20

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

Complex centers of polynomial differential equations

Directory of Open Access Journals (Sweden)

Mohamad Ali M. Alwash

2007-07-01

Full Text Available We present some results on the existence and nonexistence of centers for polynomial first order ordinary differential equations with complex coefficients. In particular, we show that binomial differential equations without linear terms do not have complex centers. Classes of polynomial differential equations, with more than two terms, are presented that do not have complex centers. We also study the relation between complex centers and the Pugh problem. An algorithm is described to solve the Pugh problem for equations without complex centers. The method of proof involves phase plane analysis of the polar equations and a local study of periodic solutions.

Legendre-tau approximations for functional differential equations

Science.gov (United States)

Ito, K.; Teglas, R.

1986-01-01

The numerical approximation of solutions to linear retarded functional differential equations are considered using the so-called Legendre-tau method. The functional differential equation is first reformulated as a partial differential equation with a nonlocal boundary condition involving time-differentiation. The approximate solution is then represented as a truncated Legendre series with time-varying coefficients which satisfy a certain system of ordinary differential equations. The method is very easy to code and yields very accurate approximations. Convergence is established, various numerical examples are presented, and comparison between the latter and cubic spline approximation is made.

Weak self-adjoint differential equations

International Nuclear Information System (INIS)

Gandarias, M L

2011-01-01

The concepts of self-adjoint and quasi self-adjoint equations were introduced by Ibragimov (2006 J. Math. Anal. Appl. 318 742-57; 2007 Arch. ALGA 4 55-60). In Ibragimov (2007 J. Math. Anal. Appl. 333 311-28), a general theorem on conservation laws was proved. In this paper, we generalize the concept of self-adjoint and quasi self-adjoint equations by introducing the definition of weak self-adjoint equations. We find a class of weak self-adjoint quasi-linear parabolic equations. The property of a differential equation to be weak self-adjoint is important for constructing conservation laws associated with symmetries of the differential equation. (fast track communication)

Ordinary differential equations principles and applications

CERN Document Server

Nandakumaran, A K; George, Raju K

2017-01-01

Written in a clear, logical and concise manner, this comprehensive resource allows students to quickly understand the key principles, techniques and applications of ordinary differential equations. Important topics including first and second order linear equations, initial value problems and qualitative theory are presented in separate chapters. The concepts of two point boundary value problems, physical models and first order partial differential equations are discussed in detail. The text uses tools of calculus and real analysis to get solutions in explicit form. While discussing first order linear systems, linear algebra techniques are used. The real-life applications are interspersed throughout the book to invoke reader's interest. The methods and tricks to solve numerous mathematical problems with sufficient derivations and explanation are provided. The proofs of theorems are explained for the benefit of the readers.

Numerical Analysis of Partial Differential Equations

CERN Document Server

Lui, S H

2011-01-01

A balanced guide to the essential techniques for solving elliptic partial differential equations Numerical Analysis of Partial Differential Equations provides a comprehensive, self-contained treatment of the quantitative methods used to solve elliptic partial differential equations (PDEs), with a focus on the efficiency as well as the error of the presented methods. The author utilizes coverage of theoretical PDEs, along with the nu merical solution of linear systems and various examples and exercises, to supply readers with an introduction to the essential concepts in the numerical analysis

Improved Pedagogy for Linear Differential Equations by Reconsidering How We Measure the Size of Solutions

Science.gov (United States)

Tisdell, Christopher C.

2017-01-01

For over 50 years, the learning of teaching of "a priori" bounds on solutions to linear differential equations has involved a Euclidean approach to measuring the size of a solution. While the Euclidean approach to "a priori" bounds on solutions is somewhat manageable in the learning and teaching of the proofs involving…

Fast solution of elliptic partial differential equations using linear combinations of plane waves.

Science.gov (United States)

Pérez-Jordá, José M

2016-02-01

Given an arbitrary elliptic partial differential equation (PDE), a procedure for obtaining its solution is proposed based on the method of Ritz: the solution is written as a linear combination of plane waves and the coefficients are obtained by variational minimization. The PDE to be solved is cast as a system of linear equations Ax=b, where the matrix A is not sparse, which prevents the straightforward application of standard iterative methods in order to solve it. This sparseness problem can be circumvented by means of a recursive bisection approach based on the fast Fourier transform, which makes it possible to implement fast versions of some stationary iterative methods (such as Gauss-Seidel) consuming O(NlogN) memory and executing an iteration in O(Nlog(2)N) time, N being the number of plane waves used. In a similar way, fast versions of Krylov subspace methods and multigrid methods can also be implemented. These procedures are tested on Poisson's equation expressed in adaptive coordinates. It is found that the best results are obtained with the GMRES method using a multigrid preconditioner with Gauss-Seidel relaxation steps.

Higher derivative discontinuous solutions to linear ordinary differential equations: a new route to complexity?

International Nuclear Information System (INIS)

Datta, Dhurjati Prasad; Bose, Manoj Kumar

2004-01-01

We present a new one parameter family of second derivative discontinuous solutions to the simplest scale invariant linear ordinary differential equation. We also point out how the construction could be extended to generate families of higher derivative discontinuous solutions as well. The discontinuity can occur only for a subset of even order derivatives, viz., 2nd, 4th, 8th, 16th,.... The solutions are shown to break the discrete parity (reflection) symmetry of the underlying equation. These results are expected to gain significance in the contemporary search of a new dynamical principle for understanding complex phenomena in nature

The existence of solutions of q-difference-differential equations.

Science.gov (United States)

Wang, Xin-Li; Wang, Hua; Xu, Hong-Yan

2016-01-01

By using the Nevanlinna theory of value distribution, we investigate the existence of solutions of some types of non-linear q-difference differential equations. In particular, we generalize the Rellich-Wittich-type theorem and Malmquist-type theorem about differential equations to the case of q-difference differential equations (system).

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

Directory of Open Access Journals (Sweden)

Heinz Toparkus

2014-04-01

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

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

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

Science.gov (United States)

Ndogmo, J. C.

2017-06-01

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

Differential constraints and exact solutions of nonlinear diffusion equations

International Nuclear Information System (INIS)

Kaptsov, Oleg V; Verevkin, Igor V

2003-01-01

The differential constraints are applied to obtain explicit solutions of nonlinear diffusion equations. Certain linear determining equations with parameters are used to find such differential constraints. They generalize the determining equations used in the search for classical Lie symmetries

Algorithmic Verification of Linearizability for Ordinary Differential Equations

KAUST Repository

Lyakhov, Dmitry A.

2017-07-19

For a nonlinear ordinary differential equation solved with respect to the highest order derivative and rational in the other derivatives and in the independent variable, we devise two algorithms to check if the equation can be reduced to a linear one by a point transformation of the dependent and independent variables. The first algorithm is based on a construction of the Lie point symmetry algebra and on the computation of its derived algebra. The second algorithm exploits the differential Thomas decomposition and allows not only to test the linearizability, but also to generate a system of nonlinear partial differential equations that determines the point transformation and the coefficients of the linearized equation. The implementation of both algorithms is discussed and their application is illustrated using several examples.

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.

The Cauchy problem for non-linear Klein-Gordon equations

International Nuclear Information System (INIS)

Simon, J.C.H.; Taflin, E.

1993-01-01

We consider in R n+1 , n≥2, the non-linear Klein-Gordon equation. We prove for such an equation that there is neighbourhood of zero in a Hilbert space of initial conditions for which the Cauchy problem has global solutions and on which there is asymptotic completeness. The inverse of the wave operator linearizes the non-linear equation. If, moreover, the equation is manifestly Poincare covariant then the non-linear representation of the Poincare-Lie algebra, associated with the non-linear Klein-Gordon equation is integrated to a non-linear representation of the Poincare group on an invariant neighbourhood of zero in the Hilbert space. This representation is linearized by the inverse of the wave operator. The Hilbert space is, in both cases, the closure of the space of the differentiable vectors for the linear representation of the Poincare group, associated with the Klein-Gordon equation, with respect to a norm defined by the representation of the enveloping algebra. (orig.)

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

African Journals Online (AJOL)

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

approximate controllability of a non-autonomous differential equation

Indian Academy of Sciences (India)

53

for a non-autonomous functional differential equation using the theory of linear ... approximate controllability of various functional differential equations in abstract ...... the operator A(t) and into the requirement that x(t) ∈ D(A) for all t ≥ 0.

Reproducing kernel method with Taylor expansion for linear Volterra integro-differential equations

Directory of Open Access Journals (Sweden)

Azizallah Alvandi

2017-06-01

Full Text Available This research aims of the present a new and single algorithm for linear integro-differential equations (LIDE. To apply the reproducing Hilbert kernel method, there is made an equivalent transformation by using Taylor series for solving LIDEs. Shown in series form is the analytical solution in the reproducing kernel space and the approximate solution $ u_{N} $ is constructed by truncating the series to $ N $ terms. It is easy to prove the convergence of $ u_{N} $ to the analytical solution. The numerical solutions from the proposed method indicate that this approach can be implemented easily which shows attractive features.

The Use of Graphs in Specific Situations of the Initial Conditions of Linear Differential Equations

Science.gov (United States)

Buendía, Gabriela; Cordero, Francisco

2013-01-01

In this article, we present a discussion on the role of graphs and its significance in the relation between the number of initial conditions and the order of a linear differential equation, which is known as the initial value problem. We propose to make a functional framework for the use of graphs that intends to broaden the explanations of the…

Systems of Inhomogeneous Linear Equations

Science.gov (United States)

Scherer, Philipp O. J.

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

Stochastic differential equation model to Prendiville processes

International Nuclear Information System (INIS)

Granita; Bahar, Arifah

2015-01-01

The Prendiville process is another variation of the logistic model which assumes linearly decreasing population growth rate. It is a continuous time Markov chain (CTMC) taking integer values in the finite interval. The continuous time Markov chain can be approximated by stochastic differential equation (SDE). This paper discusses the stochastic differential equation of Prendiville process. The work started with the forward Kolmogorov equation in continuous time Markov chain of Prendiville process. Then it was formulated in the form of a central-difference approximation. The approximation was then used in Fokker-Planck equation in relation to the stochastic differential equation of the Prendiville process. The explicit solution of the Prendiville process was obtained from the stochastic differential equation. Therefore, the mean and variance function of the Prendiville process could be easily found from the explicit solution

Stochastic differential equation model to Prendiville processes

Energy Technology Data Exchange (ETDEWEB)

Granita, E-mail: granitafc@gmail.com [Dept. of Mathematical Science, Universiti Teknologi Malaysia, 81310, Johor Malaysia (Malaysia); Bahar, Arifah [Dept. of Mathematical Science, Universiti Teknologi Malaysia, 81310, Johor Malaysia (Malaysia); UTM Center for Industrial & Applied Mathematics (UTM-CIAM) (Malaysia)

2015-10-22

The Prendiville process is another variation of the logistic model which assumes linearly decreasing population growth rate. It is a continuous time Markov chain (CTMC) taking integer values in the finite interval. The continuous time Markov chain can be approximated by stochastic differential equation (SDE). This paper discusses the stochastic differential equation of Prendiville process. The work started with the forward Kolmogorov equation in continuous time Markov chain of Prendiville process. Then it was formulated in the form of a central-difference approximation. The approximation was then used in Fokker-Planck equation in relation to the stochastic differential equation of the Prendiville process. The explicit solution of the Prendiville process was obtained from the stochastic differential equation. Therefore, the mean and variance function of the Prendiville process could be easily found from the explicit solution.

Local Fractional Laplace Variational Iteration Method for Solving Linear Partial Differential Equations with Local Fractional Derivative

Directory of Open Access Journals (Sweden)

Ai-Min Yang

2014-01-01

Full Text Available The local fractional Laplace variational iteration method was applied to solve the linear local fractional partial differential equations. The local fractional Laplace variational iteration method is coupled by the local fractional variational iteration method and Laplace transform. The nondifferentiable approximate solutions are obtained and their graphs are also shown.

Reduced-order modelling of parameter-dependent, linear and nonlinear dynamic partial differential equation models.

Science.gov (United States)

Shah, A A; Xing, W W; Triantafyllidis, V

2017-04-01

In this paper, we develop reduced-order models for dynamic, parameter-dependent, linear and nonlinear partial differential equations using proper orthogonal decomposition (POD). The main challenges are to accurately and efficiently approximate the POD bases for new parameter values and, in the case of nonlinear problems, to efficiently handle the nonlinear terms. We use a Bayesian nonlinear regression approach to learn the snapshots of the solutions and the nonlinearities for new parameter values. Computational efficiency is ensured by using manifold learning to perform the emulation in a low-dimensional space. The accuracy of the method is demonstrated on a linear and a nonlinear example, with comparisons with a global basis approach.

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.

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.

Trends in differential equations and applications

CERN Document Server

Neble, María; Galván, José

2016-01-01

This work collects the most important results presented at the Congress on Differential Equations and Applications/Congress on Applied Mathematics (CEDYA/CMA) in Cádiz (Spain) in 2015. It supports further research in differential equations, numerical analysis, mechanics, control and optimization. In particular, it helps readers gain an overview of specific problems of interest in the current mathematical research related to different branches of applied mathematics. This includes the analysis of nonlinear partial differential equations, exact solutions techniques for ordinary differential equations, numerical analysis and numerical simulation of some models arising in experimental sciences and engineering, control and optimization, and also trending topics on numerical linear Algebra, dynamical systems, and applied mathematics for Industry. This volume is mainly addressed to any researcher interested in the applications of mathematics, especially in any subject mentioned above. It may be also useful to PhD s...

Analytical solutions of time-fractional models for homogeneous Gardner equation and non-homogeneous differential equations

Directory of Open Access Journals (Sweden)

Olaniyi Samuel Iyiola

2014-09-01

Full Text Available In this paper, we obtain analytical solutions of homogeneous time-fractional Gardner equation and non-homogeneous time-fractional models (including Buck-master equation using q-Homotopy Analysis Method (q-HAM. Our work displays the elegant nature of the application of q-HAM not only to solve homogeneous non-linear fractional differential equations but also to solve the non-homogeneous fractional differential equations. The presence of the auxiliary parameter h helps in an effective way to obtain better approximation comparable to exact solutions. The fraction-factor in this method gives it an edge over other existing analytical methods for non-linear differential equations. Comparisons are made upon the existence of exact solutions to these models. The analysis shows that our analytical solutions converge very rapidly to the exact solutions.

Time-course window estimator for ordinary differential equations linear in the parameters

NARCIS (Netherlands)

Vujacic, Ivan; Dattner, Itai; Gonzalez, Javier; Wit, Ernst

In many applications obtaining ordinary differential equation descriptions of dynamic processes is scientifically important. In both, Bayesian and likelihood approaches for estimating parameters of ordinary differential equations, the speed and the convergence of the estimation procedure may

On the removal of boundary errors caused by Runge-Kutta integration of non-linear partial differential equations

Science.gov (United States)

Abarbanel, Saul; Gottlieb, David; Carpenter, Mark H.

1994-01-01

It has been previously shown that the temporal integration of hyperbolic partial differential equations (PDE's) may, because of boundary conditions, lead to deterioration of accuracy of the solution. A procedure for removal of this error in the linear case has been established previously. In the present paper we consider hyperbolic (PDE's) (linear and non-linear) whose boundary treatment is done via the SAT-procedure. A methodology is present for recovery of the full order of accuracy, and has been applied to the case of a 4th order explicit finite difference scheme.

Optimal overlapping of waveform relaxation method for linear differential equations

International Nuclear Information System (INIS)

Yamada, Susumu; Ozawa, Kazufumi

2000-01-01

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

Introduction to differential equations with dynamical systems

CERN Document Server

Campbell, Stephen L

2011-01-01

Many textbooks on differential equations are written to be interesting to the teacher rather than the student. Introduction to Differential Equations with Dynamical Systems is directed toward students. This concise and up-to-date textbook addresses the challenges that undergraduate mathematics, engineering, and science students experience during a first course on differential equations. And, while covering all the standard parts of the subject, the book emphasizes linear constant coefficient equations and applications, including the topics essential to engineering students. Stephen Campbell and Richard Haberman--using carefully worded derivations, elementary explanations, and examples, exercises, and figures rather than theorems and proofs--have written a book that makes learning and teaching differential equations easier and more relevant. The book also presents elementary dynamical systems in a unique and flexible way that is suitable for all courses, regardless of length.

Maintaining the stability of nonlinear differential equations by the enhancement of HPM

International Nuclear Information System (INIS)

Hosein Nia, S.H.; Ranjbar, A.N.; Ganji, D.D.; Soltani, H.; Ghasemi, J.

2008-01-01

Homotopy perturbation method is an effective method to find a solution of a nonlinear differential equation. In this method, a nonlinear complex differential equation is transformed to a series of linear and nonlinear parts, almost simpler differential equations. These sets of equations are then solved iteratively. Finally, a linear series of the solutions completes the answer if the convergence is maintained. In this Letter, the need for stability verification is shown through some examples. Consequently, HPM is enhanced by a preliminary assumption. The idea is to keep the inherent stability of nonlinear dynamic, even the selected linear part is not

Differential and difference equations a comparison of methods of solution

CERN Document Server

Maximon, Leonard C

2016-01-01

This book, intended for researchers and graduate students in physics, applied mathematics and engineering, presents a detailed comparison of the important methods of solution for linear differential and difference equations - variation of constants, reduction of order, Laplace transforms and generating functions - bringing out the similarities as well as the significant differences in the respective analyses. Equations of arbitrary order are studied, followed by a detailed analysis for equations of first and second order. Equations with polynomial coefficients are considered and explicit solutions for equations with linear coefficients are given, showing significant differences in the functional form of solutions of differential equations from those of difference equations. An alternative method of solution involving transformation of both the dependent and independent variables is given for both differential and difference equations. A comprehensive, detailed treatment of Green’s functions and the associat...

Focal decompositions for linear differential equations of the second order

Directory of Open Access Journals (Sweden)

L. Birbrair

2003-01-01

two-points problems to itself such that the image of the focal decomposition associated to the first equation is a focal decomposition associated to the second one. In this paper, we present a complete classification for linear second-order equations with respect to this equivalence relation.

Application of the principal fractional meta-trigonometric functions for the solution of linear commensurate-order time-invariant fractional differential equations.

Science.gov (United States)

Lorenzo, C F; Hartley, T T; Malti, R

2013-05-13

A new and simplified method for the solution of linear constant coefficient fractional differential equations of any commensurate order is presented. The solutions are based on the R-function and on specialized Laplace transform pairs derived from the principal fractional meta-trigonometric functions. The new method simplifies the solution of such fractional differential equations and presents the solutions in the form of real functions as opposed to fractional complex exponential functions, and thus is directly applicable to real-world physics.

Optimal moving grids for time-dependent partial differential equations

Science.gov (United States)

Wathen, A. J.

1992-01-01

Various adaptive moving grid techniques for the numerical solution of time-dependent partial differential equations were proposed. The precise criterion for grid motion varies, but most techniques will attempt to give grids on which the solution of the partial differential equation can be well represented. Moving grids are investigated on which the solutions of the linear heat conduction and viscous Burgers' equation in one space dimension are optimally approximated. Precisely, the results of numerical calculations of optimal moving grids for piecewise linear finite element approximation of PDE solutions in the least-squares norm are reported.

An introduction to differential equations using MATLAB

CERN Document Server

Butt, Rizwan

2016-01-01

An Introduction to Differential Equations using MATLAB exploits the symbolic, numerical, and graphical capabilitiesof MATLAB to develop a thorough understanding of differential equations algorithms. This book provides the readerwith numerous applications, m-files, and practical examples to problems. Balancing theoretical concepts withcomputational speed and accuracy, the book includes numerous short programs in MATLAB that can be used to solveproblems involving first-and higher-order differential equations, Laplace transforms, linear systems of differentialequations, numerical solutions of differential equations, computer graphics, and more. The author emphasizes thebasic ideas of analytical and numerical techniques and the uses of modern mathematical software (MATLAB) ratherthan relying only on complex mathematical derivations to engineers, mathematician, computer scientists, andphysicists or for use as a textbook in applied or computational courses.A CD-ROM with all the figures, codes, solutions, appendices...

Analysis of an Nth-order nonlinear differential-delay equation

Science.gov (United States)

Vallée, Réal; Marriott, Christopher

1989-01-01

The problem of a nonlinear dynamical system with delay and an overall response time which is distributed among N individual components is analyzed. Such a system can generally be modeled by an Nth-order nonlinear differential delay equation. A linear-stability analysis as well as a numerical simulation of that equation are performed and a comparison is made with the experimental results. Finally, a parallel is established between the first-order differential equation with delay and the Nth-order differential equation without delay.

On Fractional Order Hybrid Differential Equations

Directory of Open Access Journals (Sweden)

Mohamed A. E. Herzallah

2014-01-01

Full Text Available We develop the theory of fractional hybrid differential equations with linear and nonlinear perturbations involving the Caputo fractional derivative of order 0<α<1. Using some fixed point theorems we prove the existence of mild solutions for two types of hybrid equations. Examples are given to illustrate the obtained results.

Interval Oscillation Criteria for Super-Half-Linear Impulsive Differential Equations with Delay

Directory of Open Access Journals (Sweden)

Zhonghai Guo

2012-01-01

Full Text Available We study the following second-order super-half-linear impulsive differential equations with delay [r(tφγ(x′(t]′+p(tφγ(x(t-σ+q(tf(x(t-σ=e(t, t≠τk, x(t+=akx(t, x′(t+=bkx′(t, t=τk, where t≥t0∈ℝ, φ*(u=|u|*-1u, σ is a nonnegative constant, {τk} denotes the impulsive moments sequence with τ1σ. By some classical inequalities, Riccati transformation, and two classes of functions, we give several interval oscillation criteria which generalize and improve some known results. Moreover, we also give two examples to illustrate the effectiveness and nonemptiness of our results.

Asymptotic integration of differential and difference equations

CERN Document Server

Bodine, Sigrun

2015-01-01

This book presents the theory of asymptotic integration for both linear differential and difference equations. This type of asymptotic analysis is based on some fundamental principles by Norman Levinson. While he applied them to a special class of differential equations, subsequent work has shown that the same principles lead to asymptotic results for much wider classes of differential and also difference equations. After discussing asymptotic integration in a unified approach, this book studies how the application of these methods provides several new insights and frequent improvements to results found in earlier literature. It then continues with a brief introduction to the relatively new field of asymptotic integration for dynamic equations on time scales. Asymptotic Integration of Differential and Difference Equations is a self-contained and clearly structured presentation of some of the most important results in asymptotic integration and the techniques used in this field. It will appeal to researchers i...

Lyapunov functionals and stability of stochastic functional differential equations

CERN Document Server

Shaikhet, Leonid

2013-01-01

Stability conditions for functional differential equations can be obtained using Lyapunov functionals. Lyapunov Functionals and Stability of Stochastic Functional Differential Equations describes the general method of construction of Lyapunov functionals to investigate the stability of differential equations with delays. This work continues and complements the author’s previous book Lyapunov Functionals and Stability of Stochastic Difference Equations, where this method is described for discrete- and continuous-time difference equations. The text begins with a description of the peculiarities of deterministic and stochastic functional differential equations. There follow basic definitions for stability theory of stochastic hereditary systems, and a formal procedure of Lyapunov functionals construction is presented. Stability investigation is conducted for stochastic linear and nonlinear differential equations with constant and distributed delays. The proposed method is used for stability investigation of di...

Numerical methods for differential equations and applications

International Nuclear Information System (INIS)

Ixaru, L.G.

1984-01-01

This book is addressed to persons who, without being professionals in applied mathematics, are often faced with the problem of numerically solving differential equations. In each of the first three chapters a definite class of methods is discussed for the solution of the initial value problem for ordinary differential equations: multistep methods; one-step methods; and piecewise perturbation methods. The fourth chapter is mainly focussed on the boundary value problems for linear second-order equations, with a section devoted to the Schroedinger equation. In the fifth chapter the eigenvalue problem for the radial Schroedinger equation is solved in several ways, with computer programs included. (Auth.)

Customized Steady-State Constraints for Parameter Estimation in Non-Linear Ordinary Differential Equation Models.

Science.gov (United States)

Rosenblatt, Marcus; Timmer, Jens; Kaschek, Daniel

2016-01-01

Ordinary differential equation models have become a wide-spread approach to analyze dynamical systems and understand underlying mechanisms. Model parameters are often unknown and have to be estimated from experimental data, e.g., by maximum-likelihood estimation. In particular, models of biological systems contain a large number of parameters. To reduce the dimensionality of the parameter space, steady-state information is incorporated in the parameter estimation process. For non-linear models, analytical steady-state calculation typically leads to higher-order polynomial equations for which no closed-form solutions can be obtained. This can be circumvented by solving the steady-state equations for kinetic parameters, which results in a linear equation system with comparatively simple solutions. At the same time multiplicity of steady-state solutions is avoided, which otherwise is problematic for optimization. When solved for kinetic parameters, however, steady-state constraints tend to become negative for particular model specifications, thus, generating new types of optimization problems. Here, we present an algorithm based on graph theory that derives non-negative, analytical steady-state expressions by stepwise removal of cyclic dependencies between dynamical variables. The algorithm avoids multiple steady-state solutions by construction. We show that our method is applicable to most common classes of biochemical reaction networks containing inhibition terms, mass-action and Hill-type kinetic equations. Comparing the performance of parameter estimation for different analytical and numerical methods of incorporating steady-state information, we show that our approach is especially well-tailored to guarantee a high success rate of optimization.

Equilibrium approach in the derivation of differential equations for ...

African Journals Online (AJOL)

In this paper, the differential equations of Mindlin plates are derived from basic principles by simultaneous satisfaction of the differential equations of equilibrium, the stress-strain laws and the strain-displacement relations for isotropic, homogenous linear elastic materials. Equilibrium method was adopted in the derivation.

A practical course in differential equations and mathematical modeling

CERN Document Server

Ibragimov , Nail H

2009-01-01

A Practical Course in Differential Equations and Mathematical Modelling is a unique blend of the traditional methods of ordinary and partial differential equations with Lie group analysis enriched by the author's own theoretical developments. The book which aims to present new mathematical curricula based on symmetry and invariance principles is tailored to develop analytic skills and working knowledge in both classical and Lie's methods for solving linear and nonlinear equations. This approach helps to make courses in differential equations, mathematical modelling, distributions and fundame

Informed Conjecturing of Solutions for Differential Equations in a Modeling Context

Science.gov (United States)

Winkel, Brian

2015-01-01

We examine two differential equations. (i) first-order exponential growth or decay; and (ii) second order, linear, constant coefficient differential equations, and show the advantage of learning differential equations in a modeling context for informed conjectures of their solution. We follow with a discussion of the complete analysis afforded by…

Fibonacci collocation method with a residual error Function to solve linear Volterra integro differential equations

Directory of Open Access Journals (Sweden)

Salih Yalcinbas

2016-01-01

Full Text Available In this paper, a new collocation method based on the Fibonacci polynomials is introduced to solve the high-order linear Volterra integro-differential equations under the conditions. Numerical examples are included to demonstrate the applicability and validity of the proposed method and comparisons are made with the existing results. In addition, an error estimation based on the residual functions is presented for this method. The approximate solutions are improved by using this error estimation.

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

On the existence of eigenmodes of linear quasi-periodic differential equations and their relation to the MHD continuum

International Nuclear Information System (INIS)

Salat, A.

1981-12-01

The existence of quasi-periodic eigensolutions of a linear second order ordinary differential equation with quasi-periodic coefficient f(ω 1 t,ω 2 t) is investigated numerically and graphically. For sufficiently incommensurate frequencies ω 1 , ω 2 a doubly indexed infinite sequence of eigenvalues and eigenmodes is obtained. The equation considered is a model for the magneto-hydrodynamic 'continuum' in general toroidal geometry. The result suggests that continuum modes exist at least on sufficiently irrational magnetic surfaces. (orig.)

On stochastic differential equations with random delay

International Nuclear Information System (INIS)

Krapivsky, P L; Luck, J M; Mallick, K

2011-01-01

We consider stochastic dynamical systems defined by differential equations with a uniform random time delay. The latter equations are shown to be equivalent to deterministic higher-order differential equations: for an nth-order equation with random delay, the corresponding deterministic equation has order n + 1. We analyze various examples of dynamical systems of this kind, and find a number of unusual behaviors. For instance, for the harmonic oscillator with random delay, the energy grows as exp((3/2) t 2/3 ) in reduced units. We then investigate the effect of introducing a discrete time step ε. At variance with the continuous situation, the discrete random recursion relations thus obtained have intrinsic fluctuations. The crossover between the fluctuating discrete problem and the deterministic continuous one as ε goes to zero is studied in detail on the example of a first-order linear differential equation

FORCED OSCILLATIONS OF SECOND ORDER SUPER-LINEAR DIFFERENTIAL EQUATION WITH IMPULSES

Institute of Scientific and Technical Information of China (English)

无

2012-01-01

At first,by means of Kartsatos technique,we reduce the impulsive differential equation to a second order nonlinear impulsive homogeneous equation.We find some suitable impulse functions such that all the solutions to the equation are oscillatory.Several criteria on the oscillations of solutions are given.At last,we give an example to demonstrate our results.

On parametric domain for asymptotic stability with probability one of zero solution of linear Ito stochastic differential equations

International Nuclear Information System (INIS)

Phan Thanh An; Phan Le Na; Ngo Quoc Chung

2004-05-01

We describe a practical implementation for finding parametric domain for asymptotic stability with probability one of zero solution of linear Ito stochastic differential equations based on Korenevskij and Mitropolskij's sufficient condition and our sufficient conditions. Numerical results show that all of these sufficient conditions are crucial in the implementation. (author)

Solving Linear Differential Equations

NARCIS (Netherlands)

Nguyen, K.A.; Put, M. van der

2010-01-01

The theme of this paper is to 'solve' an absolutely irreducible differential module explicitly in terms of modules of lower dimension and finite extensions of the differential field K. Representations of semi-simple Lie algebras and differential Galo is theory are the main tools. The results extend

Growth and Zeros of Meromorphic Solutions to Second-Order Linear Differential Equations

Directory of Open Access Journals (Sweden)

Maamar Andasmas

2016-04-01

Full Text Available The main purpose of this article is to investigate the growth of meromorphic solutions to homogeneous and non-homogeneous second order linear differential equations f00+Af0+Bf = F, where A(z, B (z and F (z are meromorphic functions with finite order having only finitely many poles. We show that, if there exist a positive constants σ > 0, α > 0 such that |A(z| ≥ eα|z|σ as |z| → +∞, z ∈ H, where dens{|z| : z ∈ H} > 0 and ρ = max{ρ(B, ρ(F} < σ, then every transcendental meromorphic solution f has an infinite order. Further, we give some estimates of their hyper-order, exponent and hyper-exponent of convergence of distinct zeros.

Neutral Backward Stochastic Functional Differential Equations and Their Application

OpenAIRE

Wei, Wenning

2013-01-01

In this paper we are concerned with a new type of backward equations with anticipation which we call neutral backward stochastic functional differential equations. We obtain the existence and uniqueness and prove a comparison theorem. As an application, we discuss the optimal control of neutral stochastic functional differential equations, establish a Pontryagin maximum principle, and give an explicit optimal value for the linear optimal control.

Non-linear wave equations:Mathematical techniques

International Nuclear Information System (INIS)

1978-01-01

An account of certain well-established mathematical methods, which prove useful to deal with non-linear partial differential equations is presented. Within the strict framework of Functional Analysis, it describes Semigroup Techniques in Banach Spaces as well as variational approaches towards critical points. Detailed proofs are given of the existence of local and global solutions of the Cauchy problem and of the stability of stationary solutions. The formal approach based upon invariance under Lie transformations deserves attention due to its wide range of applicability, even if the explicit solutions thus obtained do not allow for a deep analysis of the equations. A compre ensive introduction to the inverse scattering approach and to the solution concept for certain non-linear equations of physical interest are also presented. A detailed discussion is made about certain convergence and stability problems which arise in importance need not be emphasized. (author) [es

Numerical solution of distributed order fractional differential equations

Science.gov (United States)

Katsikadelis, John T.

2014-02-01

In this paper a method for the numerical solution of distributed order FDEs (fractional differential equations) of a general form is presented. The method applies to both linear and nonlinear equations. The Caputo type fractional derivative is employed. The distributed order FDE is approximated with a multi-term FDE, which is then solved by adjusting appropriately the numerical method developed for multi-term FDEs by Katsikadelis. Several example equations are solved and the response of mechanical systems described by such equations is studied. The convergence and the accuracy of the method for linear and nonlinear equations are demonstrated through well corroborated numerical results.

On the singular perturbations for fractional differential equation.

Science.gov (United States)

Atangana, Abdon

2014-01-01

The goal of this paper is to examine the possible extension of the singular perturbation differential equation to the concept of fractional order derivative. To achieve this, we presented a review of the concept of fractional calculus. We make use of the Laplace transform operator to derive exact solution of singular perturbation fractional linear differential equations. We make use of the methodology of three analytical methods to present exact and approximate solution of the singular perturbation fractional, nonlinear, nonhomogeneous differential equation. These methods are including the regular perturbation method, the new development of the variational iteration method, and the homotopy decomposition method.

Differential equations and integrable models: the SU(3) case

International Nuclear Information System (INIS)

Dorey, Patrick; Tateo, Roberto

2000-01-01

We exhibit a relationship between the massless a 2 (2) integrable quantum field theory and a certain third-order ordinary differential equation, thereby extending a recent result connecting the massless sine-Gordon model to the Schroedinger equation. This forms part of a more general correspondence involving A 2 -related Bethe ansatz systems and third-order differential equations. A non-linear integral equation for the generalised spectral problem is derived, and some numerical checks are performed. Duality properties are discussed, and a simple variant of the non-linear equation is suggested as a candidate to describe the finite volume ground state energies of minimal conformal field theories perturbed by the operators phi 12 , phi 21 and phi 15 . This is checked against previous results obtained using the thermodynamic Bethe ansatz

Linear orbit parameters for the exact equations of motion

International Nuclear Information System (INIS)

Parzen, G.

1995-01-01

This paper defines the beta function and other linear orbit parameters using the exact equations of motion. The β, α and ψ functions are redefined using the exact equations. Expressions are found for the transfer matrix and the emittance. The differential equations for η = x/β 1/2 is found. New relationships between α, β, ψ and ν are derived

Partial differential equations & boundary value problems with Maple

CERN Document Server

Articolo, George A

2009-01-01

Partial Differential Equations and Boundary Value Problems with Maple presents all of the material normally covered in a standard course on partial differential equations, while focusing on the natural union between this material and the powerful computational software, Maple. The Maple commands are so intuitive and easy to learn, students can learn what they need to know about the software in a matter of hours- an investment that provides substantial returns. Maple''s animation capabilities allow students and practitioners to see real-time displays of the solutions of partial differential equations.  Maple files can be found on the books website. Ancillary list: Maple files- http://www.elsevierdirect.com/companion.jsp?ISBN=9780123747327  Provides a quick overview of the software w/simple commands needed to get startedIncludes review material on linear algebra and Ordinary Differential equations, and their contribution in solving partial differential equationsIncorporates an early introduction to Sturm-L...

A Unified Introduction to Ordinary Differential Equations

Science.gov (United States)

Lutzer, Carl V.

2006-01-01

This article describes how a presentation from the point of view of differential operators can be used to (partially) unify the myriad techniques in an introductory course in ordinary differential equations by providing students with a powerful, flexible paradigm that extends into (or from) linear algebra. (Contains 1 footnote.)

Algorithm for solving the linear Cauchy problem for large systems of ordinary differential equations with the use of parallel computations

Energy Technology Data Exchange (ETDEWEB)

Moryakov, A. V., E-mail: sailor@orc.ru [National Research Centre Kurchatov Institute (Russian Federation)

2016-12-15

An algorithm for solving the linear Cauchy problem for large systems of ordinary differential equations is presented. The algorithm for systems of first-order differential equations is implemented in the EDELWEISS code with the possibility of parallel computations on supercomputers employing the MPI (Message Passing Interface) standard for the data exchange between parallel processes. The solution is represented by a series of orthogonal polynomials on the interval [0, 1]. The algorithm is characterized by simplicity and the possibility to solve nonlinear problems with a correction of the operator in accordance with the solution obtained in the previous iterative process.

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.

On deformations of linear differential systems

NARCIS (Netherlands)

Gontsov, R.R.; Poberezhnyi, V.A.; Helminck, G.F.

2011-01-01

This article concerns deformations of meromorphic linear differential systems. Problems relating to their existence and classification are reviewed, and the global and local behaviour of solutions to deformation equations in a neighbourhood of their singular set is analysed. Certain classical

Analysis of stability for stochastic delay integro-differential equations.

Science.gov (United States)

Zhang, Yu; Li, Longsuo

2018-01-01

In this paper, we concern stability of numerical methods applied to stochastic delay integro-differential equations. For linear stochastic delay integro-differential equations, it is shown that the mean-square stability is derived by the split-step backward Euler method without any restriction on step-size, while the Euler-Maruyama method could reproduce the mean-square stability under a step-size constraint. We also confirm the mean-square stability of the split-step backward Euler method for nonlinear stochastic delay integro-differential equations. The numerical experiments further verify the theoretical results.

On the Singular Perturbations for Fractional Differential Equation

Directory of Open Access Journals (Sweden)

Abdon Atangana

2014-01-01

Full Text Available The goal of this paper is to examine the possible extension of the singular perturbation differential equation to the concept of fractional order derivative. To achieve this, we presented a review of the concept of fractional calculus. We make use of the Laplace transform operator to derive exact solution of singular perturbation fractional linear differential equations. We make use of the methodology of three analytical methods to present exact and approximate solution of the singular perturbation fractional, nonlinear, nonhomogeneous differential equation. These methods are including the regular perturbation method, the new development of the variational iteration method, and the homotopy decomposition method.

Existence of entire solutions of some non-linear differential-difference equations.

Science.gov (United States)

Chen, Minfeng; Gao, Zongsheng; Du, Yunfei

2017-01-01

In this paper, we investigate the admissible entire solutions of finite order of the differential-difference equations [Formula: see text] and [Formula: see text], where [Formula: see text], [Formula: see text] are two non-zero polynomials, [Formula: see text] is a polynomial and [Formula: see text]. In addition, we investigate the non-existence of entire solutions of finite order of the differential-difference equation [Formula: see text], where [Formula: see text], [Formula: see text] are two non-constant polynomials, [Formula: see text], m , n are positive integers and satisfy [Formula: see text] except for [Formula: see text], [Formula: see text].

Inequalities for differential and integral equations

CERN Document Server

Ames, William F

1997-01-01

Inequalities for Differential and Integral Equations has long been needed; it contains material which is hard to find in other books. Written by a major contributor to the field, this comprehensive resource contains many inequalities which have only recently appeared in the literature and which can be used as powerful tools in the development of applications in the theory of new classes of differential and integral equations. For researchers working in this area, it will be a valuable source of reference and inspiration. It could also be used as the text for an advanced graduate course.Key Features* Covers a variety of linear and nonlinear inequalities which find widespread applications in the theory of various classes of differential and integral equations* Contains many inequalities which have only recently appeared in literature and cannot yet be found in other books* Provides a valuable reference to engineers and graduate students

Fractional approximations for linear first order differential equation with polynomial coefficients-application to E1(x) and Z(s)

International Nuclear Information System (INIS)

Martin, P.; Zamudio-Cristi, J.

1982-01-01

A method is described to obtain fractional approximations for linear first order differential equations with polynomial coefficients. This approximation can give good accuracy in a large region of the complex variable plane that may include all the real axis. The parameters of the approximation are solutions of algebraic equations obtained through the coefficients of the highest and lowest power of the variable after the sustitution of the fractional approximation in the differential equation. The method is more general than the asymptotical Pade method, and it is not required to determine the power series or asymptotical expansion. A simple approximation for the exponential integral is found, which give three exact digits for most of the real values of the variable. Approximations of higher accuracy and of the same degree than other authors are also obtained. (Author) [pt

INPUT-OUTPUT STRUCTURE OF LINEAR-DIFFERENTIAL ALGEBRAIC SYSTEMS

NARCIS (Netherlands)

KUIJPER, M; SCHUMACHER, JM

Systems of linear differential and algebraic equations occur in various ways, for instance, as a result of automated modeling procedures and in problems involving algebraic constraints, such as zero dynamics and exact model matching. Differential/algebraic systems may represent an input-output

Linear-quadratic control and quadratic differential forms for multidimensional behaviors

NARCIS (Netherlands)

Napp, D.; Trentelman, H.L.

2011-01-01

This paper deals with systems described by constant coefficient linear partial differential equations (nD-systems) from a behavioral point of view. In this context we treat the linear-quadratic control problem where the performance functional is the integral of a quadratic differential form. We look

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...

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

Directory of Open Access Journals (Sweden)

Jan Awrejcewicz

2004-01-01

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

Surveys in differential-algebraic equations III

CERN Document Server

Reis, Timo

2015-01-01

The present volume comprises survey articles on various fields of Differential-Algebraic Equations (DAEs), which have widespread applications in controlled dynamical systems, especially in mechanical and electrical engineering and a strong relation to (ordinary) differential equations. The individual chapters provide reviews, presentations of the current state of research and new concepts in - Flexibility of DAE formulations - Reachability analysis and deterministic global optimization - Numerical linear algebra methods - Boundary value problems The results are presented in an accessible style, making this book suitable not only for active researchers but also for graduate students (with a good knowledge of the basic principles of DAEs) for self-study.

Fibonacci-like Differential Equations with a Polynomial Non-Homogeneous Part

NARCIS (Netherlands)

Asveld, P.R.J.

1989-01-01

We investigate non-homogeneous linear differential equations of the form $x''(t) + x'(t) - x(t) = p(t)$ where $p(t)$ is either a polynomial or a factorial polynomial in $t$. We express the solution of these differential equations in terms of the coefficients of $p(t)$, in the initial conditions, and

Stability and Linear Quadratic Differential Games of Discrete-Time Markovian Jump Linear Systems with State-Dependent Noise

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Huiying Sun

2014-01-01

Full Text Available We mainly consider the stability of discrete-time Markovian jump linear systems with state-dependent noise as well as its linear quadratic (LQ differential games. A necessary and sufficient condition involved with the connection between stochastic Tn-stability of Markovian jump linear systems with state-dependent noise and Lyapunov equation is proposed. And using the theory of stochastic Tn-stability, we give the optimal strategies and the optimal cost values for infinite horizon LQ stochastic differential games. It is demonstrated that the solutions of infinite horizon LQ stochastic differential games are concerned with four coupled generalized algebraic Riccati equations (GAREs. Finally, an iterative algorithm is presented to solve the four coupled GAREs and a simulation example is given to illustrate the effectiveness of it.

Partial differential equations II elements of the modern theory equations with constant coefficients

CERN Document Server

Shubin, M

1994-01-01

This book, the first printing of which was published as Volume 31 of the Encyclopaedia of Mathematical Sciences, contains a survey of the modern theory of general linear partial differential equations and a detailed review of equations with constant coefficients. Readers will be interested in an introduction to microlocal analysis and its applications including singular integral operators, pseudodifferential operators, Fourier integral operators and wavefronts, a survey of the most important results about the mixed problem for hyperbolic equations, a review of asymptotic methods including short wave asymptotics, the Maslov canonical operator and spectral asymptotics, a detailed description of the applications of distribution theory to partial differential equations with constant coefficients including numerous interesting special topics.

Generation and Identification of Ordinary Differential Equations of Maximal Symmetry Algebra

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J. C. Ndogmo

2016-01-01

Full Text Available An effective method for generating linear ordinary differential equations of maximal symmetry in their most general form is found, and an explicit expression for the point transformation reducing the equation to its canonical form is obtained. New expressions for the general solution are also found, as well as several identification and other results and a direct proof of the fact that a linear ordinary differential equation is iterative if and only if it is reducible to the canonical form by a point transformation. New classes of solvable equations parameterized by an arbitrary function are also found, together with simple algebraic expressions for the corresponding general solution.

Properties of meromorphic solutions to certain differential-difference equations

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Xiaoguang Qi

2013-06-01

Full Text Available We consider the properties of meromorphic solutions to certain type of non-linear difference equations. Also we show the existence of meromorphic solutions with finite order for differential-difference equations related to the Fermat type functional equation. This article extends earlier results by Liu et al [12].

On the boundedness and integration of non-oscillatory solutions of certain linear differential equations of second order.

Science.gov (United States)

Tunç, Cemil; Tunç, Osman

2016-01-01

In this paper, certain system of linear homogeneous differential equations of second-order is considered. By using integral inequalities, some new criteria for bounded and [Formula: see text]-solutions, upper bounds for values of improper integrals of the solutions and their derivatives are established to the considered system. The obtained results in this paper are considered as extension to the results obtained by Kroopnick (2014) [1]. An example is given to illustrate the obtained results.

Exponential stability in a scalar functional differential equation

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Pituk Mihály

2006-01-01

Full Text Available We establish a criterion for the global exponential stability of the zero solution of the scalar retarded functional differential equation whose linear part generates a monotone semiflow on the phase space with respect to the exponential ordering, and the nonlinearity has at most linear growth.

Linearized gravity in terms of differential forms

Science.gov (United States)

Baykal, Ahmet; Dereli, Tekin

2017-01-01

A technique to linearize gravitational field equations is developed in which the perturbation metric coefficients are treated as second rank, symmetric, 1-form fields belonging to the Minkowski background spacetime by using the exterior algebra of differential forms.

International Conference on Differential Equations and Mathematical Physics

CERN Document Server

Saitō, Yoshimi

1987-01-01

The meeting in Birmingham, Alabama, provided a forum for the discussion of recent developments in the theory of ordinary and partial differential equations, both linear and non-linear, with particular reference to work relating to the equations of mathematical physics. The meeting was attended by about 250 mathematicians from 22 countries. The papers in this volume all involve new research material, with at least outline proofs; some papers also contain survey material. Topics covered include: Schrödinger theory, scattering and inverse scattering, fluid mechanics (including conservative systems and inertial manifold theory attractors), elasticity, non-linear waves, and feedback control theory.

Oscillatory behaviour of solutions of linear neutral differential ...

African Journals Online (AJOL)

The paper considers the contribution of space-time noise to the oscillatory behaviour of solutions of a linear neutral stochastic delay differential equation. It was established that under certain conditions on the time lags and their speed of adjustments, the presence of noise generates oscillation in the solution of the equation ...

Analyses of glass transition phenomena by solving differential equation with delay effect

International Nuclear Information System (INIS)

Takeuchi, A.; Inoue, A.

2007-01-01

A linear differential equation for the analyses of glass transition phenomena has been proposed by taking into account the delay effect due to the change in transportation of atoms near the glass transition temperature (T g ). Under the condition maintaining the order of the differential equation as the second, the non-linear differential equation proposed by Van Den Beukel and Sietsma is modified to obtain the analytic solution for a linear equation by introducing the following points: the delay effect which is described with a term of Mackey-Glass model, a concept of effective free volume (x fe eff ) and its concentration expression (C fe eff ) which correspond to the equilibrium, and an additional term associated with C fe eff . In analyzing the linear equation, Doyle's p-function was used for the integral of reaction rate with respect to temperature (T). It is found that the linear equation proposed in the present study can describe the changes in free volume (x) with increasing temperature in the dx/dT-T chart, the sharp increase in free volume at T g , and over shooting phenomena of free volume slightly above the T g , as experimentally in thermal analyses for metallic glasses. The linear solution obtained in the present study is of great importance for the analyses of the glass transition because the change in free volume with increasing temperature on heating is described with fundamental functions

A textbook on ordinary differential equations

CERN Document Server

Ahmad, Shair

2015-01-01

This book offers readers a primer on the theory and applications of Ordinary Differential Equations. The style used is simple, yet thorough and rigorous. Each chapter ends with a broad set of exercises that range from the routine to the more challenging and thought-provoking. Solutions to selected exercises can be found at the end of the book. The book contains many interesting examples on topics such as electric circuits, the pendulum equation, the logistic equation, the Lotka-Volterra system, the Laplace Transform, etc., which introduce students to a number of interesting aspects of the theory and applications. The work is mainly intended for students of Mathematics, Physics, Engineering, Computer Science and other areas of the natural and social sciences that use ordinary differential equations, and who have a firm grasp of Calculus and a minimal understanding of the basic concepts used in Linear Algebra. It also studies a few more advanced topics, such as Stability Theory and Boundary Value Problems, whic...

A neuro approach to solve fuzzy Riccati differential equations

Energy Technology Data Exchange (ETDEWEB)

Shahrir, Mohammad Shazri, E-mail: mshazri@gmail.com [InstitutSainsMatematik, Universiti Malaya 50603 Kuala Lumpur, Wilayah Persekutuan Kuala Lumpur (Malaysia); Telekom Malaysia, R& D TM Innovation Centre, LingkaranTeknokrat Timur, 63000 Cyberjaya, Selangor (Malaysia); Kumaresan, N., E-mail: drnk2008@gmail.com; Kamali, M. Z. M.; Ratnavelu, Kurunathan [InstitutSainsMatematik, Universiti Malaya 50603 Kuala Lumpur, Wilayah Persekutuan Kuala Lumpur (Malaysia)

2015-10-22

There are many applications of optimal control theory especially in the area of control systems in engineering. In this paper, fuzzy quadratic Riccati differential equation is estimated using neural networks (NN). Previous works have shown reliable results using Runge-Kutta 4th order (RK4). The solution can be achieved by solving the 1st Order Non-linear Differential Equation (ODE) that is found commonly in Riccati differential equation. Research has shown improved results relatively to the RK4 method. It can be said that NN approach shows promising results with the advantage of continuous estimation and improved accuracy that can be produced over RK4.

Solution methods for large systems of linear equations in BACCHUS

International Nuclear Information System (INIS)

Homann, C.; Dorr, B.

1993-05-01

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

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

Science.gov (United States)

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

2018-03-01

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

Partial differential equations with numerical methods

CERN Document Server

Larsson, Stig

2003-01-01

The book is suitable for advanced undergraduate and beginning graduate students of applied mathematics and engineering. The main theme is the integration of the theory of linear PDEs and the numerical solution of such equations. For each type of PDE, elliptic, parabolic, and hyperbolic, the text contains one chapter on the mathematical theory of the differential equation, followed by one chapter on finite difference methods and one on finite element methods. As preparation, the two-point boundary value problem and the initial-value problem for ODEs are discussed in separate chapters. There is also one chapter on the elliptic eigenvalue problem and eigenfunction expansion. The presentation does not presume a deep knowledge of mathematical and functional analysis. Some background on linear functional analysis and Sobolev spaces, and also on numerical linear algebra, is reviewed in two appendices.

on the properties of solutions and some applications on the TOV differential equation with a model of nuclear equation of state

International Nuclear Information System (INIS)

Esmail, S.F.H.

2006-01-01

the mathematical formulation of numerous physical problems results in differential equations actually non-linear differential equations . in our study we are interested in solutions of differential equations which describe the structure of neutron star in non-relativistic and relativistic cases. the aim of this work is to determine the mass and the radius of a neutron star, by solving the tolmann-oppenheimer-volkoff (TOV) differential equation using different models of the nuclear equation of state (EOS). analytically solutions are obtained for a simple form of the nuclear equation of state of Clayton model and poly trope model. for a more realistic equation of state the TOV differential equation is solved numerically using rung -Kutta method

On the Existence and the Applications of Modified Equations for Stochastic Differential Equations

KAUST Repository

Zygalakis, K. C.

2011-01-01

In this paper we describe a general framework for deriving modified equations for stochastic differential equations (SDEs) with respect to weak convergence. Modified equations are derived for a variety of numerical methods, such as the Euler or the Milstein method. Existence of higher order modified equations is also discussed. In the case of linear SDEs, using the Gaussianity of the underlying solutions, we derive an SDE which the numerical method solves exactly in the weak sense. Applications of modified equations in the numerical study of Langevin equations is also discussed. © 2011 Society for Industrial and Applied Mathematics.

Alternate Solution to Generalized Bernoulli Equations via an Integrating Factor: An Exact Differential Equation Approach

Science.gov (United States)

Tisdell, C. C.

2017-01-01

Solution methods to exact differential equations via integrating factors have a rich history dating back to Euler (1740) and the ideas enjoy applications to thermodynamics and electromagnetism. Recently, Azevedo and Valentino presented an analysis of the generalized Bernoulli equation, constructing a general solution by linearizing the problem…

Hartman-Wintner growth results for sublinear functional differential equations

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John A. D. Appleby

2017-01-01

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

Modular forms, Schwarzian conditions, and symmetries of differential equations in physics

Science.gov (United States)

Abdelaziz, Y.; Maillard, J.-M.

2017-05-01

We give examples of infinite order rational transformations that leave linear differential equations covariant. These examples are non-trivial yet simple enough illustrations of exact representations of the renormalization group. We first illustrate covariance properties on order-two linear differential operators associated with identities relating the same {}_2F1 hypergeometric function with different rational pullbacks. These rational transformations are solutions of a differentially algebraic equation that already emerged in a paper by Casale on the Galoisian envelopes. We provide two new and more general results of the previous covariance by rational functions: a new Heun function example and a higher genus {}_2F1 hypergeometric function example. We then focus on identities relating the same {}_2F1 hypergeometric function with two different algebraic pullback transformations: such remarkable identities correspond to modular forms, the algebraic transformations being solution of another differentially algebraic Schwarzian equation that also emerged in Casale’s paper. Further, we show that the first differentially algebraic equation can be seen as a subcase of the last Schwarzian differential condition, the restriction corresponding to a factorization condition of some associated order-two linear differential operator. Finally, we also explore generalizations of these results, for instance, to {}_3F2 , hypergeometric functions, and show that one just reduces to the previous {}_2F1 cases through a Clausen identity. The question of the reduction of these Schwarzian conditions to modular correspondences remains an open question. In a _2F1 hypergeometric framework the Schwarzian condition encapsulates all the modular forms and modular equations of the theory of elliptic curves, but these two conditions are actually richer than elliptic curves or {}_2F1 hypergeometric functions, as can be seen on the Heun and higher genus example. This work is a strong incentive to

Could solitons be adiabatic invariants attached to certain non linear equations

International Nuclear Information System (INIS)

Lochak, P.

1984-01-01

Arguments are given to support the claim that solitons should be the adiabatic invariants associated to certain non linear partial differential equations; a precise mathematical form of this conjecture is then stated. As a particular case of the conjecture, the Korteweg-de Vries equation is studied. (Auth.)

A new RBF-Trefftz meshless method for partial differential equations

International Nuclear Information System (INIS)

Cao Leilei; Zhao Ning; Qin Qinghua

2010-01-01

Based on the radial basis functions (RBF) and T-Trefftz solution, this paper presents a new meshless method for numerically solving various partial differential equation systems. First, the analog equation method (AEM) is used to convert the original patial differential equation to an equivalent Poisson's equation. Then, the radial basis functions (RBF) are employed to approxiamate the inhomogeneous term, while the homogeneous solution is obtained by linear combination of a set of T-Trefftz solutions. The present scheme, named RBF-Trefftz has the advantage over the fundamental solution (MFS) method due to the use of nonsingular T-Trefftz solution rather than singular fundamental solutions, so it does not require the artificial boundary. The application and efficiency of the proposed method are validated through several examples which include different type of differential equations, such as Laplace equation, Hellmholtz equation, convectin-diffusion equation and time-dependent equation.

Global dynamics for switching systems and their extensions by linear differential equations.

Science.gov (United States)

Huttinga, Zane; Cummins, Bree; Gedeon, Tomáš; Mischaikow, Konstantin

2018-03-15

Switching systems use piecewise constant nonlinearities to model gene regulatory networks. This choice provides advantages in the analysis of behavior and allows the global description of dynamics in terms of Morse graphs associated to nodes of a parameter graph. The parameter graph captures spatial characteristics of a decomposition of parameter space into domains with identical Morse graphs. However, there are many cellular processes that do not exhibit threshold-like behavior and thus are not well described by a switching system. We consider a class of extensions of switching systems formed by a mixture of switching interactions and chains of variables governed by linear differential equations. We show that the parameter graphs associated to the switching system and any of its extensions are identical. For each parameter graph node, there is an order-preserving map from the Morse graph of the switching system to the Morse graph of any of its extensions. We provide counterexamples that show why possible stronger relationships between the Morse graphs are not valid.

Global dynamics for switching systems and their extensions by linear differential equations

Science.gov (United States)

Huttinga, Zane; Cummins, Bree; Gedeon, Tomáš; Mischaikow, Konstantin

2018-03-01

Switching systems use piecewise constant nonlinearities to model gene regulatory networks. This choice provides advantages in the analysis of behavior and allows the global description of dynamics in terms of Morse graphs associated to nodes of a parameter graph. The parameter graph captures spatial characteristics of a decomposition of parameter space into domains with identical Morse graphs. However, there are many cellular processes that do not exhibit threshold-like behavior and thus are not well described by a switching system. We consider a class of extensions of switching systems formed by a mixture of switching interactions and chains of variables governed by linear differential equations. We show that the parameter graphs associated to the switching system and any of its extensions are identical. For each parameter graph node, there is an order-preserving map from the Morse graph of the switching system to the Morse graph of any of its extensions. We provide counterexamples that show why possible stronger relationships between the Morse graphs are not valid.

Nonlinear differential equations

Energy Technology Data Exchange (ETDEWEB)

Dresner, L.

1988-01-01

This report is the text of a graduate course on nonlinear differential equations given by the author at the University of Wisconsin-Madison during the summer of 1987. The topics covered are: direction fields of first-order differential equations; the Lie (group) theory of ordinary differential equations; similarity solutions of second-order partial differential equations; maximum principles and differential inequalities; monotone operators and iteration; complementary variational principles; and stability of numerical methods. The report should be of interest to graduate students, faculty, and practicing scientists and engineers. No prior knowledge is required beyond a good working knowledge of the calculus. The emphasis is on practical results. Most of the illustrative examples are taken from the fields of nonlinear diffusion, heat and mass transfer, applied superconductivity, and helium cryogenics.

Nonlinear differential equations

International Nuclear Information System (INIS)

Dresner, L.

1988-01-01

This report is the text of a graduate course on nonlinear differential equations given by the author at the University of Wisconsin-Madison during the summer of 1987. The topics covered are: direction fields of first-order differential equations; the Lie (group) theory of ordinary differential equations; similarity solutions of second-order partial differential equations; maximum principles and differential inequalities; monotone operators and iteration; complementary variational principles; and stability of numerical methods. The report should be of interest to graduate students, faculty, and practicing scientists and engineers. No prior knowledge is required beyond a good working knowledge of the calculus. The emphasis is on practical results. Most of the illustrative examples are taken from the fields of nonlinear diffusion, heat and mass transfer, applied superconductivity, and helium cryogenics

A Predictor-Corrector Approach for the Numerical Solution of Fractional Differential Equations

Science.gov (United States)

Diethelm, Kai; Ford, Neville J.; Freed, Alan D.; Gray, Hugh R. (Technical Monitor)

2002-01-01

We discuss an Adams-type predictor-corrector method for the numerical solution of fractional differential equations. The method may be used both for linear and for nonlinear problems, and it may be extended to multi-term equations (involving more than one differential operator) too.

Numerical Integration of a Class of Singularly Perturbed Delay Differential Equations with Small Shift

Directory of Open Access Journals (Sweden)

Gemechis File

2012-01-01

Full Text Available We have presented a numerical integration method to solve a class of singularly perturbed delay differential equations with small shift. First, we have replaced the second-order singularly perturbed delay differential equation by an asymptotically equivalent first-order delay differential equation. Then, Simpson’s rule and linear interpolation are employed to get the three-term recurrence relation which is solved easily by discrete invariant imbedding algorithm. The method is demonstrated by implementing it on several linear and nonlinear model examples by taking various values for the delay parameter and the perturbation parameter .

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.

New finite volume methods for approximating partial differential equations on arbitrary meshes

International Nuclear Information System (INIS)

Hermeline, F.

2008-12-01

This dissertation presents some new methods of finite volume type for approximating partial differential equations on arbitrary meshes. The main idea lies in solving twice the problem to be dealt with. One addresses the elliptic equations with variable (anisotropic, antisymmetric, discontinuous) coefficients, the parabolic linear or non linear equations (heat equation, radiative diffusion, magnetic diffusion with Hall effect), the wave type equations (Maxwell, acoustics), the elasticity and Stokes'equations. Numerous numerical experiments show the good behaviour of this type of method. (author)

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.

Stability of Vector Functional Differential Equations: A Survey | Gil ...

African Journals Online (AJOL)

This paper is a survey of the recent results of the author on the stability of linear and nonlinear vector differential equations with delay. Explicit conditions for the exponential and absolute stabilities are derived. Moreover, solution estimates for the considered equations are established. They provide the bounds for the regions ...

Local energy decay for linear wave equations with variable coefficients

Science.gov (United States)

Ikehata, Ryo

2005-06-01

A uniform local energy decay result is derived to the linear wave equation with spatial variable coefficients. We deal with this equation in an exterior domain with a star-shaped complement. Our advantage is that we do not assume any compactness of the support on the initial data, and its proof is quite simple. This generalizes a previous famous result due to Morawetz [The decay of solutions of the exterior initial-boundary value problem for the wave equation, Comm. Pure Appl. Math. 14 (1961) 561-568]. In order to prove local energy decay, we mainly apply two types of ideas due to Ikehata-Matsuyama [L2-behaviour of solutions to the linear heat and wave equations in exterior domains, Sci. Math. Japon. 55 (2002) 33-42] and Todorova-Yordanov [Critical exponent for a nonlinear wave equation with damping, J. Differential Equations 174 (2001) 464-489].

Pythagoras, Binomial, and de Moivre Revisited Through Differential Equations

OpenAIRE

Singh, Jitender; Bajaj, Renu

2018-01-01

The classical Pythagoras theorem, binomial theorem, de Moivre's formula, and numerous other deductions are made using the uniqueness theorem for the initial value problems in linear ordinary differential equations.

Derivation of a macroscale formulation for a class of nonlinear partial differential equations

International Nuclear Information System (INIS)

Pantelis, G.

1995-05-01

A macroscale formulation is constructed from a system of partial differential equations which govern the microscale dependent variables. The construction is based upon the requirement that the solutions of the macroscale partial differential equations satisfy, in some approximate sense, the system of partial differential equations associated with the microscale. These results are restricted to the class of nonlinear partial differential equations which can be expressed as polynomials of the dependent variables and their partial derivatives up to second order. A linear approximation of transformations of second order contact manifolds is employed. 6 refs

A course in ordinary differential equations

CERN Document Server

Swift, Randall J

2014-01-01

Praise for the First Edition:"A Course in Ordinary Differential Equations deserves to be on the MAA's Basic Library List … the book with its layout, is very student friendly-it is easy to read and understand; every chapter and explanations flow smoothly and coherently … the reviewer would recommend this book highly for undergraduate introductory differential equation courses." -Srabasti Dutta, College of Saint Elizabeth, MAA Online, July 2008"An important feature is that the exposition is richly accompanied by computer algebra code (equally distributed between MATLAB, Mathematica, and Maple). The major part of the book is devoted to classical theory (both for systems and higher order equations). The necessary material from linear algebra is also covered. More advanced topics include numerical methods, stability of equilibria, bifurcations, Laplace transforms, and the power series method."-EMS Newsletter, June 2007"This is a delightful textbook for a standard one-semester undergraduate course in ordinary d...

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.

Galois Theory of Differential Equations, Algebraic Groups and Lie Algebras

NARCIS (Netherlands)

Put, Marius van der

1999-01-01

The Galois theory of linear differential equations is presented, including full proofs. The connection with algebraic groups and their Lie algebras is given. As an application the inverse problem of differential Galois theory is discussed. There are many exercises in the text.

Bayesian analysis of non-linear differential equation models with application to a gut microbial ecosystem.

Science.gov (United States)

Lawson, Daniel J; Holtrop, Grietje; Flint, Harry

2011-07-01

Process models specified by non-linear dynamic differential equations contain many parameters, which often must be inferred from a limited amount of data. We discuss a hierarchical Bayesian approach combining data from multiple related experiments in a meaningful way, which permits more powerful inference than treating each experiment as independent. The approach is illustrated with a simulation study and example data from experiments replicating the aspects of the human gut microbial ecosystem. A predictive model is obtained that contains prediction uncertainty caused by uncertainty in the parameters, and we extend the model to capture situations of interest that cannot easily be studied experimentally. Copyright © 2011 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Multigrid methods for partial differential equations - a short introduction

International Nuclear Information System (INIS)

Linden, J.; Stueben, K.

1993-01-01

These notes summarize the multigrid methods and emphasis is laid on the algorithmic concepts of multigrid for solving linear and non-linear partial differential equations. In this paper there is brief description of the basic structure of multigrid methods. Detailed introduction is also contained with applications to VLSI process simulation. (A.B.)

Stability test for a parabolic partial differential equation

NARCIS (Netherlands)

Vajta, Miklos

2001-01-01

The paper describes a stability test applied to coupled parabolic partial differential equations. The PDE's describe the temperature distribution of composite structures with linear inner heat sources. The distributed transfer functions are developed based on the transmission matrix of each layer.

GHM method for obtaining rationalsolutions of nonlinear differential equations.

Science.gov (United States)

Vazquez-Leal, Hector; Sarmiento-Reyes, Arturo

2015-01-01

In this paper, we propose the application of the general homotopy method (GHM) to obtain rational solutions of nonlinear differential equations. It delivers a high precision representation of the nonlinear differential equation using a few linear algebraic terms. In order to assess the benefits of this proposal, three nonlinear problems are solved and compared against other semi-analytic methods or numerical methods. The obtained results show that GHM is a powerful tool, capable to generate highly accurate rational solutions. AMS subject classification 34L30.

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

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,

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.

Parameter Estimation for Partial Differential Equations by Collage-Based Numerical Approximation

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Xiaoyan Deng

2009-01-01

into a minimization problem of a function of several variables after the partial differential equation is approximated by a differential dynamical system. Then numerical schemes for solving this minimization problem are proposed, including grid approximation and ant colony optimization. The proposed schemes are applied to a parameter estimation problem for the Belousov-Zhabotinskii equation, and the results show that the proposed approximation method is efficient for both linear and nonlinear partial differential equations with respect to unknown parameters. At worst, the presented method provides an excellent starting point for traditional inversion methods that must first select a good starting point.

Linear superposition solutions to nonlinear wave equations

International Nuclear Information System (INIS)

Liu Yu

2012-01-01

The solutions to a linear wave equation can satisfy the principle of superposition, i.e., the linear superposition of two or more known solutions is still a solution of the linear wave equation. We show in this article that many nonlinear wave equations possess exact traveling wave solutions involving hyperbolic, triangle, and exponential functions, and the suitable linear combinations of these known solutions can also constitute linear superposition solutions to some nonlinear wave equations with special structural characteristics. The linear superposition solutions to the generalized KdV equation K(2,2,1), the Oliver water wave equation, and the k(n, n) equation are given. The structure characteristic of the nonlinear wave equations having linear superposition solutions is analyzed, and the reason why the solutions with the forms of hyperbolic, triangle, and exponential functions can form the linear superposition solutions is also discussed

Representations of Lie algebras and partial differential equations

CERN Document Server

Xu, Xiaoping

2017-01-01

This book provides explicit representations of finite-dimensional simple Lie algebras, related partial differential equations, linear orthogonal algebraic codes, combinatorics and algebraic varieties, summarizing the author’s works and his joint works with his former students.  Further, it presents various oscillator generalizations of the classical representation theorem on harmonic polynomials, and highlights new functors from the representation category of a simple Lie algebra to that of another simple Lie algebra. Partial differential equations play a key role in solving certain representation problems. The weight matrices of the minimal and adjoint representations over the simple Lie algebras of types E and F are proved to generate ternary orthogonal linear codes with large minimal distances. New multi-variable hypergeometric functions related to the root systems of simple Lie algebras are introduced in connection with quantum many-body systems in one dimension. In addition, the book identifies certai...

Linear and quasi-linear equations of parabolic type

CERN Document Server

Ladyženskaja, O A; Ural′ceva, N N; Uralceva, N N

1968-01-01

Equations of parabolic type are encountered in many areas of mathematics and mathematical physics, and those encountered most frequently are linear and quasi-linear parabolic equations of the second order. In this volume, boundary value problems for such equations are studied from two points of view: solvability, unique or otherwise, and the effect of smoothness properties of the functions entering the initial and boundary conditions on the smoothness of the solutions.

On the reduction of the degree of linear differential operators

International Nuclear Information System (INIS)

Bobieński, Marcin; Gavrilov, Lubomir

2011-01-01

Let L be a linear differential operator with coefficients in some differential field k of characteristic zero with algebraically closed field of constants. Let k a be the algebraic closure of k. For a solution y 0 , Ly 0 = 0, we determine the linear differential operator of minimal degree L-tilde and coefficients in k a , such that L-tilde y 0 =0. This result is then applied to some Picard–Fuchs equations which appear in the study of perturbations of plane polynomial vector fields of Lotka–Volterra type

Piecewise linear emulator of the nonlinear Schroedinger equation and the resulting analytic solutions for Bose-Einstein condensates

International Nuclear Information System (INIS)

Theodorakis, Stavros

2003-01-01

We emulate the cubic term Ψ 3 in the nonlinear Schroedinger equation by a piecewise linear term, thus reducing the problem to a set of uncoupled linear inhomogeneous differential equations. The resulting analytic expressions constitute an excellent approximation to the exact solutions, as is explicitly shown in the case of the kink, the vortex, and a δ function trap. Such a piecewise linear emulation can be used for any differential equation where the only nonlinearity is a Ψ 3 one. In particular, it can be used for the nonlinear Schroedinger equation in the presence of harmonic traps, giving analytic Bose-Einstein condensate solutions that reproduce very accurately the numerically calculated ones in one, two, and three dimensions

A non-differentiable solution for the local fractional telegraph equation

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Li Jie

2017-01-01

Full Text Available In this paper, we consider the linear telegraph equations with local fractional derivative. The local fractional Laplace series expansion method is used to handle the local fractional telegraph equation. The analytical solution with the non-differentiable graphs is discussed in detail. The proposed method is efficient and accurate.

Stochastic fractional differential equations: Modeling, method and analysis

International Nuclear Information System (INIS)

Pedjeu, Jean-C.; Ladde, Gangaram S.

2012-01-01

By introducing a concept of dynamic process operating under multi-time scales in sciences and engineering, a mathematical model described by a system of multi-time scale stochastic differential equations is formulated. The classical Picard–Lindelöf successive approximations scheme is applied to the model validation problem, namely, existence and uniqueness of solution process. Naturally, this leads to the problem of finding closed form solutions of both linear and nonlinear multi-time scale stochastic differential equations of Itô–Doob type. Finally, to illustrate the scope of ideas and presented results, multi-time scale stochastic models for ecological and epidemiological processes in population dynamic are outlined.

Generalized differential transform method to differential-difference equation

International Nuclear Information System (INIS)

Zou Li; Wang Zhen; Zong Zhi

2009-01-01

In this Letter, we generalize the differential transform method to solve differential-difference equation for the first time. Two simple but typical examples are applied to illustrate the validity and the great potential of the generalized differential transform method in solving differential-difference equation. A Pade technique is also introduced and combined with GDTM in aim of extending the convergence area of presented series solutions. Comparisons are made between the results of the proposed method and exact solutions. Then we apply the differential transform method to the discrete KdV equation and the discrete mKdV equation, and successfully obtain solitary wave solutions. The results reveal that the proposed method is very effective and simple. We should point out that generalized differential transform method is also easy to be applied to other nonlinear differential-difference equation.

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.

Numerical solution of second-order stochastic differential equations with Gaussian random parameters

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Rahman Farnoosh

2014-07-01

Full Text Available In this paper, we present the numerical solution of ordinary differential equations (or SDEs, from each orderespecially second-order with time-varying and Gaussian random coefficients. We indicate a complete analysisfor second-order equations in specially case of scalar linear second-order equations (damped harmonicoscillators with additive or multiplicative noises. Making stochastic differential equations system from thisequation, it could be approximated or solved numerically by different numerical methods. In the case oflinear stochastic differential equations system by Computing fundamental matrix of this system, it could becalculated based on the exact solution of this system. Finally, this stochastic equation is solved by numericallymethod like E.M. and Milstein. Also its Asymptotic stability and statistical concepts like expectationand variance of solutions are discussed.

Oscillation theory of linear differential equations

Czech Academy of Sciences Publication Activity Database

Došlý, Ondřej

2000-01-01

Roč. 36, č. 5 (2000), s. 329-343 ISSN 0044-8753 R&D Projects: GA ČR GA201/98/0677 Keywords : discrete oscillation theory %Sturm-Liouville equation%Riccati equation Subject RIV: BA - General Mathematics

Stationarity-conservation laws for fractional differential equations with variable coefficients

International Nuclear Information System (INIS)

Klimek, Malgorzata

2002-01-01

In this paper, we study linear fractional differential equations with variable coefficients. It is shown that, by assuming some conditions for the coefficients, the stationarity-conservation laws can be derived. The area where these are valid is restricted by the asymptotic properties of solutions of the respective equation. Applications of the proposed procedure include the fractional Fokker-Planck equation in (1+1)- and (d+1)-dimensional space and the fractional Klein-Kramers equation. (author)

Stationarity-conservation laws for fractional differential equations with variable coefficients

Energy Technology Data Exchange (ETDEWEB)

Klimek, Malgorzata [Institute of Mathematics and Computer Science, Technical University of Czestochowa, Czestochowa (Poland)

2002-08-09

In this paper, we study linear fractional differential equations with variable coefficients. It is shown that, by assuming some conditions for the coefficients, the stationarity-conservation laws can be derived. The area where these are valid is restricted by the asymptotic properties of solutions of the respective equation. Applications of the proposed procedure include the fractional Fokker-Planck equation in (1+1)- and (d+1)-dimensional space and the fractional Klein-Kramers equation. (author)

Sharp bounds for periodic solutions of Lipschitzian differential equations

International Nuclear Information System (INIS)

Zevin, A A

2009-01-01

A general system of Lipschitzian differential equations, containing simultaneously terms without delay and with arbitrary constant and time-varying delays, is considered. For the autonomous case, a lower bound for the period of nonconstant periodic solutions, expressed in the respective supremum Lipschitz constants, is found. For nonautonomous periodic equations, explicit upper bounds for the amplitudes and maximum derivatives of periodic solutions are obtained. For all n ≥ 2, the bounds do not depend on n and, in general, are different from that for n = 1. All the bounds are sharp; they are attained in linear differential equations with piece-wise constant deviating arguments. A relation between the obtained bounds and the sharp bounds in other metrics is established

Low Dimensional Vessiot-Guldberg-Lie Algebras of Second-Order Ordinary Differential Equations

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Rutwig Campoamor-Stursberg

2016-03-01

Full Text Available A direct approach to non-linear second-order ordinary differential equations admitting a superposition principle is developed by means of Vessiot-Guldberg-Lie algebras of a dimension not exceeding three. This procedure allows us to describe generic types of second-order ordinary differential equations subjected to some constraints and admitting a given Lie algebra as Vessiot-Guldberg-Lie algebra. In particular, well-known types, such as the Milne-Pinney or Kummer-Schwarz equations, are recovered as special cases of this classification. The analogous problem for systems of second-order differential equations in the real plane is considered for a special case that enlarges the generalized Ermakov systems.

Analytical approach for the Floquet theory of delay differential equations.

Science.gov (United States)

Simmendinger, C; Wunderlin, A; Pelster, A

1999-05-01

We present an analytical approach to deal with nonlinear delay differential equations close to instabilities of time periodic reference states. To this end we start with approximately determining such reference states by extending the Poincaré-Lindstedt and the Shohat expansions, which were originally developed for ordinary differential equations. Then we systematically elaborate a linear stability analysis around a time periodic reference state. This allows us to approximately calculate the Floquet eigenvalues and their corresponding eigensolutions by using matrix valued continued fractions.

Asymptotic solutions and spectral theory of linear wave equations

International Nuclear Information System (INIS)

Adam, J.A.

1982-01-01

This review contains two closely related strands. Firstly the asymptotic solution of systems of linear partial differential equations is discussed, with particular reference to Lighthill's method for obtaining the asymptotic functional form of the solution of a scalar wave equation with constant coefficients. Many of the applications of this technique are highlighted. Secondly, the methods and applications of the theory of the reduced (one-dimensional) wave equation - particularly spectral theory - are discussed. While the breadth of application and power of the techniques is emphasised throughout, the opportunity is taken to present to a wider readership, developments of the methods which have occured in some aspects of astrophysical (particularly solar) and geophysical fluid dynamics. It is believed that the topics contained herein may be of relevance to the applied mathematician or theoretical physicist interest in problems of linear wave propagation in these areas. (orig./HSI)

Iterative oscillation results for second-order differential equations with advanced argument

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Irena Jadlovska

2017-07-01

Full Text Available This article concerns the oscillation of solutions to a linear second-order differential equation with advanced argument. Sufficient oscillation conditions involving limit inferior are given which essentially improve known results. We base our technique on the iterative construction of solution estimates and some of the recent ideas developed for first-order advanced differential equations. We demonstrate the advantage of our results on Euler-type advanced equation. Using MATLAB software, a comparison of the effectiveness of newly obtained criteria as well as the necessary iteration length in particular cases are discussed.

Parametric Borel summability for some semilinear system of partial differential equations

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Hiroshi Yamazawa

2015-01-01

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

Non-linear analysis of wave progagation using transform methods and plates and shells using integral equations

Science.gov (United States)

Pipkins, Daniel Scott

Two diverse topics of relevance in modern computational mechanics are treated. The first involves the modeling of linear and non-linear wave propagation in flexible, lattice structures. The technique used combines the Laplace Transform with the Finite Element Method (FEM). The procedure is to transform the governing differential equations and boundary conditions into the transform domain where the FEM formulation is carried out. For linear problems, the transformed differential equations can be solved exactly, hence the method is exact. As a result, each member of the lattice structure is modeled using only one element. In the non-linear problem, the method is no longer exact. The approximation introduced is a spatial discretization of the transformed non-linear terms. The non-linear terms are represented in the transform domain by making use of the complex convolution theorem. A weak formulation of the resulting transformed non-linear equations yields a set of element level matrix equations. The trial and test functions used in the weak formulation correspond to the exact solution of the linear part of the transformed governing differential equation. Numerical results are presented for both linear and non-linear systems. The linear systems modeled are longitudinal and torsional rods and Bernoulli-Euler and Timoshenko beams. For non-linear systems, a viscoelastic rod and Von Karman type beam are modeled. The second topic is the analysis of plates and shallow shells under-going finite deflections by the Field/Boundary Element Method. Numerical results are presented for two plate problems. The first is the bifurcation problem associated with a square plate having free boundaries which is loaded by four, self equilibrating corner forces. The results are compared to two existing numerical solutions of the problem which differ substantially. linear model are compared to those

Approximate reduction of linear population models governed by stochastic differential equations: application to multiregional models.

Science.gov (United States)

Sanz, Luis; Alonso, Juan Antonio

2017-12-01

In this work we develop approximate aggregation techniques in the context of slow-fast linear population models governed by stochastic differential equations and apply the results to the treatment of populations with spatial heterogeneity. Approximate aggregation techniques allow one to transform a complex system involving many coupled variables and in which there are processes with different time scales, by a simpler reduced model with a fewer number of 'global' variables, in such a way that the dynamics of the former can be approximated by that of the latter. In our model we contemplate a linear fast deterministic process together with a linear slow process in which the parameters are affected by additive noise, and give conditions for the solutions corresponding to positive initial conditions to remain positive for all times. By letting the fast process reach equilibrium we build a reduced system with a lesser number of variables, and provide results relating the asymptotic behaviour of the first- and second-order moments of the population vector for the original and the reduced system. The general technique is illustrated by analysing a multiregional stochastic system in which dispersal is deterministic and the rate growth of the populations in each patch is affected by additive noise.

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

Systems of Differential Equations with Skew-Symmetric, Orthogonal Matrices

Science.gov (United States)

Glaister, P.

2008-01-01

The solution of a system of linear, inhomogeneous differential equations is discussed. The particular class considered is where the coefficient matrix is skew-symmetric and orthogonal, and where the forcing terms are sinusoidal. More general matrices are also considered.

Toward Analytic Solution of Nonlinear Differential Difference Equations via Extended Sensitivity Approach

International Nuclear Information System (INIS)

Darmani, G.; Setayeshi, S.; Ramezanpour, H.

2012-01-01

In this paper an efficient computational method based on extending the sensitivity approach (SA) is proposed to find an analytic exact solution of nonlinear differential difference equations. In this manner we avoid solving the nonlinear problem directly. By extension of sensitivity approach for differential difference equations (DDEs), the nonlinear original problem is transformed into infinite linear differential difference equations, which should be solved in a recursive manner. Then the exact solution is determined in the form of infinite terms series and by intercepting series an approximate solution is obtained. Numerical examples are employed to show the effectiveness of the proposed approach. (general)

Sobolev gradients and differential equations

CERN Document Server

Neuberger, J W

2010-01-01

A Sobolev gradient of a real-valued functional on a Hilbert space is a gradient of that functional taken relative to an underlying Sobolev norm. This book shows how descent methods using such gradients allow a unified treatment of a wide variety of problems in differential equations. For discrete versions of partial differential equations, corresponding Sobolev gradients are seen to be vastly more efficient than ordinary gradients. In fact, descent methods with these gradients generally scale linearly with the number of grid points, in sharp contrast with the use of ordinary gradients. Aside from the first edition of this work, this is the only known account of Sobolev gradients in book form. Most of the applications in this book have emerged since the first edition was published some twelve years ago. What remains of the first edition has been extensively revised. There are a number of plots of results from calculations and a sample MatLab code is included for a simple problem. Those working through a fair p...

Lie group classification of first-order delay ordinary differential equations

Science.gov (United States)

Dorodnitsyn, Vladimir A.; Kozlov, Roman; Meleshko, Sergey V.; Winternitz, Pavel

2018-05-01

A group classification of first-order delay ordinary differential equations (DODEs) accompanied by an equation for the delay parameter (delay relation) is presented. A subset of such systems (delay ordinary differential systems or DODSs), which consists of linear DODEs and solution-independent delay relations, have infinite-dimensional symmetry algebras—as do nonlinear ones that are linearizable by an invertible transformation of variables. Genuinely nonlinear DODSs have symmetry algebras of dimension n, . It is shown how exact analytical solutions of invariant DODSs can be obtained using symmetry reduction.

Controllability of partial differential equations governed by multiplicative controls

CERN Document Server

Khapalov, Alexander Y

2010-01-01

The goal of this monograph is to address the issue of the global controllability of partial differential equations in the context of multiplicative (or bilinear) controls, which enter the model equations as coefficients. The mathematical models we examine include the linear and nonlinear parabolic and hyperbolic PDE's, the Schrödinger equation, and coupled hybrid nonlinear distributed parameter systems modeling the swimming phenomenon. The book offers a new, high-quality and intrinsically nonlinear methodology to approach the aforementioned highly nonlinear controllability problems.

Fractional Stochastic Differential Equations Satisfying Fluctuation-Dissipation Theorem

Science.gov (United States)

Li, Lei; Liu, Jian-Guo; Lu, Jianfeng

2017-10-01

We propose in this work a fractional stochastic differential equation (FSDE) model consistent with the over-damped limit of the generalized Langevin equation model. As a result of the `fluctuation-dissipation theorem', the differential equations driven by fractional Brownian noise to model memory effects should be paired with Caputo derivatives, and this FSDE model should be understood in an integral form. We establish the existence of strong solutions for such equations and discuss the ergodicity and convergence to Gibbs measure. In the linear forcing regime, we show rigorously the algebraic convergence to Gibbs measure when the `fluctuation-dissipation theorem' is satisfied, and this verifies that satisfying `fluctuation-dissipation theorem' indeed leads to the correct physical behavior. We further discuss possible approaches to analyze the ergodicity and convergence to Gibbs measure in the nonlinear forcing regime, while leave the rigorous analysis for future works. The FSDE model proposed is suitable for systems in contact with heat bath with power-law kernel and subdiffusion behaviors.

A Numerical Method for Partial Differential Algebraic Equations Based on Differential Transform Method

Directory of Open Access Journals (Sweden)

Murat Osmanoglu

2013-01-01

Full Text Available We have considered linear partial differential algebraic equations (LPDAEs of the form , which has at least one singular matrix of . We have first introduced a uniform differential time index and a differential space index. The initial conditions and boundary conditions of the given system cannot be prescribed for all components of the solution vector here. To overcome this, we introduced these indexes. Furthermore, differential transform method has been given to solve LPDAEs. We have applied this method to a test problem, and numerical solution of the problem has been compared with analytical solution.

Andrei Andreevich Bolibrukh's works on the analytic theory of differential equations

Science.gov (United States)

Anosov, Dmitry V.; Leksin, Vladimir P.

2011-02-01

This paper contains an account of A.A. Bolibrukh's results obtained in the new directions of research that arose in the analytic theory of differential equations as a consequence of his sensational counterexample to the Riemann-Hilbert problem. A survey of results of his students in developing topics first considered by Bolibrukh is also presented. The main focus is on the role of the reducibility/irreducibility of systems of linear differential equations and their monodromy representations. A brief synopsis of results on the multidimensional Riemann-Hilbert problem and on isomonodromic deformations of Fuchsian systems is presented, and the main methods in the modern analytic theory of differential equations are sketched. Bibliography: 69 titles.

Observability of discretized partial differential equations

Science.gov (United States)

Cohn, Stephen E.; Dee, Dick P.

1988-01-01

It is shown that complete observability of the discrete model used to assimilate data from a linear partial differential equation (PDE) system is necessary and sufficient for asymptotic stability of the data assimilation process. The observability theory for discrete systems is reviewed and applied to obtain simple observability tests for discretized constant-coefficient PDEs. Examples are used to show how numerical dispersion can result in discrete dynamics with multiple eigenvalues, thereby detracting from observability.

Effective quadrature formula in solving linear integro-differential equations of order two

Science.gov (United States)

Eshkuvatov, Z. K.; Kammuji, M.; Long, N. M. A. Nik; Yunus, Arif A. M.

2017-08-01

In this note, we solve general form of Fredholm-Volterra integro-differential equations (IDEs) of order 2 with boundary condition approximately and show that proposed method is effective and reliable. Initially, IDEs is reduced into integral equation of the third kind by using standard integration techniques and identity between multiple and single integrals then truncated Legendre series are used to estimate the unknown function. For the kernel integrals, we have applied Gauss-Legendre quadrature formula and collocation points are chosen as the roots of the Legendre polynomials. Finally, reduce the integral equations of the third kind into the system of algebraic equations and Gaussian elimination method is applied to get approximate solutions. Numerical examples and comparisons with other methods reveal that the proposed method is very effective and dominated others in many cases. General theory of existence of the solution is also discussed.

Second-order differential-delay equation to describe a hybrid bistable device

Science.gov (United States)

Vallee, R.; Dubois, P.; Cote, M.; Delisle, C.

1987-08-01

The problem of a dynamical system with delayed feedback, a hybrid bistable device, characterized by n response times and described by an nth-order differential-delay equation (DDE) is discussed. Starting from a linear-stability analysis of the DDE, the effects of the second-order differential terms on the position of the first bifurcation and on the frequency of the resulting self-oscillation are shown. The effects of the third-order differential terms on the first bifurcation are also considered. Experimental results are shown to support the linear analysis.

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

On new classes of solutions of nonlinear partial differential equations in the form of convergent special series

Science.gov (United States)

Filimonov, M. Yu.

2017-12-01

The method of special series with recursively calculated coefficients is used to solve nonlinear partial differential equations. The recurrence of finding the coefficients of the series is achieved due to a special choice of functions, in powers of which the solution is expanded in a series. We obtain a sequence of linear partial differential equations to find the coefficients of the series constructed. In many cases, one can deal with a sequence of linear ordinary differential equations. We construct classes of solutions in the form of convergent series for a certain class of nonlinear evolution equations. A new class of solutions of generalized Boussinesque equation with an arbitrary function in the form of a convergent series is constructed.

Convergence criteria for systems of nonlinear elliptic partial differential equations

International Nuclear Information System (INIS)

Sharma, R.K.

1986-01-01

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

ACCURATE ESTIMATES OF CHARACTERISTIC EXPONENTS FOR SECOND ORDER DIFFERENTIAL EQUATION

Institute of Scientific and Technical Information of China (English)

无

2009-01-01

In this paper, a second order linear differential equation is considered, and an accurate estimate method of characteristic exponent for it is presented. Finally, we give some examples to verify the feasibility of our result.

General existence principles for Stieltjes differential equations with applications to mathematical biology

Science.gov (United States)

López Pouso, Rodrigo; Márquez Albés, Ignacio

2018-04-01

Stieltjes differential equations, which contain equations with impulses and equations on time scales as particular cases, simply consist on replacing usual derivatives by derivatives with respect to a nondecreasing function. In this paper we prove new existence results for functional and discontinuous Stieltjes differential equations and we show that such general results have real world applications. Specifically, we show that Stieltjes differential equations are specially suitable to study populations which exhibit dormant states and/or very short (impulsive) periods of reproduction. In particular, we construct two mathematical models for the evolution of a silkworm population. Our first model can be explicitly solved, as it consists on a linear Stieltjes equation. Our second model, more realistic, is nonlinear, discontinuous and functional, and we deduce the existence of solutions by means of a result proven in this paper.

Stability, bifurcation and a new chaos in the logistic differential equation with delay

International Nuclear Information System (INIS)

Jiang Minghui; Shen Yi; Jian Jigui; Liao Xiaoxin

2006-01-01

This Letter is concerned with bifurcation and chaos in the logistic delay differential equation with a parameter r. The linear stability of the logistic equation is investigated by analyzing the associated characteristic transcendental equation. Based on the normal form approach and the center manifold theory, the formula for determining the direction of Hopf bifurcation and the stability of bifurcation periodic solution in the first bifurcation values is obtained. By theoretical analysis and numerical simulation, we found a new chaos in the logistic delay differential equation

Functional analysis in the study of differential and integral equations

International Nuclear Information System (INIS)

Sell, G.R.

1976-01-01

This paper illustrates the use of functional analysis in the study of differential equations. Our particular starting point, the theory of flows or dynamical systems, originated with the work of H. Poincare, who is the founder of the qualitative theory of ordinary differential equations. In the qualitative theory one tries to describe the behaviour of a solution, or a collection of solutions, without ''solving'' the differential equation. As a starting point one assumes the existence, and sometimes the uniqueness, of solutions and then one tries to describe the asymptotic behaviour, as time t→+infinity, of these solutions. We compare the notion of a flow with that of a C 0 -group of bounded linear operators on a Banach space. We shall show how the concept C 0 -group, or more generally a C 0 -semigroup, can be used to study the behaviour of solutions of certain differential and integral equations. Our main objective is to show how the concept of a C 0 -group and especially the notion of weak-compactness can be used to prove the existence of an invariant measure for a flow on a compact Hausdorff space. Applications to the theory of ordinary differential equations are included. (author)

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

Power-spectral-density relationship for retarded differential equations

Science.gov (United States)

Barker, L. K.

1974-01-01

The power spectral density (PSD) relationship between input and output of a set of linear differential-difference equations of the retarded type with real constant coefficients and delays is discussed. The form of the PSD relationship is identical with that applicable to unretarded equations. Since the PSD relationship is useful if and only if the system described by the equations is stable, the stability must be determined before applying the PSD relationship. Since it is sometimes difficult to determine the stability of retarded equations, such equations are often approximated by simpler forms. It is pointed out that some common approximations can lead to erroneous conclusions regarding the stability of a system and, therefore, to the possibility of obtaining PSD results which are not valid.

The H-N method for solving linear transport equation: theory and application

International Nuclear Information System (INIS)

Kaskas, A.; Gulecyuz, M.C.; Tezcan, C.

2002-01-01

The system of singular integral equation which is obtained from the integro-differential form of the linear transport equation as a result of Placzec lemma is solved. Application are given using the exit distributions and the infinite medium Green's function. The same theoretical results are also obtained with the use of the singular eigenfunction of the method of elementary solutions

On the solution of two-point linear differential eigenvalue problems. [numerical technique with application to Orr-Sommerfeld equation

Science.gov (United States)

Antar, B. N.

1976-01-01

A numerical technique is presented for locating the eigenvalues of two point linear differential eigenvalue problems. The technique is designed to search for complex eigenvalues belonging to complex operators. With this method, any domain of the complex eigenvalue plane could be scanned and the eigenvalues within it, if any, located. For an application of the method, the eigenvalues of the Orr-Sommerfeld equation of the plane Poiseuille flow are determined within a specified portion of the c-plane. The eigenvalues for alpha = 1 and R = 10,000 are tabulated and compared for accuracy with existing solutions.

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)

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)

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

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

On nonseparated three-point boundary value problems for linear functional differential equations

Czech Academy of Sciences Publication Activity Database

Rontó, András; Rontó, M.

2011-01-01

Roč. 2011, - (2011), s. 326052 ISSN 1085-3375 Institutional research plan: CEZ:AV0Z10190503 Keywords : functional-differential equation * three-point boundary value problem * nonseparated boundary condition Subject RIV: BA - General Mathematics Impact factor: 1.318, year: 2011 http://www.hindawi.com/journals/ aaa /2011/326052/

A textbook on ordinary differential equations

CERN Document Server

Ahmad, Shair

2014-01-01

The book is a primer of the theory of Ordinary Differential Equations. Each chapter is completed by a broad set of exercises; the reader will also find a set of solutions of selected exercises. The book contains many interesting examples as well (like the equations for the electric circuits, the pendium equation, the logistic equation, the Lotka-Volterra system, and many other) which introduce the reader to some interesting aspects of the theory and its applications. The work is mainly addressed to students of Mathematics, Physics, Engineering, Statistics, Computer Sciences, with  knowledge of Calculus and Linear Algebra, and contains more advanced topics for further developments, such as Laplace transform; Stability theory and existence of solutions to Boundary Value problems. The authors are preparing a complete solutions manual, containing solutions to all the exercises published in the book. The manual will be available Summer 2014. Instructors who wish to adopt the book may request the manual by writing...

AIREK-MOD, Time Dependent Reactor Kinetics with Feedback Differential Equation

International Nuclear Information System (INIS)

Tamagnini, C.

1984-01-01

1 - Nature of physical problem solved: Solves the reactor kinetic equations with respect to time. A standard form for the reactivity behaviour has been introduced in which the reactivity is given by the sum of a polynomial, sine, cosine and exponential expansion. Tabular form is also included. The presence of feedback differential equations in which the dependence on variables different from the considered one is considered enables many heat-exchange problems to be dealt with. 2 - Method of solution: The method employed for the solution of the differential equations is the one developed by E.R. Cohen (Geneva Conference, 1958). 3 - Restrictions on the complexity of the problem: The maximum number of differential equations that can be solved simultaneously is 50. Within this limitation there may be n delayed neutron groups (n less than or equal to 25), on m other linear feedback equations (n+m less than or equal to 49). CDC 1604 version was offered by EIR (Institut Federal de Recherches en matiere de reacteurs, Switzerland)

Isomorphism of Intransitive Linear Lie Equations

Directory of Open Access Journals (Sweden)

Jose Miguel Martins Veloso

2009-11-01

Full Text Available We show that formal isomorphism of intransitive linear Lie equations along transversal to the orbits can be extended to neighborhoods of these transversal. In analytic cases, the word formal is dropped from theorems. Also, we associate an intransitive Lie algebra with each intransitive linear Lie equation, and from the intransitive Lie algebra we recover the linear Lie equation, unless of formal isomorphism. The intransitive Lie algebra gives the structure functions introduced by É. Cartan.

"E pluribus unum" or How to Derive Single-equation Descriptions for Output-quantities in Nonlinear Circuits using Differential Algebra

OpenAIRE

Gerbracht, Eberhard H. -A.

2008-01-01

In this paper we describe by a number of examples how to deduce one single characterizing higher order differential equation for output quantities of an analog circuit. In the linear case, we apply basic "symbolic" methods from linear algebra to the system of differential equations which is used to model the analog circuit. For nonlinear circuits and their corresponding nonlinear differential equations, we show how to employ computer algebra tools implemented in Maple, which are based on diff...

Interpreting experimental data on egg production--applications of dynamic differential equations.

Science.gov (United States)

France, J; Lopez, S; Kebreab, E; Dijkstra, J

2013-09-01

This contribution focuses on applying mathematical models based on systems of ordinary first-order differential equations to synthesize and interpret data from egg production experiments. Models based on linear systems of differential equations are contrasted with those based on nonlinear systems. Regression equations arising from analytical solutions to linear compartmental schemes are considered as candidate functions for describing egg production curves, together with aspects of parameter estimation. Extant candidate functions are reviewed, a role for growth functions such as the Gompertz equation suggested, and a function based on a simple new model outlined. Structurally, the new model comprises a single pool with an inflow and an outflow. Compartmental simulation models based on nonlinear systems of differential equations, and thus requiring numerical solution, are next discussed, and aspects of parameter estimation considered. This type of model is illustrated in relation to development and evaluation of a dynamic model of calcium and phosphorus flows in layers. The model consists of 8 state variables representing calcium and phosphorus pools in the crop, stomachs, plasma, and bone. The flow equations are described by Michaelis-Menten or mass action forms. Experiments that measure Ca and P uptake in layers fed different calcium concentrations during shell-forming days are used to evaluate the model. In addition to providing a useful management tool, such a simulation model also provides a means to evaluate feeding strategies aimed at reducing excretion of potential pollutants in poultry manure to the environment.

On the stability, the periodic solutions and the resolution of certain types of non linear equations, and of non linearly coupled systems of these equations, appearing in betatronic oscillations

International Nuclear Information System (INIS)

Valat, J.

1960-12-01

Universal stability diagrams have been calculated and experimentally checked for Hill-Meissner type equations with square-wave coefficients. The study of these equations in the phase-plane has then made it possible to extend the periodic solution calculations to the case of non-linear differential equations with periodic square-wave coefficients. This theory has been checked experimentally. For non-linear coupled systems with constant coefficients, a search was first made for solutions giving an algebraic motion. The elliptical and Fuchs's functions solve such motions. The study of non-algebraic motions is more delicate, apart from the study of nonlinear Lissajous's motions. A functional analysis shows that it is possible however in certain cases to decouple the system and to find general solutions. For non-linear coupled systems with periodic square-wave coefficients it is then possible to calculate the conditions leading to periodic solutions, if the two non-linear associated systems with constant coefficients fall into one of the categories of the above paragraph. (author) [fr

RECTC/RECTCF, 2. Order Elliptical Partial Differential Equation, Arbitrary Boundary Conditions

International Nuclear Information System (INIS)

Hackbusch, W.

1983-01-01

1 - Description of problem or function: A general linear elliptical second order partial differential equation on a rectangle with arbitrary boundary conditions is solved. 2 - Method of solution: Multi-grid iteration

PC analysis of stochastic differential equations driven by Wiener noise

KAUST Repository

Le Maitre, Olivier

2015-03-01

A polynomial chaos (PC) analysis with stochastic expansion coefficients is proposed for stochastic differential equations driven by additive or multiplicative Wiener noise. It is shown that for this setting, a Galerkin formalism naturally leads to the definition of a hierarchy of stochastic differential equations governing the evolution of the PC modes. Under the mild assumption that the Wiener and uncertain parameters can be treated as independent random variables, it is also shown that the Galerkin formalism naturally separates parametric uncertainty and stochastic forcing dependences. This enables us to perform an orthogonal decomposition of the process variance, and consequently identify contributions arising from the uncertainty in parameters, the stochastic forcing, and a coupled term. Insight gained from this decomposition is illustrated in light of implementation to simplified linear and non-linear problems; the case of a stochastic bifurcation is also considered.

Application of a local linearization technique for the solution of a system of stiff differential equations associated with the simulation of a magnetic bearing assembly

Science.gov (United States)

Kibler, K. S.; Mcdaniel, G. A.

1981-01-01

A digital local linearization technique was used to solve a system of stiff differential equations which simulate a magnetic bearing assembly. The results prove the technique to be accurate, stable, and efficient when compared to a general purpose variable order Adams method with a stiff option.

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.

Algebraic entropy for differential-delay equations

OpenAIRE

Viallet, Claude M.

2014-01-01

We extend the definition of algebraic entropy to a class of differential-delay equations. The vanishing of the entropy, as a structural property of an equation, signals its integrability. We suggest a simple way to produce differential-delay equations with vanishing entropy from known integrable differential-difference equations.

A differential equation for the Generalized Born radii.

Science.gov (United States)

Fogolari, Federico; Corazza, Alessandra; Esposito, Gennaro

2013-06-28

The Generalized Born (GB) model offers a convenient way of representing electrostatics in complex macromolecules like proteins or nucleic acids. The computation of atomic GB radii is currently performed by different non-local approaches involving volume or surface integrals. Here we obtain a non-linear second-order partial differential equation for the Generalized Born radius, which may be solved using local iterative algorithms. The equation is derived under the assumption that the usual GB approximation to the reaction field obeys Laplace's equation. The equation admits as particular solutions the correct GB radii for the sphere and the plane. The tests performed on a set of 55 different proteins show an overall agreement with other reference GB models and "perfect" Poisson-Boltzmann based values.

Students’ difficulties in solving linear equation problems

Science.gov (United States)

Wati, S.; Fitriana, L.; Mardiyana

2018-03-01

A linear equation is an algebra material that exists in junior high school to university. It is a very important material for students in order to learn more advanced mathematics topics. Therefore, linear equation material is essential to be mastered. However, the result of 2016 national examination in Indonesia showed that students’ achievement in solving linear equation problem was low. This fact became a background to investigate students’ difficulties in solving linear equation problems. This study used qualitative descriptive method. An individual written test on linear equation tasks was administered, followed by interviews. Twenty-one sample students of grade VIII of SMPIT Insan Kamil Karanganyar did the written test, and 6 of them were interviewed afterward. The result showed that students with high mathematics achievement donot have difficulties, students with medium mathematics achievement have factual difficulties, and students with low mathematics achievement have factual, conceptual, operational, and principle difficulties. Based on the result there is a need of meaningfulness teaching strategy to help students to overcome difficulties in solving linear equation problems.

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

A multi-domain spectral method for time-fractional differential equations

Science.gov (United States)

Chen, Feng; Xu, Qinwu; Hesthaven, Jan S.

2015-07-01

This paper proposes an approach for high-order time integration within a multi-domain setting for time-fractional differential equations. Since the kernel is singular or nearly singular, two main difficulties arise after the domain decomposition: how to properly account for the history/memory part and how to perform the integration accurately. To address these issues, we propose a novel hybrid approach for the numerical integration based on the combination of three-term-recurrence relations of Jacobi polynomials and high-order Gauss quadrature. The different approximations used in the hybrid approach are justified theoretically and through numerical examples. Based on this, we propose a new multi-domain spectral method for high-order accurate time integrations and study its stability properties by identifying the method as a generalized linear method. Numerical experiments confirm hp-convergence for both time-fractional differential equations and time-fractional partial differential equations.

Exact solutions to the Boltzmann equation by mapping the scattering integral into a differential operator

International Nuclear Information System (INIS)

Zabadal, Jorge; Borges, Volnei; Van der Laan, Flavio T.; Santos, Marcio G.

2015-01-01

This work presents a new analytical method for solving the Boltzmann equation. In this formulation, a linear differential operator is applied over the Boltzmann model, in order to produce a partial differential equation in which the scattering term is absent. This auxiliary equation is solved via reduction of order. The exact solution obtained is employed to define a precursor for the buildup factor. (author)

Exact solutions to the Boltzmann equation by mapping the scattering integral into a differential operator

Energy Technology Data Exchange (ETDEWEB)

Zabadal, Jorge; Borges, Volnei; Van der Laan, Flavio T., E-mail: jorge.zabadal@ufrgs.br, E-mail: borges@ufrgs.br, E-mail: ftvdl@ufrgs.br [Universidade Federal do Rio Grande do Sul (UFRGS), Porto Alegre, RS (Brazil). Departamento de Engenharia Mecanica. Grupo de Pesquisas Radiologicas; Ribeiro, Vinicius G., E-mail: vinicius_ribeiro@uniritter.edu.br [Centro Universitario Ritter dos Reis (UNIRITTER), Porto Alegre, RS (Brazil); Santos, Marcio G., E-mail: phd.marcio@gmail.com [Universidade Federal do Rio Grande do Sul (UFRGS), Tramandai, RS (Brazil). Departamento Interdisciplinar do Campus Litoral Norte

2015-07-01

This work presents a new analytical method for solving the Boltzmann equation. In this formulation, a linear differential operator is applied over the Boltzmann model, in order to produce a partial differential equation in which the scattering term is absent. This auxiliary equation is solved via reduction of order. The exact solution obtained is employed to define a precursor for the buildup factor. (author)

The Cauchy problem for higher order abstract differential equations

CERN Document Server

Xiao, Ti-Jun

1998-01-01

This monograph is the first systematic exposition of the theory of the Cauchy problem for higher order abstract linear differential equations, which covers all the main aspects of the developed theory. The main results are complete with detailed proofs and established recently, containing the corresponding theorems for first and incomplete second order cases and therefore for operator semigroups and cosine functions. They will find applications in many fields. The special power of treating the higher order problems directly is demonstrated, as well as that of the vector-valued Laplace transforms in dealing with operator differential equations and operator families. The reader is expected to have a knowledge of complex and functional analysis.

On the asymptotic expansions of solutions of an nth order linear differential equation with power coefficients

International Nuclear Information System (INIS)

Paris, R.B.; Wood, A.D.

1984-11-01

The asymptotic expansions of solutions of a class of linear ordinary differential equations of arbitrary order n, containing a factor zsup(m) multiplying the lower order derivatives, are investigated for large values of z in the complex plane. Four classes of solutions are considered which exhibit the following behaviour as /z/ → infinity in certain sectors: (i) solutions whose behaviour is either exponentially large or algebraic (involving p ( < n) algebraic expansions), (ii) solutions which are exponentially small (iii) solutions with a single algebraic expansion and (iv) solutions which are even and odd functions of z whenever n+m is even. The asymptotic expansions of these solutions in a full neigbourhood of the point at infinity are obtained by means of the theory of the solutions in the case m=O developed in a previous paper

Linear and nonlinear analogues of the Schroedinger equation in the contextual approach in quantum mechanics

International Nuclear Information System (INIS)

Khrennikov, A.Yu.

2005-01-01

One derived the general evolutionary differential equation within the Hilbert space describing dynamics of the wave function. The derived contextual model is more comprehensive in contrast to a quantum one. The contextual equation may be a nonlinear one. Paper presents the conditions ensuring linearity of the evolution and derivation of the Schroedinger equation [ru

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

CERN Document Server

Schiesser, William E

2014-01-01

Features a solid foundation of mathematical and computational tools to formulate and solve real-world ODE problems across various fields With a step-by-step approach to solving ordinary differential equations (ODEs), Differential Equation Analysis in Biomedical Science and Engineering: Ordinary Differential Equation Applications with R successfully applies computational techniques for solving real-worldODE problems that are found in a variety of fields, including chemistry, physics, biology,and physiology. The book provides readers with the necessary knowledge to reproduce andextend the comp

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.

Diffusive limits for linear transport equations

International Nuclear Information System (INIS)

Pomraning, G.C.

1992-01-01

The authors show that the Hibert and Chapman-Enskog asymptotic treatments that reduce the nonlinear Boltzmann equation to the Euler and Navier-Stokes fluid equations have analogs in linear transport theory. In this linear setting, these fluid limits are described by diffusion equations, involving familiar and less familiar diffusion coefficients. Because of the linearity extant, one can carry out explicitly the initial and boundary layer analyses required to obtain asymptotically consistent initial and boundary conditions for the diffusion equations. In particular, the effects of boundary curvature and boundary condition variation along the surface can be included in the boundary layer analysis. A brief review of heuristic (nonasymptotic) diffusion description derivations is also included in our discussion

Remark on zeros of solutions of second-order linear ordinary differential equations

Czech Academy of Sciences Publication Activity Database

Dosoudilová, M.; Lomtatidze, Alexander

2016-01-01

Roč. 23, č. 4 (2016), s. 571-577 ISSN 1072-947X Institutional support: RVO:67985840 Keywords : second-order linear equation * zeros of solutions * periodic boundary value problem Subject RIV: BA - General Mathematics Impact factor: 0.290, year: 2016 https://www.degruyter.com/view/j/gmj.2016.23.issue-4/gmj-2016-0052/gmj-2016-0052. xml

Remark on zeros of solutions of second-order linear ordinary differential equations

Czech Academy of Sciences Publication Activity Database

Dosoudilová, M.; Lomtatidze, Alexander

2016-01-01

Roč. 23, č. 4 (2016), s. 571-577 ISSN 1072-947X Institutional support: RVO:67985840 Keywords : second-order linear equation * zero s of solutions * periodic boundary value problem Subject RIV: BA - General Mathematics Impact factor: 0.290, year: 2016 https://www.degruyter.com/view/j/gmj.2016.23.issue-4/gmj-2016-0052/gmj-2016-0052.xml

Differential equation analysis in biomedical science and engineering partial differential equation applications with R

CERN Document Server

Schiesser, William E

2014-01-01

Features a solid foundation of mathematical and computational tools to formulate and solve real-world PDE problems across various fields With a step-by-step approach to solving partial differential equations (PDEs), Differential Equation Analysis in Biomedical Science and Engineering: Partial Differential Equation Applications with R successfully applies computational techniques for solving real-world PDE problems that are found in a variety of fields, including chemistry, physics, biology, and physiology. The book provides readers with the necessary knowledge to reproduce and extend the com

A one-step method for modelling longitudinal data with differential equations.

Science.gov (United States)

Hu, Yueqin; Treinen, Raymond

2018-04-06

Differential equation models are frequently used to describe non-linear trajectories of longitudinal data. This study proposes a new approach to estimate the parameters in differential equation models. Instead of estimating derivatives from the observed data first and then fitting a differential equation to the derivatives, our new approach directly fits the analytic solution of a differential equation to the observed data, and therefore simplifies the procedure and avoids bias from derivative estimations. A simulation study indicates that the analytic solutions of differential equations (ASDE) approach obtains unbiased estimates of parameters and their standard errors. Compared with other approaches that estimate derivatives first, ASDE has smaller standard error, larger statistical power and accurate Type I error. Although ASDE obtains biased estimation when the system has sudden phase change, the bias is not serious and a solution is also provided to solve the phase problem. The ASDE method is illustrated and applied to a two-week study on consumers' shopping behaviour after a sale promotion, and to a set of public data tracking participants' grammatical facial expression in sign language. R codes for ASDE, recommendations for sample size and starting values are provided. Limitations and several possible expansions of ASDE are also discussed. © 2018 The British Psychological Society.

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...

Numerical integration of asymptotic solutions of ordinary differential equations

Science.gov (United States)

Thurston, Gaylen A.

1989-01-01

Classical asymptotic analysis of ordinary differential equations derives approximate solutions that are numerically stable. However, the analysis also leads to tedious expansions in powers of the relevant parameter for a particular problem. The expansions are replaced with integrals that can be evaluated by numerical integration. The resulting numerical solutions retain the linear independence that is the main advantage of asymptotic solutions. Examples, including the Falkner-Skan equation from laminar boundary layer theory, illustrate the method of asymptotic analysis with numerical integration.

Solution of Fractional Partial Differential Equations in Fluid Mechanics by Extension of Some Iterative Method

Directory of Open Access Journals (Sweden)

A. A. Hemeda

2013-01-01

Full Text Available An extension of the so-called new iterative method (NIM has been used to handle linear and nonlinear fractional partial differential equations. The main property of the method lies in its flexibility and ability to solve nonlinear equations accurately and conveniently. Therefore, a general framework of the NIM is presented for analytical treatment of fractional partial differential equations in fluid mechanics. The fractional derivatives are described in the Caputo sense. Numerical illustrations that include the fractional wave equation, fractional Burgers equation, fractional KdV equation, fractional Klein-Gordon equation, and fractional Boussinesq-like equation are investigated to show the pertinent features of the technique. Comparison of the results obtained by the NIM with those obtained by both Adomian decomposition method (ADM and the variational iteration method (VIM reveals that the NIM is very effective and convenient. The basic idea described in this paper is expected to be further employed to solve other similar linear and nonlinear problems in fractional calculus.

Operational method of solution of linear non-integer ordinary and partial differential equations.

Science.gov (United States)

Zhukovsky, K V

2016-01-01

We propose operational method with recourse to generalized forms of orthogonal polynomials for solution of a variety of differential equations of mathematical physics. Operational definitions of generalized families of orthogonal polynomials are used in this context. Integral transforms and the operational exponent together with some special functions are also employed in the solutions. The examples of solution of physical problems, related to such problems as the heat propagation in various models, evolutional processes, Black-Scholes-like equations etc. are demonstrated by the operational technique.

Partial differential equations mathematical techniques for engineers

CERN Document Server

Epstein, Marcelo

2017-01-01

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

Conservation properties of numerical integration methods for systems of ordinary differential equations

Science.gov (United States)

Rosenbaum, J. S.

1976-01-01

If a system of ordinary differential equations represents a property conserving system that can be expressed linearly (e.g., conservation of mass), it is then desirable that the numerical integration method used conserve the same quantity. It is shown that both linear multistep methods and Runge-Kutta methods are 'conservative' and that Newton-type methods used to solve the implicit equations preserve the inherent conservation of the numerical method. It is further shown that a method used by several authors is not conservative.

Asymptotic Comparison of the Solutions of Linear Time-Delay Systems with Point and Distributed Lags with Those of Their Limiting Equations

Directory of Open Access Journals (Sweden)

M. De la Sen

2009-01-01

Full Text Available This paper investigates the relations between the particular eigensolutions of a limiting functional differential equation of any order, which is the nominal (unperturbed linear autonomous differential equations, and the associate ones of the corresponding perturbed functional differential equation. Both differential equations involve point and distributed delayed dynamics including Volterra class dynamics. The proofs are based on a Perron-type theorem for functional equations so that the comparison is governed by the real part of a dominant zero of the characteristic equation of the nominal differential equation. The obtained results are also applied to investigate the global stability of the perturbed equation based on that of its corresponding limiting equation.

Estimation of time- and state-dependent delays and other parameters in functional differential equations

Science.gov (United States)

Murphy, K. A.

1990-01-01

A parameter estimation algorithm is developed which can be used to estimate unknown time- or state-dependent delays and other parameters (e.g., initial condition) appearing within a nonlinear nonautonomous functional differential equation. The original infinite dimensional differential equation is approximated using linear splines, which are allowed to move with the variable delay. The variable delays are approximated using linear splines as well. The approximation scheme produces a system of ordinary differential equations with nice computational properties. The unknown parameters are estimated within the approximating systems by minimizing a least-squares fit-to-data criterion. Convergence theorems are proved for time-dependent delays and state-dependent delays within two classes, which say essentially that fitting the data by using approximations will, in the limit, provide a fit to the data using the original system. Numerical test examples are presented which illustrate the method for all types of delay.

A novel algebraic procedure for solving non-linear evolution equations of higher order

International Nuclear Information System (INIS)

Huber, Alfred

2007-01-01

We report here a systematic approach that can easily be used for solving non-linear partial differential equations (nPDE), especially of higher order. We restrict the analysis to the so called evolution equations describing any wave propagation. The proposed new algebraic approach leads us to traveling wave solutions and moreover, new class of solution can be obtained. The crucial step of our method is the basic assumption that the solutions satisfy an ordinary differential equation (ODE) of first order that can be easily integrated. The validity and reliability of the method is tested by its application to some non-linear evolution equations. The important aspect of this paper however is the fact that we are able to calculate distinctive class of solutions which cannot be found in the current literature. In other words, using this new algebraic method the solution manifold is augmented to new class of solution functions. Simultaneously we would like to stress the necessity of such sophisticated methods since a general theory of nPDE does not exist. Otherwise, for practical use the algebraic construction of new class of solutions is of fundamental interest

Numerical methods for stochastic partial differential equations with white noise

CERN Document Server

Zhang, Zhongqiang

2017-01-01

This book covers numerical methods for stochastic partial differential equations with white noise using the framework of Wong-Zakai approximation. The book begins with some motivational and background material in the introductory chapters and is divided into three parts. Part I covers numerical stochastic ordinary differential equations. Here the authors start with numerical methods for SDEs with delay using the Wong-Zakai approximation and finite difference in time. Part II covers temporal white noise. Here the authors consider SPDEs as PDEs driven by white noise, where discretization of white noise (Brownian motion) leads to PDEs with smooth noise, which can then be treated by numerical methods for PDEs. In this part, recursive algorithms based on Wiener chaos expansion and stochastic collocation methods are presented for linear stochastic advection-diffusion-reaction equations. In addition, stochastic Euler equations are exploited as an application of stochastic collocation methods, where a numerical compa...

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

Particular Solutions of the Confluent Hypergeometric Differential Equation by Using the Nabla Fractional Calculus Operator

Directory of Open Access Journals (Sweden)

Resat Yilmazer

2016-02-01

Full Text Available In this work; we present a method for solving the second-order linear ordinary differential equation of hypergeometric type. The solutions of this equation are given by the confluent hypergeometric functions (CHFs. Unlike previous studies, we obtain some different new solutions of the equation without using the CHFs. Therefore, we obtain new discrete fractional solutions of the homogeneous and non-homogeneous confluent hypergeometric differential equation (CHE by using a discrete fractional Nabla calculus operator. Thus, we obtain four different new discrete complex fractional solutions for these equations.

Some overdetermined systems of complex partial differential equations

International Nuclear Information System (INIS)

Le Hung Son.

1990-01-01

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

Convergence and stability of the exponential Euler method for semi-linear stochastic delay differential equations.

Science.gov (United States)

Zhang, Ling

2017-01-01

The main purpose of this paper is to investigate the strong convergence and exponential stability in mean square of the exponential Euler method to semi-linear stochastic delay differential equations (SLSDDEs). It is proved that the exponential Euler approximation solution converges to the analytic solution with the strong order [Formula: see text] to SLSDDEs. On the one hand, the classical stability theorem to SLSDDEs is given by the Lyapunov functions. However, in this paper we study the exponential stability in mean square of the exact solution to SLSDDEs by using the definition of logarithmic norm. On the other hand, the implicit Euler scheme to SLSDDEs is known to be exponentially stable in mean square for any step size. However, in this article we propose an explicit method to show that the exponential Euler method to SLSDDEs is proved to share the same stability for any step size by the property of logarithmic norm.

Convergence and stability of the exponential Euler method for semi-linear stochastic delay differential equations

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Ling Zhang

2017-10-01

Full Text Available Abstract The main purpose of this paper is to investigate the strong convergence and exponential stability in mean square of the exponential Euler method to semi-linear stochastic delay differential equations (SLSDDEs. It is proved that the exponential Euler approximation solution converges to the analytic solution with the strong order 1 2 $\\frac{1}{2}$ to SLSDDEs. On the one hand, the classical stability theorem to SLSDDEs is given by the Lyapunov functions. However, in this paper we study the exponential stability in mean square of the exact solution to SLSDDEs by using the definition of logarithmic norm. On the other hand, the implicit Euler scheme to SLSDDEs is known to be exponentially stable in mean square for any step size. However, in this article we propose an explicit method to show that the exponential Euler method to SLSDDEs is proved to share the same stability for any step size by the property of logarithmic norm.

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.

Semigroup Approach to Semilinear Partial Functional Differential Equations with Infinite Delay

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Hassane Bouzahir

2007-02-01

Full Text Available We describe a semigroup of abstract semilinear functional differential equations with infinite delay by the use of the Crandall Liggett theorem. We suppose that the linear part is not necessarily densely defined but satisfies the resolvent estimates of the Hille-Yosida theorem. We clarify the properties of the phase space ensuring equivalence between the equation under investigation and the nonlinear semigroup.

Modulating functions-based method for parameters and source estimation in one-dimensional partial differential equations

KAUST Repository

Asiri, Sharefa M.; Laleg-Kirati, Taous-Meriem

2016-01-01

In this paper, modulating functions-based method is proposed for estimating space–time-dependent unknowns in one-dimensional partial differential equations. The proposed method simplifies the problem into a system of algebraic equations linear

A Lie-Deprit perturbation algorithm for linear differential equations with periodic coefficients

OpenAIRE

Casas Pérez, Fernando; Chiralt Monleon, Cristina

2014-01-01

A perturbative procedure based on the Lie-Deprit algorithm of classical mechanics is proposed to compute analytic approximations to the fundamental matrix of linear di erential equations with periodic coe cients. These approximations reproduce the structure assured by the Floquet theorem. Alternatively, the algorithm provides explicit approximations to the Lyapunov transformation reducing the original periodic problem to an autonomous sys- tem and also to its characteristic ...

Partial differential equations for scientists and engineers

CERN Document Server

Farlow, Stanley J

1993-01-01

Most physical phenomena, whether in the domain of fluid dynamics, electricity, magnetism, mechanics, optics, or heat flow, can be described in general by partial differential equations. Indeed, such equations are crucial to mathematical physics. Although simplifications can be made that reduce these equations to ordinary differential equations, nevertheless the complete description of physical systems resides in the general area of partial differential equations.This highly useful text shows the reader how to formulate a partial differential equation from the physical problem (constructing th

SciCADE 95: International conference on scientific computation and differential equations

Energy Technology Data Exchange (ETDEWEB)

NONE

1995-12-31

This report consists of abstracts from the conference. Topics include algorithms, computer codes, and numerical solutions for differential equations. Linear and nonlinear as well as boundary-value and initial-value problems are covered. Various applications of these problems are also included.

Linear or linearizable first-order delay ordinary differential equations and their Lie point symmetries

Science.gov (United States)

Dorodnitsyn, Vladimir A.; Kozlov, Roman; Meleshko, Sergey V.; Winternitz, Pavel

2018-05-01

A recent article was devoted to an analysis of the symmetry properties of a class of first-order delay ordinary differential systems (DODSs). Here we concentrate on linear DODSs, which have infinite-dimensional Lie point symmetry groups due to the linear superposition principle. Their symmetry algebra always contains a two-dimensional subalgebra realized by linearly connected vector fields. We identify all classes of linear first-order DODSs that have additional symmetries, not due to linearity alone, and we present representatives of each class. These additional symmetries are then used to construct exact analytical particular solutions using symmetry reduction.

Existence and uniqueness to the Cauchy problem for linear and semilinear parabolic equations with local conditions⋆

Directory of Open Access Journals (Sweden)

Rubio Gerardo

2011-03-01

Full Text Available We consider the Cauchy problem in ℝd for a class of semilinear parabolic partial differential equations that arises in some stochastic control problems. We assume that the coefficients are unbounded and locally Lipschitz, not necessarily differentiable, with continuous data and local uniform ellipticity. We construct a classical solution by approximation with linear parabolic equations. The linear equations involved can not be solved with the traditional results. Therefore, we construct a classical solution to the linear Cauchy problem under the same hypotheses on the coefficients for the semilinear equation. Our approach is using stochastic differential equations and parabolic differential equations in bounded domains. Finally, we apply the results to a stochastic optimal consumption problem. Nous considérons le problème de Cauchy dans ℝd pour une classe d’équations aux dérivées partielles paraboliques semi linéaires qui se pose dans certains problèmes de contrôle stochastique. Nous supposons que les coefficients ne sont pas bornés et sont localement Lipschitziennes, pas nécessairement différentiables, avec des données continues et ellipticité local uniforme. Nous construisons une solution classique par approximation avec les équations paraboliques linéaires. Les équations linéaires impliquées ne peuvent être résolues avec les résultats traditionnels. Par conséquent, nous construisons une solution classique au problème de Cauchy linéaire sous les mêmes hypothèses sur les coefficients pour l’équation semi-linéaire. Notre approche utilise les équations différentielles stochastiques et les équations différentielles paraboliques dans les domaines bornés. Enfin, nous appliquons les résultats à un problème stochastique de consommation optimale.

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

Generalized linear differential equations in a Banach space : continuous dependence on a parameter

Czech Academy of Sciences Publication Activity Database

Monteiro, G.A.; Tvrdý, Milan

2013-01-01

Roč. 33, č. 1 (2013), s. 283-303 ISSN 1078-0947 Institutional research plan: CEZ:AV0Z10190503 Keywords : generalized differential equations * continuous dependence * Kurzweil-Stieltjes integral Subject RIV: BA - General Mathematics Impact factor: 0.923, year: 2013 http://aimsciences.org/journals/displayArticlesnew.jsp?paperID=7615

Evaluating four-loop conformal Feynman integrals by D-dimensional differential equations

Science.gov (United States)

Eden, Burkhard; Smirnov, Vladimir A.

2016-10-01

We evaluate a four-loop conformal integral, i.e. an integral over four four-dimensional coordinates, by turning to its dimensionally regularized version and applying differential equations for the set of the corresponding 213 master integrals. To solve these linear differential equations we follow the strategy suggested by Henn and switch to a uniformly transcendental basis of master integrals. We find a solution to these equations up to weight eight in terms of multiple polylogarithms. Further, we present an analytical result for the given four-loop conformal integral considered in four-dimensional space-time in terms of single-valued harmonic polylogarithms. As a by-product, we obtain analytical results for all the other 212 master integrals within dimensional regularization, i.e. considered in D dimensions.

Evaluating four-loop conformal Feynman integrals by D-dimensional differential equations

Energy Technology Data Exchange (ETDEWEB)

Eden, Burkhard [Institut für Mathematik und Physik, Humboldt-Universität zu Berlin,Zum großen Windkanal 6, 12489 Berlin (Germany); Smirnov, Vladimir A. [Skobeltsyn Institute of Nuclear Physics, Moscow State University,119992 Moscow (Russian Federation)

2016-10-21

We evaluate a four-loop conformal integral, i.e. an integral over four four-dimensional coordinates, by turning to its dimensionally regularized version and applying differential equations for the set of the corresponding 213 master integrals. To solve these linear differential equations we follow the strategy suggested by Henn and switch to a uniformly transcendental basis of master integrals. We find a solution to these equations up to weight eight in terms of multiple polylogarithms. Further, we present an analytical result for the given four-loop conformal integral considered in four-dimensional space-time in terms of single-valued harmonic polylogarithms. As a by-product, we obtain analytical results for all the other 212 master integrals within dimensional regularization, i.e. considered in D dimensions.

Functional differential equations with unbounded delay in extrapolation spaces

Directory of Open Access Journals (Sweden)

Mostafa Adimy

2014-08-01

Full Text Available We study the existence, regularity and stability of solutions for nonlinear partial neutral functional differential equations with unbounded delay and a Hille-Yosida operator on a Banach space X. We consider two nonlinear perturbations: the first one is a function taking its values in X and the second one is a function belonging to a space larger than X, an extrapolated space. We use the extrapolation techniques to prove the existence and regularity of solutions and we establish a linearization principle for the stability of the equilibria of our equation.

Skew differential fields, differential and difference equations

NARCIS (Netherlands)

van der Put, M

2004-01-01

The central question is: Let a differential or difference equation over a field K be isomorphic to all its Galois twists w.r.t. the group Gal(K/k). Does the equation descend to k? For a number of categories of equations an answer is given.

Remark on periodic boundary-value problem for second-order linear ordinary differential equations

Czech Academy of Sciences Publication Activity Database

Dosoudilová, M.; Lomtatidze, Alexander

2018-01-01

Roč. 2018, č. 13 (2018), s. 1-7 ISSN 1072-6691 Institutional support: RVO:67985840 Keywords : second-order linear equation * periodic boundary value problem * unique solvability Subject RIV: BA - General Mathematics OBOR OECD: Applied mathematics Impact factor: 0.954, year: 2016 https://ejde.math.txstate.edu/Volumes/2018/13/abstr.html

Partial differential equations of mathematical physics

CERN Document Server

Sobolev, S L

1964-01-01

Partial Differential Equations of Mathematical Physics emphasizes the study of second-order partial differential equations of mathematical physics, which is deemed as the foundation of investigations into waves, heat conduction, hydrodynamics, and other physical problems. The book discusses in detail a wide spectrum of topics related to partial differential equations, such as the theories of sets and of Lebesgue integration, integral equations, Green's function, and the proof of the Fourier method. Theoretical physicists, experimental physicists, mathematicians engaged in pure and applied math

Non-local quasi-linear parabolic equations

International Nuclear Information System (INIS)

Amann, H

2005-01-01

This is a survey of the most common approaches to quasi-linear parabolic evolution equations, a discussion of their advantages and drawbacks, and a presentation of an entirely new approach based on maximal L p regularity. The general results here apply, above all, to parabolic initial-boundary value problems that are non-local in time. This is illustrated by indicating their relevance for quasi-linear parabolic equations with memory and, in particular, for time-regularized versions of the Perona-Malik equation of image processing

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...

Singular Hopf bifurcation in a differential equation with large state-dependent delay.

Science.gov (United States)

Kozyreff, G; Erneux, T

2014-02-08

We study the onset of sustained oscillations in a classical state-dependent delay (SDD) differential equation inspired by control theory. Owing to the large delays considered, the Hopf bifurcation is singular and the oscillations rapidly acquire a sawtooth profile past the instability threshold. Using asymptotic techniques, we explicitly capture the gradual change from nearly sinusoidal to sawtooth oscillations. The dependence of the delay on the solution can be either linear or nonlinear, with at least quadratic dependence. In the former case, an asymptotic connection is made with the Rayleigh oscillator. In the latter, van der Pol's equation is derived for the small-amplitude oscillations. SDD differential equations are currently the subject of intense research in order to establish or amend general theorems valid for constant-delay differential equation, but explicit analytical construction of solutions are rare. This paper illustrates the use of singular perturbation techniques and the unusual way in which solvability conditions can arise for SDD problems with large delays.

Statistical Methods for Stochastic Differential Equations

CERN Document Server

Kessler, Mathieu; Sorensen, Michael

2012-01-01

The seventh volume in the SemStat series, Statistical Methods for Stochastic Differential Equations presents current research trends and recent developments in statistical methods for stochastic differential equations. Written to be accessible to both new students and seasoned researchers, each self-contained chapter starts with introductions to the topic at hand and builds gradually towards discussing recent research. The book covers Wiener-driven equations as well as stochastic differential equations with jumps, including continuous-time ARMA processes and COGARCH processes. It presents a sp

New numerical approximation for solving fractional delay differential equations of variable order using artificial neural networks

Science.gov (United States)

Zúñiga-Aguilar, C. J.; Coronel-Escamilla, A.; Gómez-Aguilar, J. F.; Alvarado-Martínez, V. M.; Romero-Ugalde, H. M.

2018-02-01

In this paper, we approximate the solution of fractional differential equations with delay using a new approach based on artificial neural networks. We consider fractional differential equations of variable order with the Mittag-Leffler kernel in the Liouville-Caputo sense. With this new neural network approach, an approximate solution of the fractional delay differential equation is obtained. Synaptic weights are optimized using the Levenberg-Marquardt algorithm. The neural network effectiveness and applicability were validated by solving different types of fractional delay differential equations, linear systems with delay, nonlinear systems with delay and a system of differential equations, for instance, the Newton-Leipnik oscillator. The solution of the neural network was compared with the analytical solutions and the numerical simulations obtained through the Adams-Bashforth-Moulton method. To show the effectiveness of the proposed neural network, different performance indices were calculated.

Multiscale functions, scale dynamics, and applications to partial differential equations

Science.gov (United States)

Cresson, Jacky; Pierret, Frédéric

2016-05-01

Modeling phenomena from experimental data always begins with a choice of hypothesis on the observed dynamics such as determinism, randomness, and differentiability. Depending on these choices, different behaviors can be observed. The natural question associated to the modeling problem is the following: "With a finite set of data concerning a phenomenon, can we recover its underlying nature? From this problem, we introduce in this paper the definition of multi-scale functions, scale calculus, and scale dynamics based on the time scale calculus [see Bohner, M. and Peterson, A., Dynamic Equations on Time Scales: An Introduction with Applications (Springer Science & Business Media, 2001)] which is used to introduce the notion of scale equations. These definitions will be illustrated on the multi-scale Okamoto's functions. Scale equations are analysed using scale regimes and the notion of asymptotic model for a scale equation under a particular scale regime. The introduced formalism explains why a single scale equation can produce distinct continuous models even if the equation is scale invariant. Typical examples of such equations are given by the scale Euler-Lagrange equation. We illustrate our results using the scale Newton's equation which gives rise to a non-linear diffusion equation or a non-linear Schrödinger equation as asymptotic continuous models depending on the particular fractional scale regime which is considered.

ON DIFFERENTIAL EQUATIONS, INTEGRABLE SYSTEMS, AND GEOMETRY

OpenAIRE

Enrique Gonzalo Reyes Garcia

2004-01-01

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

Dichotomies for generalized ordinary differential equations and applications

Science.gov (United States)

Bonotto, E. M.; Federson, M.; Santos, F. L.

2018-03-01

In this work we establish the theory of dichotomies for generalized ordinary differential equations, introducing the concepts of dichotomies for these equations, investigating their properties and proposing new results. We establish conditions for the existence of exponential dichotomies and bounded solutions. Using the correspondences between generalized ordinary differential equations and other equations, we translate our results to measure differential equations and impulsive differential equations. The fact that we work in the framework of generalized ordinary differential equations allows us to manage functions with many discontinuities and of unbounded variation.

Fermat type differential and difference equations

Directory of Open Access Journals (Sweden)

Kai Liu

2015-06-01

Full Text Available This article we explore the relationship between the number of differential and difference operators with the existence of meromorphic solutions of Fermat type differential and difference equations. Some Fermat differential and difference equations of certain types are also considered.

Homotopy perturbation method with Laplace Transform (LT-HPM) for solving Lane-Emden type differential equations (LETDEs).

Science.gov (United States)

Tripathi, Rajnee; Mishra, Hradyesh Kumar

2016-01-01

In this communication, we describe the Homotopy Perturbation Method with Laplace Transform (LT-HPM), which is used to solve the Lane-Emden type differential equations. It's very difficult to solve numerically the Lane-Emden types of the differential equation. Here we implemented this method for two linear homogeneous, two linear nonhomogeneous, and four nonlinear homogeneous Lane-Emden type differential equations and use their appropriate comparisons with exact solutions. In the current study, some examples are better than other existing methods with their nearer results in the form of power series. The Laplace transform used to accelerate the convergence of power series and the results are shown in the tables and graphs which have good agreement with the other existing method in the literature. The results show that LT-HPM is very effective and easy to implement.

Hamiltonian structures of some non-linear evolution equations

International Nuclear Information System (INIS)

Tu, G.Z.

1983-06-01

The Hamiltonian structure of the O(2,1) non-linear sigma model, generalized AKNS equations, are discussed. By reducing the O(2,1) non-linear sigma model to its Hamiltonian form some new conservation laws are derived. A new hierarchy of non-linear evolution equations is proposed and shown to be generalized Hamiltonian equations with an infinite number of conservation laws. (author)

PARALLEL SOLUTION METHODS OF PARTIAL DIFFERENTIAL EQUATIONS

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Korhan KARABULUT

1998-03-01

Full Text Available Partial differential equations arise in almost all fields of science and engineering. Computer time spent in solving partial differential equations is much more than that of in any other problem class. For this reason, partial differential equations are suitable to be solved on parallel computers that offer great computation power. In this study, parallel solution to partial differential equations with Jacobi, Gauss-Siedel, SOR (Succesive OverRelaxation and SSOR (Symmetric SOR algorithms is studied.

Introduction to complex theory of differential equations

CERN Document Server

Savin, Anton

2017-01-01

This book discusses the complex theory of differential equations or more precisely, the theory of differential equations on complex-analytic manifolds. Although the theory of differential equations on real manifolds is well known – it is described in thousands of papers and its usefulness requires no comments or explanations – to date specialists on differential equations have not focused on the complex theory of partial differential equations. However, as well as being remarkably beautiful, this theory can be used to solve a number of problems in real theory, for instance, the Poincaré balayage problem and the mother body problem in geophysics. The monograph does not require readers to be familiar with advanced notions in complex analysis, differential equations, or topology. With its numerous examples and exercises, it appeals to advanced undergraduate and graduate students, and also to researchers wanting to familiarize themselves with the subject.

Stability of Nonlinear Neutral Stochastic Functional Differential Equations

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Minggao Xue

2010-01-01

Full Text Available Neutral stochastic functional differential equations (NSFDEs have recently been studied intensively. The well-known conditions imposed for the existence and uniqueness and exponential stability of the global solution are the local Lipschitz condition and the linear growth condition. Therefore, the existing results cannot be applied to many important nonlinear NSFDEs. The main aim of this paper is to remove the linear growth condition and establish a Khasminskii-type test for nonlinear NSFDEs. New criteria not only cover a wide class of highly nonlinear NSFDEs but they can also be verified much more easily than the classical criteria. Finally, several examples are given to illustrate main results.

ON THE BOUNDEDNESS AND THE STABILITY OF SOLUTION TO THIRD ORDER NON-LINEAR DIFFERENTIAL EQUATIONS

Institute of Scientific and Technical Information of China (English)

无

2008-01-01

In this paper we investigate the global asymptotic stability,boundedness as well as the ultimate boundedness of solutions to a general third order nonlinear differential equation,using complete Lyapunov function.

Data-driven discovery of partial differential equations.

Science.gov (United States)

Rudy, Samuel H; Brunton, Steven L; Proctor, Joshua L; Kutz, J Nathan

2017-04-01

We propose a sparse regression method capable of discovering the governing partial differential equation(s) of a given system by time series measurements in the spatial domain. The regression framework relies on sparsity-promoting techniques to select the nonlinear and partial derivative terms of the governing equations that most accurately represent the data, bypassing a combinatorially large search through all possible candidate models. The method balances model complexity and regression accuracy by selecting a parsimonious model via Pareto analysis. Time series measurements can be made in an Eulerian framework, where the sensors are fixed spatially, or in a Lagrangian framework, where the sensors move with the dynamics. The method is computationally efficient, robust, and demonstrated to work on a variety of canonical problems spanning a number of scientific domains including Navier-Stokes, the quantum harmonic oscillator, and the diffusion equation. Moreover, the method is capable of disambiguating between potentially nonunique dynamical terms by using multiple time series taken with different initial data. Thus, for a traveling wave, the method can distinguish between a linear wave equation and the Korteweg-de Vries equation, for instance. The method provides a promising new technique for discovering governing equations and physical laws in parameterized spatiotemporal systems, where first-principles derivations are intractable.

Approximate Forward Difference Equations for the Lower Order Non-Stationary Statistics of Geometrically Non-Linear Systems subject to Random Excitation

DEFF Research Database (Denmark)

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

Geometrically non-linear multi-degree-of-freedom (MDOF) systems subject to random excitation are considered. New semi-analytical approximate forward difference equations for the lower order non-stationary statistical moments of the response are derived from the stochastic differential equations...... of motion, and, the accuracy of these equations is numerically investigated. For stationary excitations, the proposed method computes the stationary statistical moments of the response from the solution of non-linear algebraic equations....

Exact solutions to the time-fractional differential equations via local fractional derivatives