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Sample records for linear first-order differential

  1. 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…

  2. 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.

  3. 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.

  4. 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

  5. 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)

  6. 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...

  7. 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.

  8. 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.

  9. 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.

  10. Parameters and Fractional Differentiation Orders Estimation for Linear Continuous-Time Non-Commensurate Fractional Order Systems

    KAUST Repository

    Belkhatir, Zehor; Laleg-Kirati, Taous-Meriem

    2017-01-01

    This paper proposes a two-stage estimation algorithm to solve the problem of joint estimation of the parameters and the fractional differentiation orders of a linear continuous-time fractional system with non-commensurate orders. The proposed algorithm combines the modulating functions and the first-order Newton methods. Sufficient conditions ensuring the convergence of the method are provided. An error analysis in the discrete case is performed. Moreover, the method is extended to the joint estimation of smooth unknown input and fractional differentiation orders. The performance of the proposed approach is illustrated with different numerical examples. Furthermore, a potential application of the algorithm is proposed which consists in the estimation of the differentiation orders of a fractional neurovascular model along with the neural activity considered as input for this model.

  11. Parameters and Fractional Differentiation Orders Estimation for Linear Continuous-Time Non-Commensurate Fractional Order Systems

    KAUST Repository

    Belkhatir, Zehor

    2017-05-31

    This paper proposes a two-stage estimation algorithm to solve the problem of joint estimation of the parameters and the fractional differentiation orders of a linear continuous-time fractional system with non-commensurate orders. The proposed algorithm combines the modulating functions and the first-order Newton methods. Sufficient conditions ensuring the convergence of the method are provided. An error analysis in the discrete case is performed. Moreover, the method is extended to the joint estimation of smooth unknown input and fractional differentiation orders. The performance of the proposed approach is illustrated with different numerical examples. Furthermore, a potential application of the algorithm is proposed which consists in the estimation of the differentiation orders of a fractional neurovascular model along with the neural activity considered as input for this model.

  12. Linear matrix differential equations of higher-order and applications

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    Mustapha Rachidi

    2008-07-01

    Full Text Available In this article, we study linear differential equations of higher-order whose coefficients are square matrices. The combinatorial method for computing the matrix powers and exponential is adopted. New formulas representing auxiliary results are obtained. This allows us to prove properties of a large class of linear matrix differential equations of higher-order, in particular results of Apostol and Kolodner are recovered. Also illustrative examples and applications are presented.

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

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    K. S. Mahomed

    2013-01-01

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

  14. First order linear ordinary differential equations in associative algebras

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    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.

  15. High-order quantum algorithm for solving linear differential equations

    International Nuclear Information System (INIS)

    Berry, Dominic W

    2014-01-01

    Linear differential equations are ubiquitous in science and engineering. Quantum computers can simulate quantum systems, which are described by a restricted type of linear differential equations. Here we extend quantum simulation algorithms to general inhomogeneous sparse linear differential equations, which describe many classical physical systems. We examine the use of high-order methods (where the error over a time step is a high power of the size of the time step) to improve the efficiency. These provide scaling close to Δt 2 in the evolution time Δt. As with other algorithms of this type, the solution is encoded in amplitudes of the quantum state, and it is possible to extract global features of the solution. (paper)

  16. Field Method for Integrating the First Order Differential Equation

    Institute of Scientific and Technical Information of China (English)

    JIA Li-qun; ZHENG Shi-wang; ZHANG Yao-yu

    2007-01-01

    An important modern method in analytical mechanics for finding the integral, which is called the field-method, is used to research the solution of a differential equation of the first order. First, by introducing an intermediate variable, a more complicated differential equation of the first order can be expressed by two simple differential equations of the first order, then the field-method in analytical mechanics is introduced for solving the two differential equations of the first order. The conclusion shows that the field-method in analytical mechanics can be fully used to find the solutions of a differential equation of the first order, thus a new method for finding the solutions of the first order is provided.

  17. 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.

  18. Joint estimation of the fractional differentiation orders and the unknown input for linear fractional non-commensurate system

    KAUST Repository

    Belkhatir, Zehor

    2015-11-05

    This paper deals with the joint estimation of the unknown input and the fractional differentiation orders of a linear fractional order system. A two-stage algorithm combining the modulating functions with a first-order Newton method is applied to solve this estimation problem. First, the modulating functions approach is used to estimate the unknown input for a given fractional differentiation orders. Then, the method is combined with a first-order Newton technique to identify the fractional orders jointly with the input. To show the efficiency of the proposed method, numerical examples illustrating the estimation of the neural activity, considered as input of a fractional model of the neurovascular coupling, along with the fractional differentiation orders are presented in both noise-free and noisy cases.

  19. 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.

  20. 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.

  1. 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

  2. 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

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

    Institute of Scientific and Technical Information of China (English)

    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.

  4. 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

  5. On the summability of divergent power series solutions for certain first-order linear PDEs

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    Masaki Hibino

    2015-01-01

    Full Text Available This article is concerned with the study of the Borel summability of divergent power series solutions for certain singular first-order linear partial differential equations of nilpotent type. Our main purpose is to obtain conditions which coefficients of equations should satisfy in order to ensure the Borel summability of divergent solutions. We will see that there is a close affinity between the Borel summability of divergent solutions and global analytic continuation properties for coefficients of equations.

  6. 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.

  7. Oscillation of solutions of some higher order linear differential equations

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    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.

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

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    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.

  9. 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.

  10. Solving polynomial differential equations by transforming them to linear functional-differential equations

    OpenAIRE

    Nahay, John Michael

    2008-01-01

    We present a new approach to solving polynomial ordinary differential equations by transforming them to linear functional equations and then solving the linear functional equations. We will focus most of our attention upon the first-order Abel differential equation with two nonlinear terms in order to demonstrate in as much detail as possible the computations necessary for a complete solution. We mention in our section on further developments that the basic transformation idea can be generali...

  11. 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

  12. 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

  13. Conventional hamiltonian for first-order differential systems

    International Nuclear Information System (INIS)

    Farias, J.R.

    1984-01-01

    Lagrangian systems corresponding to a given set of 2n first-order ordinary differential equations are singular ones. In despite this, it is shown that these systems can be put into a Hamiltonian form in the usual manner. (Author) [pt

  14. 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

  15. 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.

  16. Stability Analysis for Fractional-Order Linear Singular Delay Differential Systems

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    Hai Zhang

    2014-01-01

    Full Text Available We investigate the delay-independently asymptotic stability of fractional-order linear singular delay differential systems. Based on the algebraic approach, the sufficient conditions are presented to ensure the asymptotic stability for any delay parameter. By applying the stability criteria, one can avoid solving the roots of transcendental equations. An example is also provided to illustrate the effectiveness and applicability of the theoretical results.

  17. 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)

  18. 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.

  19. Maximum Principles and Boundary Value Problems for First-Order Neutral Functional Differential Equations

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    Domoshnitsky Alexander

    2009-01-01

    Full Text Available We obtain the maximum principles for the first-order neutral functional differential equation where , and are linear continuous operators, and are positive operators, is the space of continuous functions, and is the space of essentially bounded functions defined on . New tests on positivity of the Cauchy function and its derivative are proposed. Results on existence and uniqueness of solutions for various boundary value problems are obtained on the basis of the maximum principles.

  20. 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

  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

  2. 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.

  3. First- and Second-Order Full-Differential in Edge Analysis of Images

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    Dong-Mei Pu

    2014-01-01

    mathematics. We propose and reformulate them with a uniform definition framework. Based on our observation and analysis with the difference, we propose an algorithm to detect the edge from image. Experiments on Corel5K and PASCAL VOC 2007 are done to show the difference between the first order and the second order. After comparison with Canny operator and the proposed first-order differential, the main result is that the second-order differential has the better performance in analysis of changes of the context of images with good selection of control parameter.

  4. High-Order Automatic Differentiation of Unmodified Linear Algebra Routines via Nilpotent Matrices

    Science.gov (United States)

    Dunham, Benjamin Z.

    This work presents a new automatic differentiation method, Nilpotent Matrix Differentiation (NMD), capable of propagating any order of mixed or univariate derivative through common linear algebra functions--most notably third-party sparse solvers and decomposition routines, in addition to basic matrix arithmetic operations and power series--without changing data-type or modifying code line by line; this allows differentiation across sequences of arbitrarily many such functions with minimal implementation effort. NMD works by enlarging the matrices and vectors passed to the routines, replacing each original scalar with a matrix block augmented by derivative data; these blocks are constructed with special sparsity structures, termed "stencils," each designed to be isomorphic to a particular multidimensional hypercomplex algebra. The algebras are in turn designed such that Taylor expansions of hypercomplex function evaluations are finite in length and thus exactly track derivatives without approximation error. Although this use of the method in the "forward mode" is unique in its own right, it is also possible to apply it to existing implementations of the (first-order) discrete adjoint method to find high-order derivatives with lowered cost complexity; for example, for a problem with N inputs and an adjoint solver whose cost is independent of N--i.e., O(1)--the N x N Hessian can be found in O(N) time, which is comparable to existing second-order adjoint methods that require far more problem-specific implementation effort. Higher derivatives are likewise less expensive--e.g., a N x N x N rank-three tensor can be found in O(N2). Alternatively, a Hessian-vector product can be found in O(1) time, which may open up many matrix-based simulations to a range of existing optimization or surrogate modeling approaches. As a final corollary in parallel to the NMD-adjoint hybrid method, the existing complex-step differentiation (CD) technique is also shown to be capable of

  5. Maximum principles for boundary-degenerate second-order linear elliptic differential operators

    OpenAIRE

    Feehan, Paul M. N.

    2012-01-01

    We prove weak and strong maximum principles, including a Hopf lemma, for smooth subsolutions to equations defined by linear, second-order, partial differential operators whose principal symbols vanish along a portion of the domain boundary. The boundary regularity property of the smooth subsolutions along this boundary vanishing locus ensures that these maximum principles hold irrespective of the sign of the Fichera function. Boundary conditions need only be prescribed on the complement in th...

  6. From differential to difference equations for first order ODEs

    Science.gov (United States)

    Freed, Alan D.; Walker, Kevin P.

    1991-01-01

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

  7. 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.

  8. 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.

  9. 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.

  10. Linear reversible second-order cellular automata and their first-order matrix equivalents

    International Nuclear Information System (INIS)

    Macfarlane, A J

    2004-01-01

    Linear or one-dimensional reversible second-order cellular automata, exemplified by three cases named as RCA1-3, are introduced. Displays of their evolution in discrete time steps, t=0, 1, 2, ..., from their simplest initial states and on the basis of updating rules in modulo 2 arithmetic, are presented. In these, shaded and unshaded squares denote cells whose cell variables are equal to one and zero respectively. This paper is devoted to finding general formulas for, and explicit numerical evaluations of, the weights N(t) of the states or configurations of RCA1-3, i.e. the total number of shaded cells in tth line of their displays. This is achieved by means of the replacement of RCA1-3 by the equivalent linear first-order matrix automata MCA1-3, for which the cell variables are 2x2 matrices, instead of just numbers (element of Z 2 ) as for RCA1-3. MCA1-3 are tractable because it has been possible to generalize to them the heavy duty methods already well-developed for ordinary first-order cellular automata like those of Wolfram's Rules 90 and 150. While the automata MCA1-3 are thought to be of genuine interest in their own right, with untapped further mathematical potential, their treatment has been applied here to expediting derivation of a large body of general and explicit results for N(t) for RCA1-3. Amongst explicit results obtained are formulas also for each of RCA1-3 for the total weight of the configurations of the first 2 M times, M=0, 1, 2, ..

  11. Hopf bifurcation formula for first order differential-delay equations

    Science.gov (United States)

    Rand, Richard; Verdugo, Anael

    2007-09-01

    This work presents an explicit formula for determining the radius of a limit cycle which is born in a Hopf bifurcation in a class of first order constant coefficient differential-delay equations. The derivation is accomplished using Lindstedt's perturbation method.

  12. 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.

  13. Linear reversible second-order cellular automata and their first-order matrix equivalents

    Science.gov (United States)

    Macfarlane, A. J.

    2004-11-01

    Linear or one-dimensional reversible second-order cellular automata, exemplified by three cases named as RCA1-3, are introduced. Displays of their evolution in discrete time steps, &{\\in}Z_2;) as for RCA1-3. MCA1-3 are tractable because it has been possible to generalize to them the heavy duty methods already well-developed for ordinary first-order cellular automata like those of Wolfram's Rules 90 and 150. While the automata MCA1-3 are thought to be of genuine interest in their own right, with untapped further mathematical potential, their treatment has been applied here to expediting derivation of a large body of general and explicit results for N(t) for RCA1-3. Amongst explicit results obtained are formulas also for each of RCA1-3 for the total weight of the configurations of the first &2^M; times, M =0, 1, 2,\\ldots.

  14. 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

  15. 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

  16. A NEW OSCILLATION CRITERION FOR FIRST ORDER NEUTRAL DELAY DIFFERENTIAL EQUATION

    Institute of Scientific and Technical Information of China (English)

    2006-01-01

    In this paper, a new sufficient condition for the oscillation of all solutions of first order neutral delay differential equations is obtained. Secondly, the result can also be extended to a general neutral differential equation, and many known results in the literatures are improved.

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

    Science.gov (United States)

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

    2013-01-01

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

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

    Institute of Scientific and Technical Information of China (English)

    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.

  19. 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

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

    Directory of Open Access Journals (Sweden)

    K. S. Mahomed

    2012-01-01

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

  1. Fractional order differentiation by integration: An application to fractional linear systems

    KAUST Repository

    Liu, Dayan

    2013-02-04

    In this article, we propose a robust method to compute the output of a fractional linear system defined through a linear fractional differential equation (FDE) with time-varying coefficients, where the input can be noisy. We firstly introduce an estimator of the fractional derivative of an unknown signal, which is defined by an integral formula obtained by calculating the fractional derivative of a truncated Jacobi polynomial series expansion. We then approximate the FDE by applying to each fractional derivative this formal algebraic integral estimator. Consequently, the fractional derivatives of the solution are applied on the used Jacobi polynomials and then we need to identify the unknown coefficients of the truncated series expansion of the solution. Modulating functions method is used to estimate these coefficients by solving a linear system issued from the approximated FDE and some initial conditions. A numerical result is given to confirm the reliability of the proposed method. © 2013 IFAC.

  2. Transferring Instantly the State of Higher-Order Linear Descriptor (Regular Differential Systems Using Impulsive Inputs

    Directory of Open Access Journals (Sweden)

    Athanasios D. Karageorgos

    2009-01-01

    Full Text Available In many applications, and generally speaking in many dynamical differential systems, the problem of transferring the initial state of the system to a desired state in (almost zero-time time is desirable but difficult to achieve. Theoretically, this can be achieved by using a linear combination of Dirac -function and its derivatives. Obviously, such an input is physically unrealizable. However, we can think of it approximately as a combination of small pulses of very high magnitude and infinitely small duration. In this paper, the approximation process of the distributional behaviour of higher-order linear descriptor (regular differential systems is presented. Thus, new analytical formulae based on linear algebra methods and generalized inverses theory are provided. Our approach is quite general and some significant conditions are derived. Finally, a numerical example is presented and discussed.

  3. Green's matrix for a second-order self-adjoint matrix differential operator

    International Nuclear Information System (INIS)

    Sisman, Tahsin Cagri; Tekin, Bayram

    2010-01-01

    A systematic construction of the Green's matrix for a second-order self-adjoint matrix differential operator from the linearly independent solutions of the corresponding homogeneous differential equation set is carried out. We follow the general approach of extracting the Green's matrix from the Green's matrix of the corresponding first-order system. This construction is required in the cases where the differential equation set cannot be turned to an algebraic equation set via transform techniques.

  4. Synthesis of models for order-sorted first-order theories using linear algebra and constraint solving

    Directory of Open Access Journals (Sweden)

    Salvador Lucas

    2015-12-01

    Full Text Available Recent developments in termination analysis for declarative programs emphasize the use of appropriate models for the logical theory representing the program at stake as a generic approach to prove termination of declarative programs. In this setting, Order-Sorted First-Order Logic provides a powerful framework to represent declarative programs. It also provides a target logic to obtain models for other logics via transformations. We investigate the automatic generation of numerical models for order-sorted first-order logics and its use in program analysis, in particular in termination analysis of declarative programs. We use convex domains to give domains to the different sorts of an order-sorted signature; we interpret the ranked symbols of sorted signatures by means of appropriately adapted convex matrix interpretations. Such numerical interpretations permit the use of existing algorithms and tools from linear algebra and arithmetic constraint solving to synthesize the models.

  5. 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.

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

    Institute of Scientific and Technical Information of China (English)

    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.

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

    Directory of Open Access Journals (Sweden)

    K. S. Mahomed

    2013-01-01

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

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

    Science.gov (United States)

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

    2015-10-01

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

  9. 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.

  10. 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.

  11. Boundary-value problems for first and second order functional differential inclusions

    Directory of Open Access Journals (Sweden)

    Shihuang Hong

    2003-03-01

    Full Text Available This paper presents sufficient conditions for the existence of solutions to boundary-value problems of first and second order multi-valued differential equations in Banach spaces. Our results obtained using fixed point theorems, and lead to new existence principles.

  12. Initial-value problems for first-order differential recurrence equations with auto-convolution

    Directory of Open Access Journals (Sweden)

    Mircea Cirnu

    2011-01-01

    Full Text Available A differential recurrence equation consists of a sequence of differential equations, from which must be determined by recurrence a sequence of unknown functions. In this article, we solve two initial-value problems for some new types of nonlinear (quadratic first order homogeneous differential recurrence equations, namely with discrete auto-convolution and with combinatorial auto-convolution of the unknown functions. In both problems, all initial values form a geometric progression, but in the second problem the first initial value is exempted and has a prescribed form. Some preliminary results showing the importance of the initial conditions are obtained by reducing the differential recurrence equations to algebraic type. Final results about solving the considered initial value problems, are shown by mathematical induction. However, they can also be shown by changing the unknown functions, or by the generating function method. So in a remark, we give a proof of the first theorem by the generating function method.

  13. Robust fractional order differentiators using generalized modulating functions method

    KAUST Repository

    Liu, Dayan

    2015-02-01

    This paper aims at designing a fractional order differentiator for a class of signals satisfying a linear differential equation with unknown parameters. A generalized modulating functions method is proposed first to estimate the unknown parameters, then to derive accurate integral formulae for the left-sided Riemann-Liouville fractional derivatives of the studied signal. Unlike the improper integral in the definition of the left-sided Riemann-Liouville fractional derivative, the integrals in the proposed formulae can be proper and be considered as a low-pass filter by choosing appropriate modulating functions. Hence, digital fractional order differentiators applicable for on-line applications are deduced using a numerical integration method in discrete noisy case. Moreover, some error analysis are given for noise error contributions due to a class of stochastic processes. Finally, numerical examples are given to show the accuracy and robustness of the proposed fractional order differentiators.

  14. Robust fractional order differentiators using generalized modulating functions method

    KAUST Repository

    Liu, Dayan; Laleg-Kirati, Taous-Meriem

    2015-01-01

    This paper aims at designing a fractional order differentiator for a class of signals satisfying a linear differential equation with unknown parameters. A generalized modulating functions method is proposed first to estimate the unknown parameters, then to derive accurate integral formulae for the left-sided Riemann-Liouville fractional derivatives of the studied signal. Unlike the improper integral in the definition of the left-sided Riemann-Liouville fractional derivative, the integrals in the proposed formulae can be proper and be considered as a low-pass filter by choosing appropriate modulating functions. Hence, digital fractional order differentiators applicable for on-line applications are deduced using a numerical integration method in discrete noisy case. Moreover, some error analysis are given for noise error contributions due to a class of stochastic processes. Finally, numerical examples are given to show the accuracy and robustness of the proposed fractional order differentiators.

  15. Estimation of periodic solutions number of first-order differential equations

    Science.gov (United States)

    Ivanov, Gennady; Alferov, Gennady; Gorovenko, Polina; Sharlay, Artem

    2018-05-01

    The paper deals with first-order differential equations under the assumption that the right-hand side is a periodic function of time and continuous in the set of arguments. Pliss V.A. obtained the first results for a particular class of equations and showed that a number of theorems can not be continued. In this paper, it was possible to reduce the restrictions on the degree of smoothness of the right-hand side of the equation and obtain upper and lower bounds on the number of possible periodic solutions.

  16. 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.

  17. 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.

  18. Finding Higher Order Differentials of MISTY1

    Science.gov (United States)

    Tsunoo, Yukiyasu; Saito, Teruo; Kawabata, Takeshi; Nakagawa, Hirokatsu

    MISTY1 is a 64-bit block cipher that has provable security against differential and linear cryptanalysis. MISTY1 is one of the algorithms selected in the European NESSIE project, and it is recommended for Japanese e-Government ciphers by the CRYPTREC project. In this paper, we report on 12th order differentials in 3-round MISTY1 with FL functions and 44th order differentials in 4-round MISTY1 with FL functions both previously unknown. We also report that both data complexity and computational complexity of higher order differential attacks on 6-round MISTY1 with FL functions and 7-round MISTY1 with FL functions using the 46th order differential can be reduced to as much as 1/22 of the previous values by using multiple 44th order differentials simultaneously.

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

    International Nuclear Information System (INIS)

    Bonalumi, Riccardo A.

    1998-01-01

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

  20. Oscillation Criteria of First Order Neutral Delay Differential Equations with Variable Coefficients

    Directory of Open Access Journals (Sweden)

    Fatima N. Ahmed

    2013-01-01

    Full Text Available Some new oscillation criteria are given for first order neutral delay differential equations with variable coefficients. Our results generalize and extend some of the well-known results in the literature. Some examples are considered to illustrate the main results.

  1. On integration of the first order differential equations in a finite terms

    International Nuclear Information System (INIS)

    Malykh, M D

    2017-01-01

    There are several approaches to the description of the concept called briefly as integration of the first order differential equations in a finite terms or symbolical integration. In the report three of them are considered: 1.) finding of a rational integral (Beaune or Poincaré problem), 2.) integration by quadratures and 3.) integration when the general solution of given differential equation is an algebraical function of a constant (Painlevé problem). Their realizations in Sage are presented. (paper)

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

    Directory of Open Access Journals (Sweden)

    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.

  3. Algebraic properties of first integrals for systems of second-order ...

    African Journals Online (AJOL)

    Symmetries of the rst integrals for scalar linear or linearizable second- order ordinary differential equations (ODEs) have already been derived and shown to exhibit interesting properties. One of these is that the symmetry algebra sl(3; R ) is generated by the three triplets of symmetries of the functionally independent first ...

  4. Maillet type theorem for singular first order nonlinear partial differential equations of totally characteristic type. Part II

    Directory of Open Access Journals (Sweden)

    Akira Shirai

    2015-01-01

    Full Text Available In this paper, we study the following nonlinear first order partial differential equation: \\[f(t,x,u,\\partial_t u,\\partial_x u=0\\quad\\text{with}\\quad u(0,x\\equiv 0.\\] The purpose of this paper is to determine the estimate of Gevrey order under the condition that the equation is singular of a totally characteristic type. The Gevrey order is indicated by the rate of divergence of a formal power series. This paper is a continuation of the previous papers [Convergence of formal solutions of singular first order nonlinear partial differential equations of totally characteristic type, Funkcial. Ekvac. 45 (2002, 187-208] and [Maillet type theorem for singular first order nonlinear partial differential equations of totally characteristic type, Surikaiseki Kenkyujo Kokyuroku, Kyoto University 1431 (2005, 94-106]. Especially the last-mentioned paper is regarded as part I of this paper.

  5. Controllability Results For First Order Impulsive Stochastic Functional Differential Systems with State-Dependent Delay

    Directory of Open Access Journals (Sweden)

    C. Parthasarathy

    2013-03-01

    Full Text Available In this paper, we study the controllability results of first order impulsive stochastic differential and neutral differential systems with state-dependent delay by using semigroup theory. The controllability results are derived by the means of Leray-SchauderAlternative fixed point theorem. An example is provided to illustrate the theory.

  6. 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.

  7. Oscillation Criteria in First Order Neutral Delay Impulsive Differential Equations with Constant Coefficients

    International Nuclear Information System (INIS)

    Dimitrova, M. B.; Donev, V. I.

    2008-01-01

    This paper is dealing with the oscillatory properties of first order neutral delay impulsive differential equations and corresponding to them inequalities with constant coefficients. The established sufficient conditions ensure the oscillation of every solution of this type of equations.

  8. On Some Pursuit and Evasion Differential Game Problems for an Infinite Number of First-Order Differential Equations

    Directory of Open Access Journals (Sweden)

    Abbas Badakaya Ja'afaru

    2012-01-01

    Full Text Available We study pursuit and evasion differential game problems described by infinite number of first-order differential equations with function coefficients in Hilbert space l2. Problems involving integral, geometric, and mix constraints to the control functions of the players are considered. In each case, we give sufficient conditions for completion of pursuit and for which evasion is possible. Consequently, strategy of the pursuer and control function of the evader are constructed in an explicit form for every problem considered.

  9. Weak linear degeneracy and lifespan of classical solutions for first order quasilinear hyperbolic systems

    International Nuclear Information System (INIS)

    Li Tatsien

    1994-01-01

    By means of the concept of the weak linear degeneracy, one gets the global existence and the sharp estimate of the lifespan of C 1 solutions to the Cauchy problem for general first order quasilinear hyperbolic systems with small initial data with compact support. (author). 23 refs, 1 fig

  10. 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.

  11. Periodic solutions of first-order functional differential equations in population dynamics

    CERN Document Server

    Padhi, Seshadev; Srinivasu, P D N

    2014-01-01

    This book provides cutting-edge results on the existence of multiple positive periodic solutions of first-order functional differential equations. It demonstrates how the Leggett-Williams fixed-point theorem can be applied to study the existence of two or three positive periodic solutions of functional differential equations with real-world applications, particularly with regard to the Lasota-Wazewska model, the Hematopoiesis model, the Nicholsons Blowflies model, and some models with Allee effects. Many interesting sufficient conditions are given for the dynamics that include nonlinear characteristics exhibited by population models. The last chapter provides results related to the global appeal of solutions to the models considered in the earlier chapters. The techniques used in this book can be easily understood by anyone with a basic knowledge of analysis. This book offers a valuable reference guide for students and researchers in the field of differential equations with applications to biology, ecology, a...

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

    Science.gov (United States)

    Ruiz, A.; Muriel, C.

    2017-05-01

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

  13. 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.

  14. Dual exponential polynomials and linear differential equations

    Science.gov (United States)

    Wen, Zhi-Tao; Gundersen, Gary G.; Heittokangas, Janne

    2018-01-01

    We study linear differential equations with exponential polynomial coefficients, where exactly one coefficient is of order greater than all the others. The main result shows that a nontrivial exponential polynomial solution of such an equation has a certain dual relationship with the maximum order coefficient. Several examples illustrate our results and exhibit possibilities that can occur.

  15. Methods of measurement of integral and differential linearity distortions of spectrometry sets

    International Nuclear Information System (INIS)

    Fuan, Jacques; Grimont, Bernard; Marin, Roland; Richard, Jean-Pierre

    1969-05-01

    The objective of this document is to describe different measurement methods, and more particularly to present a software for the processing of obtained results in order to avoid interpretation by the investigator. In a first part, the authors define the parameters of integral and differential linearity, outlines their importance in measurements performed by spectrometry, and describe the use of these parameters. In the second part, they propose various methods of measurement of these linearity parameters, report experimental applications of these methods and compare the obtained results

  16. Efficient Estimation of Extreme Non-linear Roll Motions using the First-order Reliability Method (FORM)

    DEFF Research Database (Denmark)

    Jensen, Jørgen Juncher

    2007-01-01

    In on-board decision support systems efficient procedures are needed for real-time estimation of the maximum ship responses to be expected within the next few hours, given on-line information on the sea state and user defined ranges of possible headings and speeds. For linear responses standard...... frequency domain methods can be applied. To non-linear responses like the roll motion, standard methods like direct time domain simulations are not feasible due to the required computational time. However, the statistical distribution of non-linear ship responses can be estimated very accurately using...... the first-order reliability method (FORM), well-known from structural reliability problems. To illustrate the proposed procedure, the roll motion is modelled by a simplified non-linear procedure taking into account non-linear hydrodynamic damping, time-varying restoring and wave excitation moments...

  17. FIFI 3: A digital computer code for the solution of sets of first order differential equations and the analysis of process plant dynamics

    International Nuclear Information System (INIS)

    Sumner, H.M.

    1965-11-01

    FIFI 3 is a FORTRAN Code embodying a technique for the analysis of process plant dynamics. As such, it is essentially a tool for the integration of sets of first order ordinary differential equations, either linear or non-linear; special provision is made for the inclusion of time-delayed variables in the mathematical model of the plant. The method of integration is new and is centred on a stable multistep predictor-corrector algorithm devised by the late Mr. F.G. Chapman, of the UKAEA, Winfrith. The theory on which the Code is based and detailed rules for using it are described in Parts I and II respectively. (author)

  18. Differential calculus in normed linear spaces

    CERN Document Server

    Mukherjea, Kalyan

    2007-01-01

    This book presents Advanced Calculus from a geometric point of view: instead of dealing with partial derivatives of functions of several variables, the derivative of the function is treated as a linear transformation between normed linear spaces. Not only does this lead to a simplified and transparent exposition of "difficult" results like the Inverse and Implicit Function Theorems but also permits, without any extra effort, a discussion of the Differential Calculus of functions defined on infinite dimensional Hilbert or Banach spaces.The prerequisites demanded of the reader are modest: a sound understanding of convergence of sequences and series of real numbers, the continuity and differentiability properties of functions of a real variable and a little Linear Algebra should provide adequate background for understanding the book. The first two chapters cover much of the more advanced background material on Linear Algebra (like dual spaces, multilinear functions and tensor products.) Chapter 3 gives an ab ini...

  19. Buckling analysis of laminated plates using the extended Kantorovich method and a system of first-order differential equations

    Energy Technology Data Exchange (ETDEWEB)

    Singhatanadgid, Pairod; Jommalai, Panupan [Chulalongkorn University, Bangkok (Thailand)

    2016-05-15

    The extended Kantorovich method using multi-term displacement functions is applied to the buckling problem of laminated plates with various boundary conditions. The out-of-plane displacement of the buckled plate is written as a series of products of functions of parameter x and functions of parameter y. With known functions in parameter x or parameter y, a set of governing equations and a set of boundary conditions are obtained after applying the variational principle to the total potential energy of the system. The higher order differential equations are then transformed into a set of first-order differential equations and solved for the buckling load and mode. Since the governing equations are first-order differential equations, solutions can be obtained analytically with the out-of-plane displacement written in the form of an exponential function. The solutions from the proposed technique are verified with solutions from the literature and FEM solutions. The bucking loads correspond very well to other available solutions in most of the comparisons. The buckling modes also compare very well with the finite element solutions. The proposed solution technique transforms higher-order differential equations to first-order differential equations, and they are analytically solved for out-of-plane displacement in the form of an exponential function. Therefore, the proposed solution technique yields a solution which can be considered as an analytical solution.

  20. 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

  1. Geometrical foundations of continuum mechanics an application to first- and second-order elasticity and elasto-plasticity

    CERN Document Server

    Steinmann, Paul

    2015-01-01

    This book illustrates the deep roots of the geometrically nonlinear kinematics of generalized continuum mechanics in differential geometry. Besides applications to first- order elasticity and elasto-plasticity an appreciation thereof is particularly illuminating for generalized models of continuum mechanics such as second-order (gradient-type) elasticity and elasto-plasticity.   After a motivation that arises from considering geometrically linear first- and second- order crystal plasticity in Part I several concepts from differential geometry, relevant for what follows, such as connection, parallel transport, torsion, curvature, and metric for holonomic and anholonomic coordinate transformations are reiterated in Part II. Then, in Part III, the kinematics of geometrically nonlinear continuum mechanics are considered. There various concepts of differential geometry, in particular aspects related to compatibility, are generically applied to the kinematics of first- and second- order geometrically nonlinear con...

  2. 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.

  3. Introduction to differential equations

    CERN Document Server

    Taylor, Michael E

    2011-01-01

    The mathematical formulations of problems in physics, economics, biology, and other sciences are usually embodied in differential equations. The analysis of the resulting equations then provides new insight into the original problems. This book describes the tools for performing that analysis. The first chapter treats single differential equations, emphasizing linear and nonlinear first order equations, linear second order equations, and a class of nonlinear second order equations arising from Newton's laws. The first order linear theory starts with a self-contained presentation of the exponen

  4. Constructive Solution of Ellipticity Problem for the First Order Differential System

    Directory of Open Access Journals (Sweden)

    Vladimir E. Balabaev

    2017-01-01

    Full Text Available We built first order elliptic systems with any possible number of unknown functions and the maximum possible number of unknowns, i.e, in general. These systems provide the basis for studying the properties of any first order elliptic systems. The study of the Cauchy-Riemann system and its generalizations led to the identification of a class of elliptic systems of first-order of a special structure. An integral representation of solutions is of great importance in the study of these systems. Only by means of a constructive method of integral representations we can solve a number of problems in the theory of elliptic systems related mainly to the boundary properties of solutions. The obtained integral representation could be applied to solve a number of problems that are hard to solve, if you rely only on the non-constructive methods. Some analogues of the theorems of Liouville, Weierstrass, Cauchy, Gauss, Morera, an analogue of Green’s formula are established, as well as an analogue of the maximum principle. The used matrix operators allow the new structural arrangement of the maximum number of linearly independent vector fields on spheres of any possible dimension. Also the built operators allow to obtain a constructive solution of the extended problem ”of the sum of squares” known in algebra. 

  5. 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...

  6. Estimation of Multiple Point Sources for Linear Fractional Order Systems Using Modulating Functions

    KAUST Repository

    Belkhatir, Zehor

    2017-06-28

    This paper proposes an estimation algorithm for the characterization of multiple point inputs for linear fractional order systems. First, using polynomial modulating functions method and a suitable change of variables the problem of estimating the locations and the amplitudes of a multi-pointwise input is decoupled into two algebraic systems of equations. The first system is nonlinear and solves for the time locations iteratively, whereas the second system is linear and solves for the input’s amplitudes. Second, closed form formulas for both the time location and the amplitude are provided in the particular case of single point input. Finally, numerical examples are given to illustrate the performance of the proposed technique in both noise-free and noisy cases. The joint estimation of pointwise input and fractional differentiation orders is also presented. Furthermore, a discussion on the performance of the proposed algorithm is provided.

  7. 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

  8. Oscillation of two-dimensional linear second-order differential systems

    International Nuclear Information System (INIS)

    Kwong, M.K.; Kaper, H.G.

    1985-01-01

    This article is concerned with the oscillatory behavior at infinity of the solution y: [a, ∞) → R 2 of a system of two second-order differential equations, y''(t) + Q(t) y(t) = 0, t epsilon[a, ∞); Q is a continuous matrix-valued function on [a, ∞) whose values are real symmetric matrices of order 2. It is shown that the solution is oscillatory at infinity if the largest eigenvalue of the matrix integral/sub a//sup t/ Q(s) ds tends to infinity as t → ∞. This proves a conjecture of D. Hinton and R.T. Lewis for the two-dimensional case. Furthermore, it is shown that considerably weaker forms of the condition still suffice for oscillatory behavior at infinity. 7 references

  9. 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.

  10. 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.

  11. Security Analysis of 7-Round MISTY1 against Higher Order Differential Attacks

    Science.gov (United States)

    Tsunoo, Yukiyasu; Saito, Teruo; Shigeri, Maki; Kawabata, Takeshi

    MISTY1 is a 64-bit block cipher that has provable security against differential and linear cryptanalysis. MISTY1 is one of the algorithms selected in the European NESSIE project, and it has been recommended for Japanese e-Government ciphers by the CRYPTREC project. This paper shows that higher order differential attacks can be successful against 7-round versions of MISTY1 with FL functions. The attack on 7-round MISTY1 can recover a partial subkey with a data complexity of 254.1 and a computational complexity of 2120.8, which signifies the first successful attack on 7-round MISTY1 with no limitation such as a weak key. This paper also evaluates the complexity of this higher order differential attack on MISTY1 in which the key schedule is replaced by a pseudorandom function. It is shown that resistance to the higher order differential attack is not substantially improved even in 7-round MISTY1 in which the key schedule is replaced by a pseudorandom function.

  12. 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)

  13. Higher order differential calculus on SLq(N)

    International Nuclear Information System (INIS)

    Heckenberger, I.; Schueler, A.

    1997-01-01

    Let Γ be a bicovariant first order differential calculus on a Hopf algebra A. There are three possibilities to construct a differential N 0 -graded Hopf algebra Γcirconflex which contains Γ as its first order part. In all cases Γcirconflex is a quotient Γcirconflex = Γ x /J of the tensor algebra by some suitable ideal. We distinguish three possible choices u J, s J, and w J, where the first one generates the universal differential calculus (over Γ) and the last one is Woronowicz' external algebra. Let q be a transcendental complex number and let Γ be one of the N 2 -dimensional bicovariant first order differential calculi on the quantum group SL q (N). Then for N ≥ 3 the three ideals coincide. For Woronowicz' external algebra we calculate the dimensions of the spaces of left-invariant and bi-invariant k-forms. In this case each bi-invariant form is closed. In case of 4D ± calculi on SL q (2) the universal calculus is strictly larger than the other two calculi. In particular, the bi-invariant 1-form is not closed. (author)

  14. Uniqueness of global quasi-classical solutions of the Cauchy problems for first-order nonlinear partial differential equations

    International Nuclear Information System (INIS)

    Tran Duc Van

    1994-01-01

    The notion of global quasi-classical solutions of the Cauchy problems for first-order nonlinear partial differential equations is presented, some uniqueness theorems and a stability result are established by the method based on the theory of differential inclusions. In particular, the answer to an open problem of S.N. Kruzhkov is given. (author). 10 refs, 1 fig

  15. 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

  16. Partial differential equations of first order and their applications to physics

    CERN Document Server

    López, Gustavo

    2012-01-01

    This book tries to point out the mathematical importance of the Partial Differential Equations of First Order (PDEFO) in Physics and Applied Sciences. The intention is to provide mathematicians with a wide view of the applications of this branch in physics, and to give physicists and applied scientists a powerful tool for solving some problems appearing in Classical Mechanics, Quantum Mechanics, Optics, and General Relativity. This book is intended for senior or first year graduate students in mathematics, physics, or engineering curricula. This book is unique in the sense that it covers the applications of PDEFO in several branches of applied mathematics, and fills the theoretical gap between the formal mathematical presentation of the theory and the pure applied tool to physical problems that are contained in other books. Improvements made in this second edition include corrected typographical errors; rewritten text to improve the flow and enrich the material; added exercises in all chapters; new applicati...

  17. Analysis of a first-order delay differential-delay equation containing two delays

    Science.gov (United States)

    Marriott, C.; Vallée, R.; Delisle, C.

    1989-09-01

    An experimental and numerical analysis of the behavior of a two-delay differential equation is presented. It is shown that much of the system's behavior can be related to the stability behavior of the underlying linearized modes. A new phenomenon, mode crossing, is explored.

  18. 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.

  19. Links among impossible differential, integral and zero correlation linear cryptanalysis

    DEFF Research Database (Denmark)

    Sun, Bing; Liu, Zhiqiang; Rijmen, Vincent

    2015-01-01

    is to fix this gap and establish links between impossible differential cryptanalysis and integral cryptanalysis. Firstly, by introducing the concept of structure and dual structure, we prove that a → b is an impossible differential of a structure E if and only if it is a zero correlation linear hull...... linear hull always indicates the existence of an integral distinguisher. With this observation we improve the number of rounds of integral distinguishers of Feistel structures, CAST-256, SMS4 and Camellia. Finally, we conclude that an r-round impossible differential of E always leads to an r...

  20. Linear determining equations for differential constraints

    International Nuclear Information System (INIS)

    Kaptsov, O V

    1998-01-01

    A construction of differential constraints compatible with partial differential equations is considered. Certain linear determining equations with parameters are used to find such differential constraints. They generalize the classical determining equations used in the search for admissible Lie operators. As applications of this approach equations of an ideal incompressible fluid and non-linear heat equations are discussed

  1. Computation of rational solutions for a first-order nonlinear differential equation

    Directory of Open Access Journals (Sweden)

    Djilali Behloul

    2011-09-01

    Full Text Available In this article, we study differential equations of the form $y'=sum A_i(xy^i/sum B_i(xy^i$ which can be elliptic, hyperbolic, parabolic, Riccati, or quasi-linear. We show how rational solutions can be computed in a systematic manner. Such results are most likely to find applications in the theory of limit cycles as indicated by Gine et al [4].

  2. 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

  3. 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

  4. Lie algebras and linear differential equations.

    Science.gov (United States)

    Brockett, R. W.; Rahimi, A.

    1972-01-01

    Certain symmetry properties possessed by the solutions of linear differential equations are examined. For this purpose, some basic ideas from the theory of finite dimensional linear systems are used together with the work of Wei and Norman on the use of Lie algebraic methods in differential equation theory.

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

    CERN Document Server

    Hermann, Martin

    2014-01-01

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

  6. Groups of integral transforms generated by Lie algebras of second-and higher-order differential operators

    International Nuclear Information System (INIS)

    Steinberg, S.; Wolf, K.B.

    1979-01-01

    The authors study the construction and action of certain Lie algebras of second- and higher-order differential operators on spaces of solutions of well-known parabolic, hyperbolic and elliptic linear differential equations. The latter include the N-dimensional quadratic quantum Hamiltonian Schroedinger equations, the one-dimensional heat and wave equations and the two-dimensional Helmholtz equation. In one approach, the usual similarity first-order differential operator algebra of the equation is embedded in the larger one, which appears as a quantum-mechanical dynamic algebra. In a second approach, the new algebra is built as the time evolution of a finite-transformation algebra on the initial conditions. In a third approach, the algebra to inhomogeneous similarity algebra is deformed to a noncompact classical one. In every case, we can integrate the algebra to a Lie group of integral transforms acting effectively on the solution space of the differential equation. (author)

  7. PSsolver: A Maple implementation to solve first order ordinary differential equations with Liouvillian solutions

    Science.gov (United States)

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

    2012-10-01

    We present a set of software routines in Maple 14 for solving first order ordinary differential equations (FOODEs). The package implements the Prelle-Singer method in its original form together with its extension to include integrating factors in terms of elementary functions. The package also presents a theoretical extension to deal with all FOODEs presenting Liouvillian solutions. Applications to ODEs taken from standard references show that it solves ODEs which remain unsolved using Maple's standard ODE solution routines. New version program summary Program title: PSsolver Catalogue identifier: ADPR_v2_0 Program summary URL: http://cpc.cs.qub.ac.uk/summaries/ADPR_v2_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 2302 No. of bytes in distributed program, including test data, etc.: 31962 Distribution format: tar.gz Programming language: Maple 14 (also tested using Maple 15 and 16). Computer: Intel Pentium Processor P6000, 1.86 GHz. Operating system: Windows 7. RAM: 4 GB DDR3 Memory Classification: 4.3. Catalogue identifier of previous version: ADPR_v1_0 Journal reference of previous version: Comput. Phys. Comm. 144 (2002) 46 Does the new version supersede the previous version?: Yes Nature of problem: Symbolic solution of first order differential equations via the Prelle-Singer method. Solution method: The method of solution is based on the standard Prelle-Singer method, with extensions for the cases when the FOODE contains elementary functions. Additionally, an extension of our own which solves FOODEs with Liouvillian solutions is included. Reasons for new version: The program was not running anymore due to changes in the latest versions of Maple. Additionally, we corrected/changed some bugs/details that were hampering the smoother functioning of the routines. Summary

  8. Pareto optimality in infinite horizon linear quadratic differential games

    NARCIS (Netherlands)

    Reddy, P.V.; Engwerda, J.C.

    2013-01-01

    In this article we derive conditions for the existence of Pareto optimal solutions for linear quadratic infinite horizon cooperative differential games. First, we present a necessary and sufficient characterization for Pareto optimality which translates to solving a set of constrained optimal

  9. 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....

  10. Higher Order Differential Attack on 6-Round MISTY1

    Science.gov (United States)

    Tsunoo, Yukiyasu; Saito, Teruo; Nakashima, Hiroki; Shigeri, Maki

    MISTY1 is a 64-bit block cipher that has provable security against differential and linear cryptanalysis. MISTY1 is one of the algorithms selected in the European NESSIE project, and it has been recommended for Japanese e-Government ciphers by the CRYPTREC project. This paper reports a previously unknown higher order differential characteristic of 4-round MISTY1 with the FL functions. It also shows that a higher order differential attack that utilizes this newly discovered characteristic is successful against 6-round MISTY1 with the FL functions. This attack can recover a partial subkey with a data complexity of 253.7 and a computational complexity of 264.4, which is better than any previous cryptanalysis of MISTY1.

  11. ACCURATE ESTIMATES OF CHARACTERISTIC EXPONENTS FOR SECOND ORDER DIFFERENTIAL EQUATION

    Institute of Scientific and Technical Information of China (English)

    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.

  12. Linear perturbation of spherically symmetric flows: a first-order upwind scheme for the gas dynamics equations in Lagrangian coordinates

    International Nuclear Information System (INIS)

    Clarisse, J.M.

    2007-01-01

    A numerical scheme for computing linear Lagrangian perturbations of spherically symmetric flows of gas dynamics is proposed. This explicit first-order scheme uses the Roe method in Lagrangian coordinates, for computing the radial spherically symmetric mean flow, and its linearized version, for treating the three-dimensional linear perturbations. Fulfillment of the geometric conservation law discrete formulations for both the mean flow and its perturbation is ensured. This scheme capabilities are illustrated by the computation of free-surface mode evolutions at the boundaries of a spherical hollow shell undergoing an homogeneous cumulative compression, showing excellent agreement with reference results. (author)

  13. Basic linear partial differential equations

    CERN Document Server

    Treves, Francois

    1975-01-01

    Focusing on the archetypes of linear partial differential equations, this text for upper-level undergraduates and graduate students features most of the basic classical results. The methods, however, are decidedly nontraditional: in practically every instance, they tend toward a high level of abstraction. This approach recalls classical material to contemporary analysts in a language they can understand, as well as exploiting the field's wealth of examples as an introduction to modern theories.The four-part treatment covers the basic examples of linear partial differential equations and their

  14. Higher-order automatic differentiation of mathematical functions

    Science.gov (United States)

    Charpentier, Isabelle; Dal Cappello, Claude

    2015-04-01

    Functions of mathematical physics such as the Bessel functions, the Chebyshev polynomials, the Gauss hypergeometric function and so forth, have practical applications in many scientific domains. On the one hand, differentiation formulas provided in reference books apply to real or complex variables. These do not account for the chain rule. On the other hand, based on the chain rule, the automatic differentiation has become a natural tool in numerical modeling. Nevertheless automatic differentiation tools do not deal with the numerous mathematical functions. This paper describes formulas and provides codes for the higher-order automatic differentiation of mathematical functions. The first method is based on Faà di Bruno's formula that generalizes the chain rule. The second one makes use of the second order differential equation they satisfy. Both methods are exemplified with the aforementioned functions.

  15. First-order system least squares for the pure traction problem in planar linear elasticity

    Energy Technology Data Exchange (ETDEWEB)

    Cai, Z.; Manteuffel, T.; McCormick, S.; Parter, S.

    1996-12-31

    This talk will develop two first-order system least squares (FOSLS) approaches for the solution of the pure traction problem in planar linear elasticity. Both are two-stage algorithms that first solve for the gradients of displacement, then for the displacement itself. One approach, which uses L{sup 2} norms to define the FOSLS functional, is shown under certain H{sup 2} regularity assumptions to admit optimal H{sup 1}-like performance for standard finite element discretization and standard multigrid solution methods that is uniform in the Poisson ratio for all variables. The second approach, which is based on H{sup -1} norms, is shown under general assumptions to admit optimal uniform performance for displacement flux in an L{sup 2} norm and for displacement in an H{sup 1} norm. These methods do not degrade as other methods generally do when the material properties approach the incompressible limit.

  16. 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

  17. The solutions of second-order linear differential systems with constant delays

    Science.gov (United States)

    Diblík, Josef; Svoboda, Zdeněk

    2017-07-01

    The representations of solutions to initial problems for non-homogenous n-dimensional second-order differential equations with delays x″(t )-2 A x'(t -τ )+(A2+B2)x (t -2 τ )=f (t ) by means of special matrix delayed functions are derived. Square matrices A and B are commuting and τ > 0. Derived representations use what is called a delayed exponential of a matrix and results generalize some of known results previously derived for homogenous systems.

  18. Spectral theories for linear differential equations

    International Nuclear Information System (INIS)

    Sell, G.R.

    1976-01-01

    The use of spectral analysis in the study of linear differential equations with constant coefficients is not only a fundamental technique but also leads to far-reaching consequences in describing the qualitative behaviour of the solutions. The spectral analysis, via the Jordan canonical form, will not only lead to a representation theorem for a basis of solutions, but will also give a rather precise statement of the (exponential) growth rates of various solutions. Various attempts have been made to extend this analysis to linear differential equations with time-varying coefficients. The most complete such extensions is the Floquet theory for equations with periodic coefficients. For time-varying linear differential equations with aperiodic coefficients several authors have attempted to ''extend'' the Foquet theory. The precise meaning of such an extension is itself a problem, and we present here several attempts in this direction that are related to the general problem of extending the spectral analysis of equations with constant coefficients. The main purpose of this paper is to introduce some problems of current research. The primary problem we shall examine occurs in the context of linear differential equations with almost periodic coefficients. We call it ''the Floquet problem''. (author)

  19. 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

  20. 1/N-expansion of the non-linear σ-model: The first three orders

    International Nuclear Information System (INIS)

    Flyvbjerg, H.; Varsted, S.

    1990-01-01

    The two-point function of the O(N)-symmetric non-linear σ-model is expanded in 1/N, keeping terms of three leading orders. The mass gap and the magnetic susceptibility are obtained from the two-point function. They are evaluated on square lattices for N=3 and N=4. The systematic errors of the 1/N-series truncated after the first, second, or third term are found by using recent high precision Monte Carlo results as bench marks. For all three truncations, we find systematic errors which are smaller than the expected magnitude of neglected terms, both for the mass gap and for the susceptibility. This result is uniform in the inverse coupling β, and valid for N as small as 3. We conclude that the 1/N-series approach the exact results as rapidly as one could ever hope for. (orig.)

  1. 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

  2. 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

  3. Hochstadt-Lieberman Type Theorem for a Non-Symmetric System of First-Order Ordinary Differential Operators

    Science.gov (United States)

    Trooshin, Igor; Yamamoto, Masahiro

    2003-04-01

    We consider an eigenvalue problem for a nonsymmetric first order differential operator Au( x ; ) = ( {matrix { 0 & 1 ŗ1 & 0 ŗ} } ; ){{du} / {dx}}( x ; ) + Q( x ; )u( x ; ), 0 < x < 1 , where Q is a 2 × 2 matrix whose components are of C1 class on [0, 1]. Assuming that Q(x) is known in the half interval of (0, 1), we prove the uniqueness in an inverse eigenvalue problem of determining Q(x) from the spectra.

  4. Linear differential equations to solve nonlinear mechanical problems: A novel approach

    OpenAIRE

    Nair, C. Radhakrishnan

    2004-01-01

    Often a non-linear mechanical problem is formulated as a non-linear differential equation. A new method is introduced to find out new solutions of non-linear differential equations if one of the solutions of a given non-linear differential equation is known. Using the known solution of the non-linear differential equation, linear differential equations are set up. The solutions of these linear differential equations are found using standard techniques. Then the solutions of the linear differe...

  5. Schwarz maps of algebraic linear ordinary differential equations

    Science.gov (United States)

    Sanabria Malagón, Camilo

    2017-12-01

    A linear ordinary differential equation is called algebraic if all its solution are algebraic over its field of definition. In this paper we solve the problem of finding closed form solution to algebraic linear ordinary differential equations in terms of standard equations. Furthermore, we obtain a method to compute all algebraic linear ordinary differential equations with rational coefficients by studying their associated Schwarz map through the Picard-Vessiot Theory.

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

    Directory of Open Access Journals (Sweden)

    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.

  7. Convolution of second order linear recursive sequences II.

    Directory of Open Access Journals (Sweden)

    Szakács Tamás

    2017-12-01

    Full Text Available We continue the investigation of convolutions of second order linear recursive sequences (see the first part in [1]. In this paper, we focus on the case when the characteristic polynomials of the sequences have common root.

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

    NARCIS (Netherlands)

    van der Schaft, Arjan

    1987-01-01

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

  9. Fuchs indices and the first integrals of nonlinear differential equations

    International Nuclear Information System (INIS)

    Kudryashov, Nikolai A.

    2005-01-01

    New method of finding the first integrals of nonlinear differential equations in polynomial form is presented. Basic idea of our approach is to use the scaling of solution of nonlinear differential equation and to find the dimensions of arbitrary constants in the Laurent expansion of the general solution. These dimensions allows us to obtain the scalings of members for the first integrals of nonlinear differential equations. Taking the polynomials with unknown coefficients into account we present the algorithm of finding the first integrals of nonlinear differential equations in the polynomial form. Our method is applied to look for the first integrals of eight nonlinear ordinary differential equations of the fourth order. The general solution of one of the fourth order ordinary differential equations is given

  10. Implementing Families of Implicit Chebyshev Methods with Exact Coefficients for the Numerical Integration of First- and Second-Order Differential Equations

    National Research Council Canada - National Science Library

    Mitchell, Jason

    2002-01-01

    A method is presented for the generation of exact numerical coefficients found in two families of implicit Chebyshev methods for the numerical integration of first- and second-order ordinary differential equations...

  11. Pseudospectral collocation methods for fourth order differential equations

    Science.gov (United States)

    Malek, Alaeddin; Phillips, Timothy N.

    1994-01-01

    Collocation schemes are presented for solving linear fourth order differential equations in one and two dimensions. The variational formulation of the model fourth order problem is discretized by approximating the integrals by a Gaussian quadrature rule generalized to include the values of the derivative of the integrand at the boundary points. Collocation schemes are derived which are equivalent to this discrete variational problem. An efficient preconditioner based on a low-order finite difference approximation to the same differential operator is presented. The corresponding multidomain problem is also considered and interface conditions are derived. Pseudospectral approximations which are C1 continuous at the interfaces are used in each subdomain to approximate the solution. The approximations are also shown to be C3 continuous at the interfaces asymptotically. A complete analysis of the collocation scheme for the multidomain problem is provided. The extension of the method to the biharmonic equation in two dimensions is discussed and results are presented for a problem defined in a nonrectangular domain.

  12. Oscillation criteria for third order delay nonlinear differential equations

    Directory of Open Access Journals (Sweden)

    E. M. Elabbasy

    2012-01-01

    via comparison with some first differential equations whose oscillatory characters are known. Our results generalize and improve some known results for oscillation of third order nonlinear differential equations. Some examples are given to illustrate the main results.

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

    Science.gov (United States)

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

    2002-11-01

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

  14. Linear measure functional differential equations with infinite delay

    OpenAIRE

    Monteiro, G. (Giselle Antunes); Slavík, A.

    2014-01-01

    We use the theory of generalized linear ordinary differential equations in Banach spaces to study linear measure functional differential equations with infinite delay. We obtain new results concerning the existence, uniqueness, and continuous dependence of solutions. Even for equations with a finite delay, our results are stronger than the existing ones. Finally, we present an application to functional differential equations with impulses.

  15. 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

  16. Classification and Construction of Invertible Linear Differential Operators on a One-Dimensional Manifold

    Directory of Open Access Journals (Sweden)

    V. N. Chetverikov

    2014-01-01

    Full Text Available Invertible linear differential operators with one independent variable are investigated. The problem of description of such operators is important, because it is connected with transformations and the classification of control systems, in particular, with the flatness problem.Each invertible linear differential operator represents a square matrix of scalar differential operators. Its product with an operator-column is an operator-column whose order does not exceed the sum of orders of initial operators. The operators-columns, the product with which leads to order fall, i.e. the order of the product is less than sum of orders of factors, are interesting for the description of invertible operators. In this paper the classification of invertible operators is based on dimensions dk,p of intersections of modules Gp and Fk for various k and p, where Gp is the module of all operators-columns of order not above p, and Fk is the module of compositions of the invertible operator with all operators-columns of order not above k. The invertible operators that have identical sets of numbers dk,p form one class.In the paper the general properties of tables of numbers dk,p for invertible operators are investigated. A correspondence between invertible operators and elementary-geometrical models which in the paper are named by d-schemes of squares is constructed. The invertible operator is ambiguously defined by its d-scheme of squares. The mathematical structure that must be set for its unique definition and an algorithm for the construction of the invertible operator are offered.In the proof of the main result, methods of the theory of chain complexes and their spectral sequences are used. In the paper all necessary concepts of this theory are formulated and the corresponding facts are proved.Results of the paper can be used for solving problems in which invertible linear differential operators are arisen. Namely, it is necessary to formulate the conditions on

  17. Non-cooperative stochastic differential game theory of generalized Markov jump linear systems

    CERN Document Server

    Zhang, Cheng-ke; Zhou, Hai-ying; Bin, Ning

    2017-01-01

    This book systematically studies the stochastic non-cooperative differential game theory of generalized linear Markov jump systems and its application in the field of finance and insurance. The book is an in-depth research book of the continuous time and discrete time linear quadratic stochastic differential game, in order to establish a relatively complete framework of dynamic non-cooperative differential game theory. It uses the method of dynamic programming principle and Riccati equation, and derives it into all kinds of existence conditions and calculating method of the equilibrium strategies of dynamic non-cooperative differential game. Based on the game theory method, this book studies the corresponding robust control problem, especially the existence condition and design method of the optimal robust control strategy. The book discusses the theoretical results and its applications in the risk control, option pricing, and the optimal investment problem in the field of finance and insurance, enriching the...

  18. 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.

  19. 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.

  20. 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.

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

    Directory of Open Access Journals (Sweden)

    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.

  2. Lagrange-Noether method for solving second-order differential equations

    Institute of Scientific and Technical Information of China (English)

    Wu Hui-Bin; Wu Run-Heng

    2009-01-01

    The purpose of this paper is to provide a new method called the Lagrange-Noether method for solving second-order differential equations. The method is,firstly,to write the second-order differential equations completely or partially in the form of Lagrange equations,and secondly,to obtain the integrals of the equations by using the Noether theory of the Lagrange system. An example is given to illustrate the application of the result.

  3. The number of zero solutions for complex canonical differential equation of second order with constant coefficients in the first quadrant

    Directory of Open Access Journals (Sweden)

    Vujaković Jelena

    2016-01-01

    Full Text Available The study of complex differential equations in recent years has opened up some of questions concerning the determination of the frequency of zero solutions, the distribution of zero, oscillation of the solution, asymptotic behavior, rank growth and so on. Besides, this is solved by only some classes of differential equations. In this paper, our aim was to determine the number of zeros and their arrangement in the first quadrant, for the complex canonical differential equation of the second order. The accuracy of our results, we illustrate with two examples.

  4. 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.

  5. Approximating second-order vector differential operators on distorted meshes in two space dimensions

    International Nuclear Information System (INIS)

    Hermeline, F.

    2008-01-01

    A new finite volume method is presented for approximating second-order vector differential operators in two space dimensions. This method allows distorted triangle or quadrilateral meshes to be used without the numerical results being too much altered. The matrices that need to be inverted are symmetric positive definite therefore, the most powerful linear solvers can be applied. The method has been tested on a few second-order vector partial differential equations coming from elasticity and fluids mechanics areas. These numerical experiments show that it is second-order accurate and locking-free. (authors)

  6. A local-global problem for linear differential equations

    NARCIS (Netherlands)

    Put, Marius van der; Reversat, Marc

    An inhomogeneous linear differential equation Ly = f over a global differential field can have a formal solution for each place without having a global solution. The vector space lgl(L) measures this phenomenon. This space is interpreted in terms of cohomology of linear algebraic groups and is

  7. A local-global problem for linear differential equations

    NARCIS (Netherlands)

    Put, Marius van der; Reversat, Marc

    2008-01-01

    An inhomogeneous linear differential equation Ly = f over a global differential field can have a formal solution for each place without having a global solution. The vector space lgl(L) measures this phenomenon. This space is interpreted in terms of cohomology of linear algebraic groups and is

  8. First and second order vortex dynamics

    International Nuclear Information System (INIS)

    Kim, Yoonbai; Lee, Kimyeong

    2002-01-01

    The low energy dynamics of vortices in self-dual Abelian Higgs theory in (2+1)-dimensional spacetime is of second order in vortex velocity and characterized by the moduli space metric. When the Chern-Simons term with a small coefficient is added to the theory, we show that a term linear in vortex velocity appears and can be consistently added to the second order expression. We provide an additional check of the first and second order terms by studying the angular momentum in field theory

  9. 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.

  10. 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…

  11. A High Order Theory for Linear Thermoelastic Shells: Comparison with Classical Theories

    Directory of Open Access Journals (Sweden)

    V. V. Zozulya

    2013-01-01

    Full Text Available A high order theory for linear thermoelasticity and heat conductivity of shells has been developed. The proposed theory is based on expansion of the 3-D equations of theory of thermoelasticity and heat conductivity into Fourier series in terms of Legendre polynomials. The first physical quantities that describe thermodynamic state have been expanded into Fourier series in terms of Legendre polynomials with respect to a thickness coordinate. Thereby all equations of elasticity and heat conductivity including generalized Hooke's and Fourier's laws have been transformed to the corresponding equations for coefficients of the polynomial expansion. Then in the same way as in the 3D theories system of differential equations in terms of displacements and boundary conditions for Fourier coefficients has been obtained. First approximation theory is considered in more detail. The obtained equations for the first approximation theory are compared with the corresponding equations for Timoshenko's and Kirchhoff-Love's theories. Special case of plates and cylindrical shell is also considered, and corresponding equations in displacements are presented.

  12. Novel Exponentially Fitted Two-Derivative Runge-Kutta Methods with Equation-Dependent Coefficients for First-Order Differential Equations

    Directory of Open Access Journals (Sweden)

    Yanping Yang

    2016-01-01

    Full Text Available The construction of exponentially fitted two-derivative Runge-Kutta (EFTDRK methods for the numerical solution of first-order differential equations is investigated. The revised EFTDRK methods proposed, with equation-dependent coefficients, take into consideration the errors produced in the internal stages to the update. The local truncation errors and stability of the new methods are analyzed. The numerical results are reported to show the accuracy of the new methods.

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

    Institute of Scientific and Technical Information of China (English)

    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.

  14. 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 ...

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

    International Nuclear Information System (INIS)

    Longtin, A.

    1991-01-01

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

  16. Low rank approach to computing first and higher order derivatives using automatic differentiation

    International Nuclear Information System (INIS)

    Reed, J. A.; Abdel-Khalik, H. S.; Utke, J.

    2012-01-01

    This manuscript outlines a new approach for increasing the efficiency of applying automatic differentiation (AD) to large scale computational models. By using the principles of the Efficient Subspace Method (ESM), low rank approximations of the derivatives for first and higher orders can be calculated using minimized computational resources. The output obtained from nuclear reactor calculations typically has a much smaller numerical rank compared to the number of inputs and outputs. This rank deficiency can be exploited to reduce the number of derivatives that need to be calculated using AD. The effective rank can be determined according to ESM by computing derivatives with AD at random inputs. Reduced or pseudo variables are then defined and new derivatives are calculated with respect to the pseudo variables. Two different AD packages are used: OpenAD and Rapsodia. OpenAD is used to determine the effective rank and the subspace that contains the derivatives. Rapsodia is then used to calculate derivatives with respect to the pseudo variables for the desired order. The overall approach is applied to two simple problems and to MATWS, a safety code for sodium cooled reactors. (authors)

  17. Third-order ordinary differential equations Y”' = f(x, y, y'', y′”) with ...

    African Journals Online (AJOL)

    dimensional symmetry algebra. Mathematics Subject Classication (2010): 34A05, 34A25, 53A55, 76M60. Key words: Linearization, third order ODEs, point transformation, contact transformation, Lie symmetries, relative differential invariants.

  18. 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

  19. 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…

  20. Conformal and covariant Z4 formulation of the Einstein equations: Strongly hyperbolic first-order reduction and solution with discontinuous Galerkin schemes

    Science.gov (United States)

    Dumbser, Michael; Guercilena, Federico; Köppel, Sven; Rezzolla, Luciano; Zanotti, Olindo

    2018-04-01

    We present a strongly hyperbolic first-order formulation of the Einstein equations based on the conformal and covariant Z4 system (CCZ4) with constraint-violation damping, which we refer to as FO-CCZ4. As CCZ4, this formulation combines the advantages of a conformal and traceless formulation, with the suppression of constraint violations given by the damping terms, but being first order in time and space, it is particularly suited for a discontinuous Galerkin (DG) implementation. The strongly hyperbolic first-order formulation has been obtained by making careful use of first and second-order ordering constraints. A proof of strong hyperbolicity is given for a selected choice of standard gauges via an analytical computation of the entire eigenstructure of the FO-CCZ4 system. The resulting governing partial differential equations system is written in nonconservative form and requires the evolution of 58 unknowns. A key feature of our formulation is that the first-order CCZ4 system decouples into a set of pure ordinary differential equations and a reduced hyperbolic system of partial differential equations that contains only linearly degenerate fields. We implement FO-CCZ4 in a high-order path-conservative arbitrary-high-order-method-using-derivatives (ADER)-DG scheme with adaptive mesh refinement and local time-stepping, supplemented with a third-order ADER-WENO subcell finite-volume limiter in order to deal with singularities arising with black holes. We validate the correctness of the formulation through a series of standard tests in vacuum, performed in one, two and three spatial dimensions, and also present preliminary results on the evolution of binary black-hole systems. To the best of our knowledge, these are the first successful three-dimensional simulations of moving punctures carried out with high-order DG schemes using a first-order formulation of the Einstein equations.

  1. Introduction to linear systems of differential equations

    CERN Document Server

    Adrianova, L Ya

    1995-01-01

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

  2. Periodic linear differential stochastic processes

    NARCIS (Netherlands)

    Kwakernaak, H.

    1975-01-01

    Periodic linear differential processes are defined and their properties are analyzed. Equivalent representations are discussed, and the solutions of related optimal estimation problems are given. An extension is presented of Kailath and Geesey’s [1] results concerning the innovations representation

  3. Modulating Functions Based Algorithm for the Estimation of the Coefficients and Differentiation Order for a Space-Fractional Advection-Dispersion Equation

    KAUST Repository

    Aldoghaither, Abeer

    2015-12-01

    In this paper, a new method, based on the so-called modulating functions, is proposed to estimate average velocity, dispersion coefficient, and differentiation order in a space-fractional advection-dispersion equation, where the average velocity and the dispersion coefficient are space-varying. First, the average velocity and the dispersion coefficient are estimated by applying the modulating functions method, where the problem is transformed into a linear system of algebraic equations. Then, the modulating functions method combined with a Newton\\'s iteration algorithm is applied to estimate the coefficients and the differentiation order simultaneously. The local convergence of the proposed method is proved. Numerical results are presented with noisy measurements to show the effectiveness and robustness of the proposed method. It is worth mentioning that this method can be extended to general fractional partial differential equations.

  4. Modulating Functions Based Algorithm for the Estimation of the Coefficients and Differentiation Order for a Space-Fractional Advection-Dispersion Equation

    KAUST Repository

    Aldoghaither, Abeer; Liu, Da-Yan; Laleg-Kirati, Taous-Meriem

    2015-01-01

    In this paper, a new method, based on the so-called modulating functions, is proposed to estimate average velocity, dispersion coefficient, and differentiation order in a space-fractional advection-dispersion equation, where the average velocity and the dispersion coefficient are space-varying. First, the average velocity and the dispersion coefficient are estimated by applying the modulating functions method, where the problem is transformed into a linear system of algebraic equations. Then, the modulating functions method combined with a Newton's iteration algorithm is applied to estimate the coefficients and the differentiation order simultaneously. The local convergence of the proposed method is proved. Numerical results are presented with noisy measurements to show the effectiveness and robustness of the proposed method. It is worth mentioning that this method can be extended to general fractional partial differential equations.

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

    International Nuclear Information System (INIS)

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

    2005-01-01

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

  6. New results for exponential synchronization of linearly coupled ordinary differential systems

    International Nuclear Information System (INIS)

    Tong Ping; Chen Shi-Hua

    2017-01-01

    This paper investigates the exponential synchronization of linearly coupled ordinary differential systems. The intrinsic nonlinear dynamics may not satisfy the QUAD condition or weak-QUAD condition. First, it gives a new method to analyze the exponential synchronization of the systems. Second, two theorems and their corollaries are proposed for the local or global exponential synchronization of the coupled systems. Finally, an application to the linearly coupled Hopfield neural networks and several simulations are provided for verifying the effectiveness of the theoretical results. (paper)

  7. First- and second-order charged particle optics

    International Nuclear Information System (INIS)

    Brown, K.L.; Servranckx, R.V.

    1984-07-01

    Since the invention of the alternating gradient principle there has been a rapid evolution of the mathematics and physics techniques applicable to charged particle optics. In this publication we derive a differential equation and a matrix algebra formalism valid to second-order to present the basic principles governing the design of charged particle beam transport systems. A notation first introduced by John Streib is used to convey the essential principles dictating the design of such beam transport systems. For example the momentum dispersion, the momentum resolution, and all second-order aberrations are expressed as simple integrals of the first-order trajectories (matrix elements) and of the magnetic field parameters (multipole components) characterizing the system. 16 references, 30 figures

  8. 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

  9. An Online Method for Interpolating Linear Parametric Reduced-Order Models

    KAUST Repository

    Amsallem, David; Farhat, Charbel

    2011-01-01

    A two-step online method is proposed for interpolating projection-based linear parametric reduced-order models (ROMs) in order to construct a new ROM for a new set of parameter values. The first step of this method transforms each precomputed ROM into a consistent set of generalized coordinates. The second step interpolates the associated linear operators on their appropriate matrix manifold. Real-time performance is achieved by precomputing inner products between the reduced-order bases underlying the precomputed ROMs. The proposed method is illustrated by applications in mechanical and aeronautical engineering. In particular, its robustness is demonstrated by its ability to handle the case where the sampled parameter set values exhibit a mode veering phenomenon. © 2011 Society for Industrial and Applied Mathematics.

  10. GLOBAL LINEARIZATION OF DIFFERENTIAL EQUATIONS WITH SPECIAL STRUCTURES

    Institute of Scientific and Technical Information of China (English)

    2011-01-01

    This paper introduces the global linearization of the differential equations with special structures.The function in the differential equation is unbounded.We prove that the differential equation with unbounded function can be topologically linearlized if it has a special structure.

  11. Maximum principles for boundary-degenerate linear parabolic differential operators

    OpenAIRE

    Feehan, Paul M. N.

    2013-01-01

    We develop weak and strong maximum principles for boundary-degenerate, linear, parabolic, second-order partial differential operators, $Lu := -u_t-\\tr(aD^2u)-\\langle b, Du\\rangle + cu$, with \\emph{partial} Dirichlet boundary conditions. The coefficient, $a(t,x)$, is assumed to vanish along a non-empty open subset, $\\mydirac_0!\\sQ$, called the \\emph{degenerate boundary portion}, of the parabolic boundary, $\\mydirac!\\sQ$, of the domain $\\sQ\\subset\\RR^{d+1}$, while $a(t,x)$ may be non-zero at po...

  12. Spatial Processes in Linear Ordering

    Science.gov (United States)

    von Hecker, Ulrich; Klauer, Karl Christoph; Wolf, Lukas; Fazilat-Pour, Masoud

    2016-01-01

    Memory performance in linear order reasoning tasks (A > B, B > C, C > D, etc.) shows quicker, and more accurate responses to queries on wider (AD) than narrower (AB) pairs on a hypothetical linear mental model (A -- B -- C -- D). While indicative of an analogue representation, research so far did not provide positive evidence for spatial…

  13. 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.

  14. The impact of the transient uptake flux on bioaccumulation : Linear adsorption and first-order internalisation coupled with spherical semi-infinite mass transport

    NARCIS (Netherlands)

    Galceran, J.; Monné, J.; Puy, J.; Leeuwen, van H.P.

    2004-01-01

    The uptake of a chemical species (such as an organic molecule or a toxic metal ion) by an organism is modelled considering linear pre-adsorption followed by a first-order internalisation. The active biosurface is supposed to be spherical or semi-spherical and the mass transport in the medium is

  15. Rational approximations to solutions of linear differential equations.

    Science.gov (United States)

    Chudnovsky, D V; Chudnovsky, G V

    1983-08-01

    Rational approximations of Padé and Padé type to solutions of differential equations are considered. One of the main results is a theorem stating that a simultaneous approximation to arbitrary solutions of linear differential equations over C(x) cannot be "better" than trivial ones implied by the Dirichlet box principle. This constitutes, in particular, the solution in the linear case of Kolchin's problem that the "Roth's theorem" holds for arbitrary solutions of algebraic differential equations. Complete effective proofs for several valuations are presented based on the Wronskian methods and graded subrings of Picard-Vessiot extensions.

  16. Classes and Theories of Trees Associated with a Class Of Linear Orders

    DEFF Research Database (Denmark)

    Goranko, Valentin; Kellerman, Ruaan

    2011-01-01

    Given a class of linear order types C, we identify and study several different classes of trees, naturally associated with C in terms of how the paths in those trees are related to the order types belonging to C. We investigate and completely determine the set-theoretic relationships between...... these classes of trees and between their corresponding first-order theories. We then obtain some general results about the axiomatization of the first-order theories of some of these classes of trees in terms of the first-order theory of the generating class C, and indicate the problems obstructing such general...... results for the other classes. These problems arise from the possible existence of nondefinable paths in trees, that need not satisfy the first-order theory of C, so we have started analysing first order definable and undefinable paths in trees....

  17. Construction of a Smooth Lyapunov Function for the Robust and Exact Second-Order Differentiator

    Directory of Open Access Journals (Sweden)

    Tonametl Sanchez

    2016-01-01

    Full Text Available Differentiators play an important role in (continuous feedback control systems. In particular, the robust and exact second-order differentiator has shown some very interesting properties and it has been used successfully in sliding mode control, in spite of the lack of a Lyapunov based procedure to design its gains. As contribution of this paper, we provide a constructive method to determine a differentiable Lyapunov function for such a differentiator. Moreover, the Lyapunov function is used to provide a procedure to design the differentiator’s parameters. Also, some sets of such parameters are provided. The determination of the positive definiteness of the Lyapunov function and negative definiteness of its derivative is converted to the problem of solving a system of inequalities linear in the parameters of the Lyapunov function candidate and also linear in the gains of the differentiator, but bilinear in both.

  18. First-order inflation

    International Nuclear Information System (INIS)

    Kolb, E.W.

    1991-01-01

    In the original proposal, inflation occurred in the process of a strongly first-order phase transition. This model was soon demonstrated to be fatally flawed. Subsequent models for inflation involved phase transitions that were second-order, or perhaps weakly first-order; some even involved no phase transition at all. Recently the possibility of inflation during a strongly first-order phase transition has been reviewed. In this talk I will discuss some models for first-order inflation, and emphasize unique signatures that result if inflation is realized in a first-order transition. Before discussing first-order inflation, I will briefly review some of the history of inflation to demonstrate how first-order inflation differs from other models. (orig.)

  19. 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

  20. First-order inflation

    International Nuclear Information System (INIS)

    Kolb, E.W.; Chicago Univ., IL

    1990-09-01

    In the original proposal, inflation occurred in the process of a strongly first-order phase transition. This model was soon demonstrated to be fatally flawed. Subsequent models for inflation involved phase transitions that were second-order, or perhaps weakly first-order; some even involved no phase transition at all. Recently the possibility of inflation during a strongly first-order phase transition has been revived. In this talk I will discuss some models for first-order inflation, and emphasize unique signatures that result in inflation is realized in a first-order transition. Before discussing first-order inflation, I will briefly review some of the history of inflation to demonstrate how first-order inflation differs from other models. 58 refs., 3 figs

  1. First-order differential-delay equation for the baroreflex predicts the 0.4-Hz blood pressure rhythm in rats.

    Science.gov (United States)

    Burgess, D E; Hundley, J C; Li, S G; Randall, D C; Brown, D R

    1997-12-01

    We have described a 0.4-Hz rhythm in renal sympathetic nerve activity (SNA) that is tightly coupled to 0.4-Hz oscillations in blood pressure in the unanesthetized rat. In previous work, the relationship between SNA and fluctuations in mean arterial blood pressure (MAP) was described by a set of two first-order differential equations. We have now modified our earlier model to test the feasibility that the 0.4-Hz rhythm can be explained by the baroreflex without requiring a neural oscillator. In this baroreflex model, a linear feedback term replaces the sympathetic drive to the cardiovascular system. The time delay in the feedback loop is set equal to the time delay on the efferent side, approximately 0.5 s (as determined in the initial model), plus a time delay of 0.2 s on the afferent side for a total time delay of approximately 0.7 s. A stability analysis of this new model yields feedback resonant frequencies close to 0.4 Hz. Because of the time delay in the feedback loop, the proportional gain may not exceed a value on the order of 10 to maintain stability. The addition of a derivative feedback term increases the system's stability for a positive range of derivative gains. We conclude that the known physiological time delay for the sympathetic portion of the baroreflex can account for the observed 0.4-Hz rhythm in rat MAP and that the sensitivity of the baroreceptors to the rate of change in blood pressure, as well as average blood pressure, would enhance the natural stability of the baroreflex.

  2. Third-Order Elliptic Lowpass Filter for Multi-Standard Baseband Chain Using Highly Linear Digitally Programmable OTA

    Science.gov (United States)

    Elamien, Mohamed B.; Mahmoud, Soliman A.

    2018-03-01

    In this paper, a third-order elliptic lowpass filter is designed using highly linear digital programmable balanced OTA. The filter exhibits a cutoff frequency tuning range from 2.2 MHz to 7.1 MHz, thus, it covers W-CDMA, UMTS, and DVB-H standards. The programmability concept in the filter is achieved by using digitally programmable operational transconductors amplifier (DPOTA). The DPOTA employs three linearization techniques which are the source degeneration, double differential pair and the adaptive biasing. Two current division networks (CDNs) are used to control the value of the transconductance. For the DPOTA, the third-order harmonic distortion (HD3) remains below -65 dB up to 0.4 V differential input voltage at 1.2 V supply voltage. The DPOTA and the filter are designed and simulated in 90 nm CMOS technology with LTspice simulator.

  3. Planar real polynomial differential systems of degree n > 3 having a weak focus of high order

    International Nuclear Information System (INIS)

    Llibre, J.; Rabanal, R.

    2008-06-01

    We construct planar polynomial differential systems of even (respectively odd) degree n > 3, of the form linear plus a nonlinear homogeneous part of degree n having a weak focus of order n 2 -1 (respectively (n 2 -1)/2 ) at the origin. As far as we know this provides the highest order known until now for a weak focus of a polynomial differential system of arbitrary degree n. (author)

  4. Fractional Order Differentiation by Integration and Error Analysis in Noisy Environment

    KAUST Repository

    Liu, Dayan

    2015-03-31

    The integer order differentiation by integration method based on the Jacobi orthogonal polynomials for noisy signals was originally introduced by Mboup, Join and Fliess. We propose to extend this method from the integer order to the fractional order to estimate the fractional order derivatives of noisy signals. Firstly, two fractional order differentiators are deduced from the Jacobi orthogonal polynomial filter, using the Riemann-Liouville and the Caputo fractional order derivative definitions respectively. Exact and simple formulae for these differentiators are given by integral expressions. Hence, they can be used for both continuous-time and discrete-time models in on-line or off-line applications. Secondly, some error bounds are provided for the corresponding estimation errors. These bounds allow to study the design parameters\\' influence. The noise error contribution due to a large class of stochastic processes is studied in discrete case. The latter shows that the differentiator based on the Caputo fractional order derivative can cope with a class of noises, whose mean value and variance functions are polynomial time-varying. Thanks to the design parameters analysis, the proposed fractional order differentiators are significantly improved by admitting a time-delay. Thirdly, in order to reduce the calculation time for on-line applications, a recursive algorithm is proposed. Finally, the proposed differentiator based on the Riemann-Liouville fractional order derivative is used to estimate the state of a fractional order system and numerical simulations illustrate the accuracy and the robustness with respect to corrupting noises.

  5. Symmetric positive differential equations and first order hyperbolic systems

    International Nuclear Information System (INIS)

    Tangmanee, S.

    1981-12-01

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

  6. On Sequences of Numbers and Polynomials Defined by Linear Recurrence Relations of Order 2

    Directory of Open Access Journals (Sweden)

    Tian-Xiao He

    2009-01-01

    Full Text Available Here we present a new method to construct the explicit formula of a sequence of numbers and polynomials generated by a linear recurrence relation of order 2. The applications of the method to the Fibonacci and Lucas numbers, Chebyshev polynomials, the generalized Gegenbauer-Humbert polynomials are also discussed. The derived idea provides a general method to construct identities of number or polynomial sequences defined by linear recurrence relations. The applications using the method to solve some algebraic and ordinary differential equations are presented.

  7. Scanning differential polarization microscope: Its use to image linear and circular differential scattering

    International Nuclear Information System (INIS)

    Mickols, W.; Maestre, M.F.

    1988-01-01

    A differential polarization microscope that couples the sensitivity of single-beam measurement of circular dichroism and circular differential scattering with the simultaneous measurement of linear dichroism and linear differential scattering has been developed. The microscope uses a scanning microscope stage and single-point illumination to give the very shallow depth of field found in confocal microscopy. This microscope can operate in the confocal mode as well as in the near confocal condition that can allow one to program the coherence and spatial resolution of the microscope. This microscope has been used to study the change in the structure of chromatin during the development of sperm in Drosophila

  8. 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.

  9. A controllability test for general first-order representations

    NARCIS (Netherlands)

    U. Helmke; J. Rosenthal; J.M. Schumacher (Hans)

    1995-01-01

    textabstractIn this paper we derive a new controllability rank test for general first-order representations. The criterion generalizes the well-known controllability rank test for linear input-state systems as well as a controllability rank test by Mertzios et al. for descriptor systems.

  10. 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

  11. 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

  12. 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

  13. Linearization: Geometric, Complex, and Conditional

    Directory of Open Access Journals (Sweden)

    Asghar Qadir

    2012-01-01

    Full Text Available Lie symmetry analysis provides a systematic method of obtaining exact solutions of nonlinear (systems of differential equations, whether partial or ordinary. Of special interest is the procedure that Lie developed to transform scalar nonlinear second-order ordinary differential equations to linear form. Not much work was done in this direction to start with, but recently there have been various developments. Here, first the original work of Lie (and the early developments on it, and then more recent developments based on geometry and complex analysis, apart from Lie’s own method of algebra (namely, Lie group theory, are reviewed. It is relevant to mention that much of the work is not linearization but uses the base of linearization.

  14. On functional bases of the first-order differential invariants for non-conjugate subgroups of the Poincaré group $P(1,4$

    Directory of Open Access Journals (Sweden)

    V.M. Fedorchuk

    2008-11-01

    Full Text Available It is established which functional bases of the first-order differential invariants of the splitting and non-splitting subgroups of the Poincaré group $P(1,4$ are invariant under the subgroups of the extended Galilei group $widetilde G(1,3 subset P(1,4$. The obtained sets of functional bases are classified according to dimensions.

  15. 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…

  16. 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.

  17. Optimal explicit strong stability preserving Runge–Kutta methods with high linear order and optimal nonlinear order

    KAUST Repository

    Gottlieb, Sigal

    2015-04-10

    High order spatial discretizations with monotonicity properties are often desirable for the solution of hyperbolic PDEs. These methods can advantageously be coupled with high order strong stability preserving time discretizations. The search for high order strong stability time-stepping methods with large allowable strong stability coefficient has been an active area of research over the last two decades. This research has shown that explicit SSP Runge-Kutta methods exist only up to fourth order. However, if we restrict ourselves to solving only linear autonomous problems, the order conditions simplify and this order barrier is lifted: explicit SSP Runge-Kutta methods of any linear order exist. These methods reduce to second order when applied to nonlinear problems. In the current work we aim to find explicit SSP Runge-Kutta methods with large allowable time-step, that feature high linear order and simultaneously have the optimal fourth order nonlinear order. These methods have strong stability coefficients that approach those of the linear methods as the number of stages and the linear order is increased. This work shows that when a high linear order method is desired, it may still be worthwhile to use methods with higher nonlinear order.

  18. 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 .

  19. 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.

  20. EXTRA: a digital computer program for the solution of stiff sets of ordinary initial value, first order differential equations

    International Nuclear Information System (INIS)

    Sidell, J.

    1976-08-01

    EXTRA is a program written for the Winfrith KDF9 enabling the user to solve first order initial value differential equations. In this report general numerical integration methods are discussed with emphasis on their application to the solution of stiff sets of equations. A method of particular applicability to stiff sets of equations is described. This method is incorporated in the program EXTRA and full instructions for its use are given. A comparison with other methods of computation is included. (author)

  1. Piecewise-linear and bilinear approaches to nonlinear differential equations approximation problem of computational structural mechanics

    OpenAIRE

    Leibov Roman

    2017-01-01

    This paper presents a bilinear approach to nonlinear differential equations system approximation problem. Sometimes the nonlinear differential equations right-hand sides linearization is extremely difficult or even impossible. Then piecewise-linear approximation of nonlinear differential equations can be used. The bilinear differential equations allow to improve piecewise-linear differential equations behavior and reduce errors on the border of different linear differential equations systems ...

  2. On the reduction of the multidimensional stationary Schroedinger equation to a first-order equation and its relation to the pseudoanalytic function theory

    Energy Technology Data Exchange (ETDEWEB)

    Kravchenko, Vladislav V [Departmento de Telecomunicaciones, SEPI, Escuela Superior de IngenierIa Mecanica y Electrica, Instituto Politecnico Nacional, CP 07738 Mexico DF (Mexico)

    2005-01-28

    Given a particular solution of a one-dimensional stationary Schroedinger equation this equation of second order can be reduced to a first-order linear ordinary differential equation. This is done with the aid of an auxiliary Riccati differential equation. In the present work we show that the same fact is true in a multidimensional situation also. For simplicity we consider the case of two or three independent variables. One particular solution of the stationary Schroedinger equation allows us to reduce this second-order equation to a linear first-order quaternionic differential equation. As in the one-dimensional case this is done with the aid of an auxiliary quaternionic Riccati equation. The resulting first-order quaternionic equation is equivalent to the static Maxwell system and is closely related to the Dirac equation. In the case of two independent variables it is the well-known Vekua equation from theory of pseudoanalytic (or generalized analytic) functions. Nevertheless, we show that even in this case it is very useful to consider not only complex valued functions, solutions of the Vekua equation, but complete quaternionic functions. In this way the first-order quaternionic equation represents two separate Vekua equations, one of which gives us solutions of the Schroedinger equation and the other one can be considered as an auxiliary equation of a simpler structure. Moreover for the auxiliary equation we always have the corresponding Bers generating pair (F, G), the base of the Bers theory of pseudoanalytic functions, and what is very important, the Bers derivatives of solutions of the auxiliary equation give us solutions of the main Vekua equation and as a consequence of the Schroedinger equation. Based on this fact we obtain an analogue of the Cauchy integral theorem for solutions of the stationary Schroedinger equation. Other results from theory of pseudoanalytic functions can be written for solutions of the Schroedinger equation. Moreover, for an ample

  3. 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

  4. 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.

  5. Fractional order differentiation by integration with Jacobi polynomials

    KAUST Repository

    Liu, Dayan

    2012-12-01

    The differentiation by integration method with Jacobi polynomials was originally introduced by Mboup, Join and Fliess [22], [23]. This paper generalizes this method from the integer order to the fractional order for estimating the fractional order derivatives of noisy signals. The proposed fractional order differentiator is deduced from the Jacobi orthogonal polynomial filter and the Riemann-Liouville fractional order derivative definition. Exact and simple formula for this differentiator is given where an integral formula involving Jacobi polynomials and the noisy signal is used without complex mathematical deduction. Hence, it can be used both for continuous-time and discrete-time models. The comparison between our differentiator and the recently introduced digital fractional order Savitzky-Golay differentiator is given in numerical simulations so as to show its accuracy and robustness with respect to corrupting noises. © 2012 IEEE.

  6. Fractional order differentiation by integration with Jacobi polynomials

    KAUST Repository

    Liu, Dayan; Gibaru, O.; Perruquetti, Wilfrid; Laleg-Kirati, Taous-Meriem

    2012-01-01

    The differentiation by integration method with Jacobi polynomials was originally introduced by Mboup, Join and Fliess [22], [23]. This paper generalizes this method from the integer order to the fractional order for estimating the fractional order derivatives of noisy signals. The proposed fractional order differentiator is deduced from the Jacobi orthogonal polynomial filter and the Riemann-Liouville fractional order derivative definition. Exact and simple formula for this differentiator is given where an integral formula involving Jacobi polynomials and the noisy signal is used without complex mathematical deduction. Hence, it can be used both for continuous-time and discrete-time models. The comparison between our differentiator and the recently introduced digital fractional order Savitzky-Golay differentiator is given in numerical simulations so as to show its accuracy and robustness with respect to corrupting noises. © 2012 IEEE.

  7. 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\\.

  8. The linear ordering problem: an algorithm for the optimal solution ...

    African Journals Online (AJOL)

    In this paper we describe and implement an algorithm for the exact solution of the Linear Ordering problem. Linear Ordering is the problem of finding a linear order of the nodes of a graph such that the sum of the weights which are consistent with this order is as large as possible. It is an NP - Hard combinatorial optimisation ...

  9. A higher-order conservation element solution element method for solving hyperbolic differential equations on unstructured meshes

    Science.gov (United States)

    Bilyeu, David

    This dissertation presents an extension of the Conservation Element Solution Element (CESE) method from second- to higher-order accuracy. The new method retains the favorable characteristics of the original second-order CESE scheme, including (i) the use of the space-time integral equation for conservation laws, (ii) a compact mesh stencil, (iii) the scheme will remain stable up to a CFL number of unity, (iv) a fully explicit, time-marching integration scheme, (v) true multidimensionality without using directional splitting, and (vi) the ability to handle two- and three-dimensional geometries by using unstructured meshes. This algorithm has been thoroughly tested in one, two and three spatial dimensions and has been shown to obtain the desired order of accuracy for solving both linear and non-linear hyperbolic partial differential equations. The scheme has also shown its ability to accurately resolve discontinuities in the solutions. Higher order unstructured methods such as the Discontinuous Galerkin (DG) method and the Spectral Volume (SV) methods have been developed for one-, two- and three-dimensional application. Although these schemes have seen extensive development and use, certain drawbacks of these methods have been well documented. For example, the explicit versions of these two methods have very stringent stability criteria. This stability criteria requires that the time step be reduced as the order of the solver increases, for a given simulation on a given mesh. The research presented in this dissertation builds upon the work of Chang, who developed a fourth-order CESE scheme to solve a scalar one-dimensional hyperbolic partial differential equation. The completed research has resulted in two key deliverables. The first is a detailed derivation of a high-order CESE methods on unstructured meshes for solving the conservation laws in two- and three-dimensional spaces. The second is the code implementation of these numerical methods in a computer code. For

  10. 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.

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

    Directory of Open Access Journals (Sweden)

    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.

  12. High Order Differential Frequency Hopping: Design and Analysis

    Directory of Open Access Journals (Sweden)

    Yong Li

    2015-01-01

    Full Text Available This paper considers spectrally efficient differential frequency hopping (DFH system design. Relying on time-frequency diversity over large spectrum and high speed frequency hopping, DFH systems are robust against hostile jamming interference. However, the spectral efficiency of conventional DFH systems is very low due to only using the frequency of each channel. To improve the system capacity, in this paper, we propose an innovative high order differential frequency hopping (HODFH scheme. Unlike in traditional DFH where the message is carried by the frequency relationship between the adjacent hops using one order differential coding, in HODFH, the message is carried by the frequency and phase relationship using two-order or higher order differential coding. As a result, system efficiency is increased significantly since the additional information transmission is achieved by the higher order differential coding at no extra cost on either bandwidth or power. Quantitative performance analysis on the proposed scheme demonstrates that transmission through the frequency and phase relationship using two-order or higher order differential coding essentially introduces another dimension to the signal space, and the corresponding coding gain can increase the system efficiency.

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

    International Nuclear Information System (INIS)

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

    2011-01-01

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

  14. General solution for first order elliptic systems in the plane

    International Nuclear Information System (INIS)

    Mshimba, A.S.

    1990-01-01

    It is shown that a system of 2n real-valued partial differential equations of first order, which under certain assumptions can be transformed to the so-called 'complex normal form', admits a general solution. 15 refs

  15. Third-order operator-differential equations with discontinuous coefficients and operators in the boundary conditions

    Directory of Open Access Journals (Sweden)

    Araz R. Aliev

    2013-10-01

    Full Text Available We study a third-order operator-differential equation on the semi-axis with a discontinuous coefficient and boundary conditions which include an abstract linear operator. Sufficient conditions for the well-posed and unique solvability are found by means of properties of the operator coefficients in a Sobolev-type space.

  16. Approximate Method for Solving the Linear Fuzzy Delay Differential Equations

    Directory of Open Access Journals (Sweden)

    S. Narayanamoorthy

    2015-01-01

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

  17. 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.

  18. Estimation of Multiple Point Sources for Linear Fractional Order Systems Using Modulating Functions

    KAUST Repository

    Belkhatir, Zehor; Laleg-Kirati, Taous-Meriem

    2017-01-01

    This paper proposes an estimation algorithm for the characterization of multiple point inputs for linear fractional order systems. First, using polynomial modulating functions method and a suitable change of variables the problem of estimating

  19. Utility of low-order linear nuclear-power-plant models in plant diagnostics and control

    International Nuclear Information System (INIS)

    Tylee, J.L.

    1981-01-01

    A low-order, linear model of a pressurized water reactor (PWR) plant is described and evaluated. The model consists of 23 linear, first-order difference equations and simulates all subsystems of both the primary and secondary sides of the plant. Comparisons between the calculated model response and available test data show the model to be an adequate representation of the actual plant dynamics. Suggested use for the model in an on-line digital plant diagnostics and control system are presented

  20. 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

  1. Higher-order techniques for some problems of nonlinear control

    Directory of Open Access Journals (Sweden)

    Sarychev Andrey V.

    2002-01-01

    Full Text Available A natural first step when dealing with a nonlinear problem is an application of some version of linearization principle. This includes the well known linearization principles for controllability, observability and stability and also first-order optimality conditions such as Lagrange multipliers rule or Pontryagin's maximum principle. In many interesting and important problems of nonlinear control the linearization principle fails to provide a solution. In the present paper we provide some examples of how higher-order methods of differential geometric control theory can be used for the study nonlinear control systems in such cases. The presentation includes: nonlinear systems with impulsive and distribution-like inputs; second-order optimality conditions for bang–bang extremals of optimal control problems; methods of high-order averaging for studying stability and stabilization of time-variant control systems.

  2. 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

  3. 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. .

  4. On sign constant solutions of certain boundary value problems for second-order functional differential equations

    Czech Academy of Sciences Publication Activity Database

    Lomtatidze, Alexander; Vodstrčil, Petr

    2005-01-01

    Roč. 84, č. 2 (2005), s. 197-209 ISSN 0003-6811 Institutional research plan: CEZ:AV0Z10190503 Keywords : second order linear functional differential equations * nonnegative solution * two-point boundary value problem Subject RIV: BA - General Mathematics http://www.tandfonline.com/doi/full/10.1080/00036810410001724427

  5. Linear Matrix Inequality Based Fuzzy Synchronization for Fractional Order Chaos

    Directory of Open Access Journals (Sweden)

    Bin Wang

    2015-01-01

    Full Text Available This paper investigates fuzzy synchronization for fractional order chaos via linear matrix inequality. Based on generalized Takagi-Sugeno fuzzy model, one efficient stability condition for fractional order chaos synchronization or antisynchronization is given. The fractional order stability condition is transformed into a set of linear matrix inequalities and the rigorous proof details are presented. Furthermore, through fractional order linear time-invariant (LTI interval theory, the approach is developed for fractional order chaos synchronization regardless of the system with uncertain parameters. Three typical examples, including synchronization between an integer order three-dimensional (3D chaos and a fractional order 3D chaos, anti-synchronization of two fractional order hyperchaos, and the synchronization between an integer order 3D chaos and a fractional order 4D chaos, are employed to verify the theoretical results.

  6. Order-constrained linear optimization.

    Science.gov (United States)

    Tidwell, Joe W; Dougherty, Michael R; Chrabaszcz, Jeffrey S; Thomas, Rick P

    2017-11-01

    Despite the fact that data and theories in the social, behavioural, and health sciences are often represented on an ordinal scale, there has been relatively little emphasis on modelling ordinal properties. The most common analytic framework used in psychological science is the general linear model, whose variants include ANOVA, MANOVA, and ordinary linear regression. While these methods are designed to provide the best fit to the metric properties of the data, they are not designed to maximally model ordinal properties. In this paper, we develop an order-constrained linear least-squares (OCLO) optimization algorithm that maximizes the linear least-squares fit to the data conditional on maximizing the ordinal fit based on Kendall's τ. The algorithm builds on the maximum rank correlation estimator (Han, 1987, Journal of Econometrics, 35, 303) and the general monotone model (Dougherty & Thomas, 2012, Psychological Review, 119, 321). Analyses of simulated data indicate that when modelling data that adhere to the assumptions of ordinary least squares, OCLO shows minimal bias, little increase in variance, and almost no loss in out-of-sample predictive accuracy. In contrast, under conditions in which data include a small number of extreme scores (fat-tailed distributions), OCLO shows less bias and variance, and substantially better out-of-sample predictive accuracy, even when the outliers are removed. We show that the advantages of OCLO over ordinary least squares in predicting new observations hold across a variety of scenarios in which researchers must decide to retain or eliminate extreme scores when fitting data. © 2017 The British Psychological Society.

  7. 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.

  8. High Weak Order Methods for Stochastic Differential Equations Based on Modified Equations

    KAUST Repository

    Abdulle, Assyr

    2012-01-01

    © 2012 Society for Industrial and Applied Mathematics. Inspired by recent advances in the theory of modified differential equations, we propose a new methodology for constructing numerical integrators with high weak order for the time integration of stochastic differential equations. This approach is illustrated with the constructions of new methods of weak order two, in particular, semi-implicit integrators well suited for stiff (meansquare stable) stochastic problems, and implicit integrators that exactly conserve all quadratic first integrals of a stochastic dynamical system. Numerical examples confirm the theoretical results and show the versatility of our methodology.

  9. 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

  10. High order Fuchsian equations for the square lattice Ising model: χ-tilde(5)

    International Nuclear Information System (INIS)

    Bostan, A; Boukraa, S; Guttmann, A J; Jensen, I; Hassani, S; Zenine, N; Maillard, J-M

    2009-01-01

    We consider the Fuchsian linear differential equation obtained (modulo a prime) for χ-tilde (5) , the five-particle contribution to the susceptibility of the square lattice Ising model. We show that one can understand the factorization of the corresponding linear differential operator from calculations using just a single prime. A particular linear combination of χ-tilde (1) and χ-tilde (3) can be removed from χ-tilde (5) and the resulting series is annihilated by a high order globally nilpotent linear ODE. The corresponding (minimal order) linear differential operator, of order 29, splits into factors of small orders. A fifth-order linear differential operator occurs as the left-most factor of the 'depleted' differential operator and it is shown to be equivalent to the symmetric fourth power of L E , the linear differential operator corresponding to the elliptic integral E. This result generalizes what we have found for the lower order terms χ-tilde (3) and χ-tilde (4) . We conjecture that a linear differential operator equivalent to a symmetric (n - 1) th power of L E occurs as a left-most factor in the minimal order linear differential operators for all χ-tilde (n) 's

  11. 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…

  12. Legendre-tau approximation for functional differential equations. II - The linear quadratic optimal control problem

    Science.gov (United States)

    Ito, Kazufumi; Teglas, Russell

    1987-01-01

    The numerical scheme based on the Legendre-tau approximation is proposed to approximate the feedback solution to the linear quadratic optimal control problem for hereditary differential systems. The convergence property is established using Trotter ideas. The method yields very good approximations at low orders and provides an approximation technique for computing closed-loop eigenvalues of the feedback system. A comparison with existing methods (based on averaging and spline approximations) is made.

  13. Dual-shaped offset reflector antenna designs from solutions of the geometrical optics first-order partial differential equations

    Science.gov (United States)

    Galindo-Israel, V.; Imbriale, W.; Shogen, K.; Mittra, R.

    1990-01-01

    In obtaining solutions to the first-order nonlinear partial differential equations (PDEs) for synthesizing offset dual-shaped reflectors, it is found that previously observed computational problems can be avoided if the integration of the PDEs is started from an inner projected perimeter and integrated outward rather than starting from an outer projected perimeter and integrating inward. This procedure, however, introduces a new parameter, the main reflector inner perimeter radius p(o), when given a subreflector inner angle 0(o). Furthermore, a desired outer projected perimeter (e.g., a circle) is no longer guaranteed. Stability of the integration is maintained if some of the initial parameters are determined first from an approximate solution to the PDEs. A one-, two-, or three-parameter optimization algorithm can then be used to obtain a best set of parameters yielding a close fit to the desired projected outer rim. Good low cross-polarization mapping functions are also obtained. These methods are illustrated by synthesis of a high-gain offset-shaped Cassegrainian antenna and a low-noise offset-shaped Gregorian antenna.

  14. 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

  15. An Ordering Linear Unification Algorithm

    Institute of Scientific and Technical Information of China (English)

    胡运发

    1989-01-01

    In this paper,we present an ordering linear unification algorithm(OLU).A new idea on substituteion of the binding terms is introduced to the algorithm,which is able to overcome some drawbacks of other algorithms,e.g.,MM algorithm[1],RG1 and RG2 algorithms[2],Particularly,if we use the directed eyclie graphs,the algoritm needs not check the binding order,then the OLU algorithm can also be aplied to the infinite tree data struceture,and a higher efficiency can be expected.The paper focuses upon the discussion of OLU algorithm and a partial order structure with respect to the unification algorithm.This algorithm has been implemented in the GKD-PROLOG/VAX 780 interpreting system.Experimental results have shown that the algorithm is very simple and efficient.

  16. "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.

  17. Controllability of nonlocal second-order impulsive neutral stochastic functional integro-differential equations with delay and Poisson jumps

    Directory of Open Access Journals (Sweden)

    Diem Dang Huan

    2015-12-01

    Full Text Available The current paper is concerned with the controllability of nonlocal second-order impulsive neutral stochastic functional integro-differential equations with infinite delay and Poisson jumps in Hilbert spaces. Using the theory of a strongly continuous cosine family of bounded linear operators, stochastic analysis theory and with the help of the Banach fixed point theorem, we derive a new set of sufficient conditions for the controllability of nonlocal second-order impulsive neutral stochastic functional integro-differential equations with infinite delay and Poisson jumps. Finally, an application to the stochastic nonlinear wave equation with infinite delay and Poisson jumps is given.

  18. On solutions of variable-order fractional differential equations

    Directory of Open Access Journals (Sweden)

    Ali Akgül

    2017-01-01

    solutions to fractional differential equations are compelling to get in real applications, due to the nonlocality and complexity of the fractional differential operators, especially for variable-order fractional differential equations. Therefore, it is significant to enhanced numerical methods for fractional differential equations. In this work, we consider variable-order fractional differential equations by reproducing kernel method. There has been much attention in the use of reproducing kernels for the solutions to many problems in the recent years. We give two examples to demonstrate how efficiently our theory can be implemented in practice.

  19. 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.

  20. Linearly Ordered Attribute Grammar Scheduling Using SAT-Solving

    NARCIS (Netherlands)

    Bransen, Jeroen; van Binsbergen, L.Thomas; Claessen, Koen; Dijkstra, Atze

    2015-01-01

    Many computations over trees can be specified using attribute grammars. Compilers for attribute grammars need to find an evaluation order (or schedule) in order to generate efficient code. For the class of linearly ordered attribute grammars such a schedule can be found statically, but this problem

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

    Directory of Open Access Journals (Sweden)

    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.

  2. 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.

  3. Existence and Uniqueness of Solutions for Coupled Systems of Higher-Order Nonlinear Fractional Differential Equations

    Directory of Open Access Journals (Sweden)

    Ahmad Bashir

    2010-01-01

    Full Text Available We study an initial value problem for a coupled Caputo type nonlinear fractional differential system of higher order. As a first problem, the nonhomogeneous terms in the coupled fractional differential system depend on the fractional derivatives of lower orders only. Then the nonhomogeneous terms in the fractional differential system are allowed to depend on the unknown functions together with the fractional derivative of lower orders. Our method of analysis is based on the reduction of the given system to an equivalent system of integral equations. Applying the nonlinear alternative of Leray-Schauder, we prove the existence of solutions of the fractional differential system. The uniqueness of solutions of the fractional differential system is established by using the Banach contraction principle. An illustrative example is also presented.

  4. Deterministic factor analysis: methods of integro-differentiation of non-integral order

    Directory of Open Access Journals (Sweden)

    Valentina V. Tarasova

    2016-12-01

    Full Text Available Objective to summarize the methods of deterministic factor economic analysis namely the differential calculus and the integral method. nbsp Methods mathematical methods for integrodifferentiation of nonintegral order the theory of derivatives and integrals of fractional nonintegral order. Results the basic concepts are formulated and the new methods are developed that take into account the memory and nonlocality effects in the quantitative description of the influence of individual factors on the change in the effective economic indicator. Two methods are proposed for integrodifferentiation of nonintegral order for the deterministic factor analysis of economic processes with memory and nonlocality. It is shown that the method of integrodifferentiation of nonintegral order can give more accurate results compared with standard methods method of differentiation using the first order derivatives and the integral method using the integration of the first order for a wide class of functions describing effective economic indicators. Scientific novelty the new methods of deterministic factor analysis are proposed the method of differential calculus of nonintegral order and the integral method of nonintegral order. Practical significance the basic concepts and formulas of the article can be used in scientific and analytical activity for factor analysis of economic processes. The proposed method for integrodifferentiation of nonintegral order extends the capabilities of the determined factorial economic analysis. The new quantitative method of deterministic factor analysis may become the beginning of quantitative studies of economic agents behavior with memory hereditarity and spatial nonlocality. The proposed methods of deterministic factor analysis can be used in the study of economic processes which follow the exponential law in which the indicators endogenous variables are power functions of the factors exogenous variables including the processes

  5. Hierarchy among Automata on Linear Orderings

    OpenAIRE

    Bruyère , Véronique; Carton , Olivier

    2005-01-01

    In a preceding paper, automata and rational expressions have been introduced for words indexed by linear orderings, together with a Kleene-like theorem. We here pursue this work by proposing a hierarchy among the rational sets. Each class of the hierarchy is defined by a subset of the rational operations that can be used. We then characterize any class by an appropriate class of automata, leading to a Kleene theorem inside the class. A characterization by particular classes of orderings is al...

  6. Passive impedance-based second-order sliding mode control for non-linear teleoperators

    Directory of Open Access Journals (Sweden)

    Luis G García-Valdovinos

    2017-02-01

    Full Text Available Bilateral teleoperation systems have attracted significant attention in the last decade mainly because of technological advancements in both the communication channel and computers performance. In addition, non-linear multi-degree-of-freedom bilateral teleoperators along with state observers have become an open research area. In this article, a model-free exact differentiator is used to estimate the full state along with a chattering-free second-order sliding mode controller to guarantee a robust impedance tracking under both constant and an unknown time delay of non-linear multi-degree-of-freedom robots. The robustness of the proposed controller is improved by introducing a change of coordinates in terms of a new nominal reference similar to that used in adaptive control theory. Experimental results that validate the predicted behaviour are presented and discussed using a Phantom Premium 1.0 as the master robot and a Catalyst-5 virtual model as the slave robot. The dynamics of the Catalyst-5 system is solved online.

  7. On non-linear dynamics of a coupled electro-mechanical system

    DEFF Research Database (Denmark)

    Darula, Radoslav; Sorokin, Sergey

    2012-01-01

    Electro-mechanical devices are an example of coupled multi-disciplinary weakly non-linear systems. Dynamics of such systems is described in this paper by means of two mutually coupled differential equations. The first one, describing an electrical system, is of the first order and the second one...... excitation. The results are verified using a numerical model created in MATLAB Simulink environment. Effect of non-linear terms on dynamical response of the coupled system is investigated; the backbone and envelope curves are analyzed. The two phenomena, which exist in the electro-mechanical system: (a......, for mechanical system, is of the second order. The governing equations are coupled via linear and weakly non-linear terms. A classical perturbation method, a method of multiple scales, is used to find a steadystate response of the electro-mechanical system exposed to a harmonic close-resonance mechanical...

  8. Linear odd Poisson bracket on Grassmann variables

    International Nuclear Information System (INIS)

    Soroka, V.A.

    1999-01-01

    A linear odd Poisson bracket (antibracket) realized solely in terms of Grassmann variables is suggested. It is revealed that the bracket, which corresponds to a semi-simple Lie group, has at once three Grassmann-odd nilpotent Δ-like differential operators of the first, the second and the third orders with respect to Grassmann derivatives, in contrast with the canonical odd Poisson bracket having the only Grassmann-odd nilpotent differential Δ-operator of the second order. It is shown that these Δ-like operators together with a Grassmann-odd nilpotent Casimir function of this bracket form a finite-dimensional Lie superalgebra. (Copyright (c) 1999 Elsevier Science B.V., Amsterdam. All rights reserved.)

  9. Testing for one Generalized Linear Single Order Parameter

    DEFF Research Database (Denmark)

    Ellegaard, Niels Langager; Christensen, Tage Emil; Dyre, Jeppe

    We examine a linear single order parameter model for thermoviscoelastic relaxation in viscous liquids, allowing for a distribution of relaxation times. In this model the relaxation of volume and entalpy is completely described by the relaxation of one internal order parameter. In contrast to prior...... work the order parameter may be chosen to have a non-exponential relaxation. The model predictions contradict the general consensus of the properties of viscous liquids in two ways: (i) The model predicts that following a linear isobaric temperature step, the normalized volume and entalpy relaxation...... responses or extrapolate from measurements of a glassy state away from equilibrium. Starting from a master equation description of inherent dynamics, we calculate the complex thermodynamic response functions. We device a way of testing for the generalized single order parameter model by measuring 3 complex...

  10. 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

  11. 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....

  12. String Chopping and Time-ordered Products of Linear String-localized Quantum Fields

    Science.gov (United States)

    Cardoso, Lucas T.; Mund, Jens; Várilly, Joseph C.

    2018-03-01

    For a renormalizability proof of perturbative models in the Epstein-Glaser scheme with string-localized quantum fields, one needs to know what freedom one has in the definition of time-ordered products of the interaction Lagrangian. This paper provides a first step in that direction. The basic issue is the presence of an open set of n-tuples of strings which cannot be chronologically ordered. We resolve it by showing that almost all such string configurations can be dissected into finitely many pieces which can indeed be chronologically ordered. This fixes the time-ordered products of linear field factors outside a nullset of string configurations. (The extension across the nullset, as well as the definition of time-ordered products of Wick monomials, will be discussed elsewhere).

  13. 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

  14. Legendre-tau approximation for functional differential equations. Part 2: The linear quadratic optimal control problem

    Science.gov (United States)

    Ito, K.; Teglas, R.

    1984-01-01

    The numerical scheme based on the Legendre-tau approximation is proposed to approximate the feedback solution to the linear quadratic optimal control problem for hereditary differential systems. The convergence property is established using Trotter ideas. The method yields very good approximations at low orders and provides an approximation technique for computing closed-loop eigenvalues of the feedback system. A comparison with existing methods (based on averaging and spline approximations) is made.

  15. Linear Parameter Varying Versus Linear Time Invariant Reduced Order Controller Design of Turboprop Aircraft Dynamics

    Directory of Open Access Journals (Sweden)

    Widowati

    2012-07-01

    Full Text Available The applicability of parameter varying reduced order controllers to aircraft model is proposed. The generalization of the balanced singular perturbation method of linear time invariant (LTI system is used to reduce the order of linear parameter varying (LPV system. Based on the reduced order model the low-order LPV controller is designed by using synthesis technique. The performance of the reduced order controller is examined by applying it to lateral-directional control of aircraft model having 20th order. Furthermore, the time responses of the closed loop system with reduced order LPV controllers and reduced order LTI controller is compared. From the simulation results, the 8th order LPV controller can maintain stability and to provide the same level of closed-loop systems performance as the full-order LPV controller. It is different with the reduced-order LTI controller that cannot maintain stability and performance for all allowable parameter trajectories.

  16. Hyponormal differential operators with discrete spectrum

    Directory of Open Access Journals (Sweden)

    Zameddin I. Ismailov

    2010-01-01

    Full Text Available In this work, we first describe all the maximal hyponormal extensions of a minimal operator generated by a linear differential-operator expression of the first-order in the Hilbert space of vector-functions in a finite interval. Next, we investigate the discreteness of the spectrum and the asymptotical behavior of the modules of the eigenvalues for these maximal hyponormal extensions.

  17. Multivariate Padé Approximation for Solving Nonlinear Partial Differential Equations of Fractional Order

    Directory of Open Access Journals (Sweden)

    Veyis Turut

    2013-01-01

    Full Text Available Two tecHniques were implemented, the Adomian decomposition method (ADM and multivariate Padé approximation (MPA, for solving nonlinear partial differential equations of fractional order. The fractional derivatives are described in Caputo sense. First, the fractional differential equation has been solved and converted to power series by Adomian decomposition method (ADM, then power series solution of fractional differential equation was put into multivariate Padé series. Finally, numerical results were compared and presented in tables and figures.

  18. Stability analysis for neutral stochastic differential equation of second order driven by Poisson jumps

    Science.gov (United States)

    Chadha, Alka; Bora, Swaroop Nandan

    2017-11-01

    This paper studies the existence, uniqueness, and exponential stability in mean square for the mild solution of neutral second order stochastic partial differential equations with infinite delay and Poisson jumps. By utilizing the Banach fixed point theorem, first the existence and uniqueness of the mild solution of neutral second order stochastic differential equations is established. Then, the mean square exponential stability for the mild solution of the stochastic system with Poisson jumps is obtained with the help of an established integral inequality.

  19. Second-order kinetic model for the sorption of cadmium onto tree fern: a comparison of linear and non-linear methods.

    Science.gov (United States)

    Ho, Yuh-Shan

    2006-01-01

    A comparison was made of the linear least-squares method and a trial-and-error non-linear method of the widely used pseudo-second-order kinetic model for the sorption of cadmium onto ground-up tree fern. Four pseudo-second-order kinetic linear equations are discussed. Kinetic parameters obtained from the four kinetic linear equations using the linear method differed but they were the same when using the non-linear method. A type 1 pseudo-second-order linear kinetic model has the highest coefficient of determination. Results show that the non-linear method may be a better way to obtain the desired parameters.

  20. Estimating the Probabilities of Low-Weight Differential and Linear Approximations on PRESENT-like Ciphers

    DEFF Research Database (Denmark)

    Abdelraheem, Mohamed Ahmed

    2012-01-01

    We use large but sparse correlation and transition-difference-probability submatrices to find the best linear and differential approximations respectively on PRESENT-like ciphers. This outperforms the branch and bound algorithm when the number of low-weight differential and linear characteristics...

  1. 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...

  2. A differential-geometric approach to generalized linear models with grouped predictors

    NARCIS (Netherlands)

    Augugliaro, Luigi; Mineo, Angelo M.; Wit, Ernst C.

    We propose an extension of the differential-geometric least angle regression method to perform sparse group inference in a generalized linear model. An efficient algorithm is proposed to compute the solution curve. The proposed group differential-geometric least angle regression method has important

  3. 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.

  4. Generation of multi-wing chaotic attractor in fractional order system

    International Nuclear Information System (INIS)

    Zhang Chaoxia; Yu Simin

    2011-01-01

    Highlights: → We investigate a novel approach for generating multi-wing chaotic attractors. → We introduce a fundamental fractional differential nominal linear system. → A proper nonlinear state feedback controller is designed. → The controlled system can generate fractional-order multi-wing chaotic attractors. - Abstract: In this paper, a novel approach is proposed for generating multi-wing chaotic attractors from the fractional linear differential system via nonlinear state feedback controller equipped with a duality-symmetric multi-segment quadratic function. The main idea is to design a proper nonlinear state feedback controller by using four construction criterions from a fundamental fractional differential nominal linear system, so that the controlled fractional differential system can generate multi-wing chaotic attractors. It is the first time in the literature to report the multi-wing chaotic attractors from an uncoupled fractional differential system. Furthermore, some basic dynamical analysis and numerical simulations are also given, confirming the effectiveness of the proposed method.

  5. Stability problems for linear hyperbolic systems

    International Nuclear Information System (INIS)

    Eckhoff, K.S.

    1975-05-01

    The stability properties for the trivial solution of a general linear hyperbolic system of partial differential equations of the first order are studied. It is shown that results may be obtained by studying the stability properties of certain systems of ordinary differential equations which can be constructed from the hyperbolic system (the so-called transport equations). In some cases the associated stability problem for the transport equations can in fact be shown to be equivalent to the stability problem for the hyperbolic system, but in general the transport equations will only give the necessary conditions for stability. (Auth.)

  6. On the Linear Stability of the Fifth-Order WENO Discretization

    KAUST Repository

    Motamed, Mohammad

    2010-10-03

    We study the linear stability of the fifth-order Weighted Essentially Non-Oscillatory spatial discretization (WENO5) combined with explicit time stepping applied to the one-dimensional advection equation. We show that it is not necessary for the stability domain of the time integrator to include a part of the imaginary axis. In particular, we show that the combination of WENO5 with either the forward Euler method or a two-stage, second-order Runge-Kutta method is linearly stable provided very small time step-sizes are taken. We also consider fifth-order multistep time discretizations whose stability domains do not include the imaginary axis. These are found to be linearly stable with moderate time steps when combined with WENO5. In particular, the fifth-order extrapolated BDF scheme gave superior results in practice to high-order Runge-Kutta methods whose stability domain includes the imaginary axis. Numerical tests are presented which confirm the analysis. © Springer Science+Business Media, LLC 2010.

  7. 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.

  8. 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 ...

  9. 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.

  10. 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

  11. 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

  12. 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.

  13. Non-asymptotic fractional order differentiators via an algebraic parametric method

    KAUST Repository

    Liu, Dayan; Gibaru, O.; Perruquetti, Wilfrid

    2012-01-01

    Recently, Mboup, Join and Fliess [27], [28] introduced non-asymptotic integer order differentiators by using an algebraic parametric estimation method [7], [8]. In this paper, in order to obtain non-asymptotic fractional order differentiators we apply this algebraic parametric method to truncated expansions of fractional Taylor series based on the Jumarie's modified Riemann-Liouville derivative [14]. Exact and simple formulae for these differentiators are given where a sliding integration window of a noisy signal involving Jacobi polynomials is used without complex mathematical deduction. The efficiency and the stability with respect to corrupting noises of the proposed fractional order differentiators are shown in numerical simulations. © 2012 IEEE.

  14. Non-asymptotic fractional order differentiators via an algebraic parametric method

    KAUST Repository

    Liu, Dayan

    2012-08-01

    Recently, Mboup, Join and Fliess [27], [28] introduced non-asymptotic integer order differentiators by using an algebraic parametric estimation method [7], [8]. In this paper, in order to obtain non-asymptotic fractional order differentiators we apply this algebraic parametric method to truncated expansions of fractional Taylor series based on the Jumarie\\'s modified Riemann-Liouville derivative [14]. Exact and simple formulae for these differentiators are given where a sliding integration window of a noisy signal involving Jacobi polynomials is used without complex mathematical deduction. The efficiency and the stability with respect to corrupting noises of the proposed fractional order differentiators are shown in numerical simulations. © 2012 IEEE.

  15. Estimates of solutions of certain classes of second-order differential equations in a Hilbert space

    International Nuclear Information System (INIS)

    Artamonov, N V

    2003-01-01

    Linear second-order differential equations of the form u''(t)+(B+iD)u'(t)+(T+iS)u(t)=0 in a Hilbert space are studied. Under certain conditions on the (generally speaking, unbounded) operators T, S, B and D the correct solubility of the equation in the 'energy' space is proved and best possible (in the general case) estimates of the solutions on the half-axis are obtained

  16. 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.

  17. 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.

  18. Conservative fourth-order time integration of non-linear dynamic systems

    DEFF Research Database (Denmark)

    Krenk, Steen

    2015-01-01

    An energy conserving time integration algorithm with fourth-order accuracy is developed for dynamic systems with nonlinear stiffness. The discrete formulation is derived by integrating the differential state-space equations of motion over the integration time increment, and then evaluating...... the resulting time integrals of the inertia and stiffness terms via integration by parts. This process introduces the time derivatives of the state space variables, and these are then substituted from the original state-space differential equations. The resulting discrete form of the state-space equations...... is a direct fourth-order accurate representation of the original differential equations. This fourth-order form is energy conserving for systems with force potential in the form of a quartic polynomial in the displacement components. Energy conservation for a force potential of general form is obtained...

  19. Design of high-order all-optical temporal differentiators based on multiple-phase-shifted fiber Bragg gratings.

    Science.gov (United States)

    Kulishov, Mykola; Azaña, José

    2007-05-14

    A simple and general approach for designing practical all-optical (all-fiber) arbitrary-order time differentiators is introduced here for the first time. Specifically, we demonstrate that the Nth time derivative of an input optical waveform can be obtained by reflection of this waveform in a single uniform fiber Bragg grating (FBG) incorporating N &pi-phase shifts properly located along its grating profile. The general design procedure of an arbitrary-order optical time differentiator based on a multiple-phase-shifted FBG is described and numerically demonstrated for up to fourth-order time differentiation. Our simulations show that the proposed approach can provide optical operation bandwidths in the tens-of-GHz regime using readily feasible FBG structures.

  20. Existence and controllability results for damped second order impulsive functional differential systems with state-dependent delay

    Directory of Open Access Journals (Sweden)

    M. Mallika Arjunan

    2014-01-01

    Full Text Available In this paper, we investigate the existence and controllability of mild solutions for a damped second order impulsive functional differential equation with state-dependent delay in Banach spaces. The results are obtained by using Sadovskii's fixed point theorem combined with the theories of a strongly continuous cosine family of bounded linear operators. Finally, an example is provided to illustrate the main results.

  1. Linear program differentiation for single-channel speech separation

    DEFF Research Database (Denmark)

    Pearlmutter, Barak A.; Olsson, Rasmus Kongsgaard

    2006-01-01

    Many apparently difficult problems can be solved by reduction to linear programming. Such problems are often subproblems within larger systems. When gradient optimisation of the entire larger system is desired, it is necessary to propagate gradients through the internally-invoked LP solver....... For instance, when an intermediate quantity z is the solution to a linear program involving constraint matrix A, a vector of sensitivities dE/dz will induce sensitivities dE/dA. Here we show how these can be efficiently calculated, when they exist. This allows algorithmic differentiation to be applied...... to algorithms that invoke linear programming solvers as subroutines, as is common when using sparse representations in signal processing. Here we apply it to gradient optimisation of over complete dictionaries for maximally sparse representations of a speech corpus. The dictionaries are employed in a single...

  2. 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…

  3. Hippocampal atrophy and developmental regression as first sign of linear scleroderma "en coup de sabre".

    Science.gov (United States)

    Verhelst, Helene E; Beele, Hilde; Joos, Rik; Vanneuville, Benedicte; Van Coster, Rudy N

    2008-11-01

    An 8-year-old girl with linear scleroderma "en coup de sabre" is reported who, at preschool age, presented with intractable simple partial seizures more than 1 year before skin lesions were first noticed. MRI revealed hippocampal atrophy, controlaterally to the seizures and ipsilaterally to the skin lesions. In the following months, a mental and motor regression was noticed. Cerebral CT scan showed multiple foci of calcifications in the affected hemisphere. In previously reported patients the skin lesions preceded the neurological signs. To the best of our knowledge, hippocampal atrophy was not earlier reported as presenting symptom of linear scleroderma. Linear scleroderma should be included in the differential diagnosis in patients with unilateral hippocampal atrophy even when the typical skin lesions are not present.

  4. Differentiability of Palmer's linearization Theorem and converse result for density functions

    OpenAIRE

    Castañeda, Alvaro; Robledo, Gonzalo

    2014-01-01

    We study differentiability properties in a particular case of the Palmer's linearization Theorem, which states the existence of an homeomorphism $H$ between the solutions of a linear ODE system having exponential dichotomy and a quasilinear system. Indeed, if the linear system is uniformly asymptotically stable, sufficient conditions ensuring that $H$ is a $C^{2}$ preserving orientation diffeomorphism are given. As an application, we generalize a converse result of density functions for a non...

  5. 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.

  6. First-Order Twistor Lifts

    Directory of Open Access Journals (Sweden)

    Simões BrunoAscenso

    2010-01-01

    Full Text Available The use of twistor methods in the study of Jacobi fields has proved quite fruitful, leading to a series of results. L. Lemaire and J. C. Wood proved several properties of Jacobi fields along harmonic maps from the two-sphere to the complex projective plane and to the three- and four-dimensional spheres, by carefully relating the infinitesimal deformations of the harmonic maps to those of the holomorphic data describing them. In order to advance this programme, we prove a series of relations between infinitesimal properties of the map and those of its twistor lift. Namely, we prove that isotropy and harmonicity to first order of the map correspond to holomorphicity to first order of its lift into the twistor space, relatively to the standard almost complex structures and . This is done by obtaining first-order analogues of classical twistorial constructions.

  7. First-Order Twistor Lifts

    Directory of Open Access Journals (Sweden)

    Bruno Ascenso Simões

    2010-01-01

    Full Text Available The use of twistor methods in the study of Jacobi fields has proved quite fruitful, leading to a series of results. L. Lemaire and J. C. Wood proved several properties of Jacobi fields along harmonic maps from the two-sphere to the complex projective plane and to the three- and four-dimensional spheres, by carefully relating the infinitesimal deformations of the harmonic maps to those of the holomorphic data describing them. In order to advance this programme, we prove a series of relations between infinitesimal properties of the map and those of its twistor lift. Namely, we prove that isotropy and harmonicity to first order of the map correspond to holomorphicity to first order of its lift into the twistor space, relatively to the standard almost complex structures J1 and J2. This is done by obtaining first-order analogues of classical twistorial constructions.

  8. A Linear-Elasticity Solver for Higher-Order Space-Time Mesh Deformation

    Science.gov (United States)

    Diosady, Laslo T.; Murman, Scott M.

    2018-01-01

    A linear-elasticity approach is presented for the generation of meshes appropriate for a higher-order space-time discontinuous finite-element method. The equations of linear-elasticity are discretized using a higher-order, spatially-continuous, finite-element method. Given an initial finite-element mesh, and a specified boundary displacement, we solve for the mesh displacements to obtain a higher-order curvilinear mesh. Alternatively, for moving-domain problems we use the linear-elasticity approach to solve for a temporally discontinuous mesh velocity on each time-slab and recover a continuous mesh deformation by integrating the velocity. The applicability of this methodology is presented for several benchmark test cases.

  9. Feedback nash equilibria for linear quadratic descriptor differential games

    NARCIS (Netherlands)

    Engwerda, J.C.; Salmah, S.

    2012-01-01

    In this paper, we consider the non-cooperative linear feedback Nash quadratic differential game with an infinite planning horizon for descriptor systems of index one. The performance function is assumed to be indefinite. We derive both necessary and sufficient conditions under which this game has a

  10. Feedback Nash Equilibria for Linear Quadratic Descriptor Differential Games

    NARCIS (Netherlands)

    Engwerda, J.C.; Salmah, Y.

    2010-01-01

    In this note we consider the non-cooperative linear feedback Nash quadratic differential game with an infinite planning horizon for descriptor systems of index one. The performance function is assumed to be indefinite. We derive both necessary and sufficient conditions under which this game has a

  11. Linear algebra a first course with applications

    CERN Document Server

    Knop, Larry E

    2008-01-01

    Linear Algebra: A First Course with Applications explores the fundamental ideas of linear algebra, including vector spaces, subspaces, basis, span, linear independence, linear transformation, eigenvalues, and eigenvectors, as well as a variety of applications, from inventories to graphics to Google's PageRank. Unlike other texts on the subject, this classroom-tested book gives students enough time to absorb the material by focusing on vector spaces early on and using computational sections as numerical interludes. It offers introductions to Maple™, MATLAB®, and TI-83 Plus for calculating matri

  12. Determination of astaxanthin in Haematococcus pluvialis by first-order derivative spectrophotometry.

    Science.gov (United States)

    Liu, Xiao Juan; Juan, Liu Xiao; Wu, Ying Hua; Hua, Wu Ying; Zhao, Li Chao; Chao, Zhao Li; Xiao, Su Yao; Yao, Xiao Su; Zhou, Ai Mei; Mei, Zhou Ai; Liu, Xin; Xin, Liu

    2011-01-01

    A highly selective, convenient, and precise method, first-order derivative spectrophotometry, was applied for the determination of astaxanthin in Haematococcus pluvialis. Ethyl acetate and ethanol (1:1, v/v) were found to be the best extraction solvent tested due to their high efficiency and low toxicity compared with nine other organic solvents. Astaxanthin coexisting with chlorophyll and beta-carotene was analyzed by first-order derivative spectrophotometry in order to optimize the conditions for the determination of astaxanthin. The results show that when detected at 432 nm, the interfering substances could be eliminated. The dynamic linear range was 2.0-8.0 microg/mL, with a correlation coefficient of 0.9916. The detection threshold was 0.41 microg/mL. The RSD for the determination of astaxanthin was in the range of 0.01-0.06%; the results of recovery test were 98.1-108.0%. The statistical analysis between first-order derivative spectrophotometry and HPLC by T-testing did not exceed their critical values, revealing no significant differences between these two methods. It was proved that first-order derivative spectrophotometry is a rapid and convenient method for the determination of astaxanthin in H. pluvialis that can eliminate the negative effect resulting from the coexistence of astaxanthin with chlorophyll and beta-carotene.

  13. Oscillator strengths, first-order properties, and nuclear gradients for local ADC(2)

    Energy Technology Data Exchange (ETDEWEB)

    Schütz, Martin, E-mail: martin.schuetz@chemie.uni-regensburg.de [Institute of Physical and Theoretical Chemistry, University of Regensburg, Universitätsstraße 31, D-93040 Regensburg (Germany)

    2015-06-07

    We describe theory and implementation of oscillator strengths, orbital-relaxed first-order properties, and nuclear gradients for the local algebraic diagrammatic construction scheme through second order. The formalism is derived via time-dependent linear response theory based on a second-order unitary coupled cluster model. The implementation presented here is a modification of our previously developed algorithms for Laplace transform based local time-dependent coupled cluster linear response (CC2LR); the local approximations thus are state specific and adaptive. The symmetry of the Jacobian leads to considerable simplifications relative to the local CC2LR method; as a result, a gradient evaluation is about four times less expensive. Test calculations show that in geometry optimizations, usually very similar geometries are obtained as with the local CC2LR method (provided that a second-order method is applicable). As an exemplary application, we performed geometry optimizations on the low-lying singlet states of chlorophyllide a.

  14. Oscillator strengths, first-order properties, and nuclear gradients for local ADC(2).

    Science.gov (United States)

    Schütz, Martin

    2015-06-07

    We describe theory and implementation of oscillator strengths, orbital-relaxed first-order properties, and nuclear gradients for the local algebraic diagrammatic construction scheme through second order. The formalism is derived via time-dependent linear response theory based on a second-order unitary coupled cluster model. The implementation presented here is a modification of our previously developed algorithms for Laplace transform based local time-dependent coupled cluster linear response (CC2LR); the local approximations thus are state specific and adaptive. The symmetry of the Jacobian leads to considerable simplifications relative to the local CC2LR method; as a result, a gradient evaluation is about four times less expensive. Test calculations show that in geometry optimizations, usually very similar geometries are obtained as with the local CC2LR method (provided that a second-order method is applicable). As an exemplary application, we performed geometry optimizations on the low-lying singlet states of chlorophyllide a.

  15. Oscillator strengths, first-order properties, and nuclear gradients for local ADC(2)

    International Nuclear Information System (INIS)

    Schütz, Martin

    2015-01-01

    We describe theory and implementation of oscillator strengths, orbital-relaxed first-order properties, and nuclear gradients for the local algebraic diagrammatic construction scheme through second order. The formalism is derived via time-dependent linear response theory based on a second-order unitary coupled cluster model. The implementation presented here is a modification of our previously developed algorithms for Laplace transform based local time-dependent coupled cluster linear response (CC2LR); the local approximations thus are state specific and adaptive. The symmetry of the Jacobian leads to considerable simplifications relative to the local CC2LR method; as a result, a gradient evaluation is about four times less expensive. Test calculations show that in geometry optimizations, usually very similar geometries are obtained as with the local CC2LR method (provided that a second-order method is applicable). As an exemplary application, we performed geometry optimizations on the low-lying singlet states of chlorophyllide a

  16. 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.

  17. 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

  18. Neural networks dynamic hysteresis model for piezoceramic actuator based on hysteresis operator of first-order differential equation

    International Nuclear Information System (INIS)

    Dang Xuanju; Tan Yonghong

    2005-01-01

    A new neural networks dynamic hysteresis model for piezoceramic actuator is proposed by combining the Preisach model with diagonal recurrent neural networks. The Preisach model is based on elementary rate-independent operators and is not suitable for modeling piezoceramic actuator across a wide frequency band because of the rate-dependent hysteresis characteristic of the piezoceramic actuator. The structure of the developed model is based on the structure of the Preisach model, in which the rate-independent relay hysteresis operators (cells) are replaced by the rate-dependent hysteresis operators of first-order differential equation. The diagonal recurrent neural networks being modified by an adjustable factor can be used to model the hysteresis behavior of the pizeoceramic actuator because its structure is similar to the structure of the modified Preisach model. Therefore, the proposed model not only possesses that of the Preisach model, but also can be used for describing its dynamic hysteresis behavior. Through the experimental results of both the approximation and the prediction, the effectiveness of the neural networks dynamic hysteresis model for the piezoceramic actuator is demonstrated

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

    Directory of Open Access Journals (Sweden)

    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.

  20. Numerical Solution of Heun Equation Via Linear Stochastic Differential Equation

    Directory of Open Access Journals (Sweden)

    Hamidreza Rezazadeh

    2014-05-01

    Full Text Available In this paper, we intend to solve special kind of ordinary differential equations which is called Heun equations, by converting to a corresponding stochastic differential equation(S.D.E.. So, we construct a stochastic linear equation system from this equation which its solution is based on computing fundamental matrix of this system and then, this S.D.E. is solved by numerically methods. Moreover, its asymptotic stability and statistical concepts like expectation and variance of solutions are discussed. Finally, the attained solutions of these S.D.E.s compared with exact solution of corresponding differential equations.

  1. 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.

  2. 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

  3. 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.

  4. Asymptotic behavior of second-order impulsive differential equations

    Directory of Open Access Journals (Sweden)

    Haifeng Liu

    2011-02-01

    Full Text Available In this article, we study the asymptotic behavior of all solutions of 2-th order nonlinear delay differential equation with impulses. Our main tools are impulsive differential inequalities and the Riccati transformation. We illustrate the results by an example.

  5. Probe-level linear model fitting and mixture modeling results in high accuracy detection of differential gene expression

    Directory of Open Access Journals (Sweden)

    Lemieux Sébastien

    2006-08-01

    Full Text Available Abstract Background The identification of differentially expressed genes (DEGs from Affymetrix GeneChips arrays is currently done by first computing expression levels from the low-level probe intensities, then deriving significance by comparing these expression levels between conditions. The proposed PL-LM (Probe-Level Linear Model method implements a linear model applied on the probe-level data to directly estimate the treatment effect. A finite mixture of Gaussian components is then used to identify DEGs using the coefficients estimated by the linear model. This approach can readily be applied to experimental design with or without replication. Results On a wholly defined dataset, the PL-LM method was able to identify 75% of the differentially expressed genes within 10% of false positives. This accuracy was achieved both using the three replicates per conditions available in the dataset and using only one replicate per condition. Conclusion The method achieves, on this dataset, a higher accuracy than the best set of tools identified by the authors of the dataset, and does so using only one replicate per condition.

  6. 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)

  7. 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

  8. 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.

  9. Increase in speed of Wilkinson-type ADC and improvement of differential non-linearity

    Energy Technology Data Exchange (ETDEWEB)

    Kinbara, S [Japan Atomic Energy Research Inst., Tokai, Ibaraki. Tokai Research Establishment

    1977-06-01

    It is shown that the differential non-linearity of a Wilkinson-type analog-to-digital converter (ADC) is dominated by the unbalance of even-numbered periods caused by the action of interference resulting from operation of a channel scaler. To improve this situation, new methods were tested which allow such action of interference to be dispersed. Measurements show that a differential non-linearity value of +- 0.043% is attainable for a clock rate of 300 MHz.

  10. Elliptic boundary value problems with fractional regularity data the first order approach

    CERN Document Server

    Amenta, Alex

    2018-01-01

    In this monograph the authors study the well-posedness of boundary value problems of Dirichlet and Neumann type for elliptic systems on the upper half-space with coefficients independent of the transversal variable and with boundary data in fractional Hardy-Sobolev and Besov spaces. The authors use the so-called "first order approach" which uses minimal assumptions on the coefficients and thus allows for complex coefficients and for systems of equations. This self-contained exposition of the first order approach offers new results with detailed proofs in a clear and accessible way and will become a valuable reference for graduate students and researchers working in partial differential equations and harmonic analysis.

  11. 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

  12. 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

  13. Linear Matrix Inequalities for Analysis and Control of Linear Vector Second-Order Systems

    DEFF Research Database (Denmark)

    Adegas, Fabiano Daher; Stoustrup, Jakob

    2015-01-01

    the Lyapunov matrix and the system matrices by introducing matrix multipliers, which potentially reduce conservativeness in hard control problems. Multipliers facilitate the usage of parameter-dependent Lyapunov functions as certificates of stability of uncertain and time-varying vector second-order systems......SUMMARY Many dynamical systems are modeled as vector second-order differential equations. This paper presents analysis and synthesis conditions in terms of LMI with explicit dependence in the coefficient matrices of vector second-order systems. These conditions benefit from the separation between....... The conditions introduced in this work have the potential to increase the practice of analyzing and controlling systems directly in vector second-order form. Copyright © 2014 John Wiley & Sons, Ltd....

  14. Modeling Ability Differentiation in the Second-Order Factor Model

    Science.gov (United States)

    Molenaar, Dylan; Dolan, Conor V.; van der Maas, Han L. J.

    2011-01-01

    In this article we present factor models to test for ability differentiation. Ability differentiation predicts that the size of IQ subtest correlations decreases as a function of the general intelligence factor. In the Schmid-Leiman decomposition of the second-order factor model, we model differentiation by introducing heteroscedastic residuals,…

  15. The anisotropic Ising correlations as elliptic integrals: duality and differential equations

    International Nuclear Information System (INIS)

    McCoy, B M; Maillard, J-M

    2016-01-01

    We present the reduction of the correlation functions of the Ising model on the anisotropic square lattice to complete elliptic integrals of the first, second and third kind, the extension of Kramers–Wannier duality to anisotropic correlation functions, and the linear differential equations for these anisotropic correlations. More precisely, we show that the anisotropic correlation functions are homogeneous polynomials of the complete elliptic integrals of the first, second and third kind. We give the exact dual transformation matching the correlation functions and the dual correlation functions. We show that the linear differential operators annihilating the general two-point correlation functions are factorized in a very simple way, in operators of decreasing orders. (paper)

  16. Saturation behavior: a general relationship described by a simple second-order differential equation.

    Science.gov (United States)

    Kepner, Gordon R

    2010-04-13

    The numerous natural phenomena that exhibit saturation behavior, e.g., ligand binding and enzyme kinetics, have been approached, to date, via empirical and particular analyses. This paper presents a mechanism-free, and assumption-free, second-order differential equation, designed only to describe a typical relationship between the variables governing these phenomena. It develops a mathematical model for this relation, based solely on the analysis of the typical experimental data plot and its saturation characteristics. Its utility complements the traditional empirical approaches. For the general saturation curve, described in terms of its independent (x) and dependent (y) variables, a second-order differential equation is obtained that applies to any saturation phenomena. It shows that the driving factor for the basic saturation behavior is the probability of the interactive site being free, which is described quantitatively. Solving the equation relates the variables in terms of the two empirical constants common to all these phenomena, the initial slope of the data plot and the limiting value at saturation. A first-order differential equation for the slope emerged that led to the concept of the effective binding rate at the active site and its dependence on the calculable probability the interactive site is free. These results are illustrated using specific cases, including ligand binding and enzyme kinetics. This leads to a revised understanding of how to interpret the empirical constants, in terms of the variables pertinent to the phenomenon under study. The second-order differential equation revealed the basic underlying relations that describe these saturation phenomena, and the basic mathematical properties of the standard experimental data plot. It was shown how to integrate this differential equation, and define the common basic properties of these phenomena. The results regarding the importance of the slope and the new perspectives on the empirical

  17. Reduction of static field equation of Faddeev model to first order PDE

    International Nuclear Information System (INIS)

    Hirayama, Minoru; Shi Changguang

    2007-01-01

    A method to solve the static field equation of the Faddeev model is presented. For a special combination of the concerned field, we adopt a form which is compatible with the field equation and involves two arbitrary complex functions. As a result, the static field equation is reduced to a set of first order partial differential equations

  18. On nonlinear differential equation with exact solutions having various pole orders

    International Nuclear Information System (INIS)

    Kudryashov, N.A.

    2015-01-01

    We consider a nonlinear ordinary differential equation having solutions with various movable pole order on the complex plane. We show that the pole order of exact solution is determined by values of parameters of the equation. Exact solutions in the form of the solitary waves for the second order nonlinear differential equation are found taking into account the method of the logistic function. Exact solutions of differential equations are discussed and analyzed

  19. Hojman's theorem of the third-order ordinary differential equation

    International Nuclear Information System (INIS)

    Hong-Sheng, Lü; Hong-Bin, Zhang; Shu-Long, Gu

    2009-01-01

    This paper extends Hojman's conservation law to the third-order differential equation. A new conserved quantity is constructed based on the Lie group of transformation generators of the equations of motion. The generators contain variations of the time and generalized coordinates. Two independent non-trivial conserved quantities of the third-order ordinary differential equation are obtained. A simple example is presented to illustrate the applications of the results. (general)

  20. 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...

  1. Chemical networks with inflows and outflows: a positive linear differential inclusions approach.

    Science.gov (United States)

    Angeli, David; De Leenheer, Patrick; Sontag, Eduardo D

    2009-01-01

    Certain mass-action kinetics models of biochemical reaction networks, although described by nonlinear differential equations, may be partially viewed as state-dependent linear time-varying systems, which in turn may be modeled by convex compact valued positive linear differential inclusions. A result is provided on asymptotic stability of such inclusions, and applied to a ubiquitous biochemical reaction network with inflows and outflows, known as the futile cycle. We also provide a characterization of exponential stability of general homogeneous switched systems which is not only of interest in itself, but also plays a role in the analysis of the futile cycle. 2009 American Institute of Chemical Engineers

  2. Nonautonomous linear system of the terrestrial carbon cycle

    Science.gov (United States)

    Luo, Y.

    2012-12-01

    Carbon cycle has been studied by uses of observation through various networks, field and laboratory experiments, and simulation models. Much less has been done on theoretical thinking and analysis to understand fundament properties of carbon cycle and then guide observatory, experimental, and modeling research. This presentation is to explore what would be the theoretical properties of terrestrial carbon cycle and how those properties can be used to make observatory, experimental, and modeling research more effective. Thousands of published data sets from litter decomposition and soil incubation studies almost all indicate that decay processes of litter and soil organic carbon can be well described by first order differential equations with one or more pools. Carbon pool dynamics in plants and soil after disturbances (e.g., wildfire, clear-cut of forests, and plows of soil for cropping) and during natural recovery or ecosystem restoration also exhibit characteristics of first-order linear systems. Thus, numerous lines of empirical evidence indicate that the terrestrial carbon cycle can be adequately described as a nonautonomous linear system. The linearity reflects the nature of the carbon cycle that carbon, once fixed by photosynthesis, is linearly transferred among pools within an ecosystem. The linear carbon transfer, however, is modified by nonlinear functions of external forcing variables. In addition, photosynthetic carbon influx is also nonlinearly influenced by external variables. This nonautonomous linear system can be mathematically expressed by a first-order linear ordinary matrix equation. We have recently used this theoretical property of terrestrial carbon cycle to develop a semi-analytic solution of spinup. The new methods have been applied to five global land models, including NCAR's CLM and CABLE models and can computationally accelerate spinup by two orders of magnitude. We also use this theoretical property to develop an analytic framework to

  3. Covariant differential complexes of quantum linear groups

    International Nuclear Information System (INIS)

    Isaev, A.P.; Pyatov, P.N.

    1993-01-01

    We consider the possible covariant external algebra structures for Cartan's 1-forms (Ω) on G L q (N) and S L q (N). Our starting point is that Ω s realize an adjoint representation of quantum group and all monomials of Ω s possess the unique ordering. For the obtained external algebras we define the differential mapping d possessing the usual nilpotence condition, and the generally deformed version of Leibnitz rules. The status of the known examples of G L q (N)-differential calculi in the proposed classification scheme and the problems of S L q (N)-reduction are discussed. (author.). 26 refs

  4. Li(e)nearity [This article brings to light the fact that linearity is by itself a meaningful symmetry in the senses of Lie and Noether.

    International Nuclear Information System (INIS)

    Leone, Raphaël; Haas, Fernando

    2017-01-01

    This article brings to light the fact that linearity is by itself a meaningful symmetry in the senses of Lie and Noether. First, the role played by that ‘linearity symmetry’ in the quadrature of linear second-order differential equations is revisited through the use of adapted variables and the identification of a conserved quantity as Lie invariant. Second, the celebrated Caldirola–Kanai Lagrangian—from which the differential equation is deducible—is shown to be naturally generated by a Jacobi last multiplier inherited from the linearity symmetry. Then, the latter is recognised to be also a Noether one. Finally, the study is extended to higher-order linear differential equations, derivable or not from an action principle. Incidentally, this work can serve as an introduction to the central question of continuous symmetries in physics and mathematics. It has the advantage of being approachable to undergraduate students since the linearity symmetry is by its very nature sufficiently simple to be treatable without any use of Lie generators. (paper)

  5. System theory as applied differential geometry. [linear system

    Science.gov (United States)

    Hermann, R.

    1979-01-01

    The invariants of input-output systems under the action of the feedback group was examined. The approach used the theory of Lie groups and concepts of modern differential geometry, and illustrated how the latter provides a basis for the discussion of the analytic structure of systems. Finite dimensional linear systems in a single independent variable are considered. Lessons of more general situations (e.g., distributed parameter and multidimensional systems) which are increasingly encountered as technology advances are presented.

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

    Science.gov (United States)

    Khataybeh, S. N.; Hashim, I.

    2018-04-01

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

  7. Wetting transitions: First order or second order

    International Nuclear Information System (INIS)

    Teletzke, G.F.; Scriven, L.E.; Davis, H.T.

    1982-01-01

    A generalization of Sullivan's recently proposed theory of the equilibrium contact angle, the angle at which a fluid interface meets a solid surface, is investigated. The generalized theory admits either a first-order or second-order transition from a nonzero contact angle to perfect wetting as a critical point is approached, in contrast to Sullivan's original theory, which predicts only a second-order transition. The predictions of this computationally convenient theory are in qualitative agreement with a more rigorous theory to be presented in a future publication

  8. Differential geometry of group lattices

    International Nuclear Information System (INIS)

    Dimakis, Aristophanes; Mueller-Hoissen, Folkert

    2003-01-01

    In a series of publications we developed ''differential geometry'' on discrete sets based on concepts of noncommutative geometry. In particular, it turned out that first-order differential calculi (over the algebra of functions) on a discrete set are in bijective correspondence with digraph structures where the vertices are given by the elements of the set. A particular class of digraphs are Cayley graphs, also known as group lattices. They are determined by a discrete group G and a finite subset S. There is a distinguished subclass of ''bicovariant'' Cayley graphs with the property ad(S)S subset of S. We explore the properties of differential calculi which arise from Cayley graphs via the above correspondence. The first-order calculi extend to higher orders and then allow us to introduce further differential geometric structures. Furthermore, we explore the properties of ''discrete'' vector fields which describe deterministic flows on group lattices. A Lie derivative with respect to a discrete vector field and an inner product with forms is defined. The Lie-Cartan identity then holds on all forms for a certain subclass of discrete vector fields. We develop elements of gauge theory and construct an analog of the lattice gauge theory (Yang-Mills) action on an arbitrary group lattice. Also linear connections are considered and a simple geometric interpretation of the torsion is established. By taking a quotient with respect to some subgroup of the discrete group, generalized differential calculi associated with so-called Schreier diagrams are obtained

  9. Nonlinear perturbations of differential operators with nontrivial kernel and applications to third order periodic boundary value problems

    International Nuclear Information System (INIS)

    Afuwape, A.U.; Omari, P.

    1987-11-01

    This paper deals with the solvability of the nonlinear operator equations in normed spaces Lx=EGx+f, where L is a linear map with possible nontrivial kernel. Applications are given to the existence of periodic solutions for the third order scalar differential equation x'''+ax''+bx'+cx+g(t,x)=p(t), under various conditions on the interaction of g(t,x)/x with spectral configurations of a, b and c. (author). 48 refs

  10. Integrable dissipative nonlinear second order differential equations via factorizations and Abel equations

    Energy Technology Data Exchange (ETDEWEB)

    Mancas, Stefan C. [Department of Mathematics, Embry–Riddle Aeronautical University, Daytona Beach, FL 32114-3900 (United States); Rosu, Haret C., E-mail: hcr@ipicyt.edu.mx [IPICYT, Instituto Potosino de Investigacion Cientifica y Tecnologica, Apdo Postal 3-74 Tangamanga, 78231 San Luis Potosí, SLP (Mexico)

    2013-09-02

    We emphasize two connections, one well known and another less known, between the dissipative nonlinear second order differential equations and the Abel equations which in their first-kind form have only cubic and quadratic terms. Then, employing an old integrability criterion due to Chiellini, we introduce the corresponding integrable dissipative equations. For illustration, we present the cases of some integrable dissipative Fisher, nonlinear pendulum, and Burgers–Huxley type equations which are obtained in this way and can be of interest in applications. We also show how to obtain Abel solutions directly from the factorization of second order nonlinear equations.

  11. Third order differential equations with delay

    Directory of Open Access Journals (Sweden)

    Petr Liška

    2015-05-01

    Full Text Available In this paper, we study the oscillation and asymptotic properties of solutions of certain nonlinear third order differential equations with delay. In particular, we extend results of I. Mojsej (Nonlinear Analysis 68, 2008 and we improve conditions on the property B of N. Parhi and S. Padhi (Indian J. Pure Appl. Math., 33, 2002.

  12. On some methods of achieving a continuous and differentiated assessment in Linear Algebra and Analytic and Differential Geometry courses and seminars

    Directory of Open Access Journals (Sweden)

    M. A.P. PURCARU

    2017-12-01

    Full Text Available This paper aims at highlighting some aspects related to assessment as regards its use as a differentiated training strategy for Linear Algebra and Analytic and Differential Geometry courses and seminars. Thus, the following methods of continuous differentiated assessment are analyzed and exemplified: the portfolio, the role play, some interactive methods and practical examinations.

  13. A comparison of zero-order, first-order, and Monod biotransformation models

    International Nuclear Information System (INIS)

    Bekins, B.A.; Warren, E.; Godsy, E.M.

    1998-01-01

    Under some conditions, a first-order kinetic model is a poor representation of biodegradation in contaminated aquifers. Although it is well known that the assumption of first-order kinetics is valid only when substrate concentration, S, is much less than the half-saturation constant, K S , this assumption is often made without verification of this condition. The authors present a formal error analysis showing that the relative error in the first-order approximation is S/K S and in the zero-order approximation the error is K S /S. They then examine the problems that arise when the first-order approximation is used outside the range for which it is valid. A series of numerical simulations comparing results of first- and zero-order rate approximations to Monod kinetics for a real data set illustrates that if concentrations observed in the field are higher than K S , it may be better to model degradation using a zero-order rate expression. Compared with Monod kinetics, extrapolation of a first-order rate to lower concentrations under-predicts the biotransformation potential, while extrapolation to higher concentrations may grossly over-predict the transformation rate. A summary of solubilities and Monod parameters for aerobic benzene, toluene, and xylene (BTX) degradation shows that the a priori assumption of first-order degradation kinetics at sites contaminated with these compounds is not valid. In particular, out of six published values of K S for toluene, only one is greater than 2 mg/L, indicating that when toluene is present in concentrations greater than about a part per million, the assumption of first-order kinetics may be invalid. Finally, the authors apply an existing analytical solution for steady-state one-dimensional advective transport with Monod degradation kinetics to a field data set

  14. Tunable First-Order Resistorless All-Pass Filter with Low Output Impedance

    Directory of Open Access Journals (Sweden)

    Parveen Beg

    2014-01-01

    Full Text Available This paper presents a voltage mode cascadable single active element tunable first-order all-pass filter with a single passive component. The active element used to realise the filter is a new building block termed as differential difference dual-X current conveyor with a buffered output (DD-DXCCII. The filter is thus realized with the help of a DD-DXCCII, a capacitor, and a MOS transistor. By exploiting the low output impedance, a higher order filter is also realized. Nonideal and parasitic study is also carried out on the realised filters. The proposed DD-DXCCII filters are simulated using TSMC the 0.25 µm technology.

  15. Tunable first-order resistorless all-pass filter with low output impedance.

    Science.gov (United States)

    Beg, Parveen

    2014-01-01

    This paper presents a voltage mode cascadable single active element tunable first-order all-pass filter with a single passive component. The active element used to realise the filter is a new building block termed as differential difference dual-X current conveyor with a buffered output (DD-DXCCII). The filter is thus realized with the help of a DD-DXCCII, a capacitor, and a MOS transistor. By exploiting the low output impedance, a higher order filter is also realized. Nonideal and parasitic study is also carried out on the realised filters. The proposed DD-DXCCII filters are simulated using TSMC the 0.25 µm technology.

  16. High-Order Sparse Linear Predictors for Audio Processing

    DEFF Research Database (Denmark)

    Giacobello, Daniele; van Waterschoot, Toon; Christensen, Mads Græsbøll

    2010-01-01

    Linear prediction has generally failed to make a breakthrough in audio processing, as it has done in speech processing. This is mostly due to its poor modeling performance, since an audio signal is usually an ensemble of different sources. Nevertheless, linear prediction comes with a whole set...... of interesting features that make the idea of using it in audio processing not far fetched, e.g., the strong ability of modeling the spectral peaks that play a dominant role in perception. In this paper, we provide some preliminary conjectures and experiments on the use of high-order sparse linear predictors...... in audio processing. These predictors, successfully implemented in modeling the short-term and long-term redundancies present in speech signals, will be used to model tonal audio signals, both monophonic and polyphonic. We will show how the sparse predictors are able to model efficiently the different...

  17. Predicting recovery of cognitive function soon after stroke: differential modeling of logarithmic and linear regression.

    Science.gov (United States)

    Suzuki, Makoto; Sugimura, Yuko; Yamada, Sumio; Omori, Yoshitsugu; Miyamoto, Masaaki; Yamamoto, Jun-ichi

    2013-01-01

    Cognitive disorders in the acute stage of stroke are common and are important independent predictors of adverse outcome in the long term. Despite the impact of cognitive disorders on both patients and their families, it is still difficult to predict the extent or duration of cognitive impairments. The objective of the present study was, therefore, to provide data on predicting the recovery of cognitive function soon after stroke by differential modeling with logarithmic and linear regression. This study included two rounds of data collection comprising 57 stroke patients enrolled in the first round for the purpose of identifying the time course of cognitive recovery in the early-phase group data, and 43 stroke patients in the second round for the purpose of ensuring that the correlation of the early-phase group data applied to the prediction of each individual's degree of cognitive recovery. In the first round, Mini-Mental State Examination (MMSE) scores were assessed 3 times during hospitalization, and the scores were regressed on the logarithm and linear of time. In the second round, calculations of MMSE scores were made for the first two scoring times after admission to tailor the structures of logarithmic and linear regression formulae to fit an individual's degree of functional recovery. The time course of early-phase recovery for cognitive functions resembled both logarithmic and linear functions. However, MMSE scores sampled at two baseline points based on logarithmic regression modeling could estimate prediction of cognitive recovery more accurately than could linear regression modeling (logarithmic modeling, R(2) = 0.676, PLogarithmic modeling based on MMSE scores could accurately predict the recovery of cognitive function soon after the occurrence of stroke. This logarithmic modeling with mathematical procedures is simple enough to be adopted in daily clinical practice.

  18. 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

  19. Successive approximation analog to digital conversion system with good differential linearity

    Energy Technology Data Exchange (ETDEWEB)

    Carter, D E; Randers-Pehrson, G [Ohio Univ., Athens (USA). Dept. of Physics

    1982-08-15

    A high speed modified successive approximation 4 input ADC system has been designed and constructed. Throughput rates of 250 kHz at 12 bit conversion gain with good differential linearity is achieved at low cost, using the MPX4 ADC system.

  20. Improved iterative oscillation tests for first-order deviating differential equations

    Directory of Open Access Journals (Sweden)

    George E. Chatzarakis

    2018-01-01

    Full Text Available In this paper, improved oscillation conditions are established for the oscillation of all solutions of differential equations with non-monotone deviating arguments and nonnegative coefficients. They lead to a procedure that checks for oscillations by iteratively computing \\(\\lim \\sup\\ and \\(\\lim \\inf\\ on terms recursively defined on the equation's coefficients and deviating argument. This procedure significantly improves all known oscillation criteria. The results and the improvement achieved over the other known conditions are illustrated by two examples, numerically solved in MATLAB.

  1. Exact Solutions for Certain Nonlinear Autonomous Ordinary Differential Equations of the Second Order and Families of Two-Dimensional Autonomous Systems

    Directory of Open Access Journals (Sweden)

    M. P. Markakis

    2010-01-01

    Full Text Available Certain nonlinear autonomous ordinary differential equations of the second order are reduced to Abel equations of the first kind ((Ab-1 equations. Based on the results of a previous work, concerning a closed-form solution of a general (Ab-1 equation, and introducing an arbitrary function, exact one-parameter families of solutions are derived for the original autonomous equations, for the most of which only first integrals (in closed or parametric form have been obtained so far. Two-dimensional autonomous systems of differential equations of the first order, equivalent to the considered herein autonomous forms, are constructed and solved by means of the developed analysis.

  2. On a class of fourth order linear recurrence equations

    Directory of Open Access Journals (Sweden)

    Sui-Sun Cheng

    1984-01-01

    Full Text Available This paper is concerned with sequences that satisfy a class of fourth order linear recurrence equations. Basic properties of such sequences are derived. In addition, we discuss the oscillatory and nonoscillatory behavior of such sequences.

  3. Modeling non-linear kinetics of hyperpolarized [1-(13)C] pyruvate in the crystalloid-perfused rat heart

    NARCIS (Netherlands)

    Mariotti, E.; Orton, M. R.; Eerbeek, O.; Ashruf, J. F.; Zuurbier, C. J.; Southworth, R.; Eykyn, T. R.

    2016-01-01

    Hyperpolarized (13)C MR measurements have the potential to display non-linear kinetics. We have developed an approach to describe possible non-first-order kinetics of hyperpolarized [1-(13)C] pyruvate employing a system of differential equations that agrees with the principle of conservation of mass

  4. 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.)

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

    Directory of Open Access Journals (Sweden)

    Dauda GuliburYAKUBU

    2012-12-01

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

  6. 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

  7. Structural changes of small amplitude kinetic Alfvén solitary waves due to second-order corrections

    International Nuclear Information System (INIS)

    Choi, Cheong R.

    2015-01-01

    The structural changes of kinetic Alfvén solitary waves (KASWs) due to higher-order terms are investigated. While the first-order differential equation for KASWs provides the dispersion relation for kinetic Alfvén waves, the second-order differential equation describes the structural changes of the solitary waves due to higher-order nonlinearity. The reductive perturbation method is used to obtain the second-order and third-order partial differential equations; then, Kodama and Taniuti's technique [J. Phys. Soc. Jpn. 45, 298 (1978)] is applied in order to remove the secularities in the third-order differential equations and derive a linear second-order inhomogeneous differential equation. The solution to this new second-order equation indicates that, as the amplitude increases, the hump-type Korteweg-de Vries solution is concentrated more around the center position of the soliton and that dip-type structures form near the two edges of the soliton. This result has a close relationship with the interpretation of the complex KASW structures observed in space with satellites

  8. Weakly Isolated horizons: first order actions and gauge symmetries

    Science.gov (United States)

    Corichi, Alejandro; Reyes, Juan D.; Vukašinac, Tatjana

    2017-04-01

    The notion of Isolated Horizons has played an important role in gravitational physics, being useful from the characterization of the endpoint of black hole mergers to (quantum) black hole entropy. With an eye towards a canonical formulation we consider general relativity in terms of connection and vierbein variables and their corresponding first order actions. We focus on two main issues: (i) The role of the internal gauge freedom that exists, in the consistent formulations of the action principle, and (ii) the role that a 3  +  1 canonical decomposition has in the allowed internal gauge freedom. More concretely, we clarify in detail how the requirement of having well posed variational principles compatible with general weakly isolated horizons (WIHs) as internal boundaries does lead to a partial gauge fixing in the first order descriptions used previously in the literature. We consider the standard Hilbert-Palatini action together with the Holst extension (needed for a consistent 3  +  1 decomposition), with and without boundary terms at the horizon. We show in detail that, for the complete configuration space—with no gauge fixing—, while the Palatini action is differentiable without additional surface terms at the inner WIH boundary, the more general Holst action is not. The introduction of a surface term at the horizon—that renders the action for asymptotically flat configurations differentiable—does make the Holst action differentiable, but only if one restricts the configuration space and partially reduces the internal Lorentz gauge. For the second issue at hand, we show that upon performing a 3  +  1 decomposition and imposing the time gauge, there is a further gauge reduction of the Hamiltonian theory in terms of Ashtekar-Barbero variables to a U(1)-gauge theory on the horizon. We also extend our analysis to the more restricted boundary conditions of (strongly) isolated horizons as inner boundary. We show that even when the

  9. Weakly Isolated horizons: first order actions and gauge symmetries

    International Nuclear Information System (INIS)

    Corichi, Alejandro; Reyes, Juan D; Vukašinac, Tatjana

    2017-01-01

    The notion of Isolated Horizons has played an important role in gravitational physics, being useful from the characterization of the endpoint of black hole mergers to (quantum) black hole entropy. With an eye towards a canonical formulation we consider general relativity in terms of connection and vierbein variables and their corresponding first order actions. We focus on two main issues: (i) The role of the internal gauge freedom that exists, in the consistent formulations of the action principle, and (ii) the role that a 3  +  1 canonical decomposition has in the allowed internal gauge freedom. More concretely, we clarify in detail how the requirement of having well posed variational principles compatible with general weakly isolated horizons (WIHs) as internal boundaries does lead to a partial gauge fixing in the first order descriptions used previously in the literature. We consider the standard Hilbert–Palatini action together with the Holst extension (needed for a consistent 3  +  1 decomposition), with and without boundary terms at the horizon. We show in detail that, for the complete configuration space—with no gauge fixing—, while the Palatini action is differentiable without additional surface terms at the inner WIH boundary, the more general Holst action is not. The introduction of a surface term at the horizon—that renders the action for asymptotically flat configurations differentiable—does make the Holst action differentiable, but only if one restricts the configuration space and partially reduces the internal Lorentz gauge. For the second issue at hand, we show that upon performing a 3  +  1 decomposition and imposing the time gauge, there is a further gauge reduction of the Hamiltonian theory in terms of Ashtekar–Barbero variables to a U (1)-gauge theory on the horizon. We also extend our analysis to the more restricted boundary conditions of (strongly) isolated horizons as inner boundary. We show that even when

  10. 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.

  11. 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

  12. 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.

  13. 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.

  14. Rethinking pedagogy for second-order differential equations: a simplified approach to understanding well-posed problems

    Science.gov (United States)

    Tisdell, Christopher C.

    2017-07-01

    Knowing an equation has a unique solution is important from both a modelling and theoretical point of view. For over 70 years, the approach to learning and teaching 'well posedness' of initial value problems (IVPs) for second- and higher-order ordinary differential equations has involved transforming the problem and its analysis to a first-order system of equations. We show that this excursion is unnecessary and present a direct approach regarding second- and higher-order problems that does not require an understanding of systems.

  15. 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)....

  16. Lattice Boltzmann model for high-order nonlinear partial differential equations.

    Science.gov (United States)

    Chai, Zhenhua; He, Nanzhong; Guo, Zhaoli; Shi, Baochang

    2018-01-01

    In this paper, a general lattice Boltzmann (LB) model is proposed for the high-order nonlinear partial differential equation with the form ∂_{t}ϕ+∑_{k=1}^{m}α_{k}∂_{x}^{k}Π_{k}(ϕ)=0 (1≤k≤m≤6), α_{k} are constant coefficients, Π_{k}(ϕ) are some known differential functions of ϕ. As some special cases of the high-order nonlinear partial differential equation, the classical (m)KdV equation, KdV-Burgers equation, K(n,n)-Burgers equation, Kuramoto-Sivashinsky equation, and Kawahara equation can be solved by the present LB model. Compared to the available LB models, the most distinct characteristic of the present model is to introduce some suitable auxiliary moments such that the correct moments of equilibrium distribution function can be achieved. In addition, we also conducted a detailed Chapman-Enskog analysis, and found that the high-order nonlinear partial differential equation can be correctly recovered from the proposed LB model. Finally, a large number of simulations are performed, and it is found that the numerical results agree with the analytical solutions, and usually the present model is also more accurate than the existing LB models [H. Lai and C. Ma, Sci. China Ser. G 52, 1053 (2009)1672-179910.1007/s11433-009-0149-3; H. Lai and C. Ma, Phys. A (Amsterdam) 388, 1405 (2009)PHYADX0378-437110.1016/j.physa.2009.01.005] for high-order nonlinear partial differential equations.

  17. Lattice Boltzmann model for high-order nonlinear partial differential equations

    Science.gov (United States)

    Chai, Zhenhua; He, Nanzhong; Guo, Zhaoli; Shi, Baochang

    2018-01-01

    In this paper, a general lattice Boltzmann (LB) model is proposed for the high-order nonlinear partial differential equation with the form ∂tϕ +∑k=1mαk∂xkΠk(ϕ ) =0 (1 ≤k ≤m ≤6 ), αk are constant coefficients, Πk(ϕ ) are some known differential functions of ϕ . As some special cases of the high-order nonlinear partial differential equation, the classical (m)KdV equation, KdV-Burgers equation, K (n ,n ) -Burgers equation, Kuramoto-Sivashinsky equation, and Kawahara equation can be solved by the present LB model. Compared to the available LB models, the most distinct characteristic of the present model is to introduce some suitable auxiliary moments such that the correct moments of equilibrium distribution function can be achieved. In addition, we also conducted a detailed Chapman-Enskog analysis, and found that the high-order nonlinear partial differential equation can be correctly recovered from the proposed LB model. Finally, a large number of simulations are performed, and it is found that the numerical results agree with the analytical solutions, and usually the present model is also more accurate than the existing LB models [H. Lai and C. Ma, Sci. China Ser. G 52, 1053 (2009), 10.1007/s11433-009-0149-3; H. Lai and C. Ma, Phys. A (Amsterdam) 388, 1405 (2009), 10.1016/j.physa.2009.01.005] for high-order nonlinear partial differential equations.

  18. Smooth Frechet subalgebras of C-algebras defined by first order ...

    Indian Academy of Sciences (India)

    The differential structure in a *-algebra defined by a dense Frechet subalgebra whose topology is defined by a sequence of differential seminorms of order 1 is investigated. This includes differential Arens–Michael decomposition, spectral invariance, closure under functional calculi as well as intrinsic spectral description.

  19. Refined Fuchs inequalities for systems of linear differential equations

    International Nuclear Information System (INIS)

    Gontsov, R R

    2004-01-01

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

  20. Numerov iteration method for second order integral-differential equation

    International Nuclear Information System (INIS)

    Zeng Fanan; Zhang Jiaju; Zhao Xuan

    1987-01-01

    In this paper, Numerov iterative method for second order integral-differential equation and system of equations are constructed. Numerical examples show that this method is better than direct method (Gauss elimination method) in CPU time and memoy requireing. Therefore, this method is an efficient method for solving integral-differential equation in nuclear physics

  1. 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

  2. Stability and bifurcation of numerical discretization of a second-order delay differential equation with negative feedback

    International Nuclear Information System (INIS)

    Ding Xiaohua; Su Huan; Liu Mingzhu

    2008-01-01

    The paper analyzes a discrete second-order, nonlinear delay differential equation with negative feedback. The characteristic equation of linear stability is solved, as a function of two parameters describing the strength of the feedback and the damping in the autonomous system. The existence of local Hopf bifurcations is investigated, and the direction and stability of periodic solutions bifurcating from the Hopf bifurcation of the discrete model are determined by the Hopf bifurcation theory of discrete system. Finally, some numerical simulations are performed to illustrate the analytical results found

  3. 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.

  4. Linear Pursuit Differential Game under Phase Constraint on the State of Evader

    Directory of Open Access Journals (Sweden)

    Askar Rakhmanov

    2016-01-01

    Full Text Available We consider a linear pursuit differential game of one pursuer and one evader. Controls of the pursuer and evader are subjected to integral and geometric constraints, respectively. In addition, phase constraint is imposed on the state of evader, whereas pursuer moves throughout the space. We say that pursuit is completed, if inclusion y(t1-x(t1∈M is satisfied at some t1>0, where x(t and y(t are states of pursuer and evader, respectively, and M is terminal set. Conditions of completion of pursuit in the game from all initial points of players are obtained. Strategy of the pursuer is constructed so that the phase vector of the pursuer first is brought to a given set, and then pursuit is completed.

  5. 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.

  6. 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

  7. 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/

  8. Linear variable differential transformer sensor using glass-covered amorphous wires as active core

    International Nuclear Information System (INIS)

    Chiriac, H.; Hristoforou, E.; Neagu, Maria; Pieptanariu, M.

    2000-01-01

    Results concerning linear variable differential transformer (LVDT) displacement sensor using as movable core glass-covered amorphous wires are presented. The LVDT response is linear for a displacement of the movable core up to about 14 mm, with an accuracy of 1 μm. LVDT using glass-covered amorphous wire as an active core presents a high sensitivity and good mechanical and corrosion resistance

  9. A unified approach to fixed-order controller design via linear matrix inequalities

    Directory of Open Access Journals (Sweden)

    T. Iwasaki

    1995-01-01

    Full Text Available We consider the design of fixed-order (or low-order linear controllers which meet certain performance and/or robustness specifications. The following three problems are considered; covariance control as a nominal performance problem,-stabilization as a robust stabilization problem, and robust L∞ control problem as a robust performance problem. All three control problems are converted to a single linear algebra problem of solving a linear matrix inequality (LMI of the type BGC+(BGCT+Q<0 for the unknown matrix G. Thus this paper addresses the fixed-order controller design problem in a unified way. Necessary and sufficient conditions for the existence of a fixed-order controller which satisfies the design specifications for each problem are derived, and an explicit controller formula is given. In any case, the resulting problem is shown to be a search for a (structured positive definite matrix X such that X∈1 and X−1∈2 where 1 and 2 are convex sets defined by LMIs. Computational aspects of the nonconvex LMI problem are discussed.

  10. A first course in differential equations

    CERN Document Server

    Logan, J David

    2015-01-01

    The third edition of this concise, popular textbook on elementary differential equations gives instructors an alternative to the many voluminous texts on the market. It presents a thorough treatment of the standard topics in an accessible, easy-to-read, format. The overarching perspective of the text conveys that differential equations are about applications. This book illuminates the mathematical theory in the text with a wide variety of applications that will appeal to students in physics, engineering, the biosciences, economics and mathematics. Instructors are likely to find that the first four or five chapters are suitable for a first course in the subject. This edition contains a healthy increase over earlier editions in the number of worked examples and exercises, particularly those routine in nature. Two appendices include a review with practice problems, and a MATLAB® supplement that gives basic codes and commands for solving differential equations. MATLAB® is not required; students are encouraged t...

  11. Linear Simulations of the Cylindrical Richtmyer-Meshkov Instability in Hydrodynamics and MHD

    KAUST Repository

    Gao, Song

    2013-05-01

    The Richtmyer-Meshkov instability occurs when density-stratified interfaces are impulsively accelerated, typically by a shock wave. We present a numerical method to simulate the Richtmyer-Meshkov instability in cylindrical geometry. The ideal MHD equations are linearized about a time-dependent base state to yield linear partial differential equations governing the perturbed quantities. Convergence tests demonstrate that second order accuracy is achieved for smooth flows, and the order of accuracy is between first and second order for flows with discontinuities. Numerical results are presented for cases of interfaces with positive Atwood number and purely azimuthal perturbations. In hydrodynamics, the Richtmyer-Meshkov instability growth of perturbations is followed by a Rayleigh-Taylor growth phase. In MHD, numerical results indicate that the perturbations can be suppressed for sufficiently large perturbation wavenumbers and magnetic fields.

  12. The Oscillation of a Class of the Fractional-Order Delay Differential Equations

    Directory of Open Access Journals (Sweden)

    Qianli Lu

    2014-01-01

    Full Text Available Several oscillation results are proposed including necessary and sufficient conditions for the oscillation of fractional-order delay differential equations with constant coefficients, the sufficient or necessary and sufficient conditions for the oscillation of fractional-order delay differential equations by analysis method, and the sufficient or necessary and sufficient conditions for the oscillation of delay partial differential equation with three different boundary conditions. For this, α-exponential function which is a kind of functions that play the same role of the classical exponential functions of fractional-order derivatives is used.

  13. 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,

  14. 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,

  15. About a definition of metric over an abelian linearly ordered group

    Directory of Open Access Journals (Sweden)

    Bice Cavallo

    2012-06-01

    Full Text Available A G-metric over an abelian linearly ordered group G = (G,⊙,≤ is a binary operation, d G , verifying suitable properties. We consider a particular G metric derived by the group operation ⊙ and the total weak order ≤, and show that it provides a base for the order topology associated to G.

  16. 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.

  17. Multivariate Discrete First Order Stochastic Dominance

    DEFF Research Database (Denmark)

    Tarp, Finn; Østerdal, Lars Peter

    This paper characterizes the principle of first order stochastic dominance in a multivariate discrete setting. We show that a distribution  f first order stochastic dominates distribution g if and only if  f can be obtained from g by iteratively shifting density from one outcome to another...

  18. A Fifth Order Hybrid Linear Multistep method For the Direct Solution ...

    African Journals Online (AJOL)

    A linear multistep hybrid method (LMHM)with continuous coefficients isconsidered and directly applied to solve third order initial and boundary value problems (IBVPs). The continuous method is used to obtain Multiple Finite Difference Methods (MFDMs) (each of order 5) which are combined as simultaneous numerical ...

  19. 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.

  20. Basic design of radiation-resistant LVDTs: Linear Variable Differential Transformer

    Energy Technology Data Exchange (ETDEWEB)

    Sohn, J. M.; Park, S. J.; Kang, Y. H. (and others)

    2008-02-15

    A LVDT(Linear Variable Differential Transformer) for measuring the pressure level was used to measure the pressure of a nuclear fuel rod during the neutron irradiation test in a research reactor. A LVDT for measuring the elongation was also used to measure the elongation of nuclear fuels, and the creep and fatigue of materials during a neutron irradiation test in a research reactor. In this report, the basic design of two radiation-resistant LVDTs for measuring the pressure level and elongation are described. These LVDTs are used a under radiation environment such as a research reactor. In the basic design step, we analyzed the domestic and foreign technical status for radiation-resistant LVDTs, made part and assembly drawings and established simple procedures for their assembling. Only a few companies in the world can produce radiation-resistant LVDTs. Not only these are extremely expensive, but the prices are continuously rising. Also, it takes a long time to procure a LVDT, as it can only be bought about by an order-production. The localization of radiation-resistant LVDTs is necessary in order to provide them quickly and at a low cost. These radiation-resistant LVDTs will be used at neutron irradiation devices such as instrumented fuel capsules, special purpose capsules and a fuel test loop in research reactors. We expect that the use of neutron irradiation tests will be revitalized by the localization of radiation-resistant LVDTs.

  1. 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...

  2. Linear models of coregionalization for multivariate lattice data: Order-dependent and order-free cMCARs.

    Science.gov (United States)

    MacNab, Ying C

    2016-08-01

    This paper concerns with multivariate conditional autoregressive models defined by linear combination of independent or correlated underlying spatial processes. Known as linear models of coregionalization, the method offers a systematic and unified approach for formulating multivariate extensions to a broad range of univariate conditional autoregressive models. The resulting multivariate spatial models represent classes of coregionalized multivariate conditional autoregressive models that enable flexible modelling of multivariate spatial interactions, yielding coregionalization models with symmetric or asymmetric cross-covariances of different spatial variation and smoothness. In the context of multivariate disease mapping, for example, they facilitate borrowing strength both over space and cross variables, allowing for more flexible multivariate spatial smoothing. Specifically, we present a broadened coregionalization framework to include order-dependent, order-free, and order-robust multivariate models; a new class of order-free coregionalized multivariate conditional autoregressives is introduced. We tackle computational challenges and present solutions that are integral for Bayesian analysis of these models. We also discuss two ways of computing deviance information criterion for comparison among competing hierarchical models with or without unidentifiable prior parameters. The models and related methodology are developed in the broad context of modelling multivariate data on spatial lattice and illustrated in the context of multivariate disease mapping. The coregionalization framework and related methods also present a general approach for building spatially structured cross-covariance functions for multivariate geostatistics. © The Author(s) 2016.

  3. How to discretize differential systems in a systematic way

    International Nuclear Information System (INIS)

    Murata, M; Satsuma, J; Ramani, A; Grammaticos, B

    2010-01-01

    We present a systematic approach to the construction of discrete analogues for differential systems. Our method is tailored to first-order differential equations and relies on a formal linearization, followed by a Pade-like rational approximation of an exponential evolution operator. We apply our method to a host of systems for which there exist discretization results obtained by what we call the 'intuitive' method and compare the discretizations obtained. A discussion of our method as compared to one of the Mickens is also presented. Finally we apply our method to a system of coupled Riccati equations with emphasis on the preservation of the integrable character of the differential system.

  4. A general first-order global sensitivity analysis method

    International Nuclear Information System (INIS)

    Xu Chonggang; Gertner, George Zdzislaw

    2008-01-01

    Fourier amplitude sensitivity test (FAST) is one of the most popular global sensitivity analysis techniques. The main mechanism of FAST is to assign each parameter with a characteristic frequency through a search function. Then, for a specific parameter, the variance contribution can be singled out of the model output by the characteristic frequency. Although FAST has been widely applied, there are two limitations: (1) the aliasing effect among parameters by using integer characteristic frequencies and (2) the suitability for only models with independent parameters. In this paper, we synthesize the improvement to overcome the aliasing effect limitation [Tarantola S, Gatelli D, Mara TA. Random balance designs for the estimation of first order global sensitivity indices. Reliab Eng Syst Safety 2006; 91(6):717-27] and the improvement to overcome the independence limitation [Xu C, Gertner G. Extending a global sensitivity analysis technique to models with correlated parameters. Comput Stat Data Anal 2007, accepted for publication]. In this way, FAST can be a general first-order global sensitivity analysis method for linear/nonlinear models with as many correlated/uncorrelated parameters as the user specifies. We apply the general FAST to four test cases with correlated parameters. The results show that the sensitivity indices derived by the general FAST are in good agreement with the sensitivity indices derived by the correlation ratio method, which is a non-parametric method for models with correlated parameters

  5. Gene selection for the reconstruction of stem cell differentiation trees: a linear programming approach.

    Science.gov (United States)

    Ghadie, Mohamed A; Japkowicz, Nathalie; Perkins, Theodore J

    2015-08-15

    Stem cell differentiation is largely guided by master transcriptional regulators, but it also depends on the expression of other types of genes, such as cell cycle genes, signaling genes, metabolic genes, trafficking genes, etc. Traditional approaches to understanding gene expression patterns across multiple conditions, such as principal components analysis or K-means clustering, can group cell types based on gene expression, but they do so without knowledge of the differentiation hierarchy. Hierarchical clustering can organize cell types into a tree, but in general this tree is different from the differentiation hierarchy itself. Given the differentiation hierarchy and gene expression data at each node, we construct a weighted Euclidean distance metric such that the minimum spanning tree with respect to that metric is precisely the given differentiation hierarchy. We provide a set of linear constraints that are provably sufficient for the desired construction and a linear programming approach to identify sparse sets of weights, effectively identifying genes that are most relevant for discriminating different parts of the tree. We apply our method to microarray gene expression data describing 38 cell types in the hematopoiesis hierarchy, constructing a weighted Euclidean metric that uses just 175 genes. However, we find that there are many alternative sets of weights that satisfy the linear constraints. Thus, in the style of random-forest training, we also construct metrics based on random subsets of the genes and compare them to the metric of 175 genes. We then report on the selected genes and their biological functions. Our approach offers a new way to identify genes that may have important roles in stem cell differentiation. tperkins@ohri.ca Supplementary data are available at Bioinformatics online. © The Author 2015. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com.

  6. Second-order numerical methods for multi-term fractional differential equations: Smooth and non-smooth solutions

    Science.gov (United States)

    Zeng, Fanhai; Zhang, Zhongqiang; Karniadakis, George Em

    2017-12-01

    Starting with the asymptotic expansion of the error equation of the shifted Gr\\"{u}nwald--Letnikov formula, we derive a new modified weighted shifted Gr\\"{u}nwald--Letnikov (WSGL) formula by introducing appropriate correction terms. We then apply one special case of the modified WSGL formula to solve multi-term fractional ordinary and partial differential equations, and we prove the linear stability and second-order convergence for both smooth and non-smooth solutions. We show theoretically and numerically that numerical solutions up to certain accuracy can be obtained with only a few correction terms. Moreover, the correction terms can be tuned according to the fractional derivative orders without explicitly knowing the analytical solutions. Numerical simulations verify the theoretical results and demonstrate that the new formula leads to better performance compared to other known numerical approximations with similar resolution.

  7. 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

  8. A unified approach to fixed-order controller design via linear matrix inequalities

    Directory of Open Access Journals (Sweden)

    Iwasaki T.

    1995-01-01

    Full Text Available We consider the design of fixed-order (or low-order linear controllers which meet certain performance and/or robustness specifications. The following three problems are considered; covariance control as a nominal performance problem, 𝒬 -stabilization as a robust stabilization problem, and robust L ∞ control problem as a robust performance problem. All three control problems are converted to a single linear algebra problem of solving a linear matrix inequality (LMI of the type B G C + ( B G C T + Q < 0 for the unknown matrix G . Thus this paper addresses the fixed-order controller design problem in a unified way. Necessary and sufficient conditions for the existence of a fixed-order controller which satisfies the design specifications for each problem are derived, and an explicit controller formula is given. In any case, the resulting problem is shown to be a search for a (structured positive definite matrix X such that X ∈ 𝒞 1 and X − 1 ∈ 𝒞 2 where 𝒞 1 and 𝒞 2 are convex sets defined by LMIs. Computational aspects of the nonconvex LMI problem are discussed.

  9. Ultrasound speckle reduction based on fractional order differentiation.

    Science.gov (United States)

    Shao, Dangguo; Zhou, Ting; Liu, Fan; Yi, Sanli; Xiang, Yan; Ma, Lei; Xiong, Xin; He, Jianfeng

    2017-07-01

    Ultrasound images show a granular pattern of noise known as speckle that diminishes their quality and results in difficulties in diagnosis. To preserve edges and features, this paper proposes a fractional differentiation-based image operator to reduce speckle in ultrasound. An image de-noising model based on fractional partial differential equations with balance relation between k (gradient modulus threshold that controls the conduction) and v (the order of fractional differentiation) was constructed by the effective combination of fractional calculus theory and a partial differential equation, and the numerical algorithm of it was achieved using a fractional differential mask operator. The proposed algorithm has better speckle reduction and structure preservation than the three existing methods [P-M model, the speckle reducing anisotropic diffusion (SRAD) technique, and the detail preserving anisotropic diffusion (DPAD) technique]. And it is significantly faster than bilateral filtering (BF) in producing virtually the same experimental results. Ultrasound phantom testing and in vivo imaging show that the proposed method can improve the quality of an ultrasound image in terms of tissue SNR, CNR, and FOM values.

  10. Non linear dynamics of memristor based 3rd order oscillatory system

    KAUST Repository

    Talukdar, Abdul Hafiz Ibne

    2012-07-23

    In this paper, we report for the first time the nonlinear dynamics of three memristor based phase shift oscillators, and consider them as a plausible solution for the realization of parametric oscillation as an autonomous linear time variant system. Sustained oscillation is reported through oscillating resistance while time dependent poles are present. The memristor based phase shift oscillator is explored further by varying the parameters so as to present the resistance of the memristor as a time varying parameter, thus potentially eliminating the need of external periodic forces in order for it to oscillate. Multi memristors, used simultaneously with similar and different parameters, are investigated in this paper. Mathematical formulas for analyzing such oscillators are verified with simulation results and are found to be in good agreement. © 2011 Elsevier Ltd. All rights reserved.

  11. 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.

  12. 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.

  13. First- and second-order processing in transient stereopsis.

    Science.gov (United States)

    Edwards, M; Pope, D R; Schor, C M

    2000-01-01

    Large-field stimuli were used to investigate the interaction of first- and second-order pathways in transient-stereo processing. Stimuli consisted of sinewave modulations in either the mean luminance (first-order stimulus) or the contrast (second-order stimulus) of a dynamic-random-dot field. The main results of the present study are that: (1) Depth could be extracted with both the first-order and second-order stimuli; (2) Depth could be extracted from dichoptically mixed first- and second-order stimuli, however, the same stimuli, when presented as a motion sequence, did not result in a motion percept. Based upon these findings we conclude that the transient-stereo system processes both first- and second-order signals, and that these two signals are pooled prior to the extraction of transient depth. This finding of interaction between first- and second-order stereoscopic processing is different from the independence that has been found with the motion system.

  14. Solutions of First-Order Volterra Type Linear Integrodifferential Equations by Collocation Method

    Directory of Open Access Journals (Sweden)

    Olumuyiwa A. Agbolade

    2017-01-01

    Full Text Available The numerical solutions of linear integrodifferential equations of Volterra type have been considered. Power series is used as the basis polynomial to approximate the solution of the problem. Furthermore, standard and Chebyshev-Gauss-Lobatto collocation points were, respectively, chosen to collocate the approximate solution. Numerical experiments are performed on some sample problems already solved by homotopy analysis method and finite difference methods. Comparison of the absolute error is obtained from the present method and those from aforementioned methods. It is also observed that the absolute errors obtained are very low establishing convergence and computational efficiency.

  15. Improving sensitivity of linear regression-based cell type-specific differential expression deconvolution with per-gene vs. global significance threshold.

    Science.gov (United States)

    Glass, Edmund R; Dozmorov, Mikhail G

    2016-10-06

    The goal of many human disease-oriented studies is to detect molecular mechanisms different between healthy controls and patients. Yet, commonly used gene expression measurements from blood samples suffer from variability of cell composition. This variability hinders the detection of differentially expressed genes and is often ignored. Combined with cell counts, heterogeneous gene expression may provide deeper insights into the gene expression differences on the cell type-specific level. Published computational methods use linear regression to estimate cell type-specific differential expression, and a global cutoff to judge significance, such as False Discovery Rate (FDR). Yet, they do not consider many artifacts hidden in high-dimensional gene expression data that may negatively affect linear regression. In this paper we quantify the parameter space affecting the performance of linear regression (sensitivity of cell type-specific differential expression detection) on a per-gene basis. We evaluated the effect of sample sizes, cell type-specific proportion variability, and mean squared error on sensitivity of cell type-specific differential expression detection using linear regression. Each parameter affected variability of cell type-specific expression estimates and, subsequently, the sensitivity of differential expression detection. We provide the R package, LRCDE, which performs linear regression-based cell type-specific differential expression (deconvolution) detection on a gene-by-gene basis. Accounting for variability around cell type-specific gene expression estimates, it computes per-gene t-statistics of differential detection, p-values, t-statistic-based sensitivity, group-specific mean squared error, and several gene-specific diagnostic metrics. The sensitivity of linear regression-based cell type-specific differential expression detection differed for each gene as a function of mean squared error, per group sample sizes, and variability of the proportions

  16. OSCILLATION BEHAVIOR OF SOLUTIONS FOR EVEN ORDER NEUTRAL FUNCTIONAL DIFFERENTIAL EQUATIONS

    Institute of Scientific and Technical Information of China (English)

    T.Candan

    2006-01-01

    Even order neutral functional differential equations are considered. Sufficient conditions for the oscillation behavior of solutions for this differential equation are presented. The new results are presented and some examples are also given.

  17. CMB anisotropies at all orders: the non-linear Sachs-Wolfe formula

    International Nuclear Information System (INIS)

    Roldan, Omar

    2017-01-01

    We obtain the non-linear generalization of the Sachs-Wolfe + integrated Sachs-Wolfe (ISW) formula describing the CMB temperature anisotropies. Our formula is valid at all orders in perturbation theory, is also valid in all gauges and includes scalar, vector and tensor modes. A direct consequence of our results is that the maps of the logarithmic temperature anisotropies are much cleaner than the usual CMB maps, because they automatically remove many secondary anisotropies. This can for instance, facilitate the search for primordial non-Gaussianity in future works. It also disentangles the non-linear ISW from other effects. Finally, we provide a method which can iteratively be used to obtain the lensing solution at the desired order.

  18. CMB anisotropies at all orders: the non-linear Sachs-Wolfe formula

    Energy Technology Data Exchange (ETDEWEB)

    Roldan, Omar, E-mail: oaroldan@if.ufrj.br [Instituto de Física, Universidade Federal do Rio de Janeiro, 21941-972, Rio de Janeiro, RJ (Brazil)

    2017-08-01

    We obtain the non-linear generalization of the Sachs-Wolfe + integrated Sachs-Wolfe (ISW) formula describing the CMB temperature anisotropies. Our formula is valid at all orders in perturbation theory, is also valid in all gauges and includes scalar, vector and tensor modes. A direct consequence of our results is that the maps of the logarithmic temperature anisotropies are much cleaner than the usual CMB maps, because they automatically remove many secondary anisotropies. This can for instance, facilitate the search for primordial non-Gaussianity in future works. It also disentangles the non-linear ISW from other effects. Finally, we provide a method which can iteratively be used to obtain the lensing solution at the desired order.

  19. Higher order multi-term time-fractional partial differential equations involving Caputo-Fabrizio derivative

    OpenAIRE

    Erkinjon Karimov; Sardor Pirnafasov

    2017-01-01

    In this work we discuss higher order multi-term partial differential equation (PDE) with the Caputo-Fabrizio fractional derivative in time. Using method of separation of variables, we reduce fractional order partial differential equation to the integer order. We represent explicit solution of formulated problem in particular case by Fourier series.

  20. Unsplit complex frequency shifted perfectly matched layer for second-order wave equation using auxiliary differential equations.

    Science.gov (United States)

    Gao, Yingjie; Zhang, Jinhai; Yao, Zhenxing

    2015-12-01

    The complex frequency shifted perfectly matched layer (CFS-PML) can improve the absorbing performance of PML for nearly grazing incident waves. However, traditional PML and CFS-PML are based on first-order wave equations; thus, they are not suitable for second-order wave equation. In this paper, an implementation of CFS-PML for second-order wave equation is presented using auxiliary differential equations. This method is free of both convolution calculations and third-order temporal derivatives. As an unsplit CFS-PML, it can reduce the nearly grazing incidence. Numerical experiments show that it has better absorption than typical PML implementations based on second-order wave equation.

  1. 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.

  2. Simulating first order optical systems—algorithms for and composition of discrete linear canonical transforms

    Science.gov (United States)

    Healy, John J.

    2018-01-01

    The linear canonical transforms (LCTs) are a parameterised group of linear integral transforms. The LCTs encompass a number of well-known transformations as special cases, including the Fourier transform, fractional Fourier transform, and the Fresnel integral. They relate the scalar wave fields at the input and output of systems composed of thin lenses and free space, along with other quadratic phase systems. In this paper, we perform a systematic search of all algorithms based on up to five stages of magnification, chirp multiplication and Fourier transforms. Based on that search, we propose a novel algorithm, for which we present numerical results. We compare the sampling requirements of three algorithms. Finally, we discuss some issues surrounding the composition of discrete LCTs.

  3. Approximate solution of integro-differential equation of fractional (arbitrary order

    Directory of Open Access Journals (Sweden)

    Asma A. Elbeleze

    2016-01-01

    Full Text Available In the present paper, we study the integro-differential equations which are combination of differential and Fredholm–Volterra equations that have the fractional order with constant coefficients by the homotopy perturbation and the variational iteration. The fractional derivatives are described in Caputo sense. Some illustrative examples are presented.

  4. Linearly constrained minimax optimization

    DEFF Research Database (Denmark)

    Madsen, Kaj; Schjær-Jacobsen, Hans

    1978-01-01

    We present an algorithm for nonlinear minimax optimization subject to linear equality and inequality constraints which requires first order partial derivatives. The algorithm is based on successive linear approximations to the functions defining the problem. The resulting linear subproblems...

  5. Expanded porphyrins as third order non-linear optical materials ...

    Indian Academy of Sciences (India)

    WINTEC

    function correlations ... An understanding of the structure–function corre- lations of these expanded porphyrins is an important first step for ... where χ (2) and χ (3) are the quadratic χ (2) (first- order) and χ (3) cubic (second-order) susceptibilities.

  6. Projective Synchronization of N-Dimensional Chaotic Fractional-Order Systems via Linear State Error Feedback Control

    Directory of Open Access Journals (Sweden)

    Baogui Xin

    2012-01-01

    Full Text Available Based on linear feedback control technique, a projective synchronization scheme of N-dimensional chaotic fractional-order systems is proposed, which consists of master and slave fractional-order financial systems coupled by linear state error variables. It is shown that the slave system can be projectively synchronized with the master system constructed by state transformation. Based on the stability theory of linear fractional order systems, a suitable controller for achieving synchronization is designed. The given scheme is applied to achieve projective synchronization of chaotic fractional-order financial systems. Numerical simulations are given to verify the effectiveness of the proposed projective synchronization scheme.

  7. Time discretization of the point kinetic equations using matrix exponential method and First-Order Hold

    International Nuclear Information System (INIS)

    Park, Yujin; Kazantzis, Nikolaos; Parlos, Alexander G.; Chong, Kil To

    2013-01-01

    Highlights: • Numerical solution for stiff differential equations using matrix exponential method. • The approximation is based on First Order Hold assumption. • Various input examples applied to the point kinetics equations. • The method shows superior useful and effective activity. - Abstract: A system of nonlinear differential equations is derived to model the dynamics of neutron density and the delayed neutron precursors within a point kinetics equation modeling framework for a nuclear reactor. The point kinetic equations are mathematically characterized as stiff, occasionally nonlinear, ordinary differential equations, posing significant challenges when numerical solutions are sought and traditionally resulting in the need for smaller time step intervals within various computational schemes. In light of the above realization, the present paper proposes a new discretization method inspired by system-theoretic notions and technically based on a combination of the matrix exponential method (MEM) and the First-Order Hold (FOH) assumption. Under the proposed time discretization structure, the sampled-data representation of the nonlinear point kinetic system of equations is derived. The performance of the proposed time discretization procedure is evaluated using several case studies with sinusoidal reactivity profiles and multiple input examples (reactivity and neutron source function). It is shown, that by applying the proposed method under a First-Order Hold for the neutron density and the precursor concentrations at each time step interval, the stiffness problem associated with the point kinetic equations can be adequately addressed and resolved. Finally, as evidenced by the aforementioned detailed simulation studies, the proposed method retains its validity and accuracy for a wide range of reactor operating conditions, including large sampling periods dictated by physical and/or technical limitations associated with the current state of sensor and

  8. Accelerating transient simulation of linear reduced order models.

    Energy Technology Data Exchange (ETDEWEB)

    Thornquist, Heidi K.; Mei, Ting; Keiter, Eric Richard; Bond, Brad

    2011-10-01

    Model order reduction (MOR) techniques have been used to facilitate the analysis of dynamical systems for many years. Although existing model reduction techniques are capable of providing huge speedups in the frequency domain analysis (i.e. AC response) of linear systems, such speedups are often not obtained when performing transient analysis on the systems, particularly when coupled with other circuit components. Reduced system size, which is the ostensible goal of MOR methods, is often insufficient to improve transient simulation speed on realistic circuit problems. It can be shown that making the correct reduced order model (ROM) implementation choices is crucial to the practical application of MOR methods. In this report we investigate methods for accelerating the simulation of circuits containing ROM blocks using the circuit simulator Xyce.

  9. 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.)

  10. Estimation of non-linear continuous time models for the heat exchange dynamics of building integrated photovoltaic modules

    DEFF Research Database (Denmark)

    Jimenez, M.J.; Madsen, Henrik; Bloem, J.J.

    2008-01-01

    This paper focuses on a method for linear or non-linear continuous time modelling of physical systems using discrete time data. This approach facilitates a more appropriate modelling of more realistic non-linear systems. Particularly concerning advanced building components, convective and radiati...... that a description of the non-linear heat transfer is essential. The resulting model is a non-linear first order stochastic differential equation for the heat transfer of the PV component....... heat interchanges are non-linear effects and represent significant contributions in a variety of components such as photovoltaic integrated facades or roofs and those using these effects as passive cooling strategies, etc. Since models are approximations of the physical system and data is encumbered...

  11. All-optical 1st- and 2nd-order differential equation solvers with large tuning ranges using Fabry-Pérot semiconductor optical amplifiers.

    Science.gov (United States)

    Chen, Kaisheng; Hou, Jie; Huang, Zhuyang; Cao, Tong; Zhang, Jihua; Yu, Yuan; Zhang, Xinliang

    2015-02-09

    We experimentally demonstrate an all-optical temporal computation scheme for solving 1st- and 2nd-order linear ordinary differential equations (ODEs) with tunable constant coefficients by using Fabry-Pérot semiconductor optical amplifiers (FP-SOAs). By changing the injection currents of FP-SOAs, the constant coefficients of the differential equations are practically tuned. A quite large constant coefficient tunable range from 0.0026/ps to 0.085/ps is achieved for the 1st-order differential equation. Moreover, the constant coefficient p of the 2nd-order ODE solver can be continuously tuned from 0.0216/ps to 0.158/ps, correspondingly with the constant coefficient q varying from 0.0000494/ps(2) to 0.006205/ps(2). Additionally, a theoretical model that combining the carrier density rate equation of the semiconductor optical amplifier (SOA) with the transfer function of the Fabry-Pérot (FP) cavity is exploited to analyze the solving processes. For both 1st- and 2nd-order solvers, excellent agreements between the numerical simulations and the experimental results are obtained. The FP-SOAs based all-optical differential-equation solvers can be easily integrated with other optical components based on InP/InGaAsP materials, such as laser, modulator, photodetector and waveguide, which can motivate the realization of the complicated optical computing on a single integrated chip.

  12. Differential Higgs boson pair production at next-to-next-to-leading order in QCD

    International Nuclear Information System (INIS)

    Florian, Daniel de; Mazzitelli, Javier; Grazzini, Massimiliano; Hanga, Catalin; Lindert, Jonas M.; Kallweit, Stefan; Maierhoefer, Philipp; Rathlev, Dirk

    2016-06-01

    We report on the first fully differential calculation for double Higgs boson production through gluon fusion in hadron collisions up to next-to-next-to-leading order (NNLO) in QCD perturbation theory. The calculation is performed in the heavy-top limit of the Standard Model, and in the phenomenological results we focus on pp collisions at √(s)=14 TeV. We present differential distributions through NNLO for various observables including the transverse-momentum and rapidity distributions of the two Higgs bosons. NNLO corrections are at the level of 10%-25% with respect to the next-to-leading order (NLO) prediction with a residual scale uncertainty of 5%-15% and an overall mild phase-space dependence. Only at NNLO the perturbative expansion starts to converge yielding overlapping scale uncertainty bands between NNLO and NLO in most of the phase-space. The calculation includes NLO predictions for pp→HH+jet+X. Corrections to the corresponding distributions exceed 50% with a residual scale dependence of 20%-30%.

  13. Higher order multi-term time-fractional partial differential equations involving Caputo-Fabrizio derivative

    Directory of Open Access Journals (Sweden)

    Erkinjon Karimov

    2017-10-01

    Full Text Available In this work we discuss higher order multi-term partial differential equation (PDE with the Caputo-Fabrizio fractional derivative in time. Using method of separation of variables, we reduce fractional order partial differential equation to the integer order. We represent explicit solution of formulated problem in particular case by Fourier series.

  14. A non-linear reduced order methodology applicable to boiling water reactor stability analysis

    International Nuclear Information System (INIS)

    Prill, Dennis Paul

    2013-01-01

    Thermal-hydraulic coupling between power, flow rate and density, intensified by neutronics feedback are the main drivers of boiling water reactor (BWR) stability behavior. High-power low-flow conditions in connection with unfavorable power distributions can lead the BWR system into unstable regions where power oscillations can be triggered. This important threat to operational safety requires careful analysis for proper understanding. Analyzing an exhaustive parameter space of the non-linear BWR system becomes feasible with methodologies based on reduced order models (ROMs), saving computational cost and improving the physical understanding. Presently within reactor dynamics, no general and automatic prediction of high-dimensional ROMs based on detailed BWR models are available. In this thesis a systematic self-contained model order reduction (MOR) technique is derived which is applicable for several classes of dynamical problems, and in particular to BWRs of any degree of details. Expert knowledge can be given by operational, experimental or numerical transient data and is transfered into an optimal basis function representation. The methodology is mostly automated and provides the framework for the reduction of various different systems of any level of complexity. Only little effort is necessary to attain a reduced version within this self-written code which is based on coupling of sophisticated commercial software. The methodology reduces a complex system in a grid-free manner to a small system able to capture even non-linear dynamics. It is based on an optimal choice of basis functions given by the so-called proper orthogonal decomposition (POD). Required steps to achieve reliable and numerical stable ROM are given by a distinct calibration road-map. In validation and verification steps, a wide spectrum of representative test examples is systematically studied regarding a later BWR application. The first example is non-linear and has a dispersive character

  15. Deterministic simulation of first-order scattering in virtual X-ray imaging

    Energy Technology Data Exchange (ETDEWEB)

    Freud, N. E-mail: nicolas.freud@insa-lyon.fr; Duvauchelle, P.; Pistrui-Maximean, S.A.; Letang, J.-M.; Babot, D

    2004-07-01

    A deterministic algorithm is proposed to compute the contribution of first-order Compton- and Rayleigh-scattered radiation in X-ray imaging. This algorithm has been implemented in a simulation code named virtual X-ray imaging. The physical models chosen to account for photon scattering are the well-known form factor and incoherent scattering function approximations, which are recalled in this paper and whose limits of validity are briefly discussed. The proposed algorithm, based on a voxel discretization of the inspected object, is presented in detail, as well as its results in simple configurations, which are shown to converge when the sampling steps are chosen sufficiently small. Simple criteria for choosing correct sampling steps (voxel and pixel size) are established. The order of magnitude of the computation time necessary to simulate first-order scattering images amounts to hours with a PC architecture and can even be decreased down to minutes, if only a profile is computed (along a linear detector). Finally, the results obtained with the proposed algorithm are compared to the ones given by the Monte Carlo code Geant4 and found to be in excellent accordance, which constitutes a validation of our algorithm. The advantages and drawbacks of the proposed deterministic method versus the Monte Carlo method are briefly discussed.

  16. A first-order Green's function approach to supersonic oscillatory flow: A mixed analytic and numeric treatment

    Science.gov (United States)

    Freedman, M. I.; Sipcic, S.; Tseng, K.

    1985-01-01

    A frequency domain Green's Function Method for unsteady supersonic potential flow around complex aircraft configurations is presented. The focus is on the supersonic range wherein the linear potential flow assumption is valid. In this range the effects of the nonlinear terms in the unsteady supersonic compressible velocity potential equation are negligible and therefore these terms will be omitted. The Green's function method is employed in order to convert the potential flow differential equation into an integral one. This integral equation is then discretized, through standard finite element technique, to yield a linear algebraic system of equations relating the unknown potential to its prescribed co-normalwash (boundary condition) on the surface of the aircraft. The arbitrary complex aircraft configuration (e.g., finite-thickness wing, wing-body-tail) is discretized into hyperboloidal (twisted quadrilateral) panels. The potential and co-normalwash are assumed to vary linearly within each panel. The long range goal is to develop a comprehensive theory for unsteady supersonic potential aerodynamic which is capable of yielding accurate results even in the low supersonic (i.e., high transonic) range.

  17. Discriminating between first- and second-order cognition in first-episode paranoid schizophrenia.

    Science.gov (United States)

    Bliksted, Vibeke; Samuelsen, Erla; Sandberg, Kristian; Bibby, Bo Martin; Overgaard, Morten Storm

    2017-03-01

    An impairment of visually perceiving backward masked stimuli is commonly observed in patients with schizophrenia, yet it is unclear whether this impairment is the result of a deficiency in first or higher order processing and for which subtypes of schizophrenia it is present. Here, we compare identification (first order) and metacognitive (higher order) performance in a visual masking paradigm between a highly homogenous group of young first-episode patients diagnosed with paranoid schizophrenia (N = 11) to that of carefully matched healthy controls (N = 13). We find no difference across groups in first-order performance, but find a difference in metacognitive performance, particularly for stimuli with relatively high visibility. These results indicate that the masking deficit is present in first-episode patients with paranoid schizophrenia, but that it is primarily an impairment of metacognition.

  18. Analysis of Caputo Impulsive Fractional Order Differential Equations with Applications

    Directory of Open Access Journals (Sweden)

    Lakshman Mahto

    2013-01-01

    Full Text Available We use Sadovskii's fixed point method to investigate the existence and uniqueness of solutions of Caputo impulsive fractional differential equations of order with one example of impulsive logistic model and few other examples as well. We also discuss Caputo impulsive fractional differential equations with finite delay. The results proven are new and compliment the existing one.

  19. 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].

  20. 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

  1. Some aspects of the inverse problem for general first order systems

    International Nuclear Information System (INIS)

    Sarlet, W.; Cantrijn, F.

    1978-01-01

    In this paper we investigate the most general systems of first-order ordinary differential equations which satisfy the integrability conditions of the inverse problem for canonical formulations, i.e., are derivable from a variational principle. It is shown that they have a structure which is invariant under arbitrary coordinate-transformations. A special class of transformations, called identity-isotopic transformations, is described. It is illustrated how these transformations share all properties with classical canonical transformations except one: the solutions of the system, viewed as transformations from the set of initial values, generally are not identity-isotopic. This failure is shown to be due to the explicit time-dependence of the functions which characterise the system, and the special role of this time-dependence is further clarified using the possibility of a reduction to conventional Hamiltonian systems. All properties are derived here within the framework of an analytic treatment of a system of differential equations

  2. An Algebraic Construction of the First Integrals of the Stationary KdV Hierarchy

    Science.gov (United States)

    Matsushima, Masatomo; Ohmiya, Mayumi

    2009-09-01

    The stationary KdV hierarchy is constructed using a kind of recursion operator called Λ-operator. The notion of the maximal solution of the n-th stationary KdV equation is introduced. Using this maximal solution, a specific differential polynomial with the auxiliary spectral parameter called the spectral M-function is constructed as the quadratic form of the fundamental system of the eigenvalue problem for the 2-nd order linear ordinary differential equation which is related to the linearizing operator of the hierarchy. By calculating a perfect square condition of the quadratic form by an elementary algebraic method, the complete set of first integrals of this hierarchy is constructed.

  3. Differential Calculus on Quantum Spheres

    OpenAIRE

    Welk, Martin

    1998-01-01

    We study covariant differential calculus on the quantum spheres S_q^2N-1. Two classification results for covariant first order differential calculi are proved. As an important step towards a description of the noncommutative geometry of the quantum spheres, a framework of covariant differential calculus is established, including a particular first order calculus obtained by factorization, higher order calculi and a symmetry concept.

  4. First and second order operator splitting methods for the phase field crystal equation

    International Nuclear Information System (INIS)

    Lee, Hyun Geun; Shin, Jaemin; Lee, June-Yub

    2015-01-01

    In this paper, we present operator splitting methods for solving the phase field crystal equation which is a model for the microstructural evolution of two-phase systems on atomic length and diffusive time scales. A core idea of the methods is to decompose the original equation into linear and nonlinear subequations, in which the linear subequation has a closed-form solution in the Fourier space. We apply a nonlinear Newton-type iterative method to solve the nonlinear subequation at the implicit time level and thus a considerably large time step can be used. By combining these subequations, we achieve the first- and second-order accuracy in time. We present numerical experiments to show the accuracy and efficiency of the proposed methods

  5. A Variable Order Fractional Differential-Based Texture Enhancement Algorithm with Application in Medical Imaging.

    Directory of Open Access Journals (Sweden)

    Qiang Yu

    Full Text Available Texture enhancement is one of the most important techniques in digital image processing and plays an essential role in medical imaging since textures discriminate information. Most image texture enhancement techniques use classical integral order differential mask operators or fractional differential mask operators using fixed fractional order. These masks can produce excessive enhancement of low spatial frequency content, insufficient enhancement of large spatial frequency content, and retention of high spatial frequency noise. To improve upon existing approaches of texture enhancement, we derive an improved Variable Order Fractional Centered Difference (VOFCD scheme which dynamically adjusts the fractional differential order instead of fixing it. The new VOFCD technique is based on the second order Riesz fractional differential operator using a Lagrange 3-point interpolation formula, for both grey scale and colour image enhancement. We then use this method to enhance photographs and a set of medical images related to patients with stroke and Parkinson's disease. The experiments show that our improved fractional differential mask has a higher signal to noise ratio value than the other fractional differential mask operators. Based on the corresponding quantitative analysis we conclude that the new method offers a superior texture enhancement over existing methods.

  6. Self-imaging in first-order optical systems

    NARCIS (Netherlands)

    Alieva, T.; Bastiaans, M.J.; Nijhawan, O.P.; Guota, A.K.; Musla, A.K.; Singh, Kehar

    1998-01-01

    The structure and main properties of coherent and partially coherent optical fields that are self-reproducible under propagation through a first-order optical system are investigated. A phase space description of self-imaging in first-order optical systems is presented. The Wigner distribution

  7. 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.

  8. Exact solution to the Coulomb wave using the linearized phase-amplitude method

    Directory of Open Access Journals (Sweden)

    Shuji Kiyokawa

    2015-08-01

    Full Text Available The author shows that the amplitude equation from the phase-amplitude method of calculating continuum wave functions can be linearized into a 3rd-order differential equation. Using this linearized equation, in the case of the Coulomb potential, the author also shows that the amplitude function has an analytically exact solution represented by means of an irregular confluent hypergeometric function. Furthermore, it is shown that the exact solution for the Coulomb potential reproduces the wave function for free space expressed by the spherical Bessel function. The amplitude equation for the large component of the Dirac spinor is also shown to be the linearized 3rd-order differential equation.

  9. On the motion of non-linear oscillators with a fractional-order restoring force and time variable parameters

    International Nuclear Information System (INIS)

    Kovacic, Ivana

    2009-01-01

    An analytical approach to determine the approximate solution for the periodic motion of non-conservative oscillators with a fractional-order restoring force and slowly varying parameters is presented. The solution has the form of the first-order differential equation for the amplitude and phase of motion. The method used is based on the combination of the Krylov-Bogoliubov method with Hamilton's variational principle with the uncommutative rule for the variation of velocity. The conservative systems with slowly varying parameters are also considered. The corresponding adiabatic invariant is obtained. Two examples are given to illustrate derived theoretical results.

  10. A remark on the stability and boundedness criteria in retarded Volterra integro-differential equations

    Directory of Open Access Journals (Sweden)

    Cemil Tunç

    2017-10-01

    Full Text Available In this article, the authors obtain some clear assumptions for the asymptotic stability (AS and boundedness (B of solutions of non-linear retarded Volterra integro-differential equations (VIDEs of first order by constructing a new Lyapunov functional (LF. The results obtained are new and differ from those found in the literature, and they also contain and improve a result found in the literature under more less restrictive conditions. We establish an example and give a discussion to indicate the applicability of the weaker conditions obtained. We also employ MATLAB-Simulink to display the behaviors of the orbits of the (VIDEs considered. Keywords: Nonlinear, Volterra integro-differential equations, First order, Asymptotic stability, Boundedness, Lyapunov functional, MSC: 34D05, 34K20, 45J05

  11. Quintic hyperbolic nonpolynomial spline and finite difference method for nonlinear second order differential equations and its application

    Directory of Open Access Journals (Sweden)

    Navnit Jha

    2014-04-01

    Full Text Available An efficient numerical method based on quintic nonpolynomial spline basis and high order finite difference approximations has been presented. The scheme deals with the space containing hyperbolic and polynomial functions as spline basis. With the help of spline functions we derive consistency conditions and high order discretizations of the differential equation with the significant first order derivative. The error analysis of the new method is discussed briefly. The new method is analyzed for its efficiency using the physical problems. The order and accuracy of the proposed method have been analyzed in terms of maximum errors and root mean square errors.

  12. A Four-Stage Fifth-Order Trigonometrically Fitted Semi-Implicit Hybrid Method for Solving Second-Order Delay Differential Equations

    Directory of Open Access Journals (Sweden)

    Sufia Zulfa Ahmad

    2016-01-01

    Full Text Available We derived a two-step, four-stage, and fifth-order semi-implicit hybrid method which can be used for solving special second-order ordinary differential equations. The method is then trigonometrically fitted so that it is suitable for solving problems which are oscillatory in nature. The methods are then used for solving oscillatory delay differential equations. Numerical results clearly show the efficiency of the new method when compared to the existing explicit and implicit methods in the scientific literature.

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

    Directory of Open Access Journals (Sweden)

    Hiroshi Yamazawa

    2015-01-01

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

  14. Asymptotic behavior and stability of second order neutral delay differential equations

    NARCIS (Netherlands)

    Chen, G.L.; van Gaans, O.W.; Verduyn Lunel, Sjoerd

    2014-01-01

    We study the asymptotic behavior of a class of second order neutral delay differential equations by both a spectral projection method and an ordinary differential equation method approach. We discuss the relation of these two methods and illustrate some features using examples. Furthermore, a fixed

  15. Maternal age, birth order, and race: differential effects on birthweight

    Science.gov (United States)

    Swamy, Geeta K; Edwards, Sharon; Gelfand, Alan; James, Sherman A; Miranda, Marie Lynn

    2014-01-01

    Background Studies examining the influence of maternal age and birth order on birthweight have not effectively disentangled the relative contributions of each factor to birthweight, especially as they may differ by race. Methods A population-based, cross-sectional study of North Carolina births from 1999 to 2003 was performed. Analysis was restricted to 510 288 singleton births from 28 to 42 weeks’ gestation with no congenital anomalies. Multivariable linear regression was used to model maternal age and birth order on birthweight, adjusting for infant sex, education, marital status, tobacco use and race. Results Mean birthweight was lower for non-Hispanic black individuals (NHB, 3166 g) compared with non-Hispanic white individuals (NHW, 3409 g) and Hispanic individuals (3348 g). Controlling for covariates, birthweight increased with maternal age until the early 30s. Race-specific modelling showed that the upper extremes of maternal age had a significant depressive effect on birthweight for NHW and NHB (35+ years, p<0.001), but only age less than 25 years was a significant contributor to lower birthweights for Hispanic individuals, p<0.0001. Among all racial subgroups, birth order had a greater influence on birthweight than maternal age, with the largest incremental increase from first to second births. Among NHB, birth order accounted for a smaller increment in birthweight than for NHW and Hispanic women. Conclusion Birth order exerts a greater influence on birthweight than maternal age, with signficantly different effects across racial subgroups. PMID:21081308

  16. High order aberrations calculation of a hexapole corrector using a differential algebra method

    Energy Technology Data Exchange (ETDEWEB)

    Kang, Yongfeng, E-mail: yfkang@mail.xjtu.edu.cn [Key Laboratory for Physical Electronics and Devices of the Ministry of Education, Xi' an Jiaotong University, Xi' an 710049 (China); Liu, Xing [Key Laboratory for Physical Electronics and Devices of the Ministry of Education, Xi' an Jiaotong University, Xi' an 710049 (China); Zhao, Jingyi, E-mail: jingyi.zhao@foxmail.com [School of Science, Chang’an University, Xi’an 710064 (China); Tang, Tiantong [Key Laboratory for Physical Electronics and Devices of the Ministry of Education, Xi' an Jiaotong University, Xi' an 710049 (China)

    2017-02-21

    A differential algebraic (DA) method is proved as an unusual and effective tool in numerical analysis. It implements conveniently differentiation up to arbitrary high order, based on the nonstandard analysis. In this paper, the differential algebra (DA) method has been employed to compute the high order aberrations up to the fifth order of a practical hexapole corrector including round lenses and hexapole lenses. The program has been developed and tested as well. The electro-magnetic fields of arbitrary point are obtained by local analytic expressions, then field potentials are transformed into new forms which can be operated in the DA calculation. In this paper, the geometric and chromatic aberrations up to fifth order of a practical hexapole corrector system are calculated by the developed program.

  17. First order actions for gravitational systems, strings and membranes

    International Nuclear Information System (INIS)

    Lindstrom, U.

    1988-01-01

    The authors discuss first order actions in general and the construction of first order actions by eliminating Lagrange multipliers in particular. A number of first order actions for gravitational theories are presented. Part of the article reviews first order actions, some of them well-known and some lesser known. New examples of first order actions include Weyl-invariant actions for membranes, with and without rigidity terms, as well as for Abelian and non-Abelian Born-Infeld actions in two dimensions

  18. Pure odd-order oscillators with constant excitation

    Science.gov (United States)

    Cveticanin, L.

    2011-02-01

    In this paper the excited vibrations of a truly nonlinear oscillator are analyzed. The excitation is assumed to be constant and the nonlinearity is pure (without a linear term). The mathematical model is a second-order nonhomogeneous differential equation with strong nonlinear term. Using the first integral, the exact value of period of vibration i.e., angular frequency of oscillator described with a pure nonlinear differential equation with constant excitation is analytically obtained. The closed form solution has the form of gamma function. The period of vibration depends on the value of excitation and of the order and coefficient of the nonlinear term. For the case of pure odd-order-oscillators the approximate solution of differential equation is obtained in the form of trigonometric function. The solution is based on the exact value of period of vibration. For the case when additional small perturbation of the pure oscillator acts, the so called 'Cveticanin's averaging method' for a truly nonlinear oscillator is applied. Two special cases are considered: one, when the additional term is a function of distance, and the second, when damping acts. To prove the correctness of the method the obtained results are compared with those for the linear oscillator. Example of pure cubic oscillator with constant excitation and linear damping is widely discussed. Comparing the analytically obtained results with exact numerical ones it is concluded that they are in a good agreement. The investigations reported in the paper are of special interest for those who are dealing with the problem of vibration reduction in the oscillator with constant excitation and pure nonlinear restoring force the examples of which can be found in various scientific and engineering systems. For example, such mechanical systems are seats in vehicles, supports for machines, cutting machines with periodical motion of the cutting tools, presses, etc. The examples can be find in electronics

  19. Non-linear second-order periodic systems with non-smooth potential

    Indian Academy of Sciences (India)

    In this paper we study second order non-linear periodic systems driven by the ordinary vector -Laplacian with a non-smooth, locally Lipschitz potential function. Our approach is variational and it is based on the non-smooth critical point theory. We prove existence and multiplicity results under general growth conditions on ...

  20. Non-linear second-order periodic systems with non-smooth potential

    Indian Academy of Sciences (India)

    R. Narasimhan (Krishtel eMaging) 1461 1996 Oct 15 13:05:22

    Abstract. In this paper we study second order non-linear periodic systems driven by the ordinary vector p-Laplacian with a non-smooth, locally Lipschitz potential function. Our approach is variational and it is based on the non-smooth critical point theory. We prove existence and multiplicity results under general growth ...

  1. 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

  2. Development and validation of different methods manipulating zero order and first order spectra for determination of the partially overlapped mixture benazepril and amlodipine: A comparative study

    Science.gov (United States)

    Hemdan, A.

    2016-07-01

    Three simple, selective, and accurate spectrophotometric methods have been developed and then validated for the analysis of Benazepril (BENZ) and Amlodipine (AML) in bulk powder and pharmaceutical dosage form. The first method is the absorption factor (AF) for zero order and amplitude factor (P-F) for first order spectrum, where both BENZ and AML can be measured from their resolved zero order spectra at 238 nm or from their first order spectra at 253 nm. The second method is the constant multiplication coupled with constant subtraction (CM-CS) for zero order and successive derivative subtraction-constant multiplication (SDS-CM) for first order spectrum, where both BENZ and AML can be measured from their resolved zero order spectra at 240 nm and 238 nm, respectively, or from their first order spectra at 214 nm and 253 nm for Benazepril and Amlodipine respectively. The third method is the novel constant multiplication coupled with derivative zero crossing (CM-DZC) which is a stability indicating assay method for determination of Benazepril and Amlodipine in presence of the main degradation product of Benazepril which is Benazeprilate (BENZT). The three methods were validated as per the ICH guidelines and the standard curves were found to be linear in the range of 5-60 μg/mL for Benazepril and 5-30 for Amlodipine, with well accepted mean correlation coefficient for each analyte. The intra-day and inter-day precision and accuracy results were well within the acceptable limits.

  3. Differential algebraic method for arbitrary order curvilinear-axis combined geometric-chromatic aberration analysis

    International Nuclear Information System (INIS)

    Cheng Min; Tang Tiantong; Lu Yilong; Yao Zhenhua

    2003-01-01

    The principle of differential algebra is applied to analyse and calculate arbitrary order curvilinear-axis combined geometric-chromatic aberrations of electron optical systems. Expressions of differential algebraic form of high order combined aberrations are obtained and arbitrary order combined aberrations can be calculated numerically. As an example, a typical wide electron beam focusing system with curved optical axes named magnetic immersion lens has been studied. All the second-order and third-order combined geometric-chromatic aberrations of the lens have been calculated, and the patterns of the corresponding geometric aberrations and combined aberrations have been given as well

  4. A Differential Monolithically Integrated Inductive Linear Displacement Measurement Microsystem

    Directory of Open Access Journals (Sweden)

    Matija Podhraški

    2016-03-01

    Full Text Available An inductive linear displacement measurement microsystem realized as a monolithic Application-Specific Integrated Circuit (ASIC is presented. The system comprises integrated microtransformers as sensing elements, and analog front-end electronics for signal processing and demodulation, both jointly fabricated in a conventional commercially available four-metal 350-nm CMOS process. The key novelty of the presented system is its full integration, straightforward fabrication, and ease of application, requiring no external light or magnetic field source. Such systems therefore have the possibility of substituting certain conventional position encoder types. The microtransformers are excited by an AC signal in MHz range. The displacement information is modulated into the AC signal by a metal grating scale placed over the microsystem, employing a differential measurement principle. Homodyne mixing is used for the demodulation of the scale displacement information, returned by the ASIC as a DC signal in two quadrature channels allowing the determination of linear position of the target scale. The microsystem design, simulations, and characterization are presented. Various system operating conditions such as frequency, phase, target scale material and distance have been experimentally evaluated. The best results have been achieved at 4 MHz, demonstrating a linear resolution of 20 µm with steel and copper scale, having respective sensitivities of 0.71 V/mm and 0.99 V/mm.

  5. Riemann-Christoffel Tensor in Differential Geometry of Fractional Order Application to Fractal Space-Time

    Science.gov (United States)

    Jumarie, Guy

    2013-04-01

    By using fractional differences, one recently proposed an alternative to the formulation of fractional differential calculus, of which the main characteristics is a new fractional Taylor series and its companion Rolle's formula which apply to non-differentiable functions. The key is that now we have at hand a differential increment of fractional order which can be manipulated exactly like in the standard Leibniz differential calculus. Briefly the fractional derivative is the quotient of fractional increments. It has been proposed that this calculus can be used to construct a differential geometry on manifold of fractional order. The present paper, on the one hand, refines the framework, and on the other hand, contributes some new results related to arc length of fractional curves, area on fractional differentiable manifold, covariant fractal derivative, Riemann-Christoffel tensor of fractional order, fractional differential equations of fractional geodesic, strip modeling of fractal space time and its relation with Lorentz transformation. The relation with Nottale's fractal space-time theory then appears in quite a natural way.

  6. Second Order Impulsive Retarded Differential Inclusions with Nonlocal Conditions

    Directory of Open Access Journals (Sweden)

    Hernán R. Henríquez

    2014-01-01

    Full Text Available In this work we establish some existence results for abstract second order Cauchy problems modeled by a retarded differential inclusion involving nonlocal and impulsive conditions. Our results are obtained by using fixed point theory for the measure of noncompactness.

  7. Design of circular differential microphone arrays

    CERN Document Server

    Benesty, Jacob; Cohen, Israel

    2015-01-01

    Recently, we proposed a completely novel and efficient way to design differential beamforming algorithms for linear microphone arrays. Thanks to this very flexible approach, any order of differential arrays can be designed. Moreover, they can be made robust against white noise amplification, which is the main inconvenience in these types of arrays. The other well-known problem with linear arrays is that electronic steering is not really feasible.  In this book, we extend all these fundamental ideas to circular microphone arrays and show that we can design small and compact differential arrays of any order that can be electronically steered in many different directions and offer a good degree of control of the white noise amplification problem, high directional gain, and frequency-independent response. We also present a number of practical examples, demonstrating that differential beamforming with circular microphone arrays is likely one of the best candidates for applications involving speech enhancement (i....

  8. Fuzzy Reasoning Based on First-Order Modal Logic,

    NARCIS (Netherlands)

    Zhang, Xiaoru; Zhang, Z.; Sui, Y.; Huang, Z.

    2008-01-01

    As an extension of traditional modal logics, this paper proposes a fuzzy first-order modal logic based on believable degree, and gives out a description of the fuzzy first-order modal logic based on constant domain semantics. In order to make the reasoning procedure between the fuzzy assertions

  9. Urolinin: The First Linear Peptidic Urotensin-II Receptor Agonist.

    Science.gov (United States)

    Bandholtz, Sebastian; Erdmann, Sarah; von Hacht, Jan Lennart; Exner, Samantha; Krause, Gerd; Kleinau, Gunnar; Grötzinger, Carsten

    2016-11-23

    This study investigated the role of individual U-II amino acid positions and side chain characteristics important for U-IIR activation. A complete permutation library of 209 U-II variants was studied in an activity screen that contained single substitution variants of each position with one of the other 19 proteinogenic amino acids. Receptor activation was measured using a cell-based high-throughput fluorescence calcium mobilization assay. We generated the first complete U-II substitution map for U-II receptor activation, resulting in a detailed view into the structural features required for receptor activation, accompanied by complementary information from receptor modeling and ligand docking studies. On the basis of the systematic SAR study of U-II, we created 33 further short and linear U-II variants from eight to three amino acids in length, including d- and other non-natural amino acids. We identified the first high-potency linear U-II analogues. Urolinin, a linear U-II agonist (nWWK-Tyr(3-NO 2 )-Abu), shows low nanomolar potency as well as improved metabolic stability.

  10. Oscillation criteria for third order nonlinear delay differential equations with damping

    Directory of Open Access Journals (Sweden)

    Said R. Grace

    2015-01-01

    Full Text Available This note is concerned with the oscillation of third order nonlinear delay differential equations of the form \\[\\label{*} \\left( r_{2}(t\\left( r_{1}(ty^{\\prime}(t\\right^{\\prime}\\right^{\\prime}+p(ty^{\\prime}(t+q(tf(y(g(t=0.\\tag{\\(\\ast\\}\\] In the papers [A. Tiryaki, M. F. Aktas, Oscillation criteria of a certain class of third order nonlinear delay differential equations with damping, J. Math. Anal. Appl. 325 (2007, 54-68] and [M. F. Aktas, A. Tiryaki, A. Zafer, Oscillation criteria for third order nonlinear functional differential equations, Applied Math. Letters 23 (2010, 756-762], the authors established some sufficient conditions which insure that any solution of equation (\\(\\ast\\ oscillates or converges to zero, provided that the second order equation \\[\\left( r_{2}(tz^{\\prime }(t\\right^{\\prime}+\\left(p(t/r_{1}(t\\right z(t=0\\tag{\\(\\ast\\ast\\}\\] is nonoscillatory. Here, we shall improve and unify the results given in the above mentioned papers and present some new sufficient conditions which insure that any solution of equation (\\(\\ast\\ oscillates if equation (\\(\\ast\\ast\\ is nonoscillatory. We also establish results for the oscillation of equation (\\(\\ast\\ when equation (\\(\\ast\\ast\\ is oscillatory.

  11. 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

  12. 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.

  13. Estimating the parameters of stochastic differential equations using a criterion function based on the Kolmogorov-Smirnov statistic

    OpenAIRE

    McDonald, A. David; Sandal, Leif Kristoffer

    1998-01-01

    Estimation of parameters in the drift and diffusion terms of stochastic differential equations involves simulation and generally requires substantial data sets. We examine a method that can be applied when available time series are limited to less than 20 observations per replication. We compare and contrast parameter estimation for linear and nonlinear first-order stochastic differential equations using two criterion functions: one based on a Chi-square statistic, put forward by Hurn and Lin...

  14. Third-order nonlinear differential operators preserving invariant subspaces of maximal dimension

    International Nuclear Information System (INIS)

    Qu Gai-Zhu; Zhang Shun-Li; Li Yao-Long

    2014-01-01

    In this paper, third-order nonlinear differential operators are studied. It is shown that they are quadratic forms when they preserve invariant subspaces of maximal dimension. A complete description of third-order quadratic operators with constant coefficients is obtained. One example is given to derive special solutions for evolution equations with third-order quadratic operators. (general)

  15. Symmetries of the Space of Linear Symplectic Connections

    Science.gov (United States)

    Fox, Daniel J. F.

    2017-01-01

    There is constructed a family of Lie algebras that act in a Hamiltonian way on the symplectic affine space of linear symplectic connections on a symplectic manifold. The associated equivariant moment map is a formal sum of the Cahen-Gutt moment map, the Ricci tensor, and a translational term. The critical points of a functional constructed from it interpolate between the equations for preferred symplectic connections and the equations for critical symplectic connections. The commutative algebra of formal sums of symmetric tensors on a symplectic manifold carries a pair of compatible Poisson structures, one induced from the canonical Poisson bracket on the space of functions on the cotangent bundle polynomial in the fibers, and the other induced from the algebraic fiberwise Schouten bracket on the symmetric algebra of each fiber of the cotangent bundle. These structures are shown to be compatible, and the required Lie algebras are constructed as central extensions of their! linear combinations restricted to formal sums of symmetric tensors whose first order term is a multiple of the differential of its zeroth order term.

  16. New evolution equations for the joint response-excitation probability density function of stochastic solutions to first-order nonlinear PDEs

    Science.gov (United States)

    Venturi, D.; Karniadakis, G. E.

    2012-08-01

    By using functional integral methods we determine new evolution equations satisfied by the joint response-excitation probability density function (PDF) associated with the stochastic solution to first-order nonlinear partial differential equations (PDEs). The theory is presented for both fully nonlinear and for quasilinear scalar PDEs subject to random boundary conditions, random initial conditions or random forcing terms. Particular applications are discussed for the classical linear and nonlinear advection equations and for the advection-reaction equation. By using a Fourier-Galerkin spectral method we obtain numerical solutions of the proposed response-excitation PDF equations. These numerical solutions are compared against those obtained by using more conventional statistical approaches such as probabilistic collocation and multi-element probabilistic collocation methods. It is found that the response-excitation approach yields accurate predictions of the statistical properties of the system. In addition, it allows to directly ascertain the tails of probabilistic distributions, thus facilitating the assessment of rare events and associated risks. The computational cost of the response-excitation method is order magnitudes smaller than the one of more conventional statistical approaches if the PDE is subject to high-dimensional random boundary or initial conditions. The question of high-dimensionality for evolution equations involving multidimensional joint response-excitation PDFs is also addressed.

  17. Assessment of First- and Second-Order Wave-Excitation Load Models for Cylindrical Substructures: Preprint

    Energy Technology Data Exchange (ETDEWEB)

    Pereyra, Brandon; Wendt, Fabian; Robertson, Amy; Jonkman, Jason

    2017-03-09

    The hydrodynamic loads on an offshore wind turbine's support structure present unique engineering challenges for offshore wind. Two typical approaches used for modeling these hydrodynamic loads are potential flow (PF) and strip theory (ST), the latter via Morison's equation. This study examines the first- and second-order wave-excitation surge forces on a fixed cylinder in regular waves computed by the PF and ST approaches to (1) verify their numerical implementations in HydroDyn and (2) understand when the ST approach breaks down. The numerical implementation of PF and ST in HydroDyn, a hydrodynamic time-domain solver implemented as a module in the FAST wind turbine engineering tool, was verified by showing the consistency in the first- and second-order force output between the two methods across a range of wave frequencies. ST is known to be invalid at high frequencies, and this study investigates where the ST solution diverges from the PF solution. Regular waves across a range of frequencies were run in HydroDyn for a monopile substructure. As expected, the solutions for the first-order (linear) wave-excitation loads resulting from these regular waves are similar for PF and ST when the diameter of the cylinder is small compared to the length of the waves (generally when the diameter-to-wavelength ratio is less than 0.2). The same finding applies to the solutions for second-order wave-excitation loads, but for much smaller diameter-to-wavelength ratios (based on wavelengths of first-order waves).

  18. An Adequate First Order Logic of Intervals

    DEFF Research Database (Denmark)

    Chaochen, Zhou; Hansen, Michael Reichhardt

    1998-01-01

    This paper introduces left and right neighbourhoods as primitive interval modalities to define other unary and binary modalities of intervals in a first order logic with interval length. A complete first order logic for the neighbourhood modalities is presented. It is demonstrated how the logic can...... support formal specification and verification of liveness and fairness, and also of various notions of real analysis....

  19. DVCCs Based High Input Impedance Voltage-Mode First-Order Filters Employing Grounded Capacitor and Resistor

    Directory of Open Access Journals (Sweden)

    J. W. Horng

    2010-12-01

    Full Text Available A voltage-mode high input impedance first-order highpass, lowpass and allpass filters using two differential voltage current conveyors (DVCCs, one grounded capacitor and one grounded resistor is presented. The highpass, lowpass and allpass signals can be obtained simultaneously from the circuit configuration. The suggested filter uses a canonical number of passive components without requiring any component matching condition. The simulation results confirm the theoretical analysis.

  20. Reduction of observer order by differentiation, almost controllability subspace covers and minimal order PID-observers

    NARCIS (Netherlands)

    TRENTELMAN, HL

    1984-01-01

    This note generalizes the geometric theory around minimal and reduced order observers to the situation in which differentiation of certain components of the observed output is allowed. A geometric theory involving the notion of PID-observer is introduced, using the concept of almost complementary

  1. Investigating local network interactions underlying first- and second-order processing.

    Science.gov (United States)

    Ellemberg, Dave; Allen, Harriet A; Hess, Robert F

    2004-01-01

    We compared the spatial lateral interactions for first-order cues to those for second-order cues, and investigated spatial interactions between these two types of cues. We measured the apparent modulation depth of a target Gabor at fixation, in the presence and the absence of horizontally flanking Gabors. The Gabors' gratings were either added to (first-order) or multiplied with (second-order) binary 2-D noise. Apparent "contrast" or modulation depth (i.e., the perceived difference between the high and low luminance regions for the first-order stimulus, or between the high and low contrast regions for the second-order stimulus) was measured with a modulation depth-matching paradigm. For each observer, the first- and second-order Gabors were equated for apparent modulation depth without the flankers. Our results indicate that at the smallest inter-element spacing, the perceived reduction in modulation depth is significantly smaller for the second-order than for the first-order stimuli. Further, lateral interactions operate over shorter distances and the spatial frequency and orientation tuning of the suppression effect are broader for second- than first-order stimuli. Finally, first- and second-order information interact in an asymmetrical fashion; second-order flankers do not reduce the apparent modulation depth of the first-order target, whilst first-order flankers reduce the apparent modulation depth of the second-order target.

  2. Classical solutions of mixed problems for quasilinear first order PFDEs on a cylindrical domain

    Directory of Open Access Journals (Sweden)

    Wojciech Czernous

    2014-01-01

    Full Text Available We abandon the setting of the domain as a Cartesian product of real intervals, customary for first order PFDEs (partial functional differential equations with initial boundary conditions. We give a new set of conditions on the possibly unbounded domain \\(\\Omega\\ with Lipschitz differentiable boundary. Well-posedness is then reliant on a variant of the normal vector condition. There is a neighbourhood of \\(\\partial\\Omega\\ with the property that if a characteristic trajectory has a point therein, then its every earlier point lies there as well. With local assumptions on coefficients and on the free term, we prove existence and Lipschitz dependence on data of classical solutions on \\((0,c\\times\\Omega\\ to the initial boundary value problem, for small \\(c\\. Regularity of solutions matches this domain, and the proof uses the Banach fixed-point theorem. Our general model of functional dependence covers problems with deviating arguments and integro-differential equations.

  3. Applications of first order matricial theory to the calculation of storage ring designed for producing synchrotron radiation

    International Nuclear Information System (INIS)

    Machado, J.M.

    1984-01-01

    A review of first order matrix theory (linear approximation) used for calculating component elements of a particle accelerator employing the synchrotron principle of alternated gradient, is presented. Based on this theory, criteria for dimensioning synchrotron designed, exclusively for producing electromagnetic radiation, are established. The problem to find out optimum disposition of elements (straight line sections, quadrupolar magnetic lens, etc.) which take advantages of deflector magnets of the DCI synchrotron (Orsay Linear Accelerator Laboratory, French) aiming to construct a synchrotron designed to operate as electromagnetic radiation source, is solved. (M.C.K.) [pt

  4. All-optical temporal fractional order differentiator using an in-fiber ellipsoidal air-microcavity

    Science.gov (United States)

    Zhang, Lihong; Sun, Shuqian; Li, Ming; Zhu, Ninghua

    2017-12-01

    An all-optical temporal fractional order differentiator with ultrabroad bandwidth (~1.6 THz) and extremely simple fabrication is proposed and experimentally demonstrated based on an in-fiber ellipsoidal air-microcavity. The ellipsoidal air-microcavity is fabricated by splicing a single mode fiber (SMF) and a photonic crystal fiber (PCF) together using a simple arc-discharging technology. By changing the arc-discharging times, the propagation loss can be adjusted and then the differentiation order is tuned. A nearly Gaussian-like optical pulse with 3 dB bandwidth of 8 nm is launched into the differentiator and a 0.65 order differentiation of the input pulse is achieved with a processing error of 2.55%. Project supported by the the National Natural Science Foundation of China (Nos. 61522509, 61377002, 61535012), the National High-Tech Research & Development Program of China (No. SS2015AA011002), and the Beijing Natural Science Foundation (No. 4152052). Ming Li was supported in part by the Thousand Young Talent Program.

  5. Numerical solution for multi-term fractional (arbitrary) orders differential equations

    OpenAIRE

    El-Sayed, A. M. A.; El-Mesiry, A. E. M.; El-Saka, H. A. A.

    2004-01-01

    Our main concern here is to give a numerical scheme to solve a nonlinear multi-term fractional (arbitrary) orders differential equation. Some results concerning the existence and uniqueness have been also obtained.

  6. The Effect of First-Order Bending Resonance of Wheelset at High Speed on Wheel-Rail Contact Behavior

    Directory of Open Access Journals (Sweden)

    Shuoqiao Zhong

    2013-01-01

    Full Text Available The first-order bending deformation of wheelset is considered in the modeling vehicle/track coupling dynamic system to investigate its effect on wheel/rail contact behavior. In considering the effect of the first-order bending resonance on the rolling contact of wheel/rail, a new wheel/rail contact model is derived in detail in the modeling vehicle/track coupling dynamic system, in which the many intermediate coordinate systems and complex coordinate system transformations are used. The bending mode shape and its corresponding frequency of the wheelset are obtained through the modal analysis by using commercial software ANSYS. The modal superposition method is used to solve the differential equations of wheelset motion considering its flexible deformation due to the first-order bending resonance. In order to verify the present model and clarify the influence of the first-order bending deformation of wheelset on wheel/track contact behavior, a harmonic track irregularity with a fixed wavelength and a white-noise roughness are, respectively used as the excitations in the two models of vehicle-rail coupling dynamic system, one considers the effect of wheelset bending deformation, and the other does not. The numerical results indicate that the wheelset first-order bending deformation has an influence on wheel/rail rolling contact behavior and is easily excited under wheel/rail roughness excitation.

  7. Force-balance and differential equation for the ground-state electron density in atoms and molecules

    International Nuclear Information System (INIS)

    Amovilli, C.; March, N.H.; Gal, T.; Nagy, A.

    2000-01-01

    Holas and March (1995) established a force-balance equation from the many-electron Schroedinger equation. Here, the authors propose this as a basis for the construction of a (usually approximate) differential equation for the ground-state electron density. By way of example they present the simple case of two-electron systems with different external potentials but with weak electron-electron Coulomb repulsion λe 2 /r 12 . In this case first-order Rayleigh-Schroedinger (RS) perturbation theory of the ground-state wave function is known to lead to a compact expression for the first-order density matrix γ(r,rprime) in terms of its diagonal density ρ(r) and the density corresponding to λ = 0. This result allows the force-balance equation to be written as a third-order linear, differential homogeneous equation for the ground-state electron density ρ(r). The example of the two-electron Hookean atom is treated: For this case one can also transcend the first-order RS perturbation theory and get exact results for discrete choices of force constants (external potential)

  8. The Hagedorn spectrum, nuclear level densities and first order phase transitions

    International Nuclear Information System (INIS)

    Moretto, Luciano G.; Larsen, A. C.; Guttormsen, M.; Siem, S.

    2015-01-01

    An exponential mass spectrum, like the Hagedorn spectrum, with slope 1/T H was interpreted as fixing an upper limiting temperature T H that the system can achieve. However, thermodynamically, such spectrum indicates a 1 st order phase transition at a fixed temperature T H . A much lower energy example is the log linear level nuclear density below the neutron binding energy that prevails throughout the nuclear chart. We show that, for non-magic nuclei, such linearity implies a 1 st order phase transition from the pairing superfluid to an ideal gas of quasi particles

  9. 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.

  10. Analysis of a monetary union enlargement in the framework of linear-quadratic differential games

    NARCIS (Netherlands)

    Plasmans, J.E.J.; Engwerda, J.C.; van Aarle, B.; Michalak, T.

    2009-01-01

    "This paper studies the effects of a monetary union enlargement using the techniques and outcomes from an extensive research project on macroeconomic policy coordination in the EMU. Our approach is characterized by two main pillars: (i) linear-quadratic differential games to capture externalities,

  11. On bifurcations of a system of cubic differential equations with an integrating multiplier singular along a second-order curve

    Directory of Open Access Journals (Sweden)

    Aleksandr Alekseev

    2015-07-01

    Full Text Available We establish necessary and sufficient conditions for existence of an integrating multiplier of a special form for systems of two cubic differential equations of the first order. We further study bifurcations of such systems with the change of parameters of their integrating multipliers.

  12. Weak Second Order Explicit Stabilized Methods for Stiff Stochastic Differential Equations

    KAUST Repository

    Abdulle, Assyr

    2013-01-01

    We introduce a new family of explicit integrators for stiff Itô stochastic differential equations (SDEs) of weak order two. These numerical methods belong to the class of one-step stabilized methods with extended stability domains and do not suffer from the step size reduction faced by standard explicit methods. The family is based on the standard second order orthogonal Runge-Kutta-Chebyshev (ROCK2) methods for deterministic problems. The convergence, meansquare, and asymptotic stability properties of the methods are analyzed. Numerical experiments, including applications to nonlinear SDEs and parabolic stochastic partial differential equations are presented and confirm the theoretical results. © 2013 Society for Industrial and Applied Mathematics.

  13. A Quantum Field Approach for Advancing Optical Coherence Tomography Part I: First Order Correlations, Single Photon Interference, and Quantum Noise.

    Science.gov (United States)

    Brezinski, M E

    2018-01-01

    Optical coherence tomography has become an important imaging technology in cardiology and ophthalmology, with other applications under investigations. Major advances in optical coherence tomography (OCT) imaging are likely to occur through a quantum field approach to the technology. In this paper, which is the first part in a series on the topic, the quantum basis of OCT first order correlations is expressed in terms of full field quantization. Specifically first order correlations are treated as the linear sum of single photon interferences along indistinguishable paths. Photons and the electromagnetic (EM) field are described in terms of quantum harmonic oscillators. While the author feels the study of quantum second order correlations will lead to greater paradigm shifts in the field, addressed in part II, advances from the study of quantum first order correlations are given. In particular, ranging errors are discussed (with remedies) from vacuum fluctuations through the detector port, photon counting errors, and position probability amplitude uncertainty. In addition, the principles of quantum field theory and first order correlations are needed for studying second order correlations in part II.

  14. A Quantum Field Approach for Advancing Optical Coherence Tomography Part I: First Order Correlations, Single Photon Interference, and Quantum Noise

    Science.gov (United States)

    Brezinski, ME

    2018-01-01

    Optical coherence tomography has become an important imaging technology in cardiology and ophthalmology, with other applications under investigations. Major advances in optical coherence tomography (OCT) imaging are likely to occur through a quantum field approach to the technology. In this paper, which is the first part in a series on the topic, the quantum basis of OCT first order correlations is expressed in terms of full field quantization. Specifically first order correlations are treated as the linear sum of single photon interferences along indistinguishable paths. Photons and the electromagnetic (EM) field are described in terms of quantum harmonic oscillators. While the author feels the study of quantum second order correlations will lead to greater paradigm shifts in the field, addressed in part II, advances from the study of quantum first order correlations are given. In particular, ranging errors are discussed (with remedies) from vacuum fluctuations through the detector port, photon counting errors, and position probability amplitude uncertainty. In addition, the principles of quantum field theory and first order correlations are needed for studying second order correlations in part II.

  15. Finite-horizon differential games for missile-target interception system using adaptive dynamic programming with input constraints

    Science.gov (United States)

    Sun, Jingliang; Liu, Chunsheng

    2018-01-01

    In this paper, the problem of intercepting a manoeuvring target within a fixed final time is posed in a non-linear constrained zero-sum differential game framework. The Nash equilibrium solution is found by solving the finite-horizon constrained differential game problem via adaptive dynamic programming technique. Besides, a suitable non-quadratic functional is utilised to encode the control constraints into a differential game problem. The single critic network with constant weights and time-varying activation functions is constructed to approximate the solution of associated time-varying Hamilton-Jacobi-Isaacs equation online. To properly satisfy the terminal constraint, an additional error term is incorporated in a novel weight-updating law such that the terminal constraint error is also minimised over time. By utilising Lyapunov's direct method, the closed-loop differential game system and the estimation weight error of the critic network are proved to be uniformly ultimately bounded. Finally, the effectiveness of the proposed method is demonstrated by using a simple non-linear system and a non-linear missile-target interception system, assuming first-order dynamics for the interceptor and target.

  16. High-order fractional partial differential equation transform for molecular surface construction.

    Science.gov (United States)

    Hu, Langhua; Chen, Duan; Wei, Guo-Wei

    2013-01-01

    Fractional derivative or fractional calculus plays a significant role in theoretical modeling of scientific and engineering problems. However, only relatively low order fractional derivatives are used at present. In general, it is not obvious what role a high fractional derivative can play and how to make use of arbitrarily high-order fractional derivatives. This work introduces arbitrarily high-order fractional partial differential equations (PDEs) to describe fractional hyperdiffusions. The fractional PDEs are constructed via fractional variational principle. A fast fractional Fourier transform (FFFT) is proposed to numerically integrate the high-order fractional PDEs so as to avoid stringent stability constraints in solving high-order evolution PDEs. The proposed high-order fractional PDEs are applied to the surface generation of proteins. We first validate the proposed method with a variety of test examples in two and three-dimensional settings. The impact of high-order fractional derivatives to surface analysis is examined. We also construct fractional PDE transform based on arbitrarily high-order fractional PDEs. We demonstrate that the use of arbitrarily high-order derivatives gives rise to time-frequency localization, the control of the spectral distribution, and the regulation of the spatial resolution in the fractional PDE transform. Consequently, the fractional PDE transform enables the mode decomposition of images, signals, and surfaces. The effect of the propagation time on the quality of resulting molecular surfaces is also studied. Computational efficiency of the present surface generation method is compared with the MSMS approach in Cartesian representation. We further validate the present method by examining some benchmark indicators of macromolecular surfaces, i.e., surface area, surface enclosed volume, surface electrostatic potential and solvation free energy. Extensive numerical experiments and comparison with an established surface model

  17. Fast Algorithms for High-Order Sparse Linear Prediction with Applications to Speech Processing

    DEFF Research Database (Denmark)

    Jensen, Tobias Lindstrøm; Giacobello, Daniele; van Waterschoot, Toon

    2016-01-01

    In speech processing applications, imposing sparsity constraints on high-order linear prediction coefficients and prediction residuals has proven successful in overcoming some of the limitation of conventional linear predictive modeling. However, this modeling scheme, named sparse linear prediction...... problem with lower accuracy than in previous work. In the experimental analysis, we clearly show that a solution with lower accuracy can achieve approximately the same performance as a high accuracy solution both objectively, in terms of prediction gain, as well as with perceptual relevant measures, when...... evaluated in a speech reconstruction application....

  18. 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.

  19. Integrability of systems of two second-order ordinary differential equations admitting four-dimensional Lie algebras.

    Science.gov (United States)

    Gainetdinova, A A; Gazizov, R K

    2017-01-01

    We suggest an algorithm for integrating systems of two second-order ordinary differential equations with four symmetries. In particular, if the admitted transformation group has two second-order differential invariants, the corresponding system can be integrated by quadratures using invariant representation and the operator of invariant differentiation. Otherwise, the systems reduce to partially uncoupled forms and can also be integrated by quadratures.

  20. Growth of solutions of an $n$-th order linear differential equation with entire coefficients

    OpenAIRE

    Bela\\"{i}di, Benharrat; Hamouda, Saada

    2002-01-01

    We consider a differential equation $f^{\\left( n\\right) }+A_{n-1}\\left( z\\right) f^{\\left( n-1\\right) }+...+A_{1}\\left( z\\right) f^{^{/}}+A_{0}\\left( z\\right) f=0,$ where $A_{0}\\left( z\\right) ,...,A_{n-1}\\left( z\\right) $ are entire functions with $A_{0}\\left( z\\right) \\hbox{$/\\hskip -11pt\\equiv$}0$. Suppose that there exist a positive number $\\mu ,$\\ and a sequence $\\left( z_{j}\\right) _{j\\in N}$ with $\\stackunder{j\\rightarrow +\\infty }{\\lim }z_{j}=\\infty ,$ \\ and also ...