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Sample records for linear langevin equation

  1. The Langevin equation

    Science.gov (United States)

    Pomeau, Yves; Piasecki, Jarosław

    2017-11-01

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

  2. Langevin equations with multiplicative noise: application to domain growth

    International Nuclear Information System (INIS)

    Sancho, J.M.; Hernandez-Machado, A.; Ramirez-Piscina, L.; Lacasta, A.M.

    1993-01-01

    Langevin equations of Ginzburg-Landau form with multiplicative noise, are proposed to study the effects of fluctuations in domain growth. These equations are derived from a coarse-grained methodology. The Cahn-Hilliard-Cook linear stability analysis predicts some effects in the transitory regime. We also derive numerical algorithms for the computer simulation of these equations. The numerical results corroborate the analytical productions of the linear analysis. We also present simulation results for spinodal decomposition at large times. (author). 28 refs, 2 figs

  3. Treatment of constraints in the stochastic quantization method and covariantized Langevin equation

    International Nuclear Information System (INIS)

    Ikegami, Kenji; Kimura, Tadahiko; Mochizuki, Riuji

    1993-01-01

    We study the treatment of the constraints in the stochastic quantization method. We improve the treatment of the stochastic consistency condition proposed by Namiki et al. by suitably taking into account the Ito calculus. Then we obtain an improved Langevin equation and the Fokker-Planck equation which naturally leads to the correct path integral quantization of the constrained system as the stochastic equilibrium state. This treatment is applied to an O(N) non-linear σ model and it is shown that singular terms appearing in the improved Langevin equation cancel out the δ n (0) divergences in one loop order. We also ascertain that the above Langevin equation, rewritten in terms of independent variables, is actually equivalent to the one in the general-coordinate transformation covariant and vielbein-rotation invariant formalism. (orig.)

  4. Quantum Non-Markovian Langevin Equations and Transport Coefficients

    International Nuclear Information System (INIS)

    Sargsyan, V.V.; Antonenko, N.V.; Kanokov, Z.; Adamian, G.G.

    2005-01-01

    Quantum diffusion equations featuring explicitly time-dependent transport coefficients are derived from generalized non-Markovian Langevin equations. Generalized fluctuation-dissipation relations and analytic expressions for calculating the friction and diffusion coefficients in nuclear processes are obtained. The asymptotic behavior of the transport coefficients and correlation functions for a damped harmonic oscillator that is linearly coupled in momentum to a heat bath is studied. The coupling to a heat bath in momentum is responsible for the appearance of the diffusion coefficient in coordinate. The problem of regression of correlations in quantum dissipative systems is analyzed

  5. Is the Langevin phase equation an efficient model for oscillating neurons?

    Science.gov (United States)

    Ota, Keisuke; Tsunoda, Takamasa; Omori, Toshiaki; Watanabe, Shigeo; Miyakawa, Hiroyoshi; Okada, Masato; Aonishi, Toru

    2009-12-01

    The Langevin phase model is an important canonical model for capturing coherent oscillations of neural populations. However, little attention has been given to verifying its applicability. In this paper, we demonstrate that the Langevin phase equation is an efficient model for neural oscillators by using the machine learning method in two steps: (a) Learning of the Langevin phase model. We estimated the parameters of the Langevin phase equation, i.e., a phase response curve and the intensity of white noise from physiological data measured in the hippocampal CA1 pyramidal neurons. (b) Test of the estimated model. We verified whether a Fokker-Planck equation derived from the Langevin phase equation with the estimated parameters could capture the stochastic oscillatory behavior of the same neurons disturbed by periodic perturbations. The estimated model could predict the neural behavior, so we can say that the Langevin phase equation is an efficient model for oscillating neurons.

  6. Is the Langevin phase equation an efficient model for oscillating neurons?

    International Nuclear Information System (INIS)

    Ota, Keisuke; Tsunoda, Takamasa; Aonishi, Toru; Omori, Toshiaki; Okada, Masato; Watanabe, Shigeo; Miyakawa, Hiroyoshi

    2009-01-01

    The Langevin phase model is an important canonical model for capturing coherent oscillations of neural populations. However, little attention has been given to verifying its applicability. In this paper, we demonstrate that the Langevin phase equation is an efficient model for neural oscillators by using the machine learning method in two steps: (a) Learning of the Langevin phase model. We estimated the parameters of the Langevin phase equation, i.e., a phase response curve and the intensity of white noise from physiological data measured in the hippocampal CA1 pyramidal neurons. (b) Test of the estimated model. We verified whether a Fokker-Planck equation derived from the Langevin phase equation with the estimated parameters could capture the stochastic oscillatory behavior of the same neurons disturbed by periodic perturbations. The estimated model could predict the neural behavior, so we can say that the Langevin phase equation is an efficient model for oscillating neurons.

  7. Lorentz Covariance of Langevin Equation

    International Nuclear Information System (INIS)

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

    2008-01-01

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

  8. On the Langevin equation for stochastic quantization of gravity

    International Nuclear Information System (INIS)

    Nakazawa, Naohito.

    1989-10-01

    We study the Langevin equation for stochastic quantization of gravity. By introducing two independent variables with a second-class constraint for the gravitational field, we formulate a pair of the Langevin equations for gravity which couples with white noises. After eliminating the multiplier field for the second-class constraint, we show that the equations leads to stochastic quantization of gravity including an unique superspace metric. (author)

  9. Numerical simulations of generalized Langevin equations with deeply asymptotic parameters

    International Nuclear Information System (INIS)

    Bao Jingdong; Li Rongwu; Wu Wei

    2004-01-01

    A unified algorithm for solving Langevin equations with deeply asymptotic parameters is proposed and tested. The method consists of identifying solvable linear friction and implementing the force evaluations by use of the Runge-Kutta method. We apply the present scheme to the periodic motion of an overdamped particle subjected to a multiplicative white noise. The accurate calculations for the temporal velocity of the particle and its correlation function can be realized by introducing an inertial term. It is shown that the fluctuation around the steady quantity increases with decreasing time step in the overdamped white-noise algorithm, however, a massive white-noise technique greatly reduces this spurious drift, and the result can converge to the correct value if the added inertia approaches zero. The other application is the simulation of generalized Langevin equation with an exponential memory friction, this allows us to treat a weak non-Markovian process

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

    International Nuclear Information System (INIS)

    Brett, Tobias; Galla, Tobias

    2014-01-01

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

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

    Science.gov (United States)

    Brett, Tobias; Galla, Tobias

    2014-03-28

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

  12. Schrödinger–Langevin equation with quantum trajectories for photodissociation dynamics

    Energy Technology Data Exchange (ETDEWEB)

    Chou, Chia-Chun, E-mail: ccchou@mx.nthu.edu.tw

    2017-02-15

    The Schrödinger–Langevin equation is integrated to study the wave packet dynamics of quantum systems subject to frictional effects by propagating an ensemble of quantum trajectories. The equations of motion for the complex action and quantum trajectories are derived from the Schrödinger–Langevin equation. The moving least squares approach is used to evaluate the spatial derivatives of the complex action required for the integration of the equations of motion. Computational results are presented and analyzed for the evolution of a free Gaussian wave packet, a two-dimensional barrier model, and the photodissociation dynamics of NOCl. The absorption spectrum of NOCl obtained from the Schrödinger–Langevin equation displays a redshift when frictional effects increase. This computational result agrees qualitatively with the experimental results in the solution-phase photochemistry of NOCl.

  13. Stochastic TDHF and the Boltzman-Langevin equation

    International Nuclear Information System (INIS)

    Suraud, E.; Reinhard, P.G.

    1991-01-01

    Outgoing from a time-dependent theory of correlations, we present a stochastic differential equation for the propagation of ensembles of Slater determinants, called Stochastic Time-Dependent Hartree-Fock (Stochastic TDHF). These ensembles are allowed to develop large fluctuations in the Hartree-Fock mean fields. An alternative stochastic differential equation, the Boltzmann-Langevin equation, can be derived from Stochastic TDHF by averaging over subensembles with small fluctuations

  14. Study of fission dynamics with the three-dimensional Langevin equations

    Energy Technology Data Exchange (ETDEWEB)

    Eslamizadeh, H. [Persian Gulf University, Department of Physics, Bushehr (Iran, Islamic Republic of)

    2011-11-15

    The dynamics of fission has been studied by solving one- and three-dimensional Langevin equations with dissipation generated through the chaos weighted wall and window friction formula. The average prescission neutron multiplicities, fission probabilities and the mean fission times have been calculated in a broad range of the excitation energy for compound nuclei {sup 210}Po and {sup 224}Th formed in the fusion-fission reactions {sup 4}He+{sup 206}Pb, {sup 16}O+{sup 208}Pb and results compared with the experimental data. The analysis of the results shows that the average prescission neutron multiplicities, fission probabilities and the mean fission times calculated by one- and three-dimensional Langevin equations are different from each other, and also the results obtained based on three-dimensional Langevin equations are in better agreement with the experimental data. (orig.)

  15. On the interpretations of Langevin stochastic equation in different coordinate systems

    International Nuclear Information System (INIS)

    Martinez, E.; Lopez-Diaz, L.; Torres, L.; Alejos, O.

    2004-01-01

    The stochastic Langevin Landau-Lifshitz equation is usually utilized in micromagnetics formalism to account for thermal effects. Commonly, two different interpretations of the stochastic integrals can be made: Ito and Stratonovich. In this work, the Langevin-Landau-Lifshitz (LLL) equation is written in both Cartesian and Spherical coordinates. If Spherical coordinates are employed, the noise is additive, and therefore, Ito and Stratonovich solutions are equal. This is not the case when (LLL) equation is written in Cartesian coordinates. In this case, the Langevin equation must be interpreted in the Stratonovich sense in order to reproduce correct statistical results. Nevertheless, the statistics of the numerical results obtained from Euler-Ito and Euler-Stratonovich schemes are equivalent due to the additional numerical constraint imposed in Cartesian system after each time step, which itself assures that the magnitude of the magnetization is preserved

  16. Brownian motion of spins; generalized spin Langevin equation

    International Nuclear Information System (INIS)

    Jayannavar, A.M.

    1990-03-01

    We derive the Langevin equations for a spin interacting with a heat bath, starting from a fully dynamical treatment. The obtained equations are non-Markovian with multiplicative fluctuations and concomitant dissipative terms obeying the fluctuation-dissipation theorem. In the Markovian limit our equations reduce to the phenomenological equations proposed by Kubo and Hashitsume. The perturbative treatment on our equations lead to Landau-Lifshitz equations and to other known results in the literature. (author). 16 refs

  17. Improving multilevel Monte Carlo for stochastic differential equations with application to the Langevin equation.

    Science.gov (United States)

    Müller, Eike H; Scheichl, Rob; Shardlow, Tony

    2015-04-08

    This paper applies several well-known tricks from the numerical treatment of deterministic differential equations to improve the efficiency of the multilevel Monte Carlo (MLMC) method for stochastic differential equations (SDEs) and especially the Langevin equation. We use modified equations analysis as an alternative to strong-approximation theory for the integrator, and we apply this to introduce MLMC for Langevin-type equations with integrators based on operator splitting. We combine this with extrapolation and investigate the use of discrete random variables in place of the Gaussian increments, which is a well-known technique for the weak approximation of SDEs. We show that, for small-noise problems, discrete random variables can lead to an increase in efficiency of almost two orders of magnitude for practical levels of accuracy.

  18. Numerical integration of the Langevin equation: Monte Carlo simulation

    International Nuclear Information System (INIS)

    Ermak, D.L.; Buckholz, H.

    1980-01-01

    Monte Carlo simulation techniques are derived for solving the ordinary Langevin equation of motion for a Brownian particle in the presence of an external force. These methods allow considerable freedom in selecting the size of the time step, which is restricted only by the rate of change in the external force. This approach is extended to the generalized Langevin equation which uses a memory function in the friction force term. General simulation techniques are derived which are independent of the form of the memory function. A special method requiring less storage space is presented for the case of the exponential memory function

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

    Science.gov (United States)

    Darve, Eric; Solomon, Jose; Kia, Amirali

    2009-07-07

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

  20. On the non-stationary generalized Langevin equation

    Science.gov (United States)

    Meyer, Hugues; Voigtmann, Thomas; Schilling, Tanja

    2017-12-01

    In molecular dynamics simulations and single molecule experiments, observables are usually measured along dynamic trajectories and then averaged over an ensemble ("bundle") of trajectories. Under stationary conditions, the time-evolution of such averages is described by the generalized Langevin equation. By contrast, if the dynamics is not stationary, it is not a priori clear which form the equation of motion for an averaged observable has. We employ the formalism of time-dependent projection operator techniques to derive the equation of motion for a non-equilibrium trajectory-averaged observable as well as for its non-stationary auto-correlation function. The equation is similar in structure to the generalized Langevin equation but exhibits a time-dependent memory kernel as well as a fluctuating force that implicitly depends on the initial conditions of the process. We also derive a relation between this memory kernel and the autocorrelation function of the fluctuating force that has a structure similar to a fluctuation-dissipation relation. In addition, we show how the choice of the projection operator allows us to relate the Taylor expansion of the memory kernel to data that are accessible in MD simulations and experiments, thus allowing us to construct the equation of motion. As a numerical example, the procedure is applied to Brownian motion initialized in non-equilibrium conditions and is shown to be consistent with direct measurements from simulations.

  1. An Analysis of Vehicular Traffic Flow Using Langevin Equation

    Directory of Open Access Journals (Sweden)

    Çağlar Koşun

    2015-08-01

    Full Text Available Traffic flow data are stochastic in nature, and an abundance of literature exists thereof. One way to express stochastic data is the Langevin equation. Langevin equation consists of two parts. The first part is known as the deterministic drift term, the other as the stochastic diffusion term. Langevin equation does not only help derive the deterministic and random terms of the selected portion of the city of Istanbul traffic empirically, but also sheds light on the underlying dynamics of the flow. Drift diagrams have shown that slow lane tends to get congested faster when vehicle speeds attain a value of 25 km/h, and it is 20 km/h for the fast lane. Three or four distinct regimes may be discriminated again from the drift diagrams; congested, intermediate, and free-flow regimes. At places, even the intermediate regime may be divided in two, often with readiness to congestion. This has revealed the fact that for the selected portion of the highway, there are two main states of flow, namely, congestion and free-flow, with an intermediate state where the noise-driven traffic flow forces the flow into either of the distinct regimes.

  2. Generalised and Fractional Langevin Equations-Implications for Energy Balance Models

    Science.gov (United States)

    Watkins, N. W.; Chapman, S. C.; Chechkin, A.; Ford, I.; Klages, R.; Stainforth, D. A.

    2017-12-01

    Energy Balance Models (EBMs) have a long heritage in climate science, including their use in modelling anomalies in global mean temperature. Many types of EBM have now been studied, and this presentation concerns the stochastic EBMs, which allow direct treatment of climate fluctuations and noise. Some recent stochastic EBMs (e.g. [1]) map on to Langevin's original form of his equation, with temperature anomaly replacing velocity, and other corresponding replacements being made. Considerable sophistication has now been reached in the application of multivariate stochastic Langevin modelling in many areas of climate. Our work is complementary in intent and investigates the Mori-Kubo "Generalised Langevin Equation" (GLE) which incorporates non-Markovian noise and response in a univariate framework, as a tool for modelling GMT [2]. We show how, if it is present, long memory simplifies the GLE to a fractional Langevin equation (FLE). Evidence for long range memory in global temperature, and the success of fractional Gaussian noise in its prediction [5] has already motivated investigation of a power law response model [3,4,5]. We go beyond this work to ask whether an EBM of FLE-type exists, and what its solutions would be. [l] Padilla et al, J. Climate (2011); [2] Watkins, GRL (2013); [3] Rypdal, JGR (2012); [4] Rypdal and Rypdal, J. Climate (2014); [5] Lovejoy et al, ESDD (2015).

  3. Boltzmann-Langevin equation, dynamical instability and multifragmentation

    International Nuclear Information System (INIS)

    Feng-Shou Zhang

    1993-02-01

    By using simulations of the Boltzmann-Langevin equation which incorporates dynamical fluctuations beyond usual transport theories and by coupling it with a coalescence model, we obtain information on multifragmentation in heavy-ion collisions. From a calculation of the 40 Ca + 40 Ca system, we recover some trends of recent multifragmentation data

  4. Applications of Boltzmann Langevin equation to nuclear collisions

    International Nuclear Information System (INIS)

    Suraud, E.; Belkacem, M.; Stryjewski, J.; Ayik, S.

    1991-01-01

    An approximate method for obtaining numerical solutions of the Boltzmann-Langevin equation is proposed. The method is applied to calculate the time evolution of the mean value and dispersion of the quadrupole and octupole moments of the momentum distribution in nucleus-nucleus collisions, and some consequences are discussed

  5. The Boltzmann-Langevin Equation derived from the real-time path formalism

    International Nuclear Information System (INIS)

    Suraud, E.; Reinhard, P.G.

    1991-01-01

    We derive the Boltzmann-Langevin equation using Green's functions techniques in the real-time path formalism. We start from the Martin-Schwinger hierarchy and close it approximately at the two-body level. A careful discussion of the initial conditions for the free two-body Green's function provides the flexibility to recover the discarded correlations as fluctuations leading to the Langevin force. The derivation is generalized to the T-matrix approach which allows to prove that one can use the same effective interaction in the mean-field as well as in the collision term and Langevin force

  6. Nuclear fission with a Langevin equation

    International Nuclear Information System (INIS)

    Boilley, D.; Suraud, E.; Abe, Yasuhisa

    1992-01-01

    A microscopically derived Langevin equation is applied to thermally induced nuclear fission. An important memory effect is pointed out and discussed. A strong friction coefficient, estimated from microscopic quantities, tends to decrease the stationary limit of the fission rate and to increase the transient time. The calculations are performed with a collective mass depending on the collective variable and with a constant mass. Fission rates calculated at different temperatures are shown and compared with previous available results. (author) 23 refs.; 7 figs

  7. Relations between the kinetic equation and the Langevin models in two-phase flow modelling

    International Nuclear Information System (INIS)

    Minier, J.P.; Pozorski, J.

    1997-05-01

    The purpose of this paper is to discuss PDF and stochastic models which are used in two-phase flow modelling. The aim of the present analysis is essentially to try to determine relations and consistency between different models. It is first recalled that different approaches actually correspond to PDF models written either in terms of the process trajectories or in terms of the PDF itself. The main difference lies in the choice of the independent variables which are retained. Two particular models are studied, the Kinetic Equation and the Langevin Equation model. The latter uses a Langevin equation to model the fluid velocities seen along particle trajectories. The Langevin model is more general since it contains an additional variable. It is shown that, in certain cases, this variable can be summed up exactly to retrieve the Kinetic Equation model as a marginal PDF. A joint fluid and solid particle PDF which includes the characteristics of both phases is proposed at the end of the paper. (author)

  8. Langevin equation in effective theory of interacting QCD pomerons in the limit of large Nc

    International Nuclear Information System (INIS)

    Bondarenko, S.

    2007-01-01

    Effective field theory of interacting BFKL pomerons is investigated and Langevin equation for the theory, which arises after the introduction of additional auxiliary field, is obtained. The Langevin equations are considered for the case of interacting BFKL pomerons with both splitting and merging vertexes and for the interaction which includes additional 'toy' four pomeron interaction vertex. In the latest case an analogy with the Regge field theory in zero dimensions (RFT-0) was used in order to obtain this 'toy' vertex, which coincided with the four point function of two-dimensional conformal field theory obtained in [G.P. Korchemsky, Nucl. Phys. B 550 (1999) 397]. The comparison between the Langevin equations obtained in the frameworks of dipole and RFT approaches is performed, the interpretation of results is given and possible application of obtained equations is discussed

  9. Model reduction of multiscale chemical langevin equations: a numerical case study.

    Science.gov (United States)

    Sotiropoulos, Vassilios; Contou-Carrere, Marie-Nathalie; Daoutidis, Prodromos; Kaznessis, Yiannis N

    2009-01-01

    Two very important characteristics of biological reaction networks need to be considered carefully when modeling these systems. First, models must account for the inherent probabilistic nature of systems far from the thermodynamic limit. Often, biological systems cannot be modeled with traditional continuous-deterministic models. Second, models must take into consideration the disparate spectrum of time scales observed in biological phenomena, such as slow transcription events and fast dimerization reactions. In the last decade, significant efforts have been expended on the development of stochastic chemical kinetics models to capture the dynamics of biomolecular systems, and on the development of robust multiscale algorithms, able to handle stiffness. In this paper, the focus is on the dynamics of reaction sets governed by stiff chemical Langevin equations, i.e., stiff stochastic differential equations. These are particularly challenging systems to model, requiring prohibitively small integration step sizes. We describe and illustrate the application of a semianalytical reduction framework for chemical Langevin equations that results in significant gains in computational cost.

  10. Langevin equation of a fluid particle in wall-induced turbulence

    NARCIS (Netherlands)

    Brouwers, J.J.H.

    2010-01-01

    We derive the Langevin equation describing the stochastic process of fluid particle motion in wall-inducedturbulence (turbulent flow in pipes, channels, and boundary layers including the atmospheric surface layer).The analysis is based on the asymptotic behavior at a large Reynolds number. We use

  11. Parametrizing linear generalized Langevin dynamics from explicit molecular dynamics simulations

    Energy Technology Data Exchange (ETDEWEB)

    Gottwald, Fabian; Karsten, Sven; Ivanov, Sergei D., E-mail: sergei.ivanov@uni-rostock.de; Kühn, Oliver [Institute of Physics, Rostock University, Universitätsplatz 3, 18055 Rostock (Germany)

    2015-06-28

    Fundamental understanding of complex dynamics in many-particle systems on the atomistic level is of utmost importance. Often the systems of interest are of macroscopic size but can be partitioned into a few important degrees of freedom which are treated most accurately and others which constitute a thermal bath. Particular attention in this respect attracts the linear generalized Langevin equation, which can be rigorously derived by means of a linear projection technique. Within this framework, a complicated interaction with the bath can be reduced to a single memory kernel. This memory kernel in turn is parametrized for a particular system studied, usually by means of time-domain methods based on explicit molecular dynamics data. Here, we discuss that this task is more naturally achieved in frequency domain and develop a Fourier-based parametrization method that outperforms its time-domain analogues. Very surprisingly, the widely used rigid bond method turns out to be inappropriate in general. Importantly, we show that the rigid bond approach leads to a systematic overestimation of relaxation times, unless the system under study consists of a harmonic bath bi-linearly coupled to the relevant degrees of freedom.

  12. Parametrizing linear generalized Langevin dynamics from explicit molecular dynamics simulations

    International Nuclear Information System (INIS)

    Gottwald, Fabian; Karsten, Sven; Ivanov, Sergei D.; Kühn, Oliver

    2015-01-01

    Fundamental understanding of complex dynamics in many-particle systems on the atomistic level is of utmost importance. Often the systems of interest are of macroscopic size but can be partitioned into a few important degrees of freedom which are treated most accurately and others which constitute a thermal bath. Particular attention in this respect attracts the linear generalized Langevin equation, which can be rigorously derived by means of a linear projection technique. Within this framework, a complicated interaction with the bath can be reduced to a single memory kernel. This memory kernel in turn is parametrized for a particular system studied, usually by means of time-domain methods based on explicit molecular dynamics data. Here, we discuss that this task is more naturally achieved in frequency domain and develop a Fourier-based parametrization method that outperforms its time-domain analogues. Very surprisingly, the widely used rigid bond method turns out to be inappropriate in general. Importantly, we show that the rigid bond approach leads to a systematic overestimation of relaxation times, unless the system under study consists of a harmonic bath bi-linearly coupled to the relevant degrees of freedom

  13. On a class of quantum Langevin equations and the question of approach to equilibrium

    International Nuclear Information System (INIS)

    Maassen, J.D.M.

    1982-01-01

    This thesis is concerned with a very simple 'open' quantum system, i.e. being in contact with the outer world. It is asked whether the motion of this system shows frictional behaviour in that it tends to thermal equilibrium. A partial positive answer is given to this question, more precisely, to the question if the solution of the quantum mechanical Langevin equation that describes the Lamb-model (a harmonic oscillator damped by coupling with a string), approaches an equilibrium state. In two sections, the classical and quantum Langevin equations are treated analogously. (Auth.)

  14. Langevin equation in systems with also negative temperatures

    Science.gov (United States)

    Baldovin, Marco; Puglisi, Andrea; Vulpiani, Angelo

    2018-04-01

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

  15. Generalized Langevin quantization

    International Nuclear Information System (INIS)

    Defendi, A.; Roncadelli, M.

    1994-01-01

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

  16. Brownian motion of classical spins: Anomalous dissipation and generalized Langevin equation

    Science.gov (United States)

    Bandyopadhyay, Malay; Jayannavar, A. M.

    2017-10-01

    In this work, we derive the Langevin equation (LE) of a classical spin interacting with a heat bath through momentum variables, starting from the fully dynamical Hamiltonian description. The derived LE with anomalous dissipation is analyzed in detail. The obtained LE is non-Markovian with multiplicative noise terms. The concomitant dissipative terms obey the fluctuation-dissipation theorem. The Markovian limit correctly produces the Kubo and Hashitsume equation. The perturbative treatment of our equations produces the Landau-Lifshitz equation and the Seshadri-Lindenberg equation. Then we derive the Fokker-Planck equation corresponding to LE and the concept of equilibrium probability distribution is analyzed.

  17. Fast stochastic simulation of biochemical reaction systems by alternative formulations of the chemical Langevin equation

    KAUST Repository

    Mélykúti, Bence; Burrage, Kevin; Zygalakis, Konstantinos C.

    2010-01-01

    The Chemical Langevin Equation (CLE), which is a stochastic differential equation driven by a multidimensional Wiener process, acts as a bridge between the discrete stochastic simulation algorithm and the deterministic reaction rate equation when

  18. Langevin equation with multiplicative white noise: Transformation of diffusion processes into the Wiener process in different prescriptions

    International Nuclear Information System (INIS)

    Kwok, Sau Fa

    2012-01-01

    A Langevin equation with multiplicative white noise and its corresponding Fokker–Planck equation are considered in this work. From the Fokker–Planck equation a transformation into the Wiener process is provided for different orders of prescription in discretization rule for the stochastic integrals. A few applications are also discussed. - Highlights: ► Fokker–Planck equation corresponding to the Langevin equation with mul- tiplicative white noise is presented. ► Transformation of diffusion processes into the Wiener process in different prescriptions is provided. ► The prescription parameter is associated with the growth rate for a Gompertz-type model.

  19. Langevin equation method for the rotational Brownian motion and orientational relaxation in liquids: II. Symmetrical top molecules

    CERN Document Server

    Coffey, W T; Titov, S V

    2003-01-01

    A theory of orientational relaxation for the inertial rotational Brownian motion of a symmetric top molecule is developed using the Langevin equation rather than the Fokker-Planck equation. The infinite hierarchy of differential-recurrence relations for the orientational correlation functions for the relaxation behaviour is derived by averaging the corresponding Euler-Langevin equations. The solution of this hierarchy is obtained using matrix continued fractions allowing the calculation of the correlation times and the spectra of the orientational correlation functions for typical values of the model parameters.

  20. Deriving Langevin equations in curved spacetime

    International Nuclear Information System (INIS)

    Ramos, Rudnei O.; Tavares, Romulo F.

    2013-01-01

    Full text: Warm inflation is an inflationary scenario where the interactions between the inflaton and other degrees of freedom are considered. The effective equation of motion for the inflaton is in general of the form of a Langevin equation, that includes both quantum and thermal effects and where these effects manifest in the form of dissipation and stochastic noise terms, which are related by a generalized fluctuation-dissipation relation. The dissipation term is related to the interactions of the inflaton with other degrees of freedom of the thermal bath that can be obtained from the appropriate Feynman propagators. As the inflaton evolves into an expanding metric, these effects have to be taken into account when calculating the Green functions and consequently the Feynman propagators. In this work we present the considerations that must be made to calculate the Green functions in curved space (expanding metric) and in the presence of radiation in order to proper derive the effective evolution of the inflaton in the warm-inflation scenario. (author)

  1. Green functions and Langevin equations for nonlinear diffusion equations: A comment on ‘Markov processes, Hurst exponents, and nonlinear diffusion equations’ by Bassler et al.

    Science.gov (United States)

    Frank, T. D.

    2008-02-01

    We discuss two central claims made in the study by Bassler et al. [K.E. Bassler, G.H. Gunaratne, J.L. McCauley, Physica A 369 (2006) 343]. Bassler et al. claimed that Green functions and Langevin equations cannot be defined for nonlinear diffusion equations. In addition, they claimed that nonlinear diffusion equations are linear partial differential equations disguised as nonlinear ones. We review bottom-up and top-down approaches that have been used in the literature to derive Green functions for nonlinear diffusion equations and, in doing so, show that the first claim needs to be revised. We show that the second claim as well needs to be revised. To this end, we point out similarities and differences between non-autonomous linear Fokker-Planck equations and autonomous nonlinear Fokker-Planck equations. In this context, we raise the question whether Bassler et al.’s approach to financial markets is physically plausible because it necessitates the introduction of external traders and causes. Such external entities can easily be eliminated when taking self-organization principles and concepts of nonextensive thermostatistics into account and modeling financial processes by means of nonlinear Fokker-Planck equations.

  2. Critique of the Brownian approximation to the generalized Langevin equation in lattice dynamics

    International Nuclear Information System (INIS)

    Diestler, D.J.; Riley, M.E.

    1985-01-01

    We consider the classical motion of a harmonic lattice in which only those atoms in a certain subset of the lattice (primary zone) may interact with an external force. The formally exact generalized Langevin equation (GLE) for the primary zone is an appropriate description of the dynamics. We examine a previously proposed Brownian, or frictional damping, approximation that reduces the GLE to a set of coupled ordinary Langevin equations for the primary atoms. It is shown that the solution of these equations can contain undamped motion if there is more than one atom in the primary zone. Such motion is explicitly demonstrated for a model that has been used to describe energy transfer in atom--surface collisions. The inability of the standard Brownian approximation to yield an acceptable, physically meaningful result for primary zones comprising more than one atom suggests that the Brownian approximation may introduce other spurious dynamical effects. Further work on damping of correlated motion in lattices is needed

  3. Stochastic quantization of topological field theory: generalized Langevin equation with memory kernel

    International Nuclear Information System (INIS)

    Menezes, G.; Svaiter, N.F.

    2006-04-01

    We use the method of stochastic quantization in a topological field theory defined in an Euclidean space, assuming a Langevin equation with a memory kernel. We show that our procedure for the Abelian Chern-Simons theory converges regardless of the nature of the Chern-Simons coefficient. (author)

  4. Remarks on the chemical Fokker-Planck and Langevin equations: Nonphysical currents at equilibrium.

    Science.gov (United States)

    Ceccato, Alessandro; Frezzato, Diego

    2018-02-14

    The chemical Langevin equation and the associated chemical Fokker-Planck equation are well-known continuous approximations of the discrete stochastic evolution of reaction networks. In this work, we show that these approximations suffer from a physical inconsistency, namely, the presence of nonphysical probability currents at the thermal equilibrium even for closed and fully detailed-balanced kinetic schemes. An illustration is given for a model case.

  5. Langevin dynamics for vector variables driven by multiplicative white noise: A functional formalism

    Science.gov (United States)

    Moreno, Miguel Vera; Arenas, Zochil González; Barci, Daniel G.

    2015-04-01

    We discuss general multidimensional stochastic processes driven by a system of Langevin equations with multiplicative white noise. In particular, we address the problem of how time reversal diffusion processes are affected by the variety of conventions available to deal with stochastic integrals. We present a functional formalism to build up the generating functional of correlation functions without any type of discretization of the Langevin equations at any intermediate step. The generating functional is characterized by a functional integration over two sets of commuting variables, as well as Grassmann variables. In this representation, time reversal transformation became a linear transformation in the extended variables, simplifying in this way the complexity introduced by the mixture of prescriptions and the associated calculus rules. The stochastic calculus is codified in our formalism in the structure of the Grassmann algebra. We study some examples such as higher order derivative Langevin equations and the functional representation of the micromagnetic stochastic Landau-Lifshitz-Gilbert equation.

  6. Langevin approach to synchronization of hyperchaotic time-delay dynamics

    Energy Technology Data Exchange (ETDEWEB)

    Budini, Adrian A [Consejo Nacional de Investigaciones CientIficas y Tecnicas, Centro Atomico Bariloche, Av. E Bustillo Km 9.5, (8400) Bariloche (Argentina); Consortium of the Americas for Interdisciplinary Science and Department of Physics and Astronomy, University of New Mexico, Albuquerque, NM 87131 (United States)

    2008-11-07

    In this paper, we characterize the synchronization phenomenon of hyperchaotic scalar nonlinear delay dynamics in a fully-developed chaos regime. Our results rely on the observation that, in that regime, the stationary statistical properties of a class of hyperchaotic attractors can be reproduced with a linear Langevin equation, defined by replacing the nonlinear delay force by a delta-correlated noise. Therefore, the synchronization phenomenon can be analytically characterized by a set of coupled Langevin equations. We apply this formalism to study anticipated synchronization dynamics subject to external noise fluctuations as well as for characterizing the effects of parameter mismatch in a hyperchaotic communication scheme. The same procedure is applied to second-order differential delay equations associated with synchronization in electro-optical devices. In all cases, the departure with respect to perfect synchronization is measured through a similarity function. Numerical simulations in discrete maps associated with the hyperchaotic dynamics support the formalism.

  7. Self-consistent generalized Langevin-equation theory for liquids of nonspherically interacting particles

    Science.gov (United States)

    Elizondo-Aguilera, L. F.; Zubieta Rico, P. F.; Ruiz-Estrada, H.; Alarcón-Waess, O.

    2014-11-01

    A self-consistent generalized Langevin-equation theory is proposed to describe the self- and collective dynamics of a liquid of linear Brownian particles. The equations of motion for the spherical harmonics projections of the collective and self-intermediate-scattering functions, Fl m ,l m(k ,t ) and Flm ,l m S(k ,t ) , are derived as a contraction of the description involving the stochastic equations of the corresponding tensorial one-particle density nl m(k ,t ) and the translational (α =T ) and rotational (α =R ) current densities jlm α(k ,t ) . Similar to the spherical case, these dynamic equations require as an external input the equilibrium structural properties of the system contained in the projections of the static structure factor, denoted by Sl m ,l m(k ) . Complementing these exact equations with simple (Vineyard-like) approximate relations for the collective and the self-memory functions we propose a closed self-consistent set of equations for the dynamic properties involved. In the long-time asymptotic limit, these equations become the so-called bifurcation equations, whose solutions (the nonergodicity parameters) can be written, extending the spherical case, in terms of one translational and one orientational scalar dynamic order parameter, γT and γR, which characterize the possible dynamical arrest transitions of the system. As a concrete illustrative application of this theory we determine the dynamic arrest diagram of the dipolar hard-sphere fluid. In qualitative agreement with mode coupling theory, the present self-consistent equations also predict three different regions in the state space spanned by the macroscopic control parameters η (volume fraction) and T* (scaled temperature): a region of fully ergodic states, a region of mixed states, in which the translational degrees of freedom become arrested while the orientational degrees of freedom remain ergodic, and a region of fully nonergodic states.

  8. Self-consistent generalized Langevin-equation theory for liquids of nonspherically interacting particles.

    Science.gov (United States)

    Elizondo-Aguilera, L F; Zubieta Rico, P F; Ruiz-Estrada, H; Alarcón-Waess, O

    2014-11-01

    A self-consistent generalized Langevin-equation theory is proposed to describe the self- and collective dynamics of a liquid of linear Brownian particles. The equations of motion for the spherical harmonics projections of the collective and self-intermediate-scattering functions, F_{lm,lm}(k,t) and F_{lm,lm}^{S}(k,t), are derived as a contraction of the description involving the stochastic equations of the corresponding tensorial one-particle density n_{lm}(k,t) and the translational (α=T) and rotational (α=R) current densities j_{lm}^{α}(k,t). Similar to the spherical case, these dynamic equations require as an external input the equilibrium structural properties of the system contained in the projections of the static structure factor, denoted by S_{lm,lm}(k). Complementing these exact equations with simple (Vineyard-like) approximate relations for the collective and the self-memory functions we propose a closed self-consistent set of equations for the dynamic properties involved. In the long-time asymptotic limit, these equations become the so-called bifurcation equations, whose solutions (the nonergodicity parameters) can be written, extending the spherical case, in terms of one translational and one orientational scalar dynamic order parameter, γ_{T} and γ_{R}, which characterize the possible dynamical arrest transitions of the system. As a concrete illustrative application of this theory we determine the dynamic arrest diagram of the dipolar hard-sphere fluid. In qualitative agreement with mode coupling theory, the present self-consistent equations also predict three different regions in the state space spanned by the macroscopic control parameters η (volume fraction) and T* (scaled temperature): a region of fully ergodic states, a region of mixed states, in which the translational degrees of freedom become arrested while the orientational degrees of freedom remain ergodic, and a region of fully nonergodic states.

  9. Fine tuning classical and quantum molecular dynamics using a generalized Langevin equation

    Science.gov (United States)

    Rossi, Mariana; Kapil, Venkat; Ceriotti, Michele

    2018-03-01

    Generalized Langevin Equation (GLE) thermostats have been used very effectively as a tool to manipulate and optimize the sampling of thermodynamic ensembles and the associated static properties. Here we show that a similar, exquisite level of control can be achieved for the dynamical properties computed from thermostatted trajectories. We develop quantitative measures of the disturbance induced by the GLE to the Hamiltonian dynamics of a harmonic oscillator, and show that these analytical results accurately predict the behavior of strongly anharmonic systems. We also show that it is possible to correct, to a significant extent, the effects of the GLE term onto the corresponding microcanonical dynamics, which puts on more solid grounds the use of non-equilibrium Langevin dynamics to approximate quantum nuclear effects and could help improve the prediction of dynamical quantities from techniques that use a Langevin term to stabilize dynamics. Finally we address the use of thermostats in the context of approximate path-integral-based models of quantum nuclear dynamics. We demonstrate that a custom-tailored GLE can alleviate some of the artifacts associated with these techniques, improving the quality of results for the modeling of vibrational dynamics of molecules, liquids, and solids.

  10. Langevin theory of anomalous Brownian motion made simple

    International Nuclear Information System (INIS)

    Tothova, Jana; Vasziova, Gabriela; Lisy, VladimIr; Glod, Lukas

    2011-01-01

    During the century from the publication of the work by Einstein (1905 Ann. Phys. 17 549) Brownian motion has become an important paradigm in many fields of modern science. An essential impulse for the development of Brownian motion theory was given by the work of Langevin (1908 C. R. Acad. Sci., Paris 146 530), in which he proposed an 'infinitely more simple' description of Brownian motion than that by Einstein. The original Langevin approach has however strong limitations, which were rigorously stated after the creation of the hydrodynamic theory of Brownian motion (1945). Hydrodynamic Brownian motion is a special case of 'anomalous Brownian motion', now intensively studied both theoretically and in experiments. We show how some general properties of anomalous Brownian motion can be easily derived using an effective method that allows one to convert the stochastic generalized Langevin equation into a deterministic Volterra-type integro-differential equation for the mean square displacement of the particle. Within the Gibbs statistics, the method is applicable to linear equations of motion with any kind of memory during the evolution of the system. We apply it to memoryless Brownian motion in a harmonic potential well and to Brownian motion in fluids, taking into account the effects of hydrodynamic memory. Exploring the mathematical analogy between Brownian motion and electric circuits, which are at nanoscales also described by the generalized Langevin equation, we calculate the fluctuations of charge and current in RLC circuits that are in contact with the thermal bath. Due to the simplicity of our approach it could be incorporated into graduate courses of statistical physics. Once the method is established, it allows bringing to the attention of students and effectively solving a number of attractive problems related to Brownian motion.

  11. Role of statistical linearization in the solution of nonlinear stochastic equations

    International Nuclear Information System (INIS)

    Budgor, A.B.

    1977-01-01

    The solution of a generalized Langevin equation is referred to as a stochastic process. If the external forcing function is Gaussian white noise, the forward Kolmogarov equation yields the transition probability density function. Nonlinear problems must be handled by approximation procedures e.g., perturbation theories, eigenfunction expansions, and nonlinear optimization procedures. After some comments on the first two of these, attention is directed to the third, and the method of statistical linearization is used to demonstrate a relation to the former two. Nonlinear stochastic systems exhibiting sustained or forced oscillations and the centered nonlinear Schroedinger equation in the presence of Gaussian white noise excitation are considered as examples. 5 figures, 2 tables

  12. Fractional Brownian motion and motion governed by the fractional Langevin equation in confined geometries.

    Science.gov (United States)

    Jeon, Jae-Hyung; Metzler, Ralf

    2010-02-01

    Motivated by subdiffusive motion of biomolecules observed in living cells, we study the stochastic properties of a non-Brownian particle whose motion is governed by either fractional Brownian motion or the fractional Langevin equation and restricted to a finite domain. We investigate by analytic calculations and simulations how time-averaged observables (e.g., the time-averaged mean-squared displacement and displacement correlation) are affected by spatial confinement and dimensionality. In particular, we study the degree of weak ergodicity breaking and scatter between different single trajectories for this confined motion in the subdiffusive domain. The general trend is that deviations from ergodicity are decreased with decreasing size of the movement volume and with increasing dimensionality. We define the displacement correlation function and find that this quantity shows distinct features for fractional Brownian motion, fractional Langevin equation, and continuous time subdiffusion, such that it appears an efficient measure to distinguish these different processes based on single-particle trajectory data.

  13. Langevin dynamics for ramified structures

    Science.gov (United States)

    Méndez, Vicenç; Iomin, Alexander; Horsthemke, Werner; Campos, Daniel

    2017-06-01

    We propose a generalized Langevin formalism to describe transport in combs and similar ramified structures. Our approach consists of a Langevin equation without drift for the motion along the backbone. The motion along the secondary branches may be described either by a Langevin equation or by other types of random processes. The mean square displacement (MSD) along the backbone characterizes the transport through the ramified structure. We derive a general analytical expression for this observable in terms of the probability distribution function of the motion along the secondary branches. We apply our result to various types of motion along the secondary branches of finite or infinite length, such as subdiffusion, superdiffusion, and Langevin dynamics with colored Gaussian noise and with non-Gaussian white noise. Monte Carlo simulations show excellent agreement with the analytical results. The MSD for the case of Gaussian noise is shown to be independent of the noise color. We conclude by generalizing our analytical expression for the MSD to the case where each secondary branch is n dimensional.

  14. Simplified simulation of Boltzmann-Langevin equation

    International Nuclear Information System (INIS)

    Ayik, S.; Randrup, J.

    1994-01-01

    We briefly recall the Boltzmann-Langevin model of nuclear dynamics. We then summarize recent progress in deriving approximate analytical expressions for the associated transport coefficients and describe a numerical method for simulating the stochastic evolution of the phase-space density. (orig.)

  15. Quantum qubit measurement by a quantum point contact with a quantum Langevin equation approach

    International Nuclear Information System (INIS)

    Dong, Bing; Lei, X.L.; Horing, N.J.M.; Cui, H.L.

    2007-01-01

    We employ a microscopic quantum Heisenberg-Langevin equation approach to establish a set of quantum Bloch equations for a two-level system (coupled quantum dots) capacitively coupled to a quantum point contact (QPC). The resulting Bloch equations facilitate our analysis of qubit relaxation and decoherence in coupled quantum dots induced by measurement processes at arbitrary bias-voltage and temperature. We also examine the noise spectrum of the meter output current for a symmetric qubit. These results help resolve a recent debate about a quantum oscillation peak in the noise spectrum. (copyright 2007 WILEY-VCH Verlag GmbH and Co. KGaA, Weinheim) (orig.)

  16. Fast-forward Langevin dynamics with momentum flips

    Science.gov (United States)

    Hijazi, Mahdi; Wilkins, David M.; Ceriotti, Michele

    2018-05-01

    Stochastic thermostats based on the Langevin equation, in which a system is coupled to an external heat bath, are popular methods for temperature control in molecular dynamics simulations due to their ergodicity and their ease of implementation. Traditionally, these thermostats suffer from sluggish behavior in the limit of high friction, unlike thermostats of the Nosé-Hoover family whose performance degrades more gently in the strong coupling regime. We propose a simple and easy-to-implement modification to the integration scheme of the Langevin algorithm that addresses the fundamental source of the overdamped behavior of high-friction Langevin dynamics: if the action of the thermostat causes the momentum of a particle to change direction, it is flipped back. This fast-forward Langevin equation preserves the momentum distribution and so guarantees the correct equilibrium sampling. It mimics the quadratic behavior of Nosé-Hoover thermostats and displays similarly good performance in the strong coupling limit. We test the efficiency of this scheme by applying it to a 1-dimensional harmonic oscillator, as well as to water and Lennard-Jones polymers. The sampling efficiency of the fast-forward Langevin equation thermostat, measured by the correlation time of relevant system variables, is at least as good as the traditional Langevin thermostat, and in the overdamped regime, the fast-forward thermostat performs much better, improving the efficiency by an order of magnitude at the highest frictions we considered.

  17. Power-law Exponent in Multiplicative Langevin Equation with Temporally Correlated Noise

    Science.gov (United States)

    Morita, Satoru

    2018-05-01

    Power-law distributions are ubiquitous in nature. Random multiplicative processes are a basic model for the generation of power-law distributions. For discrete-time systems, the power-law exponent is known to decrease as the autocorrelation time of the multiplier increases. However, for continuous-time systems, it is not yet clear how the temporal correlation affects the power-law behavior. Herein, we analytically investigated a multiplicative Langevin equation with colored noise. We show that the power-law exponent depends on the details of the multiplicative noise, in contrast to the case of discrete-time systems.

  18. Solving the generalized Langevin equation with the algebraically correlated noise

    International Nuclear Information System (INIS)

    Srokowski, T.; Ploszajczak, M.

    1997-01-01

    The Langevin equation with the memory kernel is solved. The stochastic force possesses algebraic correlations, proportional to 1/t. The velocity autocorrelation function and related quantities characterizing transport properties are calculated at the assumption that the system is in the thermal equilibrium. Stochastic trajectories are simulated numerically, using the kangaroo process as a noise generator. Results of this simulation resemble Levy walks with divergent moments of the velocity distribution. The motion of a Brownian particle is considered both without any external potential and in the harmonic oscillator field, in particular the escape from a potential well. The results are compared with memory-free calculations for the Brownian particle. (author)

  19. Langevin formulation of quantum dynamics

    International Nuclear Information System (INIS)

    Roncadelli, M.

    1989-03-01

    We first show that nonrelativistic quantum mechanics formulated at imaginary-(h/2 π) can formally be viewed as the Fokker-Planck description of a frictionless brownian motion, which occurs (in general) in an absorbing medium. We next offer a new formulation of quantum mechanics, which is basically the Langevin treatment of this brownian motion. Explicitly, we derive a noise-average representation for the transition probability W(X'',t''|X',t'), in terms of the solutions to a Langevin equation with a Gaussian white-noise. Upon analytic continuation back to real-(h/2 π),W(X'',t''|X',t') becomes the propagator of the original Schroedinger equation. Our approach allows for a straightforward application to quantum dynamical problems of the mathematical techniques of classical stochastic processes. Moreover, computer simulations of quantum mechanical systems can be carried out by using numerical programs based on the Langevin dynamics. (author). 19 refs, 1 tab

  20. Generalized Langevin equation with colored noise description of the stochastic oscillations of accretion disks

    International Nuclear Information System (INIS)

    Harko, Tiberiu; Leung, Chun Sing; Mocanu, Gabriela

    2014-01-01

    We consider a description of the stochastic oscillations of the general relativistic accretion disks around compact astrophysical objects interacting with their external medium based on a generalized Langevin equation with colored noise and on the fluctuation-dissipation theorems. The former accounts for the general memory and retarded effects of the frictional force. The presence of the memory effects influences the response of the disk to external random interactions, and it modifies the dynamical behavior of the disk, as well as the energy dissipation processes. The generalized Langevin equation of the motion of the disk in the vertical direction is studied numerically, and the vertical displacements, velocities, and luminosities of the stochastically perturbed disks are explicitly obtained for both the Schwarzschild and the Kerr cases. The power spectral distribution of the disk luminosity is also obtained. As a possible astrophysical application of the formalism we investigate the possibility that the intra-day variability of the active galactic nuclei may be due to the stochastic disk instabilities. The perturbations due to colored/nontrivially correlated noise induce a complicated disk dynamics, which could explain some astrophysical observational features related to disk variability. (orig.)

  1. Generalized Langevin equation with colored noise description of the stochastic oscillations of accretion disks

    Energy Technology Data Exchange (ETDEWEB)

    Harko, Tiberiu [University College London, Department of Mathematics, London (United Kingdom); Leung, Chun Sing [Polytechnic University, Department of Applied Mathematics, Hong Kong (China); Mocanu, Gabriela [Babes-Bolyai University, Faculty of Physics, Cluj-Napoca (Romania)

    2014-05-15

    We consider a description of the stochastic oscillations of the general relativistic accretion disks around compact astrophysical objects interacting with their external medium based on a generalized Langevin equation with colored noise and on the fluctuation-dissipation theorems. The former accounts for the general memory and retarded effects of the frictional force. The presence of the memory effects influences the response of the disk to external random interactions, and it modifies the dynamical behavior of the disk, as well as the energy dissipation processes. The generalized Langevin equation of the motion of the disk in the vertical direction is studied numerically, and the vertical displacements, velocities, and luminosities of the stochastically perturbed disks are explicitly obtained for both the Schwarzschild and the Kerr cases. The power spectral distribution of the disk luminosity is also obtained. As a possible astrophysical application of the formalism we investigate the possibility that the intra-day variability of the active galactic nuclei may be due to the stochastic disk instabilities. The perturbations due to colored/nontrivially correlated noise induce a complicated disk dynamics, which could explain some astrophysical observational features related to disk variability. (orig.)

  2. Generalized Langevin equation with colored noise description of the stochastic oscillations of accretion disks

    Science.gov (United States)

    Harko, Tiberiu; Leung, Chun Sing; Mocanu, Gabriela

    2014-05-01

    We consider a description of the stochastic oscillations of the general relativistic accretion disks around compact astrophysical objects interacting with their external medium based on a generalized Langevin equation with colored noise and on the fluctuation-dissipation theorems. The former accounts for the general memory and retarded effects of the frictional force. The presence of the memory effects influences the response of the disk to external random interactions, and it modifies the dynamical behavior of the disk, as well as the energy dissipation processes. The generalized Langevin equation of the motion of the disk in the vertical direction is studied numerically, and the vertical displacements, velocities, and luminosities of the stochastically perturbed disks are explicitly obtained for both the Schwarzschild and the Kerr cases. The power spectral distribution of the disk luminosity is also obtained. As a possible astrophysical application of the formalism we investigate the possibility that the intra-day variability of the active galactic nuclei may be due to the stochastic disk instabilities. The perturbations due to colored/nontrivially correlated noise induce a complicated disk dynamics, which could explain some astrophysical observational features related to disk variability.

  3. Correlation functions for the fractional generalized Langevin equation in the presence of internal and external noise

    International Nuclear Information System (INIS)

    Sandev, Trifce; Metzler, Ralf; Tomovski, Živorad

    2014-01-01

    We study generalized fractional Langevin equations in the presence of a harmonic potential. General expressions for the mean velocity and particle displacement, the mean squared displacement, position and velocity correlation functions, as well as normalized displacement correlation function are derived. We report exact results for the cases of internal and external friction, that is, when the driving noise is either internal and thus the fluctuation-dissipation relation is fulfilled or when the noise is external. The asymptotic behavior of the generalized stochastic oscillator is investigated, and the case of high viscous damping (overdamped limit) is considered. Additional behaviors of the normalized displacement correlation functions different from those for the regular damped harmonic oscillator are observed. In addition, the cases of a constant external force and the force free case are obtained. The validity of the generalized Einstein relation for this process is discussed. The considered fractional generalized Langevin equation may be used to model anomalous diffusive processes including single file-type diffusion

  4. Numerical simulation of transmission coefficient using c-number Langevin equation

    Science.gov (United States)

    Barik, Debashis; Bag, Bidhan Chandra; Ray, Deb Shankar

    2003-12-01

    We numerically implement the reactive flux formalism on the basis of a recently proposed c-number Langevin equation [Barik et al., J. Chem. Phys. 119, 680 (2003); Banerjee et al., Phys. Rev. E 65, 021109 (2002)] to calculate transmission coefficient. The Kramers' turnover, the T2 enhancement of the rate at low temperatures and other related features of temporal behavior of the transmission coefficient over a range of temperature down to absolute zero, noise correlation, and friction are examined for a double well potential and compared with other known results. This simple method is based on canonical quantization and Wigner quasiclassical phase space function and takes care of quantum effects due to the system order by order.

  5. Isospin dependent Boltzmann-langevin equation and the production cross section of 19Na

    International Nuclear Information System (INIS)

    Ming Zhaoyu; Zhang Fengshou; Chen Liewen; Zhu Zhiyuan; Zhang Wenlong; Guo Zhongyan; Xiao Guoqing

    2000-01-01

    A new transport model (isospin dependent Boltzmann-Langevin equation) is developed and it is shown that this model can regenerate the experimental data for reaction of 12 C + 12 C at 28.7 MeV/u. The production cross section of 19 Na is systematically studied for reactions of 17-20,22 Ne + 12 C at 28.7 MeV/u. It is found that a neutron deficient projectile has larger 19 Na cross section than a stable projectile

  6. Bifurcation dynamics of the tempered fractional Langevin equation

    Energy Technology Data Exchange (ETDEWEB)

    Zeng, Caibin, E-mail: macbzeng@scut.edu.cn; Yang, Qigui, E-mail: qgyang@scut.edu.cn [School of Mathematics, South China University of Technology, Guangzhou 510640 (China); Chen, YangQuan, E-mail: ychen53@ucmerced.edu [MESA LAB, School of Engineering, University of California, Merced, 5200 N. Lake Road, Merced, California 95343 (United States)

    2016-08-15

    Tempered fractional processes offer a useful extension for turbulence to include low frequencies. In this paper, we investigate the stochastic phenomenological bifurcation, or stochastic P-bifurcation, of the Langevin equation perturbed by tempered fractional Brownian motion. However, most standard tools from the well-studied framework of random dynamical systems cannot be applied to systems driven by non-Markovian noise, so it is desirable to construct possible approaches in a non-Markovian framework. We first derive the spectral density function of the considered system based on the generalized Parseval's formula and the Wiener-Khinchin theorem. Then we show that it enjoys interesting and diverse bifurcation phenomena exchanging between or among explosive-like, unimodal, and bimodal kurtosis. Therefore, our procedures in this paper are not merely comparable in scope to the existing theory of Markovian systems but also provide a possible approach to discern P-bifurcation dynamics in the non-Markovian settings.

  7. The Langevin and generalised Langevin approach to the dynamics of atomic, polymeric and colloidal systems

    CERN Document Server

    Snook, Ian

    2007-01-01

    The Langevin and Generalised Langevin Approach To The Dynamics Of Atomic, Polymeric And Colloidal Systems is concerned with the description of aspects of the theory and use of so-called random processes to describe the properties of atomic, polymeric and colloidal systems in terms of the dynamics of the particles in the system. It provides derivations of the basic equations, the development of numerical schemes to solve them on computers and gives illustrations of application to typical systems.Extensive appendices are given to enable the reader to carry out computations to illustrate many of the points made in the main body of the book.* Starts from fundamental equations* Gives up-to-date illustration of the application of these techniques to typical systems of interest* Contains extensive appendices including derivations, equations to be used in practice and elementary computer codes

  8. Modeling single-file diffusion with step fractional Brownian motion and a generalized fractional Langevin equation

    International Nuclear Information System (INIS)

    Lim, S C; Teo, L P

    2009-01-01

    Single-file diffusion behaves as normal diffusion at small time and as subdiffusion at large time. These properties can be described in terms of fractional Brownian motion with variable Hurst exponent or multifractional Brownian motion. We introduce a new stochastic process called Riemann–Liouville step fractional Brownian motion which can be regarded as a special case of multifractional Brownian motion with a step function type of Hurst exponent tailored for single-file diffusion. Such a step fractional Brownian motion can be obtained as a solution of the fractional Langevin equation with zero damping. Various kinds of fractional Langevin equations and their generalizations are then considered in order to decide whether their solutions provide the correct description of the long and short time behaviors of single-file diffusion. The cases where the dissipative memory kernel is a Dirac delta function, a power-law function and a combination of these functions are studied in detail. In addition to the case where the short time behavior of single-file diffusion behaves as normal diffusion, we also consider the possibility of a process that begins as ballistic motion

  9. Numerical simulations of the O(3) and CP1 models using the Langevin equations and the Metropolis algorithm

    International Nuclear Information System (INIS)

    Abdalla, E.; Carneiro, C.E.I.

    1988-12-01

    The O(3) model, the pure CP 1 model and the CP 1 model minimally coupled to fermions are numerically simulated. The equivalence between the O(3) and the bound state of the pure CP 1 model is investigated. It is shown that: the relations g O(3 ) = 2 g CP 1 and E O(3 )= 2E CP 1 + 2, for the coupling constants and energies hold beyond the classical level; the mass gap as a function of the coupling is the same for both models. The mass gap for the CP 1 minimally coupled to fermions is also calculated. The calculations are performed using different techniques. The proposal by Namiki and colaborators to enforce constraints on Langevin equations and Parisi's technique to calculate correlation functions via Langevin equations is tested. The results are compared with those obtained using the multi-hit Metropolis algorithm. (author) [pt

  10. Particle Dynamics under Quasi-linear Interaction with Electromagnetic Waves

    Energy Technology Data Exchange (ETDEWEB)

    Castejon, F.; Eguilior, S.

    2003-07-01

    Langevin equations for quasi-linear wave particle interaction are obtained taking advantage of the unique vocal equivalence between Fokker-Plank equation and the former ones. Langevin equations are solved numerically and, hence, the evolution of a single particle embedded in an electromagnetic field in momentum space is obtained. The equations are relativistic and valid for any wave. It is also shown that the stochastic part of the equations is negligible in comparison with the deterministic term, except for the momentum to the resonance condition for the main parallel refractive index. (Author) 24 refs.

  11. Particle Dynamics under Quasi-linear Interaction with Electromagnetic Waves

    International Nuclear Information System (INIS)

    Castejon, F.; Eguilior, S.

    2003-01-01

    Langevin equations for quasi-linear wave particle interaction are obtained taking advantage of the unique vocal equivalence between Fokker-Plank equation and the former ones. Langevin equations are solved numerically and, hence, the evolution of a single particle embedded in an electromagnetic field in momentum space is obtained. The equations are relativistic and valid for any wave. It is also shown that the stochastic part of the equations is negligible in comparison with the deterministic term, except for the momentum to the resonance condition for the main parallel refractive index. (Author) 24 refs

  12. Superstatistical generalised Langevin equation: non-Gaussian viscoelastic anomalous diffusion

    Science.gov (United States)

    Ślęzak, Jakub; Metzler, Ralf; Magdziarz, Marcin

    2018-02-01

    Recent advances in single particle tracking and supercomputing techniques demonstrate the emergence of normal or anomalous, viscoelastic diffusion in conjunction with non-Gaussian distributions in soft, biological, and active matter systems. We here formulate a stochastic model based on a generalised Langevin equation in which non-Gaussian shapes of the probability density function and normal or anomalous diffusion have a common origin, namely a random parametrisation of the stochastic force. We perform a detailed analysis demonstrating how various types of parameter distributions for the memory kernel result in exponential, power law, or power-log law tails of the memory functions. The studied system is also shown to exhibit a further unusual property: the velocity has a Gaussian one point probability density but non-Gaussian joint distributions. This behaviour is reflected in the relaxation from a Gaussian to a non-Gaussian distribution observed for the position variable. We show that our theoretical results are in excellent agreement with stochastic simulations.

  13. Fokker-Planck equation of the reduced Wigner function associated to an Ohmic quantum Langevin dynamics

    Science.gov (United States)

    Colmenares, Pedro J.

    2018-05-01

    This article has to do with the derivation and solution of the Fokker-Planck equation associated to the momentum-integrated Wigner function of a particle subjected to a harmonic external field in contact with an ohmic thermal bath of quantum harmonic oscillators. The strategy employed is a simplified version of the phenomenological approach of Schramm, Jung, and Grabert of interpreting the operators as c numbers to derive the quantum master equation arising from a twofold transformation of the Wigner function of the entire phase space. The statistical properties of the random noise comes from the integral functional theory of Grabert, Schramm, and Ingold. By means of a single Wigner transformation, a simpler equation than that mentioned before is found. The Wigner function reproduces the known results of the classical limit. This allowed us to rewrite the underdamped classical Langevin equation as a first-order stochastic differential equation with time-dependent drift and diffusion terms.

  14. PDF models and synthetic model for the wind speed fluctuations based on the resolution of Langevin equation

    International Nuclear Information System (INIS)

    Calif, Rudy

    2012-01-01

    Highlights: ► Probability Density Functions are proposed to fit the wind speed fluctuations distributions for three representative classes. ► Stochastic simulations are performed using a Langevin equation for each class. ► The properties of simulated and measured wind speed sequences are close. -- Abstract: Wind energy production is very sensitive to turbulent wind speed. Thus rapid variation of wind speed due to changes in the local meteorological conditions can lead to electrical power variations of the order of the nominal power output, in particular when wind power variations on very short time scales, range at few seconds to 1 h, are considered. In small grid as they exist on islands (Guadeloupean Archipelago: French West Indies) such fluctuations can cause instabilities in case of intermediate power shortages. The developed analysis in reveals three main classes of time series for the wind speed fluctuations. In this work, Probability Density Functions (PDFs) are proposed to fit the wind speed fluctuations distributions in each class. After, to simulate wind speed fluctuations sequences, we use a stochastic differential equation, the Langevin equation considering Gaussian turbulence PDF (class I), Gram–Charlier PDF (class II) and a mixture of gaussian PDF (class III). The statistical and dynamical properties of simulated wind sequences are close to those of measured wind sequences, for each class.

  15. Nonequilibrium Langevin dynamics: A demonstration study of shear flow fluctuations in a simple fluid

    Science.gov (United States)

    Belousov, Roman; Cohen, E. G. D.; Rondoni, Lamberto

    2017-08-01

    The present paper is based on a recent success of the second-order stochastic fluctuation theory in describing time autocorrelations of equilibrium and nonequilibrium physical systems. In particular, it was shown to yield values of the related deterministic parameters of the Langevin equation for a Couette flow in a microscopic molecular dynamics model of a simple fluid. In this paper we find all the remaining constants of the stochastic dynamics, which then is simulated numerically and compared directly with the original physical system. By using these data, we study in detail the accuracy and precision of a second-order Langevin model for nonequilibrium physical systems theoretically and computationally. We find an intriguing relation between an applied external force and cumulants of the resulting flow fluctuations. This is characterized by a linear dependence of an athermal cumulant ratio, an apposite quantity introduced here. In addition, we discuss how the order of a given Langevin dynamics can be raised systematically by introducing colored noise.

  16. Accelerating the convergence of path integral dynamics with a generalized Langevin equation

    Science.gov (United States)

    Ceriotti, Michele; Manolopoulos, David E.; Parrinello, Michele

    2011-02-01

    The quantum nature of nuclei plays an important role in the accurate modelling of light atoms such as hydrogen, but it is often neglected in simulations due to the high computational overhead involved. It has recently been shown that zero-point energy effects can be included comparatively cheaply in simulations of harmonic and quasiharmonic systems by augmenting classical molecular dynamics with a generalized Langevin equation (GLE). Here we describe how a similar approach can be used to accelerate the convergence of path integral (PI) molecular dynamics to the exact quantum mechanical result in more strongly anharmonic systems exhibiting both zero point energy and tunnelling effects. The resulting PI-GLE method is illustrated with applications to a double-well tunnelling problem and to liquid water.

  17. Accelerating the convergence of path integral dynamics with a generalized Langevin equation.

    Science.gov (United States)

    Ceriotti, Michele; Manolopoulos, David E; Parrinello, Michele

    2011-02-28

    The quantum nature of nuclei plays an important role in the accurate modelling of light atoms such as hydrogen, but it is often neglected in simulations due to the high computational overhead involved. It has recently been shown that zero-point energy effects can be included comparatively cheaply in simulations of harmonic and quasiharmonic systems by augmenting classical molecular dynamics with a generalized Langevin equation (GLE). Here we describe how a similar approach can be used to accelerate the convergence of path integral (PI) molecular dynamics to the exact quantum mechanical result in more strongly anharmonic systems exhibiting both zero point energy and tunnelling effects. The resulting PI-GLE method is illustrated with applications to a double-well tunnelling problem and to liquid water.

  18. Approximate method for stochastic chemical kinetics with two-time scales by chemical Langevin equations

    International Nuclear Information System (INIS)

    Wu, Fuke; Tian, Tianhai; Rawlings, James B.; Yin, George

    2016-01-01

    The frequently used reduction technique is based on the chemical master equation for stochastic chemical kinetics with two-time scales, which yields the modified stochastic simulation algorithm (SSA). For the chemical reaction processes involving a large number of molecular species and reactions, the collection of slow reactions may still include a large number of molecular species and reactions. Consequently, the SSA is still computationally expensive. Because the chemical Langevin equations (CLEs) can effectively work for a large number of molecular species and reactions, this paper develops a reduction method based on the CLE by the stochastic averaging principle developed in the work of Khasminskii and Yin [SIAM J. Appl. Math. 56, 1766–1793 (1996); ibid. 56, 1794–1819 (1996)] to average out the fast-reacting variables. This reduction method leads to a limit averaging system, which is an approximation of the slow reactions. Because in the stochastic chemical kinetics, the CLE is seen as the approximation of the SSA, the limit averaging system can be treated as the approximation of the slow reactions. As an application, we examine the reduction of computation complexity for the gene regulatory networks with two-time scales driven by intrinsic noise. For linear and nonlinear protein production functions, the simulations show that the sample average (expectation) of the limit averaging system is close to that of the slow-reaction process based on the SSA. It demonstrates that the limit averaging system is an efficient approximation of the slow-reaction process in the sense of the weak convergence.

  19. Numerical study of Langevin equation in twisted Eguchi-Kawai model: distribution of eigenvalues of the plaquette matrix

    International Nuclear Information System (INIS)

    Migdal, A.A.; Polikarpov, M.I.; Veselov, A.I.; Yurov, V.P.

    1983-01-01

    The Langevin equation for the lattice theory with arbitrary gauge group is derived. The four-dimensional twisted Eguchi-Kawai model is investigated numerically. The results for the plaquette energy agree with those of the known Monte Carlo calculations. The new result is the distribution of eigenvalues of the plaquette matrix. In the strong coupling phase this distribution is smooth, whereas in the weak coupling phase a gap is clearly seen

  20. Study of fission dynamics of the excited nuclei produced in fusion reactions in the framework of the four-dimensional Langevin equations

    Energy Technology Data Exchange (ETDEWEB)

    Eslamizadeh, H. [Persian Gulf University, Department of Physics, Bushehr (Iran, Islamic Republic of)

    2014-12-01

    The dynamics of fission of excited nuclei has been studied by solving four-dimensional Langevin equations with dissipation generated through the chaos-weighted wall and window friction formula. The projection of the total spin of the compound nucleus to the symmetry axis, K, was considered as the fourth dimension in Langevin dynamical calculations. The average pre-scission neutron multiplicities, mean kinetic energy of fission fragments and the variances of the mass and kinetic energy have been calculated in a wide range of fissile parameter for compound nuclei {sup 162}Yb, {sup 172}Yb, {sup 215}Fr, {sup 224}Th, {sup 248}Cf, {sup 260}Rf and results compared with the experimental data. Calculations were performed with a constant dissipation coefficient of K, {sub γK} (MeV zs){sup -1/2}, and with a non-constant dissipation coefficient. Comparison of the theoretical results for the average pre-scission neutron multiplicities, mean kinetic energy of fission fragments and the variances of the mass and kinetic energy with the experimental data showed that the results of four-dimensional Langevin equations with a non-constant dissipation coefficient are in better agreement with the experimental data. Furthermore, the difference between the results of two models for compound nuclei with low fissile parameter is low whereas, for heavy compound nuclei, is high. (orig.)

  1. Generalized Langevin equation: An efficient approach to nonequilibrium molecular dynamics of open systems

    Science.gov (United States)

    Stella, L.; Lorenz, C. D.; Kantorovich, L.

    2014-04-01

    The generalized Langevin equation (GLE) has been recently suggested to simulate the time evolution of classical solid and molecular systems when considering general nonequilibrium processes. In this approach, a part of the whole system (an open system), which interacts and exchanges energy with its dissipative environment, is studied. Because the GLE is derived by projecting out exactly the harmonic environment, the coupling to it is realistic, while the equations of motion are non-Markovian. Although the GLE formalism has already found promising applications, e.g., in nanotribology and as a powerful thermostat for equilibration in classical molecular dynamics simulations, efficient algorithms to solve the GLE for realistic memory kernels are highly nontrivial, especially if the memory kernels decay nonexponentially. This is due to the fact that one has to generate a colored noise and take account of the memory effects in a consistent manner. In this paper, we present a simple, yet efficient, algorithm for solving the GLE for practical memory kernels and we demonstrate its capability for the exactly solvable case of a harmonic oscillator coupled to a Debye bath.

  2. AQUASOL: An efficient solver for the dipolar Poisson-Boltzmann-Langevin equation.

    Science.gov (United States)

    Koehl, Patrice; Delarue, Marc

    2010-02-14

    The Poisson-Boltzmann (PB) formalism is among the most popular approaches to modeling the solvation of molecules. It assumes a continuum model for water, leading to a dielectric permittivity that only depends on position in space. In contrast, the dipolar Poisson-Boltzmann-Langevin (DPBL) formalism represents the solvent as a collection of orientable dipoles with nonuniform concentration; this leads to a nonlinear permittivity function that depends both on the position and on the local electric field at that position. The differences in the assumptions underlying these two models lead to significant differences in the equations they generate. The PB equation is a second order, elliptic, nonlinear partial differential equation (PDE). Its response coefficients correspond to the dielectric permittivity and are therefore constant within each subdomain of the system considered (i.e., inside and outside of the molecules considered). While the DPBL equation is also a second order, elliptic, nonlinear PDE, its response coefficients are nonlinear functions of the electrostatic potential. Many solvers have been developed for the PB equation; to our knowledge, none of these can be directly applied to the DPBL equation. The methods they use may adapt to the difference; their implementations however are PBE specific. We adapted the PBE solver originally developed by Holst and Saied [J. Comput. Chem. 16, 337 (1995)] to the problem of solving the DPBL equation. This solver uses a truncated Newton method with a multigrid preconditioner. Numerical evidences suggest that it converges for the DPBL equation and that the convergence is superlinear. It is found however to be slow and greedy in memory requirement for problems commonly encountered in computational biology and computational chemistry. To circumvent these problems, we propose two variants, a quasi-Newton solver based on a simplified, inexact Jacobian and an iterative self-consistent solver that is based directly on the PBE

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

    KAUST Repository

    Zygalakis, K. C.

    2011-01-01

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

  4. On the Asymptotic Behavior of the Kernel Function in the Generalized Langevin Equation: A One-Dimensional Lattice Model

    Science.gov (United States)

    Chu, Weiqi; Li, Xiantao

    2018-01-01

    We present some estimates for the memory kernel function in the generalized Langevin equation, derived using the Mori-Zwanzig formalism from a one-dimensional lattice model, in which the particles interactions are through nearest and second nearest neighbors. The kernel function can be explicitly expressed in a matrix form. The analysis focuses on the decay properties, both spatially and temporally, revealing a power-law behavior in both cases. The dependence on the level of coarse-graining is also studied.

  5. Long-range correlations in Boltzmann-Langevin model

    International Nuclear Information System (INIS)

    Ayik, S.

    1994-01-01

    The average phase-space density described by the Boltzmann-Langevin model can largely deviate from the one provided by the Boltzmann-Uhling-Uhlenbeck model, due to the non-linear evolution of density fluctuations. This aspect is investigated for long-wavelength, small density fluctuations in the framework of a memory incorporated Boltzmann-Langevin model. It is shown that the correlations associated with density fluctuations yield a collision term describing coupling between the collective vibrations and the single-particle degrees of freedom, which may play an important role in damping of collective motion in both the stable and unstable regions. (orig.)

  6. Linear integral equations and soliton systems

    International Nuclear Information System (INIS)

    Quispel, G.R.W.

    1983-01-01

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

  7. Correlated Levy Noise in Linear Dynamical Systems

    International Nuclear Information System (INIS)

    Srokowski, T.

    2011-01-01

    Linear dynamical systems, driven by a non-white noise which has the Levy distribution, are analysed. Noise is modelled by a specific stochastic process which is defined by the Langevin equation with a linear force and the Levy distributed symmetric white noise. Correlation properties of the process are discussed. The Fokker-Planck equation driven by that noise is solved. Distributions have the Levy shape and their width, for a given time, is smaller than for processes in the white noise limit. Applicability of the adiabatic approximation in the case of the linear force is discussed. (author)

  8. Quantum linear Boltzmann equation

    International Nuclear Information System (INIS)

    Vacchini, Bassano; Hornberger, Klaus

    2009-01-01

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

  9. Complex saddle points and the sign problem in complex Langevin simulation

    International Nuclear Information System (INIS)

    Hayata, Tomoya; Hidaka, Yoshimasa; Tanizaki, Yuya

    2016-01-01

    We show that complex Langevin simulation converges to a wrong result within the semiclassical analysis, by relating it to the Lefschetz-thimble path integral, when the path-integral weight has different phases among dominant complex saddle points. Equilibrium solution of the complex Langevin equation forms local distributions around complex saddle points. Its ensemble average approximately becomes a direct sum of the average in each local distribution, where relative phases among them are dropped. We propose that by taking these phases into account through reweighting, we can solve the wrong convergence problem. However, this prescription may lead to a recurrence of the sign problem in the complex Langevin method for quantum many-body systems.

  10. Comparison of Langevin and Markov channel noise models for neuronal signal generation.

    Science.gov (United States)

    Sengupta, B; Laughlin, S B; Niven, J E

    2010-01-01

    The stochastic opening and closing of voltage-gated ion channels produce noise in neurons. The effect of this noise on the neuronal performance has been modeled using either an approximate or Langevin model based on stochastic differential equations or an exact model based on a Markov process model of channel gating. Yet whether the Langevin model accurately reproduces the channel noise produced by the Markov model remains unclear. Here we present a comparison between Langevin and Markov models of channel noise in neurons using single compartment Hodgkin-Huxley models containing either Na+ and K+, or only K+ voltage-gated ion channels. The performance of the Langevin and Markov models was quantified over a range of stimulus statistics, membrane areas, and channel numbers. We find that in comparison to the Markov model, the Langevin model underestimates the noise contributed by voltage-gated ion channels, overestimating information rates for both spiking and nonspiking membranes. Even with increasing numbers of channels, the difference between the two models persists. This suggests that the Langevin model may not be suitable for accurately simulating channel noise in neurons, even in simulations with large numbers of ion channels.

  11. Fast stochastic simulation of biochemical reaction systems by alternative formulations of the chemical Langevin equation

    KAUST Repository

    Mélykúti, Bence

    2010-01-01

    The Chemical Langevin Equation (CLE), which is a stochastic differential equation driven by a multidimensional Wiener process, acts as a bridge between the discrete stochastic simulation algorithm and the deterministic reaction rate equation when simulating (bio)chemical kinetics. The CLE model is valid in the regime where molecular populations are abundant enough to assume their concentrations change continuously, but stochastic fluctuations still play a major role. The contribution of this work is that we observe and explore that the CLE is not a single equation, but a parametric family of equations, all of which give the same finite-dimensional distribution of the variables. On the theoretical side, we prove that as many Wiener processes are sufficient to formulate the CLE as there are independent variables in the equation, which is just the rank of the stoichiometric matrix. On the practical side, we show that in the case where there are m1 pairs of reversible reactions and m2 irreversible reactions there is another, simple formulation of the CLE with only m1 + m2 Wiener processes, whereas the standard approach uses 2 m1 + m2. We demonstrate that there are considerable computational savings when using this latter formulation. Such transformations of the CLE do not cause a loss of accuracy and are therefore distinct from model reduction techniques. We illustrate our findings by considering alternative formulations of the CLE for a human ether a-go-go related gene ion channel model and the Goldbeter-Koshland switch. © 2010 American Institute of Physics.

  12. Linear superposition solutions to nonlinear wave equations

    International Nuclear Information System (INIS)

    Liu Yu

    2012-01-01

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

  13. Linear and quasi-linear equations of parabolic type

    CERN Document Server

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

    1968-01-01

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

  14. Localization and Ballistic Diffusion for the Tempered Fractional Brownian-Langevin Motion

    Science.gov (United States)

    Chen, Yao; Wang, Xudong; Deng, Weihua

    2017-10-01

    This paper discusses the tempered fractional Brownian motion (tfBm), its ergodicity, and the derivation of the corresponding Fokker-Planck equation. Then we introduce the generalized Langevin equation with the tempered fractional Gaussian noise for a free particle, called tempered fractional Langevin equation (tfLe). While the tfBm displays localization diffusion for the long time limit and for the short time its mean squared displacement (MSD) has the asymptotic form t^{2H}, we show that the asymptotic form of the MSD of the tfLe transits from t^2 (ballistic diffusion for short time) to t^{2-2H}, and then to t^2 (again ballistic diffusion for long time). On the other hand, the overdamped tfLe has the transition of the diffusion type from t^{2-2H} to t^2 (ballistic diffusion). The tfLe with harmonic potential is also considered.

  15. Fokker-Planck equation for the non-Markovian Brownian motion in the presence of a magnetic field

    Science.gov (United States)

    Das, Joydip; Mondal, Shrabani; Bag, Bidhan Chandra

    2017-10-01

    In the present study, we have proposed the Fokker-Planck equation in a simple way for a Langevin equation of motion having ordinary derivative (OD), the Gaussian random force and a generalized frictional memory kernel. The equation may be associated with or without conservative force field from harmonic potential. We extend this method for a charged Brownian particle in the presence of a magnetic field. Thus, the present method is applicable for a Langevin equation of motion with OD, the Gaussian colored thermal noise and any kind of linear force field that may be conservative or not. It is also simple to apply this method for the colored Gaussian noise that is not related to the damping strength.

  16. Ultraprecision XY stage using a hybrid bolt-clamped Langevin-type ultrasonic linear motor for continuous motion.

    Science.gov (United States)

    Lee, Dong-Jin; Lee, Sun-Kyu

    2015-01-01

    This paper presents a design and control system for an XY stage driven by an ultrasonic linear motor. In this study, a hybrid bolt-clamped Langevin-type ultrasonic linear motor was manufactured and then operated at the resonance frequency of the third longitudinal and the sixth lateral modes. These two modes were matched through the preload adjustment and precisely tuned by the frequency matching method based on the impedance matching method with consideration of the different moving weights. The XY stage was evaluated in terms of position and circular motion. To achieve both fine and stable motion, the controller consisted of a nominal characteristics trajectory following (NCTF) control for continuous motion, dead zone compensation, and a switching controller based on the different NCTFs for the macro- and micro-dynamics regimes. The experimental results showed that the developed stage enables positioning and continuous motion with nanometer-level accuracy.

  17. Langevin modelling of high-frequency Hang-Seng index data

    Science.gov (United States)

    Tang, Lei-Han

    2003-06-01

    Accurate statistical characterization of financial time series, such as compound stock indices, foreign currency exchange rates, etc., is fundamental to investment risk management, pricing of derivative products and financial decision making. Traditionally, such data were analyzed and modeled from a purely statistics point of view, with little concern on the specifics of financial markets. Increasingly, however, attention has been paid to the underlying economic forces and the collective behavior of investors. Here we summarize a novel approach to the statistical modeling of a major stock index (the Hang Seng index). Based on mathematical results previously derived in the fluid turbulence literature, we show that a Langevin equation with a variable noise amplitude correctly reproduces the ubiquitous fat tails in the probability distribution of intra-day price moves. The form of the Langevin equation suggests that, despite the extremely complex nature of financial concerns and investment strategies at the individual's level, there exist simple universal rules governing the high-frequency price move in a stock market.

  18. 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

  19. Emergence of nonwhite noise in Langevin dynamics with magnetic Lorentz force

    Science.gov (United States)

    Chun, Hyun-Myung; Durang, Xavier; Noh, Jae Dong

    2018-03-01

    We investigate the low mass limit of Langevin dynamics for a charged Brownian particle driven by a magnetic Lorentz force. In the low mass limit, velocity variables relaxing quickly are coarse-grained out to yield effective dynamics for position variables. Without the Lorentz force, the low mass limit is equivalent to the high friction limit. Both cases share the same Langevin equation that is obtained by setting the mass to zero. The equivalence breaks down in the presence of the Lorentz force. The low mass limit cannot be achieved by setting the mass to zero. The limit is also distinct from the large friction limit. We derive the effective equations of motion in the low mass limit. The resulting stochastic differential equation involves a nonwhite noise whose correlation matrix has antisymmetric components. We demonstrate the importance of the nonwhite noise by investigating the heat dissipation by a driven Brownian particle, where the emergent nonwhite noise has a physically measurable effect.

  20. Time step rescaling recovers continuous-time dynamical properties for discrete-time Langevin integration of nonequilibrium systems.

    Science.gov (United States)

    Sivak, David A; Chodera, John D; Crooks, Gavin E

    2014-06-19

    When simulating molecular systems using deterministic equations of motion (e.g., Newtonian dynamics), such equations are generally numerically integrated according to a well-developed set of algorithms that share commonly agreed-upon desirable properties. However, for stochastic equations of motion (e.g., Langevin dynamics), there is still broad disagreement over which integration algorithms are most appropriate. While multiple desiderata have been proposed throughout the literature, consensus on which criteria are important is absent, and no published integration scheme satisfies all desiderata simultaneously. Additional nontrivial complications stem from simulating systems driven out of equilibrium using existing stochastic integration schemes in conjunction with recently developed nonequilibrium fluctuation theorems. Here, we examine a family of discrete time integration schemes for Langevin dynamics, assessing how each member satisfies a variety of desiderata that have been enumerated in prior efforts to construct suitable Langevin integrators. We show that the incorporation of a novel time step rescaling in the deterministic updates of position and velocity can correct a number of dynamical defects in these integrators. Finally, we identify a particular splitting (related to the velocity Verlet discretization) that has essentially universally appropriate properties for the simulation of Langevin dynamics for molecular systems in equilibrium, nonequilibrium, and path sampling contexts.

  1. Quantum theory of open systems based on stochastic differential equations of generalized Langevin (non-Wiener) type

    International Nuclear Information System (INIS)

    Basharov, A. M.

    2012-01-01

    It is shown that the effective Hamiltonian representation, as it is formulated in author’s papers, serves as a basis for distinguishing, in a broadband environment of an open quantum system, independent noise sources that determine, in terms of the stationary quantum Wiener and Poisson processes in the Markov approximation, the effective Hamiltonian and the equation for the evolution operator of the open system and its environment. General stochastic differential equations of generalized Langevin (non-Wiener) type for the evolution operator and the kinetic equation for the density matrix of an open system are obtained, which allow one to analyze the dynamics of a wide class of localized open systems in the Markov approximation. The main distinctive features of the dynamics of open quantum systems described in this way are the stabilization of excited states with respect to collective processes and an additional frequency shift of the spectrum of the open system. As an illustration of the general approach developed, the photon dynamics in a single-mode cavity without losses on the mirrors is considered, which contains identical intracavity atoms coupled to the external vacuum electromagnetic field. For some atomic densities, the photons of the cavity mode are “locked” inside the cavity, thus exhibiting a new phenomenon of radiation trapping and non-Wiener dynamics.

  2. Langevin description of fission fragment charge distribution from excited nuclei

    CERN Document Server

    Karpov, A V

    2002-01-01

    A stochastic approach to fission dynamics based on a set of three-dimensional Langevin equations was applied to calculate fission-fragment charge distribution of compound nucleus sup 2 sup 3 sup 6 U. The following collective coordinates have been chosen - elongation coordinate, neck-thickness coordinate, and charge-asymmetry coordinate. The friction coefficient of charge mode has been calculated in the framework of one-body and two-body dissipation mechanisms. Analysis of the results has shown that Langevin approach is appropriate for investigation of isobaric distribution. Moreover, the dependences of the variance of the charge distribution on excitation energy and on the two-body viscosity coefficient has been studied

  3. Nonlinear von Neumann equations for quantum dissipative systems

    International Nuclear Information System (INIS)

    Messer, J.; Baumgartner, B.

    1978-01-01

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

  4. Nonlinear von Neumann equations for quantum dissipative systems

    International Nuclear Information System (INIS)

    Messer, J.; Baumgartner, B.

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

  5. Nonlinear Fokker-Planck Equations Fundamentals and Applications

    CERN Document Server

    Frank, Till Daniel

    2005-01-01

    Providing an introduction to the theory of nonlinear Fokker-Planck equations, this book discusses fundamental properties of transient and stationary solutions, emphasizing the stability analysis of stationary solutions by means of self-consistency equations, linear stability analysis, and Lyapunov's direct method. Also treated are Langevin equations and correlation functions. Nonlinear Fokker-Planck Equations addresses various phenomena such as phase transitions, multistability of systems, synchronization, anomalous diffusion, cut-off solutions, travelling-wave solutions and the emergence of power law solutions. A nonlinear Fokker-Planck perspective to quantum statistics, generalized thermodynamics, and linear nonequilibrium thermodynamics is given. Theoretical concepts are illustrated where possible by simple examples. The book also reviews several applications in the fields of condensed matter physics, the physics of porous media and liquid crystals, accelerator physics, neurophysics, social sciences, popul...

  6. Isomorphism of Intransitive Linear Lie Equations

    Directory of Open Access Journals (Sweden)

    Jose Miguel Martins Veloso

    2009-11-01

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

  7. Students’ difficulties in solving linear equation problems

    Science.gov (United States)

    Wati, S.; Fitriana, L.; Mardiyana

    2018-03-01

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

  8. Quantum theory of open systems based on stochastic differential equations of generalized Langevin (non-Wiener) type

    Energy Technology Data Exchange (ETDEWEB)

    Basharov, A. M., E-mail: basharov@gmail.com [National Research Centre ' Kurchatov Institute,' (Russian Federation)

    2012-09-15

    It is shown that the effective Hamiltonian representation, as it is formulated in author's papers, serves as a basis for distinguishing, in a broadband environment of an open quantum system, independent noise sources that determine, in terms of the stationary quantum Wiener and Poisson processes in the Markov approximation, the effective Hamiltonian and the equation for the evolution operator of the open system and its environment. General stochastic differential equations of generalized Langevin (non-Wiener) type for the evolution operator and the kinetic equation for the density matrix of an open system are obtained, which allow one to analyze the dynamics of a wide class of localized open systems in the Markov approximation. The main distinctive features of the dynamics of open quantum systems described in this way are the stabilization of excited states with respect to collective processes and an additional frequency shift of the spectrum of the open system. As an illustration of the general approach developed, the photon dynamics in a single-mode cavity without losses on the mirrors is considered, which contains identical intracavity atoms coupled to the external vacuum electromagnetic field. For some atomic densities, the photons of the cavity mode are 'locked' inside the cavity, thus exhibiting a new phenomenon of radiation trapping and non-Wiener dynamics.

  9. Computing with linear equations and matrices

    International Nuclear Information System (INIS)

    Churchhouse, R.F.

    1983-01-01

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

  10. Correct Linearization of Einstein's Equations

    Directory of Open Access Journals (Sweden)

    Rabounski D.

    2006-06-01

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

  11. Diffusive limits for linear transport equations

    International Nuclear Information System (INIS)

    Pomraning, G.C.

    1992-01-01

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

  12. Generalized Langevin Theory Of The Brownian Motion And The Dynamics Of Polymers In Solution

    International Nuclear Information System (INIS)

    Tothova, J.; Lisy, V.

    2015-01-01

    The review deals with a generalization of the Rouse and Zimm bead-spring models of the dynamics of flexible polymers in dilute solutions. As distinct from these popular theories, the memory in the polymer motion is taken into account. The memory naturally arises as a consequence of the fluid and bead inertia within the linearized Navier-Stokes hydrodynamics. We begin with a generalization of the classical theory of the Brownian motion, which forms the basis of any theory of the polymer dynamics. The random force driving the Brownian particles is not the white one as in the Langevin theory, but “colored”, i.e., statistically correlated in time, and the friction force on the particles depends on the history of their motion. An efficient method of solving the resulting generalized Langevin equations is presented and applied to the solution of the equations of motion of polymer beads. The memory effects lead to several peculiarities in the time correlation functions used to describe the dynamics of polymer chains. So, the mean square displacement of the polymer coils contains algebraic long-time tails and at short times it is ballistic. It is shown how these features reveal in the experimentally observable quantities, such as the dynamic structure factors of the scattering or the viscosity of polymer solutions. A phenomenological theory is also presented that describes the dependence of these quantities on the polymer concentration in solution. (author)

  13. 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)

  14. Quantum corrected Langevin dynamics for adsorbates on metal surfaces interacting with hot electrons

    DEFF Research Database (Denmark)

    Olsen, Thomas; Schiøtz, Jakob

    2010-01-01

    We investigate the importance of including quantized initial conditions in Langevin dynamics for adsorbates interacting with a thermal reservoir of electrons. For quadratic potentials the time evolution is exactly described by a classical Langevin equation and it is shown how to rigorously obtain...... quantum mechanical probabilities from the classical phase space distributions resulting from the dynamics. At short time scales, classical and quasiclassical initial conditions lead to wrong results and only correctly quantized initial conditions give a close agreement with an inherently quantum...... mechanical master equation approach. With CO on Cu(100) as an example, we demonstrate the effect for a system with ab initio frictional tensor and potential energy surfaces and show that quantizing the initial conditions can have a large impact on both the desorption probability and the distribution...

  15. 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.

  16. Linear q-nonuniform difference equations

    International Nuclear Information System (INIS)

    Bangerezako, Gaspard

    2010-01-01

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

  17. 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.

  18. Another higher order Langevin algorithm for QCD

    International Nuclear Information System (INIS)

    Kronfeld, A.S.

    1986-01-01

    This note provides an algorithm for integrating the Langevin equation which is second order. It introduces a term into the drift force which is a product of the Gaussian noise and a second derivative of the action. The specific application presented here is for nonabelian gauge theories interacting with fermions, e.g. QCD, for which it requires less memory than the Runge-Kutta algorithm of the same order. The memory and computational requirements of Euler, Runge-Kutta, and the present algorithm are compared. (orig.)

  19. 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

  20. Non-local quasi-linear parabolic equations

    International Nuclear Information System (INIS)

    Amann, H

    2005-01-01

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

  1. The Cauchy problem for non-linear Klein-Gordon equations

    International Nuclear Information System (INIS)

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

    1993-01-01

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

  2. Hamiltonian structures of some non-linear evolution equations

    International Nuclear Information System (INIS)

    Tu, G.Z.

    1983-06-01

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

  3. 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...

  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. 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.

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

    Science.gov (United States)

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

    1972-01-01

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

  7. Saturation and linear transport equation

    International Nuclear Information System (INIS)

    Kutak, K.

    2009-03-01

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

  8. Linearized pseudo-Einstein equations on the Heisenberg group

    Science.gov (United States)

    Barletta, Elisabetta; Dragomir, Sorin; Jacobowitz, Howard

    2017-02-01

    We study the pseudo-Einstein equation R11bar = 0 on the Heisenberg group H1 = C × R. We consider first order perturbations θɛ =θ0 + ɛ θ and linearize the pseudo-Einstein equation about θ0 (the canonical Tanaka-Webster flat contact form on H1 thought of as a strictly pseudoconvex CR manifold). If θ =e2uθ0 the linearized pseudo-Einstein equation is Δb u - 4 | Lu|2 = 0 where Δb is the sublaplacian of (H1 ,θ0) and L bar is the Lewy operator. We solve the linearized pseudo-Einstein equation on a bounded domain Ω ⊂H1 by applying subelliptic theory i.e. existence and regularity results for weak subelliptic harmonic maps. We determine a solution u to the linearized pseudo-Einstein equation, possessing Heisenberg spherical symmetry, and such that u(x) → - ∞ as | x | → + ∞.

  9. Simulating the Langevin force by simple noise in nuclear one-body dynamics

    International Nuclear Information System (INIS)

    Chomaz, Ph.; Colonna, M.; Burgio, G.F.; Toro, M. Di; Randrup, J.

    1992-01-01

    For the purpose of addressing catastrophic phenomena in nuclear dynamics, the possibility of simulating the stochastic part of the collision integral is explored in the Boltzmann-Langevin model by the numerical noise associated with the finite number of test particles in the ordinary BUU treatment. Considering idealized two-dimensional matter, for which it is practical to simulate the Boltzmann-Langevin equation directly, it is demonstrated that the number of test-particles per nucleon can be adjusted so that the corresponding BUU calculation yields a good reproduction of the spontaneous clusterization occurring inside the spinodal region. This approximate method may therefore provide a relatively easy way to introduce meaningful fluctuations in simulations of unstable nuclear dynamics. (author) 18 refs.; 3 figs

  10. Correlated continuous-time random walks—scaling limits and Langevin picture

    International Nuclear Information System (INIS)

    Magdziarz, Marcin; Metzler, Ralf; Szczotka, Wladyslaw; Zebrowski, Piotr

    2012-01-01

    In this paper we analyze correlated continuous-time random walks introduced recently by Tejedor and Metzler (2010 J. Phys. A: Math. Theor. 43 082002). We obtain the Langevin equations associated with this process and the corresponding scaling limits of their solutions. We prove that the limit processes are self-similar and display anomalous dynamics. Moreover, we extend the model to include external forces. Our results are confirmed by Monte Carlo simulations

  11. Nonequilibrium dynamics of moving mirrors in quantum fields: Influence functional and the Langevin equation

    International Nuclear Information System (INIS)

    Wu, C.-H.; Lee, D.-S.

    2005-01-01

    We employ the Schwinger-Keldysh formalism to study the nonequilibrium dynamics of the mirror with perfect reflection moving in a quantum field. In the case where the mirror undergoes the small displacement, the coarse-grained effective action is obtained by integrating out the quantum field with the method of influence functional. The semiclassical Langevin equation is derived, and is found to involve two levels of backreaction effects on the dynamics of mirrors: radiation reaction induced by the motion of the mirror and backreaction dissipation arising from fluctuations in quantum field via a fluctuation-dissipation relation. Although the corresponding theorem of fluctuation and dissipation for the case with the small mirror's displacement is of model independence, the study from the first principles derivation shows that the theorem is also independent of the regulators introduced to deal with short-distance divergences from the quantum field. Thus, when the method of regularization is introduced to compute the dissipation and fluctuation effects, this theorem must be fulfilled as the results are obtained by taking the short-distance limit in the end of calculations. The backreaction effects from vacuum fluctuations on moving mirrors are found to be hardly detected while those effects from thermal fluctuations may be detectable

  12. Paul Langevin

    Indian Academy of Sciences (India)

    tions not only in physics but also in various other fields such as chemistry, biology and ... the required tools for the development of t~e special theory of relativity and would ... During the second world war Langevin became a vocal anti-.

  13. Linear causal modeling with structural equations

    CERN Document Server

    Mulaik, Stanley A

    2009-01-01

    Emphasizing causation as a functional relationship between variables that describe objects, Linear Causal Modeling with Structural Equations integrates a general philosophical theory of causation with structural equation modeling (SEM) that concerns the special case of linear causal relations. In addition to describing how the functional relation concept may be generalized to treat probabilistic causation, the book reviews historical treatments of causation and explores recent developments in experimental psychology on studies of the perception of causation. It looks at how to perceive causal

  14. 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.

  15. Systems of Inhomogeneous Linear Equations

    Science.gov (United States)

    Scherer, Philipp O. J.

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

  16. Diffusion phenomenon for linear dissipative wave equations

    KAUST Repository

    Said-Houari, Belkacem

    2012-01-01

    In this paper we prove the diffusion phenomenon for the linear wave equation. To derive the diffusion phenomenon, a new method is used. In fact, for initial data in some weighted spaces, we prove that for {equation presented} decays with the rate {equation presented} [0,1] faster than that of either u or v, where u is the solution of the linear wave equation with initial data {equation presented} [0,1], and v is the solution of the related heat equation with initial data v 0 = u 0 + u 1. This result improves the result in H. Yang and A. Milani [Bull. Sci. Math. 124 (2000), 415-433] in the sense that, under the above restriction on the initial data, the decay rate given in that paper can be improved by t -γ/2. © European Mathematical Society.

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

    International Nuclear Information System (INIS)

    Kim, Tae Hyung; Lee, Ill Yeong

    2002-01-01

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

  18. Hypocoercivity for linear kinetic equations conserving mass

    KAUST Repository

    Dolbeault, Jean; Mouhot, Clé ment; Schmeiser, Christian

    2015-01-01

    We develop a new method for proving hypocoercivity for a large class of linear kinetic equations with only one conservation law. Local mass conservation is assumed at the level of the collision kernel, while transport involves a confining potential, so that the solution relaxes towards a unique equilibrium state. Our goal is to evaluate in an appropriately weighted $ L^2$ norm the exponential rate of convergence to the equilibrium. The method covers various models, ranging from diffusive kinetic equations like Vlasov-Fokker-Planck equations, to scattering models or models with time relaxation collision kernels corresponding to polytropic Gibbs equilibria, including the case of the linear Boltzmann model. In this last case and in the case of Vlasov-Fokker-Planck equations, any linear or superlinear growth of the potential is allowed. - See more at: http://www.ams.org/journals/tran/2015-367-06/S0002-9947-2015-06012-7/#sthash.ChjyK6rc.dpuf

  19. Hypocoercivity for linear kinetic equations conserving mass

    KAUST Repository

    Dolbeault, Jean

    2015-02-03

    We develop a new method for proving hypocoercivity for a large class of linear kinetic equations with only one conservation law. Local mass conservation is assumed at the level of the collision kernel, while transport involves a confining potential, so that the solution relaxes towards a unique equilibrium state. Our goal is to evaluate in an appropriately weighted $ L^2$ norm the exponential rate of convergence to the equilibrium. The method covers various models, ranging from diffusive kinetic equations like Vlasov-Fokker-Planck equations, to scattering models or models with time relaxation collision kernels corresponding to polytropic Gibbs equilibria, including the case of the linear Boltzmann model. In this last case and in the case of Vlasov-Fokker-Planck equations, any linear or superlinear growth of the potential is allowed. - See more at: http://www.ams.org/journals/tran/2015-367-06/S0002-9947-2015-06012-7/#sthash.ChjyK6rc.dpuf

  20. 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.

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

    OpenAIRE

    Nakamura, Gen; Vashisth, Manmohan

    2017-01-01

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

  2. A Langevin model for fluctuating contact angle behaviour parametrised using molecular dynamics.

    Science.gov (United States)

    Smith, E R; Müller, E A; Craster, R V; Matar, O K

    2016-12-06

    Molecular dynamics simulations are employed to develop a theoretical model to predict the fluid-solid contact angle as a function of wall-sliding speed incorporating thermal fluctuations. A liquid bridge between counter-sliding walls is studied, with liquid-vapour interface-tracking, to explore the impact of wall-sliding speed on contact angle. The behaviour of the macroscopic contact angle varies linearly over a range of capillary numbers beyond which the liquid bridge pinches off, a behaviour supported by experimental results. Nonetheless, the liquid bridge provides an ideal test case to study molecular scale thermal fluctuations, which are shown to be well described by Gaussian distributions. A Langevin model for contact angle is parametrised to incorporate the mean, fluctuation and auto-correlations over a range of sliding speeds and temperatures. The resulting equations can be used as a proxy for the fully-detailed molecular dynamics simulation allowing them to be integrated within a continuum-scale solver.

  3. 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.

  4. Transport-level description of the 252Cf-source method using the Langevin technique

    International Nuclear Information System (INIS)

    Stolle, A.M.; Akcasu, A.Z.

    1991-01-01

    The fluctuations in the neutron number density and detector outputs in a nuclear reactor can be analyzed conveniently by using the Langevin equation approach. This approach can be implemented at any level of approximation to describe the time evolution of the neutron population, from the most complete transport-level description to the very basic point reactor analysis of neutron number density fluctuations. In this summary, the complete space- and velocity-dependent transport-level formulation of the Langevin equation approach is applied to the analysis of the 252 Cf-source-driven noise analysis (CSDNA) method, an experimental technique developed by J.T. Mihalczo at Oak Ridge National Laboratory, which makes use of noise analysis to determine the reactivity of subcritical media. From this analysis, a theoretical expression for the subcritical multiplication factor is obtained that can then be used to interpret the experimental data. Results at the transport level are in complete agreement with an independent derivation performed by Sutton and Doub, who used the probability density method to interpret the CSDNA experiment, but differed from other expressions that have appeared in the literature

  5. Infinite sets of conservation laws for linear and non-linear field equations

    International Nuclear Information System (INIS)

    Niederle, J.

    1984-01-01

    The work was motivated by a desire to understand group theoretically the existence of an infinite set of conservation laws for non-interacting fields and to carry over these conservation laws to the case of interacting fields. The relation between an infinite set of conservation laws of a linear field equation and the enveloping algebra of its space-time symmetry group was established. It is shown that in the case of the Korteweg-de Vries (KdV) equation to each symmetry of the corresponding linear equation delta sub(o)uxxx=u sub() determined by an element of the enveloping algebra of the space translation algebra, there corresponds a symmetry of the full KdV equation

  6. Invariant imbedding equations for linear scattering problems

    International Nuclear Information System (INIS)

    Apresyan, L.

    1988-01-01

    A general form of the invariant imbedding equations is investigated for the linear problem of scattering by a bounded scattering volume. The conditions for the derivability of such equations are described. It is noted that the possibility of the explicit representation of these equations for a sphere and for a layer involves the separation of variables in the unperturbed wave equation

  7. Linear Einstein equations and Kerr-Schild maps

    International Nuclear Information System (INIS)

    Gergely, Laszlo A

    2002-01-01

    We prove that given a solution of the Einstein equations g ab for the matter field T ab , an autoparallel null vector field l a and a solution (l a l c , T ac ) of the linearized Einstein equation on the given background, the Kerr-Schild metric g ac + λl a l c (λ arbitrary constant) is an exact solution of the Einstein equation for the energy-momentum tensor T ac + λT ac + λ 2 l (a T c)b l b . The mixed form of the Einstein equation for Kerr-Schild metrics with autoparallel null congruence is also linear. Some more technical conditions hold when the null congruence is not autoparallel. These results generalize previous theorems for vacuum due to Xanthopoulos and for flat seed spacetime due to Guerses and Guersey

  8. Analytical exact solution of the non-linear Schroedinger equation

    International Nuclear Information System (INIS)

    Martins, Alisson Xavier; Rocha Filho, Tarcisio Marciano da

    2011-01-01

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

  9. Nonlinear Dynamic Modeling of Langevin-Type Piezoelectric Transducers

    Directory of Open Access Journals (Sweden)

    Nicolás Peréz Alvarez

    2015-11-01

    Full Text Available Langevin transducers are employed in several applications, such as power ultrasound systems, naval hydrophones, and high-displacement actuators. Nonlinear effects can influence their performance, especially at high vibration amplitude levels. These nonlinear effects produce variations in the resonant frequency, harmonics of the excitation frequency, in addition to loss of symmetry in the frequency response and “frequency domain hysteresis”. In this context, this paper presents a simplified nonlinear dynamic model of power ultrasound transducers requiring only two parameters for simulating the most relevant nonlinear effects. One parameter reproduces the changes in the resonance frequency and the other introduces the dependence of the frequency response on the history of the system. The piezoelectric constitutive equations are extended by a linear dependence of the elastic constant on the mechanical displacement amplitude. For introducing the frequency hysteresis, the elastic constant is computed by combining the current value of the mechanical amplitude with the previous state amplitude. The model developed in this work is applied for predicting the dynamic responses of a 26 kHz ultrasonic transducer. The comparison of theoretical and experimental responses, obtained at several input voltages around the tuned frequency, shows a good agreement, indicating that the model can accurately describe the transducer nonlinear behavior.

  10. Non-linear wave equations:Mathematical techniques

    International Nuclear Information System (INIS)

    1978-01-01

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

  11. Sensitivity theory for general non-linear algebraic equations with constraints

    International Nuclear Information System (INIS)

    Oblow, E.M.

    1977-04-01

    Sensitivity theory has been developed to a high state of sophistication for applications involving solutions of the linear Boltzmann equation or approximations to it. The success of this theory in the field of radiation transport has prompted study of possible extensions of the method to more general systems of non-linear equations. Initial work in the U.S. and in Europe on the reactor fuel cycle shows that the sensitivity methodology works equally well for those non-linear problems studied to date. The general non-linear theory for algebraic equations is summarized and applied to a class of problems whose solutions are characterized by constrained extrema. Such equations form the basis of much work on energy systems modelling and the econometrics of power production and distribution. It is valuable to have a sensitivity theory available for these problem areas since it is difficult to repeatedly solve complex non-linear equations to find out the effects of alternative input assumptions or the uncertainties associated with predictions of system behavior. The sensitivity theory for a linear system of algebraic equations with constraints which can be solved using linear programming techniques is discussed. The role of the constraints in simplifying the problem so that sensitivity methodology can be applied is highlighted. The general non-linear method is summarized and applied to a non-linear programming problem in particular. Conclusions are drawn in about the applicability of the method for practical problems

  12. Dynamical symmetries of semi-linear Schrodinger and diffusion equations

    International Nuclear Information System (INIS)

    Stoimenov, Stoimen; Henkel, Malte

    2005-01-01

    Conditional and Lie symmetries of semi-linear 1D Schrodinger and diffusion equations are studied if the mass (or the diffusion constant) is considered as an additional variable. In this way, dynamical symmetries of semi-linear Schrodinger equations become related to the parabolic and almost-parabolic subalgebras of a three-dimensional conformal Lie algebra (conf 3 ) C . We consider non-hermitian representations and also include a dimensionful coupling constant of the non-linearity. The corresponding representations of the parabolic and almost-parabolic subalgebras of (conf 3 ) C are classified and the complete list of conditionally invariant semi-linear Schrodinger equations is obtained. Possible applications to the dynamical scaling behaviour of phase-ordering kinetics are discussed

  13. Half-trek criterion for generic identifiability of linear structural equation models

    NARCIS (Netherlands)

    Foygel, R.; Draisma, J.; Drton, M.

    2012-01-01

    A linear structural equation model relates random variables of interest and corresponding Gaussian noise terms via a linear equation system. Each such model can be represented by a mixed graph in which directed edges encode the linear equations, and bidirected edges indicate possible correlations

  14. Half-trek criterion for generic identifiability of linear structural equation models

    NARCIS (Netherlands)

    Foygel, R.; Draisma, J.; Drton, M.

    2011-01-01

    A linear structural equation model relates random variables of interest and corresponding Gaussian noise terms via a linear equation system. Each such model can be represented by a mixed graph in which directed edges encode the linear equations, and bidirected edges indicate possible correlations

  15. 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...

  16. 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.

  17. Geometric Insight into Scalar Combination of Linear Equations

    Indian Academy of Sciences (India)

    ... Journals; Resonance – Journal of Science Education; Volume 14; Issue 11. Geometric Insight into Scalar Combination of Linear Equations. Ranjit Konkar. Classroom Volume 14 Issue 11 November 2009 pp 1092-1097 ... Keywords. Linear algebra; linear dependence; linear combination; family of lines; family of planes.

  18. From hard thermal loops to Langevin dynamics

    International Nuclear Information System (INIS)

    Boedeker, Dietrich

    1999-01-01

    In hot non-Abelian gauge theories, processes characterized by the momentum scale g 2 T (such as electroweak baryon number violation in the very early universe) are non-perturbative. An effective theory for the soft (vertical bar p vertical bar ∼ g 2 T) field modes is obtained by integrating out momenta larger than than g 2 T. Starting from the hard thermal loop effective theory, which is the result of integrating out the scale T, it is shown how to integrate out the scale gT in an expansion in the gauge coupling g. At leading order in g, one obtains Vlasov-Boltzmann equations for the soft field modes, which contain a Gaussian noise and a collision term. The 2-point function of the noise and the collision term are explicitly calculated in a leading logarithmic approximation. In this approximation the Boltzmann equation is solved. The resulting effective theory for the soft field modes is described by a Langevin equation. It determines the parametric form of the hot baryon number violation rate as Γ = κg 10 log(1/g)gT 4 , and it allows for a calculation for κ on the lattice

  19. A strongly coupled open system with a non-linear bath: fluctuation-dissipation and Langevin dynamics

    Science.gov (United States)

    Bhadra, Chitrak

    2018-03-01

    The study of Langevin dynamics and fluctuation-dissipation relation (FDR) for a generic probe system (represented by a mass M ), bilinearly coupled to a bath of harmonic oscillators, has been a standard paradigm for the microscopic theory of stochastic processes for several decades. The question that we probe in this paper is, how robust the structure of the classical FDR is, when one replaces the harmonic bath by an anharmonic one in the limit of strong system-bath coupling? Such a picture carries the signature of the probe system in the zeroth order through a nonlocal time kernel. We observe that the two-time noise correlations hold a rich structure from which the usual FDR emerges only in the leading order of perturbation. Beyond this order, multiple time scales and nontrivial dependence on the temperature starts to manifest. These new aspects conspire to break the time-translational invariance of the noise-correlations. Several other interesting features show up and we discuss them methodically through rigorous calculations order-by-order in perturbation. This formalistic derivation along with a specific example of non-linearity can be easily applied to a huge range of processes and statistical observables that fall under the purview of a system-reservoir theory.

  20. What happens to linear properties as we move from the Klein-Gordon equation to the sine-Gordon equation

    International Nuclear Information System (INIS)

    Kovalyov, Mikhail

    2010-01-01

    In this article the sets of solutions of the sine-Gordon equation and its linearization the Klein-Gordon equation are discussed and compared. It is shown that the set of solutions of the sine-Gordon equation possesses a richer structure which partly disappears during linearization. Just like the solutions of the Klein-Gordon equation satisfy the linear superposition principle, the solutions of the sine-Gordon equation satisfy a nonlinear superposition principle.

  1. Emmy Noether and Linear Evolution Equations

    Directory of Open Access Journals (Sweden)

    P. G. L. Leach

    2013-01-01

    Full Text Available Noether’s Theorem relates the Action Integral of a Lagrangian with symmetries which leave it invariant and the first integrals consequent upon the variational principle and the existence of the symmetries. These each have an equivalent in the Schrödinger Equation corresponding to the Lagrangian and by extension to linear evolution equations in general. The implications of these connections are investigated.

  2. Resonant behavior of the generalized Langevin system with tempered Mittag–Leffler memory kernel

    Science.gov (United States)

    Chen, Yao; Wang, Xudong; Deng, Weihua

    2018-05-01

    The generalized Langevin equation describes anomalous dynamics. Noise is not only the origin of uncertainty but also plays a positive role in helping to detect signals with information, termed stochastic resonance (SR). This paper analyzes the anomalous resonant behaviors of the generalized Langevin system with a multiplicative dichotomous noise and an internal tempered Mittag–Leffler noise. For a system with a fluctuating harmonic potential, we obtain the exact expressions of several types of SR such as the first moment, the amplitude and autocorrelation function for the output signal as well as the signal–noise ratio. We analyze the influence of the tempering parameter and memory exponent on the bona fide SR and the general SR. Moreover, it is detected that the critical memory exponent changes regularly with the increase of the tempering parameter. Almost all the theoretical results are validated by numerical simulations.

  3. Simplified Linear Equation Solvers users manual

    Energy Technology Data Exchange (ETDEWEB)

    Gropp, W. [Argonne National Lab., IL (United States); Smith, B. [California Univ., Los Angeles, CA (United States)

    1993-02-01

    The solution of large sparse systems of linear equations is at the heart of many algorithms in scientific computing. The SLES package is a set of easy-to-use yet powerful and extensible routines for solving large sparse linear systems. The design of the package allows new techniques to be used in existing applications without any source code changes in the applications.

  4. 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

  5. Construction of a Roe linearization for the ideal MHD equations

    International Nuclear Information System (INIS)

    Cargo, P.; Gallice, G.; Raviart, P.A.

    1996-01-01

    In [3], Munz has constructed a Roe linearization for the equations of gas dynamics in Lagrangian coordinates. We extend this construction to the case of the ideal magnetohydrodynamics equations again in Lagrangian coordinates. As a consequence we obtain a Roe linearization for the MHD equations in Eulerian coordinates. (author)

  6. Variational linear algebraic equations method

    International Nuclear Information System (INIS)

    Moiseiwitsch, B.L.

    1982-01-01

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

  7. 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.

  8. Non-linear effects in the Boltzmann equation

    International Nuclear Information System (INIS)

    Barrachina, R.O.

    1985-01-01

    The Boltzmann equation is studied by defining an integral transformation of the energy distribution function for an isotropic and homogeneous gas. This transformation may be interpreted as a linear superposition of equilibrium states with variable temperatures. It is shown that the temporal evolution features of the distribution function are determined by the singularities of said transformation. This method is applied to Maxwell and Very Hard Particle interaction models. For the latter, the solution of the Boltzmann equation with the solution of its linearized version is compared, finding out many basic discrepancies and non-linear effects. This gives a hint to propose a new rational approximation method with a clear physical meaning. Applying this technique, the relaxation features of the BKW (Bobylev, Krook anf Wu) mode is analyzed, finding a conclusive counter-example for the Krook and Wu conjecture. The anisotropic Boltzmann equation for Maxwell models is solved as an expansion in terms of the eigenfunctions of the corresponding linearized collision operator, finding interesting transient overpopulation and underpopulation effects at thermal energies as well as a new preferential spreading effect. By analyzing the initial collision, a criterion is established to deduce the general features of the final approach to equilibrium. Finally, it is shown how to improve the convergence of the eigenfunction expansion for high energy underpopulated distribution functions. As an application of this theory, the linear cascade model for sputtering is analyzed, thus finding out that many differences experimentally observed are due to non-linear effects. (M.E.L.) [es

  9. Asymptotic properties for half-linear difference equations

    Czech Academy of Sciences Publication Activity Database

    Cecchi, M.; Došlá, Z.; Marini, M.; Vrkoč, Ivo

    2006-01-01

    Roč. 131, č. 4 (2006), s. 347-363 ISSN 0862-7959 R&D Projects: GA ČR(CZ) GA201/04/0580 Institutional research plan: CEZ:AV0Z10190503 Keywords : half-linear second order difference equation * nonoscillatory solutions * Riccati difference equation Subject RIV: BA - General Mathematics

  10. Dynamic pathways to mediate reactions buried in thermal fluctuations. I. Time-dependent normal form theory for multidimensional Langevin equation.

    Science.gov (United States)

    Kawai, Shinnosuke; Komatsuzaki, Tamiki

    2009-12-14

    We present a novel theory which enables us to explore the mechanism of reaction selectivity and robust functions in complex systems persisting under thermal fluctuation. The theory constructs a nonlinear coordinate transformation so that the equation of motion for the new reaction coordinate is independent of the other nonreactive coordinates in the presence of thermal fluctuation. In this article we suppose that reacting systems subject to thermal noise are described by a multidimensional Langevin equation without a priori assumption for the form of potential. The reaction coordinate is composed not only of all the coordinates and velocities associated with the system (solute) but also of the random force exerted by the environment (solvent) with friction constants. The sign of the reaction coordinate at any instantaneous moment in the region of a saddle determines the fate of the reaction, i.e., whether the reaction will proceed through to the products or go back to the reactants. By assuming the statistical properties of the random force, one can know a priori a well-defined boundary of the reaction which separates the full position-velocity space in the saddle region into mainly reactive and mainly nonreactive regions even under thermal fluctuation. The analytical expression of the reaction coordinate provides the firm foundation on the mechanism of how and why reaction proceeds in thermal fluctuating environments.

  11. Students' errors in solving linear equation word problems: Case ...

    African Journals Online (AJOL)

    The study examined errors students make in solving linear equation word problems with a view to expose the nature of these errors and to make suggestions for classroom teaching. A diagnostic test comprising 10 linear equation word problems, was administered to a sample (n=130) of senior high school first year Home ...

  12. Slave equations for spin models

    International Nuclear Information System (INIS)

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

    1992-01-01

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

  13. New Equating Methods and Their Relationships with Levine Observed Score Linear Equating under the Kernel Equating Framework

    Science.gov (United States)

    Chen, Haiwen; Holland, Paul

    2010-01-01

    In this paper, we develop a new curvilinear equating for the nonequivalent groups with anchor test (NEAT) design under the assumption of the classical test theory model, that we name curvilinear Levine observed score equating. In fact, by applying both the kernel equating framework and the mean preserving linear transformation of…

  14. Hadamard-type fractional differential equations, inclusions and inequalities

    CERN Document Server

    Ahmad, Bashir; Ntouyas, Sotiris K; Tariboon, Jessada

    2017-01-01

    This book focuses on the recent development of fractional differential equations, integro-differential equations, and inclusions and inequalities involving the Hadamard derivative and integral. Through a comprehensive study based in part on their recent research, the authors address the issues related to initial and boundary value problems involving Hadamard type differential equations and inclusions as well as their functional counterparts. The book covers fundamental concepts of multivalued analysis and introduces a new class of mixed initial value problems involving the Hadamard derivative and Riemann-Liouville fractional integrals. In later chapters, the authors discuss nonlinear Langevin equations as well as coupled systems of Langevin equations with fractional integral conditions. Focused and thorough, this book is a useful resource for readers and researchers interested in the area of fractional calculus.

  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. On the Langevin approach to particle transport

    International Nuclear Information System (INIS)

    Bringuier, Eric

    2006-01-01

    In the Langevin description of Brownian motion, the action of the surrounding medium upon the Brownian particle is split up into a systematic friction force of Stokes type and a randomly fluctuating force, alternatively termed noise. That simple description accounts for several basic features of particle transport in a medium, making it attractive to teach at the undergraduate level, but its range of applicability is limited. The limitation is illustrated here by showing that the Langevin description fails to account realistically for the transport of a charged particle in a medium under crossed electric and magnetic fields and the ensuing Hall effect. That particular failure is rooted in the concept of the friction force rather than in the accompanying random force. It is then shown that the framework of kinetic theory offers a better account of the Hall effect. It is concluded that the Langevin description is nothing but an extension of Drude's transport model subsuming diffusion, and so it inherits basic limitations from that model. This paper thus describes the interrelationship of the Langevin approach, the Drude model and kinetic theory, in a specific transport problem of physical interest

  17. Periodic feedback stabilization for linear periodic evolution equations

    CERN Document Server

    Wang, Gengsheng

    2016-01-01

    This book introduces a number of recent advances regarding periodic feedback stabilization for linear and time periodic evolution equations. First, it presents selected connections between linear quadratic optimal control theory and feedback stabilization theory for linear periodic evolution equations. Secondly, it identifies several criteria for the periodic feedback stabilization from the perspective of geometry, algebra and analyses respectively. Next, it describes several ways to design periodic feedback laws. Lastly, the book introduces readers to key methods for designing the control machines. Given its coverage and scope, it offers a helpful guide for graduate students and researchers in the areas of control theory and applied mathematics.

  18. Inelastic X-ray scattering on liquid benzene analyzed using a generalized Langevin equation

    Science.gov (United States)

    Yoshida, Koji; Fukuyama, Nami; Yamaguchi, Toshio; Hosokawa, Shinya; Uchiyama, Hiroshi; Tsutsui, Satoshi; Baron, Alfred Q. R.

    2017-07-01

    The dynamic structure factor, S(Q,ω), of liquid benzene was measured by meV-resolved inelastic X-ray scattering (IXS) and analyzed using a generalized Langevin model with a memory function including fast, μ-relaxation and slow, structural, α-relaxation. The model well reproduced the experimental S(Q,ω) of liquid benzene. The dispersion relation of the collective excitation energy yields the high-frequency sound velocity for liquid benzene as related to the α-relaxation. The ratio of the high-frequency to the adiabatic sound velocity is approximately 1.5, larger to that of carbon tetrachloride and smaller than those of methanol and water, reflecting the nature of intermolecular interactions.

  19. Infinite sets of conservation laws for linear and nonlinear field equations

    International Nuclear Information System (INIS)

    Mickelsson, J.

    1984-01-01

    The relation between an infinite set of conservation laws of a linear field equation and the enveloping algebra of the space-time symmetry group is established. It is shown that each symmetric element of the enveloping algebra of the space-time symmetry group of a linear field equation generates a one-parameter group of symmetries of the field equation. The cases of the Maxwell and Dirac equations are studied in detail. Then it is shown that (at least in the sense of a power series in the 'coupling constant') the conservation laws of the linear case can be deformed to conservation laws of a nonlinear field equation which is obtained from the linear one by adding a nonlinear term invariant under the group of space-time symmetries. As an example, our method is applied to the Korteweg-de Vries equation and to the massless Thirring model. (orig.)

  20. A Comparison between Linear IRT Observed-Score Equating and Levine Observed-Score Equating under the Generalized Kernel Equating Framework

    Science.gov (United States)

    Chen, Haiwen

    2012-01-01

    In this article, linear item response theory (IRT) observed-score equating is compared under a generalized kernel equating framework with Levine observed-score equating for nonequivalent groups with anchor test design. Interestingly, these two equating methods are closely related despite being based on different methodologies. Specifically, when…

  1. Quantization of O(N) non-linear sigma models as the stochastic motion on Ssup(N-1)

    International Nuclear Information System (INIS)

    Aldazabal, G.; Parga, N.

    1983-09-01

    We obtain the Langevin equations for the stochastic quantization of the O(N) non-linear sigma model by studying the random (Gaussian) motion on the sphere Ssup(N-1). We prove the equivalence of this procedure with a different one where the random forces are elements of the O(N) algebra. A proof that our approach yields in the equilibrium regime the quantum field theory is also given. (author)

  2. 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.

  3. Exact non-linear equations for cosmological perturbations

    Energy Technology Data Exchange (ETDEWEB)

    Gong, Jinn-Ouk [Asia Pacific Center for Theoretical Physics, Pohang 37673 (Korea, Republic of); Hwang, Jai-chan [Department of Astronomy and Atmospheric Sciences, Kyungpook National University, Daegu 41566 (Korea, Republic of); Noh, Hyerim [Korea Astronomy and Space Science Institute, Daejeon 34055 (Korea, Republic of); Wu, David Chan Lon; Yoo, Jaiyul, E-mail: jinn-ouk.gong@apctp.org, E-mail: jchan@knu.ac.kr, E-mail: hr@kasi.re.kr, E-mail: clwu@physik.uzh.ch, E-mail: jyoo@physik.uzh.ch [Center for Theoretical Astrophysics and Cosmology, Institute for Computational Science, Universität Zürich, CH-8057 Zürich (Switzerland)

    2017-10-01

    We present a complete set of exact and fully non-linear equations describing all three types of cosmological perturbations—scalar, vector and tensor perturbations. We derive the equations in a thoroughly gauge-ready manner, so that any spatial and temporal gauge conditions can be employed. The equations are completely general without any physical restriction except that we assume a flat homogeneous and isotropic universe as a background. We also comment briefly on the application of our formulation to the non-expanding Minkowski background.

  4. Langevin dynamics of A+A reactions in one dimension

    International Nuclear Information System (INIS)

    Sancho, J M; Romero, A H; Lacasta, A M; Lindenberg, Katja

    2007-01-01

    We propose a set of Langevin equations of motion together with a reaction rule for the study of binary reactions. Our scheme is designed to address this problem for arbitrary friction γ and temperature T. It easily accommodates the inclusion of a substrate potential, and it lends itself to straightforward numerical integration. We test this approach on diffusion-limited (γ → ∞) as well as ballistic (γ = 0) A+A → P reactions for which there are extensive exact and approximate theoretical results as well as extensive Monte Carlo results. We reproduce the known results using our integration scheme, and also present new results for the ballistic reactions

  5. Fractional Stochastic Differential Equations Satisfying Fluctuation-Dissipation Theorem

    Science.gov (United States)

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

    2017-10-01

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

  6. Inverse scattering solution of non-linear evolution equations in one space dimension: an introduction

    International Nuclear Information System (INIS)

    Alvarez-Estrada, R.F.

    1979-01-01

    A comprehensive review of the inverse scattering solution of certain non-linear evolution equations of physical interest in one space dimension is presented. We explain in some detail the interrelated techniques which allow to linearize exactly the following equations: (1) the Korteweg and de Vries equation; (2) the non-linear Schrodinger equation; (3) the modified Korteweg and de Vries equation; (4) the Sine-Gordon equation. We concentrate in discussing the pairs of linear operators which accomplish such an exact linearization and the solution of the associated initial value problem. The application of the method to other non-linear evolution equations is reviewed very briefly

  7. HESS Opinions: Linking Darcy's equation to the linear reservoir

    Science.gov (United States)

    Savenije, Hubert H. G.

    2018-03-01

    In groundwater hydrology, two simple linear equations exist describing the relation between groundwater flow and the gradient driving it: Darcy's equation and the linear reservoir. Both equations are empirical and straightforward, but work at different scales: Darcy's equation at the laboratory scale and the linear reservoir at the watershed scale. Although at first sight they appear similar, it is not trivial to upscale Darcy's equation to the watershed scale without detailed knowledge of the structure or shape of the underlying aquifers. This paper shows that these two equations, combined by the water balance, are indeed identical provided there is equal resistance in space for water entering the subsurface network. This implies that groundwater systems make use of an efficient drainage network, a mostly invisible pattern that has evolved over geological timescales. This drainage network provides equally distributed resistance for water to access the system, connecting the active groundwater body to the stream, much like a leaf is organized to provide all stomata access to moisture at equal resistance. As a result, the timescale of the linear reservoir appears to be inversely proportional to Darcy's conductance, the proportionality being the product of the porosity and the resistance to entering the drainage network. The main question remaining is which physical law lies behind pattern formation in groundwater systems, evolving in a way that resistance to drainage is constant in space. But that is a fundamental question that is equally relevant for understanding the hydraulic properties of leaf veins in plants or of blood veins in animals.

  8. 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.

  9. 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

  10. Linear System of Equations, Matrix Inversion, and Linear Programming Using MS Excel

    Science.gov (United States)

    El-Gebeily, M.; Yushau, B.

    2008-01-01

    In this note, we demonstrate with illustrations two different ways that MS Excel can be used to solve Linear Systems of Equation, Linear Programming Problems, and Matrix Inversion Problems. The advantage of using MS Excel is its availability and transparency (the user is responsible for most of the details of how a problem is solved). Further, we…

  11. Multi-diffusive nonlinear Fokker–Planck equation

    International Nuclear Information System (INIS)

    Ribeiro, Mauricio S; Casas, Gabriela A; Nobre, Fernando D

    2017-01-01

    Nonlinear Fokker–Planck equations, characterized by more than one diffusion term, have appeared recently in literature. Here, it is shown that these equations may be derived either from approximations in a master equation, or from a Langevin-type approach. An H-theorem is proven, relating these Fokker–Planck equations to an entropy composed by a sum of contributions, each of them associated with a given diffusion term. Moreover, the stationary state of the Fokker–Planck equation is shown to coincide with the equilibrium state, obtained by extremization of the entropy, in the sense that both procedures yield precisely the same equation. Due to the nonlinear character of this equation, the equilibrium probability may be obtained, in most cases, only by means of numerical approaches. Some examples are worked out, where the equilibrium probability distribution is computed for nonlinear Fokker–Planck equations presenting two diffusion terms, corresponding to an entropy characterized by a sum of two contributions. It is shown that the resulting equilibrium distribution, in general, presents a form that differs from a sum of the equilibrium distributions that maximizes each entropic contribution separately, although in some cases one may construct such a linear combination as a good approximation for the equilibrium distribution. (paper)

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

    Directory of Open Access Journals (Sweden)

    Mustapha Rachidi

    2008-07-01

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

  13. Equations of motion for a (non-linear) scalar field model as derived from the field equations

    International Nuclear Information System (INIS)

    Kaniel, S.; Itin, Y.

    2006-01-01

    The problem of derivation of the equations of motion from the field equations is considered. Einstein's field equations have a specific analytical form: They are linear in the second order derivatives and quadratic in the first order derivatives of the field variables. We utilize this particular form and propose a novel algorithm for the derivation of the equations of motion from the field equations. It is based on the condition of the balance between the singular terms of the field equation. We apply the algorithm to a non-linear Lorentz invariant scalar field model. We show that it results in the Newton law of attraction between the singularities of the field moved on approximately geodesic curves. The algorithm is applicable to the N-body problem of the Lorentz invariant field equations. (Abstract Copyright [2006], Wiley Periodicals, Inc.)

  14. Large-time asymptotic behaviour of solutions of non-linear Sobolev-type equations

    International Nuclear Information System (INIS)

    Kaikina, Elena I; Naumkin, Pavel I; Shishmarev, Il'ya A

    2009-01-01

    The large-time asymptotic behaviour of solutions of the Cauchy problem is investigated for a non-linear Sobolev-type equation with dissipation. For small initial data the approach taken is based on a detailed analysis of the Green's function of the linear problem and the use of the contraction mapping method. The case of large initial data is also closely considered. In the supercritical case the asymptotic formulae are quasi-linear. The asymptotic behaviour of solutions of a non-linear Sobolev-type equation with a critical non-linearity of the non-convective kind differs by a logarithmic correction term from the behaviour of solutions of the corresponding linear equation. For a critical convective non-linearity, as well as for a subcritical non-convective non-linearity it is proved that the leading term of the asymptotic expression for large times is a self-similar solution. For Sobolev equations with convective non-linearity the asymptotic behaviour of solutions in the subcritical case is the product of a rarefaction wave and a shock wave. Bibliography: 84 titles.

  15. A General Linear Method for Equating with Small Samples

    Science.gov (United States)

    Albano, Anthony D.

    2015-01-01

    Research on equating with small samples has shown that methods with stronger assumptions and fewer statistical estimates can lead to decreased error in the estimated equating function. This article introduces a new approach to linear observed-score equating, one which provides flexible control over how form difficulty is assumed versus estimated…

  16. 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

  17. 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

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

    Energy Technology Data Exchange (ETDEWEB)

    Gear, C. W.; Saad, Y.

    1981-01-01

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

  19. 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.

  20. Invalidity of the spectral Fokker-Planck equation forCauchy noise driven Langevin equation

    DEFF Research Database (Denmark)

    Ditlevsen, Ove Dalager

    2004-01-01

    -called alpha-stable noise (or Levy noise) the Fokker-Planck equation no longer exists as a partial differential equation for the probability density because the property of finite variance is lost. In stead it has been attempted to formulate an equation for the characteristic function (the Fourier transform...

  1. Dissipative behavior of some fully non-linear KdV-type equations

    Science.gov (United States)

    Brenier, Yann; Levy, Doron

    2000-03-01

    The KdV equation can be considered as a special case of the general equation u t+f(u) x-δg(u xx) x=0, δ>0, where f is non-linear and g is linear, namely f( u)= u2/2 and g( v)= v. As the parameter δ tends to 0, the dispersive behavior of the KdV equation has been throughly investigated (see, e.g., [P.G. Drazin, Solitons, London Math. Soc. Lect. Note Ser. 85, Cambridge University Press, Cambridge, 1983; P.D. Lax, C.D. Levermore, The small dispersion limit of the Korteweg-de Vries equation, III, Commun. Pure Appl. Math. 36 (1983) 809-829; G.B. Whitham, Linear and Nonlinear Waves, Wiley/Interscience, New York, 1974] and the references therein). We show through numerical evidence that a completely different, dissipative behavior occurs when g is non-linear, namely when g is an even concave function such as g( v)=-∣ v∣ or g( v)=- v2. In particular, our numerical results hint that as δ→0 the solutions strongly converge to the unique entropy solution of the formal limit equation, in total contrast with the solutions of the KdV equation.

  2. 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

  3. 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 ...

  4. Solvable linear potentials in the Dirac equation

    International Nuclear Information System (INIS)

    Dominguez-Adame, F.; Gonzalez, M.A.

    1990-01-01

    The Dirac equation for some linear potentials leading to Schroedinger-like oscillator equations for the upper and lower components of the Dirac spinor have been solved. Energy levels for the bound states appear in pairs, so that both particles and antiparticles may be bound with the same energy. For weak coupling, the spacing between levels is proportional to the coupling constant while in the strong limit those levels are depressed compared to the nonrelativistic ones

  5. The Fokker-Planck equation for coupled Brown-Néel-rotation.

    Science.gov (United States)

    Weizenecker, Jürgen

    2018-01-22

    Calculating the dynamic properties of magnetization of single-domain particles is of great importance for the tomographic imaging modality known as magnetic particle imaging (MPI). Although the assumption of instantaneous thermodynamic equilibrium (Langevin function) after application of time-dependent magnetic fields is sufficient for understanding the fundamental behavior, it is essential to consider the finite response times of magnetic particles for optimizing or analyzing various aspects, e.g. interpreting spectra, optimizing MPI sequences, developing new contrasts, and evaluating simplified models. The change in magnetization following the application of the fields is caused by two different movements: the geometric rotation of the particle and the rotation of magnetization with respect to the fixed particle axes. These individual rotations can be well described using the Langevin equations or the Fokker-Planck equation. However, because the two rotations generally exhibit interdependence, it is necessary to consider coupling between the two equations. This article shows how a coupled Fokker-Planck equation can be derived on the basis of coupled Langevin equations. Two physically equivalent Fokker-Planck equations are derived and transformed by means of an appropriate series expansion into a system of ordinary differential equations, which can be solved numerically. Finally, this system is also used to specify a system of differential equations for various limiting cases (Néel, Brown, uniaxial symmetry). Generally, the system exhibits a sparsely populated matrix and can therefore be handled well numerically.

  6. The Fokker-Planck equation for coupled Brown-Néel-rotation

    Science.gov (United States)

    Weizenecker, Jürgen

    2018-02-01

    Calculating the dynamic properties of magnetization of single-domain particles is of great importance for the tomographic imaging modality known as magnetic particle imaging (MPI). Although the assumption of instantaneous thermodynamic equilibrium (Langevin function) after application of time-dependent magnetic fields is sufficient for understanding the fundamental behavior, it is essential to consider the finite response times of magnetic particles for optimizing or analyzing various aspects, e.g. interpreting spectra, optimizing MPI sequences, developing new contrasts, and evaluating simplified models. The change in magnetization following the application of the fields is caused by two different movements: the geometric rotation of the particle and the rotation of magnetization with respect to the fixed particle axes. These individual rotations can be well described using the Langevin equations or the Fokker-Planck equation. However, because the two rotations generally exhibit interdependence, it is necessary to consider coupling between the two equations. This article shows how a coupled Fokker-Planck equation can be derived on the basis of coupled Langevin equations. Two physically equivalent Fokker-Planck equations are derived and transformed by means of an appropriate series expansion into a system of ordinary differential equations, which can be solved numerically. Finally, this system is also used to specify a system of differential equations for various limiting cases (Néel, Brown, uniaxial symmetry). Generally, the system exhibits a sparsely populated matrix and can therefore be handled well numerically.

  7. Technological pedagogical content knowledge of junior high school mathematics teachers in teaching linear equation

    Science.gov (United States)

    Wati, S.; Fitriana, L.; Mardiyana

    2018-04-01

    Linear equation is one of the topics in mathematics that are considered difficult. Student difficulties of understanding linear equation can be caused by lack of understanding this concept and the way of teachers teach. TPACK is a way to understand the complex relationships between teaching and content taught through the use of specific teaching approaches and supported by the right technology tools. This study aims to identify TPACK of junior high school mathematics teachers in teaching linear equation. The method used in the study was descriptive. In the first phase, a survey using a questionnaire was carried out on 45 junior high school mathematics teachers in teaching linear equation. While in the second phase, the interview involved three teachers. The analysis of data used were quantitative and qualitative technique. The result PCK revealed teachers emphasized developing procedural and conceptual knowledge through reliance on traditional in teaching linear equation. The result of TPK revealed teachers’ lower capacity to deal with the general information and communications technologies goals across the curriculum in teaching linear equation. The result indicated that PowerPoint constitutes TCK modal technological capability in teaching linear equation. The result of TPACK seems to suggest a low standard in teachers’ technological skills across a variety of mathematics education goals in teaching linear equation. This means that the ability of teachers’ TPACK in teaching linear equation still needs to be improved.

  8. On some perturbation techniques for quasi-linear parabolic equations

    Directory of Open Access Journals (Sweden)

    Igor Malyshev

    1990-01-01

    Full Text Available We study a nonhomogeneous quasi-linear parabolic equation and introduce a method that allows us to find the solution of a nonlinear boundary value problem in “explicit” form. This task is accomplished by perturbing the original equation with a source function, which is then found as a solution of some nonlinear operator equation.

  9. Linearized gyro-kinetic equation

    International Nuclear Information System (INIS)

    Catto, P.J.; Tsang, K.T.

    1976-01-01

    An ordering of the linearized Fokker-Planck equation is performed in which gyroradius corrections are retained to lowest order and the radial dependence appropriate for sheared magnetic fields is treated without resorting to a WKB technique. This description is shown to be necessary to obtain the proper radial dependence when the product of the poloidal wavenumber and the gyroradius is large (k rho much greater than 1). A like particle collision operator valid for arbitrary k rho also has been derived. In addition, neoclassical, drift, finite β (plasma pressure/magnetic pressure), and unperturbed toroidal electric field modifications are treated

  10. Finite-Temperature Non-equilibrium Quasicontinuum Method based on Langevin Dynamics

    Energy Technology Data Exchange (ETDEWEB)

    Marian, J; Venturini, G; Hansen, B; Knap, J; Ortiz, M; Campbell, G

    2009-05-08

    The concurrent bridging of molecular dynamics and continuum thermodynamics presents a number of challenges, mostly associated with energy transmission and changes in the constitutive description of a material across domain boundaries. In this paper, we propose a framework for simulating coarse dynamic systems in the canonical ensemble using the Quasicontinuum method (QC). The equations of motion are expressed in reduced QC coordinates and are strictly derived from dissipative Lagrangian mechanics. The derivation naturally leads to a classical Langevin implementation where the timescale is governed by vibrations emanating from the finest length scale occurring in the computational cell. The equations of motion are integrated explicitly via Newmark's ({beta} = 0; {gamma} = 1/2) method, leading to a robust numerical behavior and energy conservation. In its current form, the method only allows for wave propagations supported by the less compliant of the two meshes across a heterogeneous boundary, which requires the use of overdamped dynamics to avoid spurious heating due to reflected vibrations. We have applied the method to two independent crystallographic systems characterized by different interatomic potentials (Al and Ta) and have measured thermal expansion in order to quantify the vibrational entropy loss due to homogenization. We rationalize the results in terms of system size, mesh coarseness, and nodal cluster diameter within the framework of the quasiharmonic approximation. For Al, we find that the entropy loss introduced by mesh coarsening varies linearly with the element size, and that volumetric effects are not critical in driving the anharmonic behavior of the simulated systems. In Ta, the anomalies of the interatomic potential employed result in negative and zero thermal expansion at low and high temperatures, respectively.

  11. Expectation-maximization of the potential of mean force and diffusion coefficient in Langevin dynamics from single molecule FRET data photon by photon.

    Science.gov (United States)

    Haas, Kevin R; Yang, Haw; Chu, Jhih-Wei

    2013-12-12

    The dynamics of a protein along a well-defined coordinate can be formally projected onto the form of an overdamped Lagevin equation. Here, we present a comprehensive statistical-learning framework for simultaneously quantifying the deterministic force (the potential of mean force, PMF) and the stochastic force (characterized by the diffusion coefficient, D) from single-molecule Förster-type resonance energy transfer (smFRET) experiments. The likelihood functional of the Langevin parameters, PMF and D, is expressed by a path integral of the latent smFRET distance that follows Langevin dynamics and realized by the donor and the acceptor photon emissions. The solution is made possible by an eigen decomposition of the time-symmetrized form of the corresponding Fokker-Planck equation coupled with photon statistics. To extract the Langevin parameters from photon arrival time data, we advance the expectation-maximization algorithm in statistical learning, originally developed for and mostly used in discrete-state systems, to a general form in the continuous space that allows for a variational calculus on the continuous PMF function. We also introduce the regularization of the solution space in this Bayesian inference based on a maximum trajectory-entropy principle. We use a highly nontrivial example with realistically simulated smFRET data to illustrate the application of this new method.

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

    Science.gov (United States)

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

    2013-06-07

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

  13. 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.

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

    International Nuclear Information System (INIS)

    Homann, C.; Dorr, B.

    1993-05-01

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

  15. 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.

  16. Local energy decay for linear wave equations with variable coefficients

    Science.gov (United States)

    Ikehata, Ryo

    2005-06-01

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

  17. 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…

  18. Linear orbit parameters for the exact equations of motion

    International Nuclear Information System (INIS)

    Parzen, G.

    1995-01-01

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

  19. 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.

  20. Exactly solvable nonequilibrium Langevin relaxation of a trapped nanoparticle

    International Nuclear Information System (INIS)

    Salazar, Domingos S P; Lira, Sérgio A

    2016-01-01

    In this work, we study the nonequilibrium statistical properties of the relaxation dynamics of a nanoparticle trapped in a harmonic potential. We report an exact time-dependent analytical solution to the Langevin dynamics that arises from the stochastic differential equation of our system’s energy in the underdamped regime. By utilizing this stochastic thermodynamics approach, we are able to completely describe the heat exchange process between the nanoparticle and the surrounding environment. As an important consequence of our results, we observe the validity of the heat exchange fluctuation theorem in our setup, which holds for systems arbitrarily far from equilibrium conditions. By extending our results for the case of N noninterating nanoparticles, we perform analytical asymptotic limits and direct numerical simulations that corroborate our analytical predictions. (paper)

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

    Science.gov (United States)

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

    2018-03-01

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

  2. An implicit spectral formula for generalized linear Schroedinger equations

    International Nuclear Information System (INIS)

    Schulze-Halberg, A.; Garcia-Ravelo, J.; Pena Gil, Jose Juan

    2009-01-01

    We generalize the semiclassical Bohr–Sommerfeld quantization rule to an exact, implicit spectral formula for linear, generalized Schroedinger equations admitting a discrete spectrum. Special cases include the position-dependent mass Schroedinger equation or the Schroedinger equation for weighted energy. Requiring knowledge of the potential and the solution associated with the lowest spectral value, our formula predicts the complete spectrum in its exact form. (author)

  3. Linear Equating for the NEAT Design: Parameter Substitution Models and Chained Linear Relationship Models

    Science.gov (United States)

    Kane, Michael T.; Mroch, Andrew A.; Suh, Youngsuk; Ripkey, Douglas R.

    2009-01-01

    This paper analyzes five linear equating models for the "nonequivalent groups with anchor test" (NEAT) design with internal anchors (i.e., the anchor test is part of the full test). The analysis employs a two-dimensional framework. The first dimension contrasts two general approaches to developing the equating relationship. Under a "parameter…

  4. An Evaluation of Five Linear Equating Methods for the NEAT Design

    Science.gov (United States)

    Mroch, Andrew A.; Suh, Youngsuk; Kane, Michael T.; Ripkey, Douglas R.

    2009-01-01

    This study uses the results of two previous papers (Kane, Mroch, Suh, & Ripkey, this issue; Suh, Mroch, Kane, & Ripkey, this issue) and the literature on linear equating to evaluate five linear equating methods along several dimensions, including the plausibility of their assumptions and their levels of bias and root mean squared difference…

  5. Dynamical simulation of a linear sigma model near the critical point

    Energy Technology Data Exchange (ETDEWEB)

    Wesp, Christian; Meistrenko, Alex; Greiner, Carsten [Institut fuer Theoretische Physik, Goethe-Universitaet Frankfurt, Max-von-Laue-Strasse 1, D-60438 Frankfurt (Germany); Hees, Hendrik van [Frankfurt Institute for Advanced Studies, Ruth-Moufang-Strasse 1, D-60438 Frankfurt (Germany)

    2014-07-01

    The intention of this study is the search for signatures of the chiral phase transition. To investigate the impact of fluctuations, e.g. of the baryon number, on the transition or a critical point, the linear sigma model is treated in a dynamical 3+1D numerical simulation. Chiral fields are approximated as classical fields, quarks are described by quasi particles in a Vlasov equation. Additional dynamic is implemented by quark-quark and quark-sigma-field interaction. For a consistent description of field-particle interactions, a new Monte-Carlo-Langevin-like formalism has been developed and is discussed.

  6. SUPPORTING STUDENTS’ UNDERSTANDING OF LINEAR EQUATIONS WITH ONE VARIABLE USING ALGEBRA TILES

    Directory of Open Access Journals (Sweden)

    Sari Saraswati

    2016-01-01

    Full Text Available This research aimed to describe how algebra tiles can support students’ understanding of linear equations with one variable. This article is a part of a larger research on learning design of linear equations with one variable using algebra tiles combined with balancing method. Therefore, it will merely discuss one activity focused on how students use the algebra tiles to find a method to solve linear equations with one variable. Design research was used as an approach in this study. It consists of three phases, namely preliminary design, teaching experiment and retrospective analysis. Video registrations, students’ written works, pre-test, post-test, field notes, and interview are technic to collect data. The data were analyzed by comparing the hypothetical learning trajectory (HLT and the actual learning process. The result shows that algebra tiles could supports students’ understanding to find the formal solution of linear equation with one variable.Keywords: linear equation with one variable, algebra tiles, design research, balancing method, HLT DOI: http://dx.doi.org/10.22342/jme.7.1.2814.19-30

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

    Indian Academy of Sciences (India)

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

  8. Growth of meromorphic solutions of higher-order linear differential equations

    Directory of Open Access Journals (Sweden)

    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.

  9. Microscopic model for the non-linear fluctuating hydrodynamic of 4 He superfluid helium deduced by maximum entropy method

    International Nuclear Information System (INIS)

    Alvarez R, J.T.

    1998-01-01

    elements that lead to the local transport coefficients for the superfluid helium, by means of a generalization of the Green-Kubo fluctuation-dissipation relation, in analogy with the results present in the Appendix A, obtained with a local equilibrium statistical operator ρhut l -tilde. Specified the Lagrange multipliers, the currents and the local transport coefficients, a non-linear local FP equation is determined for the superfluid helium in the Fourier space. Starting with such FP equation their associated non-linear equations of the Langevin type are built, where the random forces that appear are of multiplicative type. Forces that are expressed as the product of Gaussian random variables and local variablesin such way that the variances of the random variables are independent of the local variables. Finally, applying the Fourier inverse transformed to the non-linear equations of the Langevin type in the space of Fourier, the equations of the non-linear fluctuating hydrodynamic are built for the superfluid helium in the configuration space. Lastly, in the chapter 4, it is presented a discussion of the results and the conclusions of this thesis. (Author)

  10. SUPPORTING STUDENTS’ UNDERSTANDING OF LINEAR EQUATIONS WITH ONE VARIABLE USING ALGEBRA TILES

    Directory of Open Access Journals (Sweden)

    Sari Saraswati

    2016-01-01

    Full Text Available This research aimed to describe how algebra tiles can support students’ understanding of linear equations with one variable. This article is a part of a larger research on learning design of linear equations with one variable using algebra tiles combined with balancing method. Therefore, it will merely discuss one activity focused on how students use the algebra tiles to find a method to solve linear equations with one variable. Design research was used as an approach in this study. It consists of three phases, namely preliminary design, teaching experiment and retrospective analysis. Video registrations, students’ written works, pre-test, post-test, field notes, and interview are technic to collect data. The data were analyzed by comparing the hypothetical learning trajectory (HLT and the actual learning process. The result shows that algebra tiles could supports students’ understanding to find the formal solution of linear equation with one variable.

  11. Self-consistent field theory based molecular dynamics with linear system-size scaling

    Energy Technology Data Exchange (ETDEWEB)

    Richters, Dorothee [Institute of Mathematics and Center for Computational Sciences, Johannes Gutenberg University Mainz, Staudinger Weg 9, D-55128 Mainz (Germany); Kühne, Thomas D., E-mail: kuehne@uni-mainz.de [Institute of Physical Chemistry and Center for Computational Sciences, Johannes Gutenberg University Mainz, Staudinger Weg 7, D-55128 Mainz (Germany); Technical and Macromolecular Chemistry, University of Paderborn, Warburger Str. 100, D-33098 Paderborn (Germany)

    2014-04-07

    We present an improved field-theoretic approach to the grand-canonical potential suitable for linear scaling molecular dynamics simulations using forces from self-consistent electronic structure calculations. It is based on an exact decomposition of the grand canonical potential for independent fermions and does neither rely on the ability to localize the orbitals nor that the Hamilton operator is well-conditioned. Hence, this scheme enables highly accurate all-electron linear scaling calculations even for metallic systems. The inherent energy drift of Born-Oppenheimer molecular dynamics simulations, arising from an incomplete convergence of the self-consistent field cycle, is circumvented by means of a properly modified Langevin equation. The predictive power of the present approach is illustrated using the example of liquid methane under extreme conditions.

  12. New non-linear modified massless Klein-Gordon equation

    Energy Technology Data Exchange (ETDEWEB)

    Asenjo, Felipe A. [Universidad Adolfo Ibanez, UAI Physics Center, Santiago (Chile); Universidad Adolfo Ibanez, Facultad de Ingenieria y Ciencias, Santiago (Chile); Hojman, Sergio A. [Universidad Adolfo Ibanez, UAI Physics Center, Santiago (Chile); Universidad Adolfo Ibanez, Departamento de Ciencias, Facultad de Artes Liberales, Santiago (Chile); Universidad de Chile, Departamento de Fisica, Facultad de Ciencias, Santiago (Chile); Centro de Recursos Educativos Avanzados, CREA, Santiago (Chile)

    2017-11-15

    The massless Klein-Gordon equation on arbitrary curved backgrounds allows for solutions which develop ''tails'' inside the light cone and, therefore, do not strictly follow null geodesics as discovered by DeWitt and Brehme almost 60 years ago. A modification of the massless Klein-Gordon equation is presented, which always exhibits null geodesic propagation of waves on arbitrary curved spacetimes. This new equation is derived from a Lagrangian which exhibits current-current interaction. Its non-linearity is due to a self-coupling term which is related to the quantum mechanical Bohm potential. (orig.)

  13. A discrete homotopy perturbation method for non-linear Schrodinger equation

    Directory of Open Access Journals (Sweden)

    H. A. Wahab

    2015-12-01

    Full Text Available A general analysis is made by homotopy perturbation method while taking the advantages of the initial guess, appearance of the embedding parameter, different choices of the linear operator to the approximated solution to the non-linear Schrodinger equation. We are not dependent upon the Adomian polynomials and find the linear forms of the components without these calculations. The discretised forms of the nonlinear Schrodinger equation allow us whether to apply any numerical technique on the discritisation forms or proceed for perturbation solution of the problem. The discretised forms obtained by constructed homotopy provide the linear parts of the components of the solution series and hence a new discretised form is obtained. The general discretised form for the NLSE allows us to choose any initial guess and the solution in the closed form.

  14. On index-2 linear implicit difference equations

    NARCIS (Netherlands)

    Nguyen Huu Du, [No Value; Le Cong Loi, [No Value; Trinh Khanh Duy, [No Value; Vu Tien Viet, [No Value

    2011-01-01

    This paper deals with an index-2 notion for linear implicit difference equations (LIDEs) and with the solvability of initial value problems (IVPs) for index-2 LIDEs. Besides, the cocycle property as well as the multiplicative ergodic theorem of Oseledets type are also proved. (C) 2010 Elsevier Inc.

  15. 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

  16. Visual construction of characteristic equations of linear electric circuits

    Directory of Open Access Journals (Sweden)

    V.V. Kostyukov

    2013-12-01

    Full Text Available A visual identification method with application of partial circuits is developed for characteristic equation coefficients of transients in linear electric circuits. The method is based on interrelationship between the roots of algebraic polynomial and its coefficients. The method is illustrated with an example of a third-order linear electric circuit.

  17. Numerical method for solving linear Fredholm fuzzy integral equations of the second kind

    Energy Technology Data Exchange (ETDEWEB)

    Abbasbandy, S. [Department of Mathematics, Imam Khomeini International University, P.O. Box 288, Ghazvin 34194 (Iran, Islamic Republic of)]. E-mail: saeid@abbasbandy.com; Babolian, E. [Faculty of Mathematical Sciences and Computer Engineering, Teacher Training University, Tehran 15618 (Iran, Islamic Republic of); Alavi, M. [Department of Mathematics, Arak Branch, Islamic Azad University, Arak 38135 (Iran, Islamic Republic of)

    2007-01-15

    In this paper we use parametric form of fuzzy number and convert a linear fuzzy Fredholm integral equation to two linear system of integral equation of the second kind in crisp case. We can use one of the numerical method such as Nystrom and find the approximation solution of the system and hence obtain an approximation for fuzzy solution of the linear fuzzy Fredholm integral equations of the second kind. The proposed method is illustrated by solving some numerical examples.

  18. Nonoscillation of half-linear dynamic equations

    Czech Academy of Sciences Publication Activity Database

    Matucci, S.; Řehák, Pavel

    2010-01-01

    Roč. 60, č. 5 (2010), s. 1421-1429 ISSN 0898-1221 R&D Projects: GA AV ČR KJB100190701 Grant - others:GA ČR(CZ) GA201/07/0145 Institutional research plan: CEZ:AV0Z10190503 Keywords : half-linear dynamic equation * time scale * (non)oscillation * Riccati technique Subject RIV: BA - General Mathematics Impact factor: 1.472, year: 2010 http://www.sciencedirect.com/science/article/pii/S0898122110004384

  19. 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

  20. A fast iterative scheme for the linearized Boltzmann equation

    Science.gov (United States)

    Wu, Lei; Zhang, Jun; Liu, Haihu; Zhang, Yonghao; Reese, Jason M.

    2017-06-01

    Iterative schemes to find steady-state solutions to the Boltzmann equation are efficient for highly rarefied gas flows, but can be very slow to converge in the near-continuum flow regime. In this paper, a synthetic iterative scheme is developed to speed up the solution of the linearized Boltzmann equation by penalizing the collision operator L into the form L = (L + Nδh) - Nδh, where δ is the gas rarefaction parameter, h is the velocity distribution function, and N is a tuning parameter controlling the convergence rate. The velocity distribution function is first solved by the conventional iterative scheme, then it is corrected such that the macroscopic flow velocity is governed by a diffusion-type equation that is asymptotic-preserving into the Navier-Stokes limit. The efficiency of this new scheme is assessed by calculating the eigenvalue of the iteration, as well as solving for Poiseuille and thermal transpiration flows. We find that the fastest convergence of our synthetic scheme for the linearized Boltzmann equation is achieved when Nδ is close to the average collision frequency. The synthetic iterative scheme is significantly faster than the conventional iterative scheme in both the transition and the near-continuum gas flow regimes. Moreover, due to its asymptotic-preserving properties, the synthetic iterative scheme does not need high spatial resolution in the near-continuum flow regime, which makes it even faster than the conventional iterative scheme. Using this synthetic scheme, with the fast spectral approximation of the linearized Boltzmann collision operator, Poiseuille and thermal transpiration flows between two parallel plates, through channels of circular/rectangular cross sections and various porous media are calculated over the whole range of gas rarefaction. Finally, the flow of a Ne-Ar gas mixture is solved based on the linearized Boltzmann equation with the Lennard-Jones intermolecular potential for the first time, and the difference

  1. Asymptotic solutions and spectral theory of linear wave equations

    International Nuclear Information System (INIS)

    Adam, J.A.

    1982-01-01

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

  2. Appearance of eigen modes for the linearized Vlasov-Poisson equation

    International Nuclear Information System (INIS)

    Degond, P.

    1983-01-01

    In order to determine the asymptotic behaviour, when the time goes to infinity, of the solution of the linearized Vlasov-Poisson equation, we use eigen modes, associated to continuous linear functionals on a Banach space of analytic functions [fr

  3. 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.

  4. Fractional Langevin Equation Model for Characterization of Anomalous Brownian Motion from NMR Signals

    Science.gov (United States)

    Lisý, Vladimír; Tóthová, Jana

    2018-02-01

    Nuclear magnetic resonance is often used to study random motion of spins in different systems. In the long-time limit the current mathematical description of the experiments allows proper interpretation of measurements of normal and anomalous diffusion. The shorter-time dynamics is however correctly considered only in a few works that do not go beyond the standard Langevin theory of the Brownian motion (BM). In the present work, the attenuation function S (t) for an ensemble of spins in a magnetic-field gradient, expressed in a form applicable for any kind of stationary stochastic dynamics of spins with or without a memory, is calculated in the frame of the model of fractional BM. The solution of the model for particles trapped in a harmonic potential is obtained in a simple way and used for the calculation of S (t). In the limit of free particles coupled to a fractal heat bath, the results compare favorably with experiments acquired in human neuronal tissues.

  5. 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

  6. Spectrum of the linearized operator for the Ginzburg-Landau equation

    Directory of Open Access Journals (Sweden)

    Tai-Chia Lin

    2000-06-01

    Full Text Available We study the spectrum of the linearized operator for the Ginzburg-Landau equation about a symmetric vortex solution with degree one. We show that the smallest eigenvalue of the linearized operator has multiplicity two, and then we describe its behavior as a small parameter approaches zero. We also find a positive lower bound for all the other eigenvalues, and find estimates of the first eigenfunction. Then using these results, we give partial results on the dynamics of vortices in the nonlinear heat and Schrodinger equations.

  7. 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.

  8. Quantum osp-invariant non-linear Schroedinger equation

    International Nuclear Information System (INIS)

    Kulish, P.P.

    1985-04-01

    The generalizations of the non-linear Schroedinger equation (NS) associated with the orthosymplectic superalgebras are formulated. The simplest osp(1/2)-NS model is solved by the quantum inverse scattering method on a finite interval under periodic boundary conditions as well as on the wholeline in the case of a finite number of excitations. (author)

  9. Supporting Students' Understanding of Linear Equations with One Variable Using Algebra Tiles

    Science.gov (United States)

    Saraswati, Sari; Putri, Ratu Ilma Indra; Somakim

    2016-01-01

    This research aimed to describe how algebra tiles can support students' understanding of linear equations with one variable. This article is a part of a larger research on learning design of linear equations with one variable using algebra tiles combined with balancing method. Therefore, it will merely discuss one activity focused on how students…

  10. Novel algorithm of large-scale simultaneous linear equations

    International Nuclear Information System (INIS)

    Fujiwara, T; Hoshi, T; Yamamoto, S; Sogabe, T; Zhang, S-L

    2010-01-01

    We review our recently developed methods of solving large-scale simultaneous linear equations and applications to electronic structure calculations both in one-electron theory and many-electron theory. This is the shifted COCG (conjugate orthogonal conjugate gradient) method based on the Krylov subspace, and the most important issue for applications is the shift equation and the seed switching method, which greatly reduce the computational cost. The applications to nano-scale Si crystals and the double orbital extended Hubbard model are presented.

  11. Dark energy cosmology with generalized linear equation of state

    International Nuclear Information System (INIS)

    Babichev, E; Dokuchaev, V; Eroshenko, Yu

    2005-01-01

    Dark energy with the usually used equation of state p = wρ, where w const 0 ), where the constants α and ρ 0 are free parameters. This non-homogeneous linear equation of state provides the description of both hydrodynamically stable (α > 0) and unstable (α < 0) fluids. In particular, the considered cosmological model describes the hydrodynamically stable dark (and phantom) energy. The possible types of cosmological scenarios in this model are determined and classified in terms of attractors and unstable points by using phase trajectories analysis. For the dark energy case, some distinctive types of cosmological scenarios are possible: (i) the universe with the de Sitter attractor at late times, (ii) the bouncing universe, (iii) the universe with the big rip and with the anti-big rip. In the framework of a linear equation of state the universe filled with a phantom energy, w < -1, may have either the de Sitter attractor or the big rip

  12. 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.

  13. 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.

  14. Models for microtubule cargo transport coupling the Langevin equation to stochastic stepping motor dynamics: Caring about fluctuations.

    Science.gov (United States)

    Bouzat, Sebastián

    2016-01-01

    One-dimensional models coupling a Langevin equation for the cargo position to stochastic stepping dynamics for the motors constitute a relevant framework for analyzing multiple-motor microtubule transport. In this work we explore the consistence of these models focusing on the effects of the thermal noise. We study how to define consistent stepping and detachment rates for the motors as functions of the local forces acting on them in such a way that the cargo velocity and run-time match previously specified functions of the external load, which are set on the base of experimental results. We show that due to the influence of the thermal fluctuations this is not a trivial problem, even for the single-motor case. As a solution, we propose a motor stepping dynamics which considers memory on the motor force. This model leads to better results for single-motor transport than the approaches previously considered in the literature. Moreover, it gives a much better prediction for the stall force of the two-motor case, highly compatible with the experimental findings. We also analyze the fast fluctuations of the cargo position and the influence of the viscosity, comparing the proposed model to the standard one, and we show how the differences on the single-motor dynamics propagate to the multiple motor situations. Finally, we find that the one-dimensional character of the models impede an appropriate description of the fast fluctuations of the cargo position at small loads. We show how this problem can be solved by considering two-dimensional models.

  15. Prolongation structure and linear eigenvalue equations for Einstein-Maxwell fields

    International Nuclear Information System (INIS)

    Kramer, D.; Neugebauer, G.

    1981-01-01

    The Einstein-Maxwell equations for stationary axisymmetric exterior fields are shown to be the integrability conditions of a set of linear eigenvalue equations for pseudopotentials. Using the method of Wahlquist and Estabrook (J. Math Phys.; 16:1 (1975)) it is shown that the prolongation structure of the Einstein-Maxwell equations contains the SU(2,1) Lie algebra. A new mapping of known solutions to other solutions has been found. (author)

  16. 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.

  17. Exact solution of some linear matrix equations using algebraic methods

    Science.gov (United States)

    Djaferis, T. E.; Mitter, S. K.

    1977-01-01

    A study is done of solution methods for Linear Matrix Equations including Lyapunov's equation, using methods of modern algebra. The emphasis is on the use of finite algebraic procedures which are easily implemented on a digital computer and which lead to an explicit solution to the problem. The action f sub BA is introduced a Basic Lemma is proven. The equation PA + BP = -C as well as the Lyapunov equation are analyzed. Algorithms are given for the solution of the Lyapunov and comment is given on its arithmetic complexity. The equation P - A'PA = Q is studied and numerical examples are given.

  18. Construction of local and non-local conservation laws for non-linear field equations

    International Nuclear Information System (INIS)

    Vladimirov, V.S.; Volovich, I.V.

    1984-08-01

    A method of constructing conserved currents for non-linear field equations is presented. More explicitly for non-linear equations, which can be derived from compatibility conditions of some linear system with a parameter, a procedure of obtaining explicit expressions for local and non-local currents is developed. Some examples such as the classical Heisenberg spin chain and supersymmetric Yang-Mills theory are considered. (author)

  19. A Hamiltonian structure for the linearized Einstein vacuum field equations

    International Nuclear Information System (INIS)

    Torres del Castillo, G.F.

    1991-01-01

    By considering the Einstein vacuum field equations linearized about the Minkowski metric, the evolution equations for the gauge-invariant quantities characterizing the gravitational field are written in a Hamiltonian form. A Poisson bracket between functionals of the field, compatible with the constraints satisfied by the field variables, is obtained (Author)

  20. Collective spin by linearization of the Schrodinger equation for nuclear collective motion

    International Nuclear Information System (INIS)

    Greiner, M.; Scheid, W.; Herrmann, R.

    1988-01-01

    The free Schrodinger equation for multipole degrees of freedom is linearized so that energy and momentum operators appear only in first order. As an example, the authors demonstrate the linearization procedure for quadrupole degrees of freedom. The wave function solving this equation carries a spin. The authors derive the operator of the collective spin and its eigen values depending on multipolarity

  1. 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.

  2. Solutions of the linearized Bach-Einstein equation in the static spherically symmetric case

    International Nuclear Information System (INIS)

    Schmidt, H.J.

    1985-01-01

    The Bach-Einstein equation linearized around Minkowski space-time is completely solved. The set of solutions depends on three parameters; a two-parameter subset of it becomes asymptotically flat. In that region the gravitational potential is of the type phi = -m/r + epsilon exp (-r/l). Because of the different asymptotic behaviour of both terms, it became necessary to linearize also around the Schwarzschild solution phi = -m/r. The linearized equation resulting in this case is discussed using qualitative methods. The result is that for m = 2l phi = -m/r + epsilon r -2 exp (-r/l) u, where u is some bounded function; m is arbitrary and epsilon again small. Further, the relation between the solution of the linearized and the full equation is discussed. (author)

  3. 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

  4. Langevin dynamics of heavy flavors in relativistic heavy-ion collisions

    CERN Document Server

    Alberico, W M; De Pace, A; Molinari, A; Monteno, M; Nardi, M; Prino, F

    2011-01-01

    We study the stochastic dynamics of c and b quarks, produced in hard initial processes, in the hot medium created after the collision of two relativistic heavy ions. This is done through the numerical solution of the relativistic Langevin equation. The latter requires the knowledge of the friction and diffusion coefficients, whose microscopic evaluation is performed treating separately the contribution of soft and hard collisions. The evolution of the background medium is described by ideal/viscous hydrodynamics. Below the critical temperature the heavy quarks are converted into hadrons, whose semileptonic decays provide single-electron spectra to be compared with the current experimental data measured at RHIC. We focus on the nuclear modification factor R_AA and on the elliptic-flow coefficient v_2, getting, for sufficiently large p_T, a reasonable agreement.

  5. 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.

  6. The non-linear coupled spin 2-spin 3 Cotton equation in three dimensions

    Energy Technology Data Exchange (ETDEWEB)

    Linander, Hampus; Nilsson, Bengt E.W. [Department of Physics, Theoretical PhysicsChalmers University of Technology, S-412 96 Göteborg (Sweden)

    2016-07-05

    In the context of three-dimensional conformal higher spin theory we derive, in the frame field formulation, the full non-linear spin 3 Cotton equation coupled to spin 2. This is done by solving the corresponding Chern-Simons gauge theory system of equations, that is, using F=0 to eliminate all auxiliary fields and thus expressing the Cotton equation in terms of just the spin 3 frame field and spin 2 covariant derivatives and tensors (Schouten). In this derivation we neglect the spin 4 and higher spin sectors and approximate the star product commutator by a Poisson bracket. The resulting spin 3 Cotton equation is complicated but can be related to linearized versions in the metric formulation obtained previously by other authors. The expected symmetry (spin 3 “translation”, “Lorentz” and “dilatation”) properties are verified for Cotton and other relevant tensors but some perhaps unexpected features emerge in the process, in particular in relation to the non-linear equations. We discuss the structure of this non-linear spin 3 Cotton equation but its explicit form is only presented here, in an exact but not completely refined version, in appended files obtained by computer algebra methods. Both the frame field and metric formulations are provided.

  7. 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.

  8. Generalized Langevin dynamics of a nanoparticle using a finite element approach: Thermostating with correlated noise

    Science.gov (United States)

    Uma, B.; Swaminathan, T. N.; Ayyaswamy, P. S.; Eckmann, D. M.; Radhakrishnan, R.

    2011-09-01

    A direct numerical simulation (DNS) procedure is employed to study the thermal motion of a nanoparticle in an incompressible Newtonian stationary fluid medium with the generalized Langevin approach. We consider both the Markovian (white noise) and non-Markovian (Ornstein-Uhlenbeck noise and Mittag-Leffler noise) processes. Initial locations of the particle are at various distances from the bounding wall to delineate wall effects. At thermal equilibrium, the numerical results are validated by comparing the calculated translational and rotational temperatures of the particle with those obtained from the equipartition theorem. The nature of the hydrodynamic interactions is verified by comparing the velocity autocorrelation functions and mean square displacements with analytical results. Numerical predictions of wall interactions with the particle in terms of mean square displacements are compared with analytical results. In the non-Markovian Langevin approach, an appropriate choice of colored noise is required to satisfy the power-law decay in the velocity autocorrelation function at long times. The results obtained by using non-Markovian Mittag-Leffler noise simultaneously satisfy the equipartition theorem and the long-time behavior of the hydrodynamic correlations for a range of memory correlation times. The Ornstein-Uhlenbeck process does not provide the appropriate hydrodynamic correlations. Comparing our DNS results to the solution of an one-dimensional generalized Langevin equation, it is observed that where the thermostat adheres to the equipartition theorem, the characteristic memory time in the noise is consistent with the inherent time scale of the memory kernel. The performance of the thermostat with respect to equilibrium and dynamic properties for various noise schemes is discussed.

  9. 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)

  10. 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.

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

    International Nuclear Information System (INIS)

    Valat, J.

    1960-12-01

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

  12. Inhomogeneous linear equation in Rota-Baxter algebra

    OpenAIRE

    Pietrzkowski, Gabriel

    2014-01-01

    We consider a complete filtered Rota-Baxter algebra of weight $\\lambda$ over a commutative ring. Finding the unique solution of a non-homogeneous linear algebraic equation in this algebra, we generalize Spitzer's identity in both commutative and non-commutative cases. As an application, considering the Rota-Baxter algebra of power series in one variable with q-integral as the Rota-Baxter operator, we show certain Eulerian identities.

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

    International Nuclear Information System (INIS)

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

    2015-01-01

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

  14. 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

  15. 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

  16. 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…

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

    Directory of Open Access Journals (Sweden)

    Reza Kargar

    2014-01-01

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

  18. 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.

  19. Could solitons be adiabatic invariants attached to certain non linear equations

    International Nuclear Information System (INIS)

    Lochak, P.

    1984-01-01

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

  20. Stochastic sensitivity analysis and Langevin simulation for neural network learning

    International Nuclear Information System (INIS)

    Koda, Masato

    1997-01-01

    A comprehensive theoretical framework is proposed for the learning of a class of gradient-type neural networks with an additive Gaussian white noise process. The study is based on stochastic sensitivity analysis techniques, and formal expressions are obtained for stochastic learning laws in terms of functional derivative sensitivity coefficients. The present method, based on Langevin simulation techniques, uses only the internal states of the network and ubiquitous noise to compute the learning information inherent in the stochastic correlation between noise signals and the performance functional. In particular, the method does not require the solution of adjoint equations of the back-propagation type. Thus, the present algorithm has the potential for efficiently learning network weights with significantly fewer computations. Application to an unfolded multi-layered network is described, and the results are compared with those obtained by using a back-propagation method

  1. Langevin equation with the deterministic algebraically correlated noise

    Energy Technology Data Exchange (ETDEWEB)

    Ploszajczak, M. [Grand Accelerateur National d`Ions Lourds (GANIL), 14 - Caen (France); Srokowski, T. [Grand Accelerateur National d`Ions Lourds (GANIL), 14 - Caen (France)]|[Institute of Nuclear Physics, Cracow (Poland)

    1995-12-31

    Stochastic differential equations with the deterministic, algebraically correlated noise are solved for a few model problems. The chaotic force with both exponential and algebraic temporal correlations is generated by the adjoined extended Sinai billiard with periodic boundary conditions. The correspondence between the autocorrelation function for the chaotic force and both the survival probability and the asymptotic energy distribution of escaping particles is found. (author). 58 refs.

  2. Langevin equation with the deterministic algebraically correlated noise

    International Nuclear Information System (INIS)

    Ploszajczak, M.; Srokowski, T.

    1995-01-01

    Stochastic differential equations with the deterministic, algebraically correlated noise are solved for a few model problems. The chaotic force with both exponential and algebraic temporal correlations is generated by the adjoined extended Sinai billiard with periodic boundary conditions. The correspondence between the autocorrelation function for the chaotic force and both the survival probability and the asymptotic energy distribution of escaping particles is found. (author)

  3. On a Linear Equation Arising in Isometric Embedding of Torus-like Surface

    Institute of Scientific and Technical Information of China (English)

    Chunhe LI

    2009-01-01

    The solvability of a linear equation and the regularity of the solution are discussed.The equation is arising in a geometric problem which is concerned with the realization of Alexandroff's positive annul in R3.

  4. Stochastic modeling of mode interactions via linear parabolized stability equations

    Science.gov (United States)

    Ran, Wei; Zare, Armin; Hack, M. J. Philipp; Jovanovic, Mihailo

    2017-11-01

    Low-complexity approximations of the Navier-Stokes equations have been widely used in the analysis of wall-bounded shear flows. In particular, the parabolized stability equations (PSE) and Floquet theory have been employed to capture the evolution of primary and secondary instabilities in spatially-evolving flows. We augment linear PSE with Floquet analysis to formally treat modal interactions and the evolution of secondary instabilities in the transitional boundary layer via a linear progression. To this end, we leverage Floquet theory by incorporating the primary instability into the base flow and accounting for different harmonics in the flow state. A stochastic forcing is introduced into the resulting linear dynamics to model the effect of nonlinear interactions on the evolution of modes. We examine the H-type transition scenario to demonstrate how our approach can be used to model nonlinear effects and capture the growth of the fundamental and subharmonic modes observed in direct numerical simulations and experiments.

  5. Ionic diffusion through confined geometries: from Langevin equations to partial differential equations

    International Nuclear Information System (INIS)

    Nadler, Boaz; Schuss, Zeev; Singer, Amit; Eisenberg, R S

    2004-01-01

    Ionic diffusion through and near small domains is of considerable importance in molecular biophysics in applications such as permeation through protein channels and diffusion near the charged active sites of macromolecules. The motion of the ions in these settings depends on the specific nanoscale geometry and charge distribution in and near the domain, so standard continuum type approaches have obvious limitations. The standard machinery of equilibrium statistical mechanics includes microscopic details, but is also not applicable, because these systems are usually not in equilibrium due to concentration gradients and to the presence of an external applied potential, which drive a non-vanishing stationary current through the system. We present a stochastic molecular model for the diffusive motion of interacting particles in an external field of force and a derivation of effective partial differential equations and their boundary conditions that describe the stationary non-equilibrium system. The interactions can include electrostatic, Lennard-Jones and other pairwise forces. The analysis yields a new type of Poisson-Nernst-Planck equations, that involves conditional and unconditional charge densities and potentials. The conditional charge densities are the non-equilibrium analogues of the well studied pair correlation functions of equilibrium statistical physics. Our proposed theory is an extension of equilibrium statistical mechanics of simple fluids to stationary non-equilibrium problems. The proposed system of equations differs from the standard Poisson-Nernst-Planck system in two important aspects. First, the force term depends on conditional densities and thus on the finite size of ions, and second, it contains the dielectric boundary force on a discrete ion near dielectric interfaces. Recently, various authors have shown that both of these terms are important for diffusion through confined geometries in the context of ion channels

  6. KAM for the non-linear Schroedinger equation

    CERN Document Server

    Eliasson, L H

    2006-01-01

    We consider the $d$-dimensional nonlinear Schr\\"o\\-dinger equation under periodic boundary conditions:-i\\dot u=\\Delta u+V(x)*u+\\ep|u|^2u;\\quad u=u(t,x),\\;x\\in\\T^dwhere $V(x)=\\sum \\hat V(a)e^{i\\sc{a,x}}$ is an analytic function with $\\hat V$ real. (This equation is a popular model for the `real' NLS equation, where instead of the convolution term $V*u$ we have the potential term $Vu$.) For $\\ep=0$ the equation is linear and has time--quasi-periodic solutions $u$,u(t,x)=\\sum_{s\\in \\AA}\\hat u_0(a)e^{i(|a|^2+\\hat V(a))t}e^{i\\sc{a,x}}, \\quad 0<|\\hat u_0(a)|\\le1,where $\\AA$ is any finite subset of $\\Z^d$. We shall treat $\\omega_a=|a|^2+\\hat V(a)$, $a\\in\\AA$, as free parameters in some domain $U\\subset\\R^{\\AA}$. This is a Hamiltonian system in infinite degrees of freedom, degenerate but with external parameters, and we shall describe a KAM-theory which, in particular, will have the following consequence: \\smallskip {\\it If $|\\ep|$ is sufficiently small, then there is a large subset $U'$ of $U$ such that for all $...

  7. Minimal solution of linear formed fuzzy matrix equations

    Directory of Open Access Journals (Sweden)

    Maryam Mosleh

    2012-10-01

    Full Text Available In this paper according to the structured element method, the $mimes n$ inconsistent fuzzy matrix equation $Ailde{X}=ilde{B},$ which are linear formed by fuzzy structured element, is investigated. The necessary and sufficient condition for the existence of a fuzzy solution is also discussed. some examples are presented to illustrate the proposed method.

  8. On the quantum-mechanical Fokker-Planck and Kramers-Chandrasekhar equation

    International Nuclear Information System (INIS)

    Balazs, N.L.

    1978-01-01

    In the classical theory of Brownian motion the Langevin equation can be considered as an infinitesimal transformation between the coordinates and momenta of a Brownian particle, given probabilistically, since the impulse appearing is characterized by a Gaussian random process. This probabilistic infinitesimal transformation generates a streaming on the distribution function, expressed by the classical Fokker-Planck and Kramers-Chandrasekhar equations. If the laws obeyed by the Brownian particle are quantum mechanical, the Langevin equation can be reinterpreted as an operator relation expressing an infinitesimal transformation of these operators. Since the impulses are independent of the coordinates and momenta one can think of them as c numbers described by a Gaussian random process. The so resulting infinitesimal operator transformation induces a streaming on the density matrix. One may associate, according to Weyl, functions with operators. The function associated with the density matrix is the Wigner function. Expressing, then, these operator relations in terms of these functions the streaming can be expressed as a continuity equation of the Wigner function. It is found that in this parametrization the extra terms which appear are the same as in the classical theory, augmenting the usual Wigner equation. (Auth.)

  9. A generalized fluctuation-dissipation theorem for the one-dimensional diffusion process

    International Nuclear Information System (INIS)

    Okabe, Y.

    1985-01-01

    The [α,β,γ]-Langevin equation describes the time evolution of a real stationary process with T-positivity (reflection positivity) originating in the axiomatic quantum field theory. For this [α,β,γ]-Langevin equation a generalized fluctuation-dissipation theorem is proved. We shall obtain, as its application, a generalized fluctuation-dissipation theorem for the one-dimensional non-linear diffusion process, which presents one solution of Ryogo Kubo's problem in physics. (orig.)

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

    International Nuclear Information System (INIS)

    Frank, T.D.

    2003-01-01

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

  11. A New Theory of Non-Linear Thermo-Elastic Constitutive Equation of Isotropic Hyperelastic Materials

    Science.gov (United States)

    Li, Chen; Liao, Yufei

    2018-03-01

    Considering the influence of temperature and strain variables on materials. According to the relationship of conjugate stress-strain, a complete and irreducible non-linear constitutive equation of isotropic hyperelastic materials is derived and the constitutive equations of 16 types of isotropic hyperelastic materials are given we study the transformation methods and routes of 16 kinds of constitutive equations and the study proves that transformation of two forms of constitutive equation. As an example of application, the non-linear thermo-elastic constitutive equation of isotropic hyperelastic materials is combined with the natural vulcanized rubber experimental data in the existing literature base on MATLAB, The results show that the fitting accuracy is satisfactory.

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

    Directory of Open Access Journals (Sweden)

    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.

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

    Directory of Open Access Journals (Sweden)

    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.

  17. Langevin- Science and vigilance

    International Nuclear Information System (INIS)

    Bensaude-Vincent, B.

    1987-01-01

    Paul Langevin personifies the figure of popular scientist, buried in the Pantheon, because he was in all great fights: to diffuse knowledge, for improvement and democratization of teaching, for justice and peace. Great theoretician of physics, comparable to Einstein whom he rejoined the approach, he was a fertile discoverer, author, in particular, of a proceeding to detect submarines. He fought politically, regardless of his career, in the ranges of pacifists and opponents of fascism. This book reveals, in his warm diversity, a badly known personality, in spite of the legend in his lifetime. (N.C.)

  18. 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

  19. An inhomogeneous wave equation and non-linear Diophantine approximation

    DEFF Research Database (Denmark)

    Beresnevich, V.; Dodson, M. M.; Kristensen, S.

    2008-01-01

    A non-linear Diophantine condition involving perfect squares and arising from an inhomogeneous wave equation on the torus guarantees the existence of a smooth solution. The exceptional set associated with the failure of the Diophantine condition and hence of the existence of a smooth solution...

  20. Improved harmonic balance approach to periodic solutions of non-linear jerk equations

    International Nuclear Information System (INIS)

    Wu, B.S.; Lim, C.W.; Sun, W.P.

    2006-01-01

    An analytical approximate approach for determining periodic solutions of non-linear jerk equations involving third-order time-derivative is presented. This approach incorporates salient features of both Newton's method and the method of harmonic balance. By appropriately imposing the method of harmonic balance to the linearized equation, the approach requires only one or two iterations to predict very accurate analytical approximate solutions for a large range of initial velocity amplitude. One typical example is used to verify and illustrate the usefulness and effectiveness of the proposed approach

  1. Langevin Dynamics with Spatial Correlations as a Model for Electron-Phonon Coupling

    Science.gov (United States)

    Tamm, A.; Caro, M.; Caro, A.; Samolyuk, G.; Klintenberg, M.; Correa, A. A.

    2018-05-01

    Stochastic Langevin dynamics has been traditionally used as a tool to describe nonequilibrium processes. When utilized in systems with collective modes, traditional Langevin dynamics relaxes all modes indiscriminately, regardless of their wavelength. We propose a generalization of Langevin dynamics that can capture a differential coupling between collective modes and the bath, by introducing spatial correlations in the random forces. This allows modeling the electronic subsystem in a metal as a generalized Langevin bath endowed with a concept of locality, greatly improving the capabilities of the two-temperature model. The specific form proposed here for the spatial correlations produces a physical wave-vector and polarization dependency of the relaxation produced by the electron-phonon coupling in a solid. We show that the resulting model can be used for describing the path to equilibration of ions and electrons and also as a thermostat to sample the equilibrium canonical ensemble. By extension, the family of models presented here can be applied in general to any dense system, solids, alloys, and dense plasmas. As an example, we apply the model to study the nonequilibrium dynamics of an electron-ion two-temperature Ni crystal.

  2. Supporting second grade lower secondary school students’ understanding of linear equation system in two variables using ethnomathematics

    Science.gov (United States)

    Nursyahidah, F.; Saputro, B. A.; Rubowo, M. R.

    2018-03-01

    The aim of this research is to know the students’ understanding of linear equation system in two variables using Ethnomathematics and to acquire learning trajectory of linear equation system in two variables for the second grade of lower secondary school students. This research used methodology of design research that consists of three phases, there are preliminary design, teaching experiment, and retrospective analysis. Subject of this study is 28 second grade students of Sekolah Menengah Pertama (SMP) 37 Semarang. The result of this research shows that the students’ understanding in linear equation system in two variables can be stimulated by using Ethnomathematics in selling buying tradition in Peterongan traditional market in Central Java as a context. All of strategies and model that was applied by students and also their result discussion shows how construction and contribution of students can help them to understand concept of linear equation system in two variables. All the activities that were done by students produce learning trajectory to gain the goal of learning. Each steps of learning trajectory of students have an important role in understanding the concept from informal to the formal level. Learning trajectory using Ethnomathematics that is produced consist of watching video of selling buying activity in Peterongan traditional market to construct linear equation in two variables, determine the solution of linear equation in two variables, construct model of linear equation system in two variables from contextual problem, and solving a contextual problem related to linear equation system in two variables.

  3. Nonoscillation criteria for half-linear second order difference equations

    Czech Academy of Sciences Publication Activity Database

    Došlý, Ondřej; Řehák, Pavel

    2001-01-01

    Roč. 42, - (2001), s. 453-464 ISSN 0898-1221 R&D Projects: GA ČR GA201/98/0677; GA ČR GA201/99/0295 Keywords : half-linear difference equation%nonoscillation criteria%variational principle Subject RIV: BA - General Mathematics Impact factor: 0.383, year: 2001

  4. 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

  5. Complex Langevin simulation of real time quantum evolution

    International Nuclear Information System (INIS)

    Ilgenfritz, E.M.; Kripfganz, J.

    1986-07-01

    Complex Langevin methods are used to study the time evolution of quantum mechanical wave packets. We do not need any Feynman ε regularization for the numerical evaluation of the double time path integral. (author)

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

    Directory of Open Access Journals (Sweden)

    A. Yousefzadeh

    2012-06-01

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

  7. Linear fractional diffusion-wave equation for scientists and engineers

    CERN Document Server

    Povstenko, Yuriy

    2015-01-01

    This book systematically presents solutions to the linear time-fractional diffusion-wave equation. It introduces the integral transform technique and discusses the properties of the Mittag-Leffler, Wright, and Mainardi functions that appear in the solutions. The time-nonlocal dependence between the flux and the gradient of the transported quantity with the “long-tail” power kernel results in the time-fractional diffusion-wave equation with the Caputo fractional derivative. Time-nonlocal generalizations of classical Fourier’s, Fick’s and Darcy’s laws are considered and different kinds of boundary conditions for this equation are discussed (Dirichlet, Neumann, Robin, perfect contact). The book provides solutions to the fractional diffusion-wave equation with one, two and three space variables in Cartesian, cylindrical and spherical coordinates. The respective sections of the book can be used for university courses on fractional calculus, heat and mass transfer, transport processes in porous media and ...

  8. 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)

  9. On the Linearized Darboux Equation Arising in Isometric Embedding of the Alexandrov Positive Annulus

    Institute of Scientific and Technical Information of China (English)

    Chunhe LI

    2013-01-01

    In the present paper,the solvability condition of the linearized Gauss-Codazzi system and the solutions to the homogenous system are given.In the meantime,the Solvability of a relevant linearized Darboux equation is given.The equations are arising in a geometric problem which is concerned with the realization of the Alexandrov's positive annulus in R3.

  10. 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

  11. Anti-symmetrically fused model and non-linear integral equations in the three-state Uimin-Sutherland model

    International Nuclear Information System (INIS)

    Fujii, Akira; Kluemper, Andreas

    1999-01-01

    We derive the non-linear integral equations determining the free energy of the three-state pure bosonic Uimin-Sutherland model. In order to find a complete set of auxiliary functions, the anti-symmetric fusion procedure is utilized. We solve the non-linear integral equations numerically and see that the low-temperature behavior coincides with that predicted by conformal field theory. The magnetization and magnetic susceptibility are also calculated by means of the non-linear integral equation

  12. 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

  13. Stochastic substitute for coupled rate equations in the modeling of highly ionized transient plasmas

    International Nuclear Information System (INIS)

    Eliezer, S.; Falquina, R.; Minguez, E.

    1994-01-01

    Plasmas produced by intense laser pulses incident on solid targets often do not satisfy the conditions for local thermodynamic equilibrium, and so cannot be modeled by transport equations relying on equations of state. A proper description involves an excessively large number of coupled rate equations connecting many quantum states of numerous species having different degrees of ionization. Here we pursue a recent suggestion to model the plasma by a few dominant states perturbed by a stochastic driving force. The driving force is taken to be a Poisson impulse process, giving a Langevin equation which is equivalent to a Fokker-Planck equation for the probability density governing the distribution of electron density. An approximate solution to the Langevin equation permits calculation of the characteristic relaxation rate. An exact stationary solution to the Fokker-Planck equation is given as a function of the strength of the stochastic driving force. This stationary solution is used, along with a Laplace transform, to convert the Fokker-Planck equation to one of Schroedinger type. We consider using the classical Hamiltonian formalism and the WKB method to obtain the time-dependent solution

  14. SELF-CONSISTENT LANGEVIN SIMULATION OF COULOMB COLLISIONS IN CHARGED-PARTICLE BEAMS

    International Nuclear Information System (INIS)

    QIANG, J.; RYNE, R.; HABIB, S.

    2000-01-01

    In many plasma physics and charged-particle beam dynamics problems, Coulomb collisions are modeled by a Fokker-Planck equation. In order to incorporate these collisions, we present a three-dimensional parallel Langevin simulation method using a Particle-In-Cell (PIC) approach implemented on high-performance parallel computers. We perform, for the first time, a fully self-consistent simulation, in which the FR-iction and diffusion coefficients are computed FR-om first principles. We employ a two-dimensional domain decomposition approach within a message passing programming paradigm along with dynamic load balancing. Object oriented programming is used to encapsulate details of the communication syntax as well as to enhance reusability and extensibility. Performance tests on the SGI Origin 2000 and the Cray T3E-900 have demonstrated good scalability. Work is in progress to apply our technique to intrabeam scattering in accelerators

  15. Calculations of stationary solutions for the non linear viscous resistive MHD equations in slab geometry

    International Nuclear Information System (INIS)

    Edery, D.

    1983-11-01

    The reduced system of the non linear resistive MHD equations is used in the 2-D one helicity approximation in the numerical computations of stationary tearing modes. The critical magnetic Raynolds number S (S=tausub(r)/tausub(H) where tausub(R) and tausub(H) are respectively the characteristic resistive and hydro magnetic times) and the corresponding linear solution are computed as a starting approximation for the full non linear equations. These equations are then treated numerically by an iterative procedure which is shown to be rapidly convergent. A numerical application is given in the last part of this paper

  16. Quasi-linear landau kinetic equations for magnetized plasmas: compact propagator formalism, rotation matrices and interaction

    International Nuclear Information System (INIS)

    Misguich, J.H.

    2004-04-01

    As a first step toward a nonlinear renormalized description of turbulence phenomena in magnetized plasmas, the lowest order quasi-linear description is presented here from a unified point of view for collisionless as well as for collisional plasmas in a constant magnetic field. The quasi-linear approximation is applied to a general kinetic equation obtained previously from the Klimontovich exact equation, by means of a generalised Dupree-Weinstock method. The so-obtained quasi-linear description of electromagnetic turbulence in a magnetoplasma is applied to three separate physical cases: -) weak electrostatic turbulence, -) purely magnetic field fluctuations (the classical quasi-linear results are obtained for cosmic ray diffusion in the 'slab model' of magnetostatic turbulence in the solar wind), and -) collisional kinetic equations of magnetized plasmas. This mathematical technique has allowed us to derive basic kinetic equations for turbulent plasmas and collisional plasmas, respectively in the quasi-linear and Landau approximation. In presence of a magnetic field we have shown that the systematic use of rotation matrices describing the helical particle motion allows for a much more compact derivation than usually performed. Moreover, from the formal analogy between turbulent and collisional plasmas, the results derived here in detail for the turbulent plasmas, can be immediately translated to obtain explicit results for the Landau kinetic equation

  17. Quasi-linear landau kinetic equations for magnetized plasmas: compact propagator formalism, rotation matrices and interaction

    Energy Technology Data Exchange (ETDEWEB)

    Misguich, J.H

    2004-04-01

    As a first step toward a nonlinear renormalized description of turbulence phenomena in magnetized plasmas, the lowest order quasi-linear description is presented here from a unified point of view for collisionless as well as for collisional plasmas in a constant magnetic field. The quasi-linear approximation is applied to a general kinetic equation obtained previously from the Klimontovich exact equation, by means of a generalised Dupree-Weinstock method. The so-obtained quasi-linear description of electromagnetic turbulence in a magnetoplasma is applied to three separate physical cases: -) weak electrostatic turbulence, -) purely magnetic field fluctuations (the classical quasi-linear results are obtained for cosmic ray diffusion in the 'slab model' of magnetostatic turbulence in the solar wind), and -) collisional kinetic equations of magnetized plasmas. This mathematical technique has allowed us to derive basic kinetic equations for turbulent plasmas and collisional plasmas, respectively in the quasi-linear and Landau approximation. In presence of a magnetic field we have shown that the systematic use of rotation matrices describing the helical particle motion allows for a much more compact derivation than usually performed. Moreover, from the formal analogy between turbulent and collisional plasmas, the results derived here in detail for the turbulent plasmas, can be immediately translated to obtain explicit results for the Landau kinetic equation.

  18. Diffusion phenomenon for linear dissipative wave equations in an exterior domain

    Science.gov (United States)

    Ikehata, Ryo

    Under the general condition of the initial data, we will derive the crucial estimates which imply the diffusion phenomenon for the dissipative linear wave equations in an exterior domain. In order to derive the diffusion phenomenon for dissipative wave equations, the time integral method which was developed by Ikehata and Matsuyama (Sci. Math. Japon. 55 (2002) 33) plays an effective role.

  19. 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

  20. On the equivalence between particular types of Navier-Stokes and non-linear Schroedinger equations

    International Nuclear Information System (INIS)

    Dietrich, K.; Vautherin, D.

    1985-01-01

    We derive a Schroedinger equation equivalent to the Navier-Stokes equation in the special case of constant kinematic viscosities. This equation contains a non-linear term similar to that proposed by Kostin for a quantum description of friction [fr

  1. 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.

  2. 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...

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

    Science.gov (United States)

    Pipkins, Daniel Scott

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

  4. Langevin description of mass distributions of fragments originating from the fission of excited nuclei

    International Nuclear Information System (INIS)

    Vanin, D.V.; Nadtochy, P.N.; Adeev, G.D.; Kosenko, G.I.

    2000-01-01

    A stochastic approach to fission dynamics is proposed. The approach, which is based on Langevin equations, is used to calculate the mass distributions of fragments originating from the fission of excited nuclei. The effect of viscosity and light-particle emission on the variance of mass distributions is studied. The results of the calculations based on the above approach reveal that, in order to obtain a simultaneous description of mass-distribution parameters and the multiplicities of prescission particles, it is necessary to use sufficiently large values of nuclear viscosity both for the one-body and for the two-body viscosity mechanism, anomalously large values of the viscosity coefficient being required in the latter case

  5. Students' errors in solving linear equation word problems: Case ...

    African Journals Online (AJOL)

    kofi.mereku

    Development in most areas of life is based on effective knowledge of science and ... Problem solving, as used in mathematics education literature, refers ... word problems, on the other hand, are those linear equation tasks or ... taught LEWPs in the junior high school, many of them reach the senior high school without a.

  6. 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

  7. A Hamiltonian functional for the linearized Einstein vacuum field equations

    International Nuclear Information System (INIS)

    Rosas-RodrIguez, R

    2005-01-01

    By considering the Einstein vacuum field equations linearized about the Minkowski metric, the evolution equations for the gauge-invariant quantities characterizing the gravitational field are written in a Hamiltonian form by using a conserved functional as Hamiltonian; this Hamiltonian is not the analog of the energy of the field. A Poisson bracket between functionals of the field, compatible with the constraints satisfied by the field variables, is obtained. The generator of spatial translations associated with such bracket is also obtained

  8. New exact solutions of the Tzitzéica-type equations in non-linear optics using the expa function method

    Science.gov (United States)

    Hosseini, K.; Ayati, Z.; Ansari, R.

    2018-04-01

    One specific class of non-linear evolution equations, known as the Tzitzéica-type equations, has received great attention from a group of researchers involved in non-linear science. In this article, new exact solutions of the Tzitzéica-type equations arising in non-linear optics, including the Tzitzéica, Dodd-Bullough-Mikhailov and Tzitzéica-Dodd-Bullough equations, are obtained using the expa function method. The integration technique actually suggests a useful and reliable method to extract new exact solutions of a wide range of non-linear evolution equations.

  9. 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.

  10. Some applications of linear difference equations in finance with wolfram|alpha and maple

    Directory of Open Access Journals (Sweden)

    Dana Rıhová

    2014-12-01

    Full Text Available The principle objective of this paper is to show how linear difference equations can be applied to solve some issues of financial mathematics. We focus on the area of compound interest and annuities. In both cases we determine appropriate recursive rules, which constitute the first order linear difference equations with constant coefficients, and derive formulas required for calculating examples. Finally, we present possibilities of application of two selected computer algebra systems Wolfram|Alpha and Maple in this mathematical area.

  11. 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.

  12. A linear multiple balance method for discrete ordinates neutron transport equations

    International Nuclear Information System (INIS)

    Park, Chang Je; Cho, Nam Zin

    2000-01-01

    A linear multiple balance method (LMB) is developed to provide more accurate and positive solutions for the discrete ordinates neutron transport equations. In this multiple balance approach, one mesh cell is divided into two subcells with quadratic approximation of angular flux distribution. Four multiple balance equations are used to relate center angular flux with average angular flux by Simpson's rule. From the analysis of spatial truncation error, the accuracy of the linear multiple balance scheme is ο(Δ 4 ) whereas that of diamond differencing is ο(Δ 2 ). To accelerate the linear multiple balance method, we also describe a simplified additive angular dependent rebalance factor scheme which combines a modified boundary projection acceleration scheme and the angular dependent rebalance factor acceleration schme. It is demonstrated, via fourier analysis of a simple model problem as well as numerical calculations, that the additive angular dependent rebalance factor acceleration scheme is unconditionally stable with spectral radius < 0.2069c (c being the scattering ration). The numerical results tested so far on slab-geometry discrete ordinates transport problems show that the solution method of linear multiple balance is effective and sufficiently efficient

  13. Nonlinear and linear wave equations for propagation in media with frequency power law losses

    Science.gov (United States)

    Szabo, Thomas L.

    2003-10-01

    The Burgers, KZK, and Westervelt wave equations used for simulating wave propagation in nonlinear media are based on absorption that has a quadratic dependence on frequency. Unfortunately, most lossy media, such as tissue, follow a more general frequency power law. The authors first research involved measurements of loss and dispersion associated with a modification to Blackstock's solution to the linear thermoviscous wave equation [J. Acoust. Soc. Am. 41, 1312 (1967)]. A second paper by Blackstock [J. Acoust. Soc. Am. 77, 2050 (1985)] showed the loss term in the Burgers equation for plane waves could be modified for other known instances of loss. The authors' work eventually led to comprehensive time-domain convolutional operators that accounted for both dispersion and general frequency power law absorption [Szabo, J. Acoust. Soc. Am. 96, 491 (1994)]. Versions of appropriate loss terms were developed to extend the standard three nonlinear wave equations to these more general losses. Extensive experimental data has verified the predicted phase velocity dispersion for different power exponents for the linear case. Other groups are now working on methods suitable for solving wave equations numerically for these types of loss directly in the time domain for both linear and nonlinear media.

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

    Directory of Open Access Journals (Sweden)

    Mervan Pašić

    2016-10-01

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

  15. Quasi-linear equation for magnetoplasma oscillations in the weakly relativistic approximation

    International Nuclear Information System (INIS)

    Rizzato, F.B.

    1985-01-01

    Some limitations which are present in the dynamical equations for collisionless plasmas are discussed. Some elementary corrections to the linear theories are obtained in a heuristic form, which directly lead to the so-called quasi-linear theories in its non-relativistic and relativistic forms. The effect of the relativistic variation of the gyrofrequency on the diffusion coefficient is examined in a typically perturbative approximation. (author)

  16. Heat dissipation and information flow for delayed bistable Langevin systems near coherence resonance.

    Science.gov (United States)

    Xiao, Tiejun

    2016-11-01

    In this paper, stochastic thermodynamics of delayed bistable Langevin systems near coherence resonance is discussed. We calculate the heat dissipation rate and the information flow of a delayed bistable Langevin system under various noise intensities. Both the heat dissipation rate and the information flow are found to be bell-shaped functions of the noise intensity, which implies that coherence resonance manifests itself in the thermodynamic properties.

  17. Langevin diffusions on the torus

    DEFF Research Database (Denmark)

    García-Portugués, Eduardo; Sørensen, Michael; Mardia, Kanti V.

    2018-01-01

    We introduce stochastic models for continuous-time evolution of angles and develop their estimation. We focus on studying Langevin diffusions with stationary distributions equal to well-known distributions from directional statistics, since such diffusions can be regarded as toroidal analogues......) a likelihood based on the stationary distribution; (ii) toroidal adaptations of the Euler and Shoji–Ozaki pseudo-likelihoods; (iii) a likelihood based on a specific approximation to the transition density of the wrapped normal process. A simulation study compares, in dimensions one and two, the approximate...

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

    Directory of Open Access Journals (Sweden)

    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.

  19. 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.

  20. Solution of second order linear fuzzy difference equation by Lagrange's multiplier method

    Directory of Open Access Journals (Sweden)

    Sankar Prasad Mondal

    2016-06-01

    Full Text Available In this paper we execute the solution procedure for second order linear fuzzy difference equation by Lagrange's multiplier method. In crisp sense the difference equation are easy to solve, but when we take in fuzzy sense it forms a system of difference equation which is not so easy to solve. By the help of Lagrange's multiplier we can solved it easily. The results are illustrated by two different numerical examples and followed by two applications.

  1. Solution of linear transport equation using Chebyshev polynomials and Laplace transform

    International Nuclear Information System (INIS)

    Cardona, A.V.; Vilhena, M.T.M.B. de

    1994-01-01

    The Chebyshev polynomials and the Laplace transform are combined to solve, analytically, the linear transport equation in planar geometry, considering isotropic scattering and the one-group model. Numerical simulation is presented. (author)

  2. On a class of strongly degenerate and singular linear elliptic equation

    International Nuclear Information System (INIS)

    Duong Minh Duc, D.M.; Le Dung.

    1992-11-01

    We consider a class of strongly degenerate linear elliptic equation. The boundedness and the Holder regularity of the weak solutions in the weighted Sobolev-Hardy spaces will be studied. (author). 9 refs

  3. A study on linear and nonlinear Schrodinger equations by the variational iteration method

    International Nuclear Information System (INIS)

    Wazwaz, Abdul-Majid

    2008-01-01

    In this work, we introduce a framework to obtain exact solutions to linear and nonlinear Schrodinger equations. The He's variational iteration method (VIM) is used for analytic treatment of these equations. Numerical examples are tested to show the pertinent features of this method

  4. Bounded solutions of self-adjoint second order linear difference equations with periodic coeffients

    Directory of Open Access Journals (Sweden)

    Encinas A.M.

    2018-02-01

    Full Text Available In this work we obtain easy characterizations for the boundedness of the solutions of the discrete, self–adjoint, second order and linear unidimensional equations with periodic coefficients, including the analysis of the so-called discrete Mathieu equations as particular cases.

  5. Progress on Complex Langevin simulations of a finite density matrix model for QCD

    Energy Technology Data Exchange (ETDEWEB)

    Bloch, Jacques [Univ. of Regensburg (Germany). Inst. for Theorectical Physics; Glesaan, Jonas [Swansea Univ., Swansea U.K.; Verbaarschot, Jacobus [Stony Brook Univ., NY (United States). Dept. of Physics and Astronomy; Zafeiropoulos, Savvas [Thomas Jefferson National Accelerator Facility (TJNAF), Newport News, VA (United States); College of William and Mary, Williamsburg, VA (United States); Heidelberg Univ. (Germany). Inst. for Theoretische Physik

    2018-04-01

    We study the Stephanov model, which is an RMT model for QCD at finite density, using the Complex Langevin algorithm. Naive implementation of the algorithm shows convergence towards the phase quenched or quenched theory rather than to intended theory with dynamical quarks. A detailed analysis of this issue and a potential resolution of the failure of this algorithm are discussed. We study the effect of gauge cooling on the Dirac eigenvalue distribution and time evolution of the norm for various cooling norms, which were specifically designed to remove the pathologies of the complex Langevin evolution. The cooling is further supplemented with a shifted representation for the random matrices. Unfortunately, none of these modifications generate a substantial improvement on the complex Langevin evolution and the final results still do not agree with the analytical predictions.

  6. Derivation of stochastic differential equations for scrape-off layer plasma fluctuations from experimentally measured statistics

    Energy Technology Data Exchange (ETDEWEB)

    Mekkaoui, Abdessamad [IEK-4 Forschungszentrum Juelich 52428 (Germany)

    2013-07-01

    A method to derive stochastic differential equations for intermittent plasma density dynamics in magnetic fusion edge plasma is presented. It uses a measured first four moments (mean, variance, Skewness and Kurtosis) and the correlation time of turbulence to write a Pearson equation for the probability distribution function of fluctuations. The Fokker-Planck equation is then used to derive a Langevin equation for the plasma density fluctuations. A theoretical expectations are used as a constraints to fix the nonlinearity structure of the stochastic differential equation. In particular when the quadratically nonlinear dynamics is assumed, then it is shown that the plasma density is driven by a multiplicative Wiener process and evolves on the turbulence correlation time scale, while the linear growth is quadratically damped by the fluctuation level. Strong criteria for statistical discrimination of experimental time series are proposed as an alternative to the Kurtosis-Skewness scaling. This scaling is broadly used in contemporary literature to characterize edge turbulence, but it is inappropriate because a large family of distributions could share this scaling. Strong criteria allow us to focus on the relevant candidate distribution and approach a nonlinear structure of edge turbulence model.

  7. Principle of detailed balance and the finite-difference stochastic equation in field theory

    International Nuclear Information System (INIS)

    Kozhamkulov, T.A.

    1986-01-01

    The principle of detailed balance for the Markov chain is used to obtain a finite-difference equation which generalizes the Langevin equation in field theory. The advantages of using this approach compared to the conventional Parisi-Wu method are demonstrated for the examples of an exactly solvable problem in zero-dimensional quantum theory and a simple numerical simulation

  8. 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

  9. Radial solutions to semilinear elliptic equations via linearized operators

    Directory of Open Access Journals (Sweden)

    Phuong Le

    2017-04-01

    Full Text Available Let $u$ be a classical solution of semilinear elliptic equations in a ball or an annulus in $\\mathbb{R}^N$ with zero Dirichlet boundary condition where the nonlinearity has a convex first derivative. In this note, we prove that if the $N$-th eigenvalue of the linearized operator at $u$ is positive, then $u$ must be radially symmetric.

  10. Detailed balance principle and finite-difference stochastic equation in a field theory

    International Nuclear Information System (INIS)

    Kozhamkulov, T.A.

    1986-01-01

    A finite-difference equation, which is a generalization of the Langevin equation in field theory, has been obtained basing upon the principle of detailed balance for the Markov chain. Advantages of the present approach as compared with the conventional Parisi-Wu method are shown for examples of an exactly solvable problem of zero-dimensional quantum theory and a simple numerical simulation

  11. 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...

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

    International Nuclear Information System (INIS)

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

    2002-01-01

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

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

    International Nuclear Information System (INIS)

    Theodorakis, Stavros

    2003-01-01

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

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

    International Nuclear Information System (INIS)

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

    1986-12-01

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

  15. 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

  16. 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.

  17. On the calculation of linear stability with the aid of asymptotic solutions of Orr-Sommerfeld equation, 1

    International Nuclear Information System (INIS)

    Fujimura, Kaoru

    1980-11-01

    The numerical treatment of Orr-Sommerfeld equation which is the fundamental equation of linear hydrodynamic stability theory is described. Present calculation procedure is applied to the two-dimensional quasi-parallel flow for which linearized disturbance equation (Orr-Sommerfeld equation) contains one simple turning point and αR >> 1. The numerical procedure for this problem and one numerical example for Jeffery-Hamel flow (J-H III 1 ) are presented. These treatment can be extended to the other velocity profiles by slight midifications. (author)

  18. About simple nonlinear and linear superpositions of special exact solutions of Veselov-Novikov equation

    International Nuclear Information System (INIS)

    Dubrovsky, V. G.; Topovsky, A. V.

    2013-01-01

    New exact solutions, nonstationary and stationary, of Veselov-Novikov (VN) equation in the forms of simple nonlinear and linear superpositions of arbitrary number N of exact special solutions u (n) , n= 1, …, N are constructed via Zakharov and Manakov ∂-dressing method. Simple nonlinear superpositions are represented up to a constant by the sums of solutions u (n) and calculated by ∂-dressing on nonzero energy level of the first auxiliary linear problem, i.e., 2D stationary Schrödinger equation. It is remarkable that in the zero energy limit simple nonlinear superpositions convert to linear ones in the form of the sums of special solutions u (n) . It is shown that the sums u=u (k 1 ) +...+u (k m ) , 1 ⩽k 1 2 m ⩽N of arbitrary subsets of these solutions are also exact solutions of VN equation. The presented exact solutions include as superpositions of special line solitons and also superpositions of plane wave type singular periodic solutions. By construction these exact solutions represent also new exact transparent potentials of 2D stationary Schrödinger equation and can serve as model potentials for electrons in planar structures of modern electronics.

  19. Non self-similar collapses described by the non-linear Schroedinger equation

    International Nuclear Information System (INIS)

    Berge, L.; Pesme, D.

    1992-01-01

    We develop a rapid method in order to find the contraction rates of the radially symmetric collapsing solutions of the nonlinear Schroedinger equation defined for space dimensions exceeding a threshold value. We explicitly determine the asymptotic behaviour of these latter solutions by solving the non stationary linear problem relative to the nonlinear Schroedinger equation. We show that the self-similar states associated with the collapsing solutions are characterized by a spatial extent which is bounded from the top by a cut-off radius

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

    Science.gov (United States)

    Sequi, W. T.

    1973-01-01

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

  1. Geon-type solutions of the non-linear Heisenberg-Klein-Gordon equation

    International Nuclear Information System (INIS)

    Mielke, E.W.; Scherzer, R.

    1980-10-01

    As a model for a ''unitary'' field theory of extended particles we consider the non-linear Klein-Gordon equation - associated with a ''squared'' Heisenberg-Pauli-Weyl non-linear spinor equation - coupled to strong gravity. Using a stationary spherical ansatz for the complex scalar field as well as for the background metric generated via Einstein's field equation, we are able to study the effects of the scalar self-interaction as well as of the classical tensor forces. By numerical integration we obtain a continuous spectrum of localized, gravitational solitons resembling the geons previously constructed for the Einstein-Maxwell system by Wheeler. A self-generated curvature potential originating from the curved background partially confines the Schroedinger type wave functions within the ''scalar geon''. For zero angular momentum states and normalized scalar charge the spectrum for the total gravitational energy of these solitons exhibits a branching with respect to the number of nodes appearing in the radial part of the scalar field. Preliminary studies for higher values of the corresponding ''principal quantum number'' reveal that a kind of fine splitting of the energy levels occurs, which may indicate a rich, particle-like structure of these ''quantized geons''. (author)

  2. 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.

  3. Solving Linear Equations by Classical Jacobi-SR Based Hybrid Evolutionary Algorithm with Uniform Adaptation Technique

    OpenAIRE

    Jamali, R. M. Jalal Uddin; Hashem, M. M. A.; Hasan, M. Mahfuz; Rahman, Md. Bazlar

    2013-01-01

    Solving a set of simultaneous linear equations is probably the most important topic in numerical methods. For solving linear equations, iterative methods are preferred over the direct methods especially when the coefficient matrix is sparse. The rate of convergence of iteration method is increased by using Successive Relaxation (SR) technique. But SR technique is very much sensitive to relaxation factor, {\\omega}. Recently, hybridization of classical Gauss-Seidel based successive relaxation t...

  4. Optimal Homotopy Asymptotic Method for Solving the Linear Fredholm Integral Equations of the First Kind

    Directory of Open Access Journals (Sweden)

    Mohammad Almousa

    2013-01-01

    Full Text Available The aim of this study is to present the use of a semi analytical method called the optimal homotopy asymptotic method (OHAM for solving the linear Fredholm integral equations of the first kind. Three examples are discussed to show the ability of the method to solve the linear Fredholm integral equations of the first kind. The results indicated that the method is very effective and simple.

  5. 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

  6. Insights into the School Mathematics Tradition from Solving Linear Equations

    Science.gov (United States)

    Buchbinder, Orly; Chazan, Daniel; Fleming, Elizabeth

    2015-01-01

    In this article, we explore how the solving of linear equations is represented in English­-language algebra text books from the early nineteenth century when schooling was becoming institutionalized, and then survey contemporary teachers. In the text books, we identify the increasing presence of a prescribed order of steps (a canonical method) for…

  7. Complex Langevin Simulations of QCD at Finite Density - Progress Report

    Science.gov (United States)

    Sinclair, D. K.; Kogut, J. B.

    2018-03-01

    We simulate lattice QCD at finite quark-number chemical potential to study nuclear matter, using the complex Langevin equation (CLE). The CLE is used because the fermion determinant is complex so that standard methods relying on importance sampling fail. Adaptive methods and gauge-cooling are used to prevent runaway solutions. Even then, the CLE is not guaranteed to give correct results. We are therefore performing extensive testing to determine under what, if any, conditions we can achieve reliable results. Our earlier simulations at β = 6/g2 = 5.6, m = 0.025 on a 124 lattice reproduced the expected phase structure but failed in the details. Our current simulations at β = 5.7 on a 164 lattice fail in similar ways while showing some improvement. We are therefore moving to even weaker couplings to see if the CLE might produce the correct results in the continuum (weak-coupling) limit, or, if it still fails, whether it might reproduce the results of the phase-quenched theory. We also discuss action (and other dynamics) modifications which might improve the performance of the CLE.

  8. 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.

  9. 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

  10. Local Ray-Based Traveltime Computation Using the Linearized Eikonal Equation

    KAUST Repository

    Almubarak, Mohammed S.

    2013-05-01

    The computation of traveltimes plays a critical role in the conventional implementations of Kirchhoff migration. Finite-difference-based methods are considered one of the most effective approaches for traveltime calculations and are therefore widely used. However, these eikonal solvers are mainly used to obtain early-arrival traveltime. Ray tracing can be used to pick later traveltime branches, besides the early arrivals, which may lead to an improvement in velocity estimation or in seismic imaging. In this thesis, I improved the accuracy of the solution of the linearized eikonal equation by constructing a linear system of equations (LSE) based on finite-difference approximation, which is of second-order accuracy. The ill-conditioned LSE is initially regularized and subsequently solved to calculate the traveltime update. Numerical tests proved that this method is as accurate as the second-order eikonal solver. Later arrivals are picked using ray tracing. These traveltimes are binned to the nearest node on a regular grid and empty nodes are estimated by interpolating the known values. The resulting traveltime field is used as an input to the linearized eikonal algorithm, which improves the accuracy of the interpolated nodes and yields a local ray-based traveltime. This is a preliminary study and further investigation is required to test the efficiency and the convergence of the solutions.

  11. 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)....

  12. A general method for enclosing solutions of interval linear equations

    Czech Academy of Sciences Publication Activity Database

    Rohn, Jiří

    2012-01-01

    Roč. 6, č. 4 (2012), s. 709-717 ISSN 1862-4472 R&D Projects: GA ČR GA201/09/1957; GA ČR GC201/08/J020 Institutional research plan: CEZ:AV0Z10300504 Keywords : interval linear equations * solution set * enclosure * absolute value inequality Subject RIV: BA - General Mathematics Impact factor: 1.654, year: 2012

  13. An efficient parallel algorithm for the solution of a tridiagonal linear system of equations

    Science.gov (United States)

    Stone, H. S.

    1971-01-01

    Tridiagonal linear systems of equations are solved on conventional serial machines in a time proportional to N, where N is the number of equations. The conventional algorithms do not lend themselves directly to parallel computations on computers of the ILLIAC IV class, in the sense that they appear to be inherently serial. An efficient parallel algorithm is presented in which computation time grows as log sub 2 N. The algorithm is based on recursive doubling solutions of linear recurrence relations, and can be used to solve recurrence relations of all orders.

  14. 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

  15. 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

  16. The Langevin method and Hubbard-like models

    International Nuclear Information System (INIS)

    Gross, M.; Hamber, H.

    1989-01-01

    The authors reexamine the difficulties associated with application of the Langevin method to numerical simulation of models with non-positive definite statistical weights, including the Hubbard model. They show how to avoid the violent crossing of the zeroes of the weight and how to move those nodes away from the real axis. However, it still appears necessary to keep track of the sign (or phase) of the weight

  17. A non linear half space problem for radiative transfer equations. Application to the Rosseland approximation

    International Nuclear Information System (INIS)

    Sentis, R.

    1984-07-01

    The radiative transfer equations may be approximated by a non linear diffusion equation (called Rosseland equation) when the mean free paths of the photons are small with respect to the size of the medium. Some technical assomptions are made, namely about the initial conditions, to avoid any problem of initial layer terms

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

    CERN Document Server

    Tran, Hung

    2017-01-01

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

  19. 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....

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

    International Nuclear Information System (INIS)

    Khrennikov, A.Yu.

    2005-01-01

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

  1. 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

  2. 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

  3. Quantization of non-Hamiltonian physical systems

    International Nuclear Information System (INIS)

    Bolivar, A.O.

    1998-09-01

    We propose a general method of quantization of non-Hamiltonian physical systems. Applying it, for example, to a dissipative system coupled to a thermal reservoir described by the Fokker-Planck equation, we are able to obtain the Caldeira-Leggett master equation, the non-linear Schroedinger-Langevin equation and Caldirola-Kanai equation (with an additional term), as particular cases. (author)

  4. 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.

  5. First order linear ordinary differential equations in associative algebras

    Directory of Open Access Journals (Sweden)

    Gordon Erlebacher

    2004-01-01

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

  6. 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

  7. 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

  8. 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/

  9. Linear Scaling Solution of the Time-Dependent Self-Consistent-Field Equations

    Directory of Open Access Journals (Sweden)

    Matt Challacombe

    2014-03-01

    Full Text Available A new approach to solving the Time-Dependent Self-Consistent-Field equations is developed based on the double quotient formulation of Tsiper 2001 (J. Phys. B. Dual channel, quasi-independent non-linear optimization of these quotients is found to yield convergence rates approaching those of the best case (single channel Tamm-Dancoff approximation. This formulation is variational with respect to matrix truncation, admitting linear scaling solution of the matrix-eigenvalue problem, which is demonstrated for bulk excitons in the polyphenylene vinylene oligomer and the (4,3 carbon nanotube segment.

  10. 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

  11. 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.

  12. Institut Max von Laue-Paul Langevin

    International Nuclear Information System (INIS)

    This part of the annual report is concerned with the external and internal organization of the ILL (Institut Laue-Langevin), and a general presentation of the activities of the ILL during 1975. A first part is concerned with measurement and control instruments: three axis spectrometers,, time-of-flight, crystallography, diffuse scattering, powder spectrometers, polarized neutrons, monochromators, nuclear physics. In the second part the fields of research are reviewed by College: theory, nuclear physics, excitations, structures, liquids, gas and amorphous materials, imperfections, physical biochemistry, and chemistry, reactor exploitation [fr

  13. Institut Max von Laue-Paul Langevin

    International Nuclear Information System (INIS)

    Whereas the first volume of the Annual Report gives a general survey of the activities of the different sections of the ILL (Institut Laue-Langevin), this second volume titled Annex to the 1975 annual report is dealing in more details with the scientific work carried out at the ILL from November the 1st 1974 to October the 1st 1975. Scientific works for which reports are available are presented grouped as possible, by college: theory; nuclear physics; excitations; structures; liquids, gas and amorphous materials; imperfections; physical biochemistry; and chemistry [fr

  14. Mathematics Literacy of Secondary Students in Solving Simultanenous Linear Equations

    Science.gov (United States)

    Sitompul, R. S. I.; Budayasa, I. K.; Masriyah

    2018-01-01

    This study examines the profile of secondary students’ mathematical literacy in solving simultanenous linear equations problems in terms of cognitive style of visualizer and verbalizer. This research is a descriptive research with qualitative approach. The subjects in this research consist of one student with cognitive style of visualizer and one student with cognitive style of verbalizer. The main instrument in this research is the researcher herself and supporting instruments are cognitive style tests, mathematics skills tests, problem-solving tests and interview guidelines. Research was begun by determining the cognitive style test and mathematics skill test. The subjects chosen were given problem-solving test about simultaneous linear equations and continued with interview. To ensure the validity of the data, the researcher conducted data triangulation; the steps of data reduction, data presentation, data interpretation, and conclusion drawing. The results show that there is a similarity of visualizer and verbalizer-cognitive style in identifying and understanding the mathematical structure in the process of formulating. There are differences in how to represent problems in the process of implementing, there are differences in designing strategies and in the process of interpreting, and there are differences in explaining the logical reasons.

  15. Hadronic equation of state in the statistical bootstrap model and linear graph theory

    International Nuclear Information System (INIS)

    Fre, P.; Page, R.

    1976-01-01

    Taking a statistical mechanical point og view, the statistical bootstrap model is discussed and, from a critical analysis of the bootstrap volume comcept, it is reached a physical ipothesis, which leads immediately to the hadronic equation of state provided by the bootstrap integral equation. In this context also the connection between the statistical bootstrap and the linear graph theory approach to interacting gases is analyzed

  16. On the Cauchy problem for a Sobolev-type equation with quadratic non-linearity

    International Nuclear Information System (INIS)

    Aristov, Anatoly I

    2011-01-01

    We investigate the asymptotic behaviour as t→∞ of the solution of the Cauchy problem for a Sobolev-type equation with quadratic non-linearity and develop ideas used by I. A. Shishmarev and other authors in the study of classical and Sobolev-type equations. Conditions are found under which it is possible to consider the case of an arbitrary dimension of the spatial variable.

  17. A generalized variational algebra and conserved densities for linear evolution equations

    International Nuclear Information System (INIS)

    Abellanas, L.; Galindo, A.

    1978-01-01

    The symbolic algebra of Gel'fand and Dikii is generalized to the case of n variables. Using this algebraic approach a rigorous characterization of the polynomial kernel of the variational derivative is given. This is applied to classify all the conservation laws for linear polynomial evolution equations of arbitrary order. (Auth.)

  18. Peculiarities in power type comparison results for half-linear dynamic equations

    Czech Academy of Sciences Publication Activity Database

    Řehák, Pavel

    2012-01-01

    Roč. 42, č. 6 (2012), s. 1995-2013 ISSN 0035-7596 R&D Projects: GA AV ČR KJB100190701 Institutional support: RVO:67985840 Keywords : half-linear dynamic equation * time scale * comparison theorem Subject RIV: BA - General Mathematics Impact factor: 0.389, year: 2012 http://projecteuclid.org/euclid.rmjm/1361800616

  19. About simple nonlinear and linear superpositions of special exact solutions of Veselov-Novikov equation

    Energy Technology Data Exchange (ETDEWEB)

    Dubrovsky, V. G.; Topovsky, A. V. [Novosibirsk State Technical University, Karl Marx prosp. 20, Novosibirsk 630092 (Russian Federation)

    2013-03-15

    New exact solutions, nonstationary and stationary, of Veselov-Novikov (VN) equation in the forms of simple nonlinear and linear superpositions of arbitrary number N of exact special solutions u{sup (n)}, n= 1, Horizontal-Ellipsis , N are constructed via Zakharov and Manakov {partial_derivative}-dressing method. Simple nonlinear superpositions are represented up to a constant by the sums of solutions u{sup (n)} and calculated by {partial_derivative}-dressing on nonzero energy level of the first auxiliary linear problem, i.e., 2D stationary Schroedinger equation. It is remarkable that in the zero energy limit simple nonlinear superpositions convert to linear ones in the form of the sums of special solutions u{sup (n)}. It is shown that the sums u=u{sup (k{sub 1})}+...+u{sup (k{sub m})}, 1 Less-Than-Or-Slanted-Equal-To k{sub 1} < k{sub 2} < Horizontal-Ellipsis < k{sub m} Less-Than-Or-Slanted-Equal-To N of arbitrary subsets of these solutions are also exact solutions of VN equation. The presented exact solutions include as superpositions of special line solitons and also superpositions of plane wave type singular periodic solutions. By construction these exact solutions represent also new exact transparent potentials of 2D stationary Schroedinger equation and can serve as model potentials for electrons in planar structures of modern electronics.

  20. Chaotic dynamics and diffusion in a piecewise linear equation

    International Nuclear Information System (INIS)

    Shahrear, Pabel; Glass, Leon; Edwards, Rod

    2015-01-01

    Genetic interactions are often modeled by logical networks in which time is discrete and all gene activity states update simultaneously. However, there is no synchronizing clock in organisms. An alternative model assumes that the logical network is preserved and plays a key role in driving the dynamics in piecewise nonlinear differential equations. We examine dynamics in a particular 4-dimensional equation of this class. In the equation, two of the variables form a negative feedback loop that drives a second negative feedback loop. By modifying the original equations by eliminating exponential decay, we generate a modified system that is amenable to detailed analysis. In the modified system, we can determine in detail the Poincaré (return) map on a cross section to the flow. By analyzing the eigenvalues of the map for the different trajectories, we are able to show that except for a set of measure 0, the flow must necessarily have an eigenvalue greater than 1 and hence there is sensitive dependence on initial conditions. Further, there is an irregular oscillation whose amplitude is described by a diffusive process that is well-modeled by the Irwin-Hall distribution. There is a large class of other piecewise-linear networks that might be analyzed using similar methods. The analysis gives insight into possible origins of chaotic dynamics in periodically forced dynamical systems

  1. Chaotic dynamics and diffusion in a piecewise linear equation

    Science.gov (United States)

    Shahrear, Pabel; Glass, Leon; Edwards, Rod

    2015-03-01

    Genetic interactions are often modeled by logical networks in which time is discrete and all gene activity states update simultaneously. However, there is no synchronizing clock in organisms. An alternative model assumes that the logical network is preserved and plays a key role in driving the dynamics in piecewise nonlinear differential equations. We examine dynamics in a particular 4-dimensional equation of this class. In the equation, two of the variables form a negative feedback loop that drives a second negative feedback loop. By modifying the original equations by eliminating exponential decay, we generate a modified system that is amenable to detailed analysis. In the modified system, we can determine in detail the Poincaré (return) map on a cross section to the flow. By analyzing the eigenvalues of the map for the different trajectories, we are able to show that except for a set of measure 0, the flow must necessarily have an eigenvalue greater than 1 and hence there is sensitive dependence on initial conditions. Further, there is an irregular oscillation whose amplitude is described by a diffusive process that is well-modeled by the Irwin-Hall distribution. There is a large class of other piecewise-linear networks that might be analyzed using similar methods. The analysis gives insight into possible origins of chaotic dynamics in periodically forced dynamical systems.

  2. Dyson-Schwinger equations for the non-linear σ-model

    International Nuclear Information System (INIS)

    Drouffe, J.M.; Flyvbjerg, H.

    1989-08-01

    Dyson-Schwinger equations for the O(N)-symmetric non-linear σ-model are derived. They are polynomials in N, hence 1/N-expanded ab initio. A finite, closed set of equations is obtained by keeping only the leading term and the first correction term in this 1/N-series. These equations are solved numerically in two dimensions on square lattices measuring 50x50, 100x100, 200x200, and 400x400. They are also solved analytically at strong coupling and at weak coupling in a finite volume. In these two limits the solution is asymptotically identical to the exact strong- and weak-coupling series through the first three terms. Between these two limits, results for the magnetic susceptibility and the mass gap are identical to the Monte Carlo results available for N=3 and N=4 within a uniform systematic error of O(1/N 3 ), i.e. the results seem good to O(1/N 2 ), though obtained from equations that are exact only to O(1/N). This is understood by seeing the results as summed infinite subseries of the 1/N-series for the exact susceptibility and mass gap. We conclude that the kind of 1/N-expansion presented here converges as well as one might ever hope for, even for N as small as 3. (orig.)

  3. An Improved Recurrent Neural Network for Complex-Valued Systems of Linear Equation and Its Application to Robotic Motion Tracking.

    Science.gov (United States)

    Ding, Lei; Xiao, Lin; Liao, Bolin; Lu, Rongbo; Peng, Hua

    2017-01-01

    To obtain the online solution of complex-valued systems of linear equation in complex domain with higher precision and higher convergence rate, a new neural network based on Zhang neural network (ZNN) is investigated in this paper. First, this new neural network for complex-valued systems of linear equation in complex domain is proposed and theoretically proved to be convergent within finite time. Then, the illustrative results show that the new neural network model has the higher precision and the higher convergence rate, as compared with the gradient neural network (GNN) model and the ZNN model. Finally, the application for controlling the robot using the proposed method for the complex-valued systems of linear equation is realized, and the simulation results verify the effectiveness and superiorness of the new neural network for the complex-valued systems of linear equation.

  4. A piecewise linear finite element discretization of the diffusion equation for arbitrary polyhedral grids

    Energy Technology Data Exchange (ETDEWEB)

    Bailey, T S; Adams, M L [Texas A M Univ., Dept. of Nuclear Engineering, College Station, TX (United States); Yang, B; Zika, M R [Lawrence Livermore National Lab., Livermore, CA (United States)

    2005-07-01

    We develop a piecewise linear (PWL) Galerkin finite element spatial discretization for the multi-dimensional radiation diffusion equation. It uses piecewise linear weight and basis functions in the finite element approximation, and it can be applied on arbitrary polygonal (2-dimensional) or polyhedral (3-dimensional) grids. We show that this new PWL method gives solutions comparable to those from Palmer's finite-volume method. However, since the PWL method produces a symmetric positive definite coefficient matrix, it should be substantially more computationally efficient than Palmer's method, which produces an asymmetric matrix. We conclude that the Galerkin PWL method is an attractive option for solving diffusion equations on unstructured grids. (authors)

  5. 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

  6. 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…

  7. 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

  8. 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.

  9. Disformal invariance of continuous media with linear equation of state

    Energy Technology Data Exchange (ETDEWEB)

    Celoria, Marco [Gran Sasso Science Institute (INFN), Viale Francesco Crispi 7, L' Aquila, I-67100 Italy (Italy); Matarrese, Sabino [Dipartimento di Fisica e Astronomia ' G. Galilei' , Università degli Studi di Padova, via Marzolo 8, Padova, I-35131 Italy (Italy); Pilo, Luigi, E-mail: marco.celoria@gssi.infn.it, E-mail: sabino.matarrese@pd.infn.it, E-mail: luigi.pilo@aquila.infn.it [Dipartimento di Fisica, Università di L' Aquila, L' Aquila, I-67010 Italy (Italy)

    2017-02-01

    We show that the effective theory describing single component continuous media with a linear and constant equation of state of the form p = w ρ is invariant under a 1-parameter family of continuous disformal transformations. In the special case of w =1/3 (ultrarelativistic gas), such a family reduces to conformal transformations. As examples, perfect fluids, irrotational dust (mimetic matter) and homogeneous and isotropic solids are discussed.

  10. 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

  11. Microscopic model for the non-linear fluctuating hydrodynamic of {sup 4} He superfluid helium deduced by maximum entropy method; Modelo microscopico para la hidrodinamica fluctuante no lineal del {sup 4}He superfluido deducido mediante el metodo de maxima entropia

    Energy Technology Data Exchange (ETDEWEB)

    Alvarez R, J.T

    1998-10-01

    of the local equilibrium operator {rho}hut{sub l}-tilde. Matrix elements that lead to the local transport coefficients for the superfluid helium, by means of a generalization of the Green-Kubo fluctuation-dissipation relation, in analogy with the results present in the Appendix A, obtained with a local equilibrium statistical operator {rho}hut{sub l}-tilde. Specified the Lagrange multipliers, the currents and the local transport coefficients, a non-linear local FP equation is determined for the superfluid helium in the Fourier space. Starting with such FP equation their associated non-linear equations of the Langevin type are built, where the random forces that appear are of multiplicative type. Forces that are expressed as the product of Gaussian random variables and local variablesin such way that the variances of the random variables are independent of the local variables. Finally, applying the Fourier inverse transformed to the non-linear equations of the Langevin type in the space of Fourier, the equations of the non-linear fluctuating hydrodynamic are built for the superfluid helium in the configuration space. Lastly, in the chapter 4, it is presented a discussion of the results and the conclusions of this thesis. (Author)

  12. 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.

  13. 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

  14. 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

  15. Langevin synchronization in a time-dependent, harmonic basin: An exact solution in 1D

    Science.gov (United States)

    Cadilhe, A.; Voter, Arthur F.

    2018-02-01

    The trajectories of two particles undergoing Langevin dynamics while sharing a common noise sequence can merge into a single (master) trajectory. Here, we present an exact solution for a particle undergoing Langevin dynamics in a harmonic, time-dependent potential, thus extending the idea of synchronization to nonequilibrium systems. We calculate the synchronization level, i.e., the mismatch between two trajectories sharing a common noise sequence, in the underdamped, critically damped, and overdamped regimes. Finally, we provide asymptotic expansions in various limiting cases and compare to the time independent case.

  16. Linear representation of algebras with non-associative operations which are satisfy in the balanced functional equations

    International Nuclear Information System (INIS)

    Ehsani, Amir

    2015-01-01

    Algebras with a pair of non-associative binary operations (f, g) which are satisfy in the balanced quadratic functional equations with four object variables considered. First, we obtain a linear representation for the operations, of this kind of binary algebras (A,f,g), over an abelian group (A, +) and then we generalize the linear representation of operations, to an algebra (A,F) with non-associative binary operations which are satisfy in the balanced quadratic functional equations with four object variables. (paper)

  17. A piecewise linear finite element discretization of the diffusion equation for arbitrary polyhedral grids

    Energy Technology Data Exchange (ETDEWEB)

    Bailey, T.S.; Adams, M.L. [Texas A M Univ., Dept. of Nuclear Engineering, College Station, TX (United States); Yang, B.; Zika, M.R. [Lawrence Livermore National Lab., Livermore, CA (United States)

    2005-07-01

    We develop a piecewise linear (PWL) Galerkin finite element spatial discretization for the multi-dimensional radiation diffusion equation. It uses piecewise linear weight and basis functions in the finite element approximation, and it can be applied on arbitrary polygonal (2-dimensional) or polyhedral (3-dimensional) grids. We show that this new PWL method gives solutions comparable to those from Palmer's finite-volume method. However, since the PWL method produces a symmetric positive definite coefficient matrix, it should be substantially more computationally efficient than Palmer's method, which produces an asymmetric matrix. We conclude that the Galerkin PWL method is an attractive option for solving diffusion equations on unstructured grids. (authors)

  18. KAM for the non-linear Schroedinger equation a short presentation

    CERN Document Server

    Eliasson, H L

    2006-01-01

    We consider the $d$-dimensional nonlinear Schr\\"o\\-dinger equation under periodic boundary conditions:-i\\dot u=\\Delta u+V(x)*u+\\ep \\frac{\\p F}{\\p \\bar u}(x,u,\\bar u) ;\\quad u=u(t,x),\\;x\\in\\T^dwhere $V(x)=\\sum \\hat V(a)e^{i\\sc{a,x}}$ is an analytic function with $\\hat V$ real and $F$ is a real analytic function in $\\Re u$, $\\Im u$ and $x$. (This equation is a popular model for the `real' NLS equation, where instead of the convolution term $V*u$ we have the potential term $Vu$.) For $\\ep=0$ the equation is linear and has time--quasi-periodic solutions $u$,u(t,x)=\\sum_{s\\in \\AA}\\hat u_0(a)e^{i(|a|^2+\\hat V(a))t}e^{i\\sc{a,x}}, \\quad 0<|\\hat u_0(a)|\\le1,where $\\AA$ is any finite subset of $\\Z^d$. We shall treat $\\omega_a=|a|^2+\\hat V(a)$, $a\\in\\AA$, as free parameters in some domain $U\\subset\\R^{\\AA}$. This is a Hamiltonian system in infinite degrees of freedom, degenerate but with external parameters, and we shall describe a KAM-theory which, in particular, will have the following consequence: \\smallskip {\\it ...

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

    KAUST Repository

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

    2014-01-01

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

  20. 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....

  1. Non-linear corrections to the time-covariance function derived from a multi-state chemical master equation.

    Science.gov (United States)

    Scott, M

    2012-08-01

    The time-covariance function captures the dynamics of biochemical fluctuations and contains important information about the underlying kinetic rate parameters. Intrinsic fluctuations in biochemical reaction networks are typically modelled using a master equation formalism. In general, the equation cannot be solved exactly and approximation methods are required. For small fluctuations close to equilibrium, a linearisation of the dynamics provides a very good description of the relaxation of the time-covariance function. As the number of molecules in the system decrease, deviations from the linear theory appear. Carrying out a systematic perturbation expansion of the master equation to capture these effects results in formidable algebra; however, symbolic mathematics packages considerably expedite the computation. The authors demonstrate that non-linear effects can reveal features of the underlying dynamics, such as reaction stoichiometry, not available in linearised theory. Furthermore, in models that exhibit noise-induced oscillations, non-linear corrections result in a shift in the base frequency along with the appearance of a secondary harmonic.

  2. Signals for the QCD phase transition and critical point in a Langevin dynamical model

    International Nuclear Information System (INIS)

    Herold, Christoph; Bleicher, Marcus; Yan, Yu-Peng

    2013-01-01

    The search for the critical point is one of the central issues that will be investigated in the upcoming FAIR project. For a profound theoretical understanding of the expected signals we go beyond thermodynamic studies and present a fully dynamical model for the chiral and deconfinement phase transition in heavy ion collisions. The corresponding order parameters are propagated by Langevin equations of motions on a thermal background provided by a fluid dynamically expanding plasma of quarks. By that we are able to describe nonequilibrium effects occurring during the rapid expansion of a hot fireball. For an evolution through the phase transition the formation of a supercooled phase and its subsequent decay crucially influence the trajectories in the phase diagram and lead to a significant reheating of the quark medium at highest baryon densities. Furthermore, we find inhomogeneous structures with high density domains along the first order transition line within single events.

  3. An Explicit Enclosure of the Solution Set of Overdetermined Interval Linear Equations

    Czech Academy of Sciences Publication Activity Database

    Rohn, Jiří

    2017-01-01

    Roč. 24, February (2017), s. 1-10 ISSN 1573-1340 Institutional support: RVO:67985807 Keywords : interval linear equations * interval hull * unit midpoint * enclosure Subject RIV: BA - General Mathematics OBOR OECD: Applied mathematics http://interval.louisiana.edu/ reliable -computing-journal/volume-24/ reliable -computing-24-pp-001-010.pdf

  4. Scilab software as an alternative low-cost computing in solving the linear equations problem

    Science.gov (United States)

    Agus, Fahrul; Haviluddin

    2017-02-01

    Numerical computation packages are widely used both in teaching and research. These packages consist of license (proprietary) and open source software (non-proprietary). One of the reasons to use the package is a complexity of mathematics function (i.e., linear problems). Also, number of variables in a linear or non-linear function has been increased. The aim of this paper was to reflect on key aspects related to the method, didactics and creative praxis in the teaching of linear equations in higher education. If implemented, it could be contribute to a better learning in mathematics area (i.e., solving simultaneous linear equations) that essential for future engineers. The focus of this study was to introduce an additional numerical computation package of Scilab as an alternative low-cost computing programming. In this paper, Scilab software was proposed some activities that related to the mathematical models. In this experiment, four numerical methods such as Gaussian Elimination, Gauss-Jordan, Inverse Matrix, and Lower-Upper Decomposition (LU) have been implemented. The results of this study showed that a routine or procedure in numerical methods have been created and explored by using Scilab procedures. Then, the routine of numerical method that could be as a teaching material course has exploited.

  5. 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.

  6. 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\\.

  7. Suitability of the double Langevin function for description of anhysteretic magnetization curves in NO and GO electrical steel grades

    Directory of Open Access Journals (Sweden)

    Simon Steentjes

    2017-05-01

    Full Text Available This paper compares the match obtained using the classical Langevin function, the tanh function as well as a recently by the authors proposed double Langevin function with the measured anhysteretic magnetization curve of three different non-oriented electrical steel grades and one grain-oriented grade. Two standard non-oriented grades and a high-silicon grade (Si content of 6.5% made by CVD are analyzed. An excellent match is obtained using the double Langevin function, whereas the classical solutions are less appropriate. Thereby, problems such as those due to propagation of approximation errors observed in hysteresis modeling can be bypassed.

  8. 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.

  9. Hamiltonian models for the Madelung fluid and generalized Langevin equations

    International Nuclear Information System (INIS)

    Nonnenmacher, T.F.

    1985-01-01

    We present a Hamiltonian formulation of some type of an 'electromagnetic' Madelung fluid leading to a fluid mechanics interpretation of the Aharonov-Bohm effect and to a subsidary condition to be required in order to make the correspondence between Schroedinger's quantum mechanics and Madelung's fluid mechanics unique. Then we discuss some problems related with the Brownian oscillator. Our aim is to start out with a Hamiltonian for the composite system with surrounding heat bath) and to finally arrive at a stochastic differential equation with completely determined statistical properties. (orig./HSI)

  10. 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.

  11. Quadratic-linear pattern in cancer fractional radiotherapy. Equations for a computering program

    International Nuclear Information System (INIS)

    Burgos, D.; Bullejos, J.; Garcia Puche, J.L.; Pedraza, V.

    1990-01-01

    Knowledge of equivalence between different tratment schemes with the same iso-effect is the essential thing in clinical cancer radiotherapy. For this purpose it is very useful the group of ideas derived from quadratic-linear pattern (Q-L) proposed in order to analyze cell survival curve to radiation. Iso-effect definition caused by several irradiation rules is done by extrapolated tolerance dose (ETD). Because equations for ETD are complex, a computering program have been carried out. In this paper, iso-effect equations for well defined therapeutic situations and flow diagram proposed for resolution, have been studied. (Author)

  12. 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.

  13. Approximate solution to neutron transport equation with linear anisotropic scattering

    International Nuclear Information System (INIS)

    Coppa, G.; Ravetto, P.; Sumini, M.

    1983-01-01

    A method to obtain an approximate solution to the transport equation, when both sources and collisions show a linearly anisotropic behavior, is outlined and the possible implications for numerical calculations in applied neutronics as well as shielding evaluations are investigated. The form of the differential system of equations taken by the method is quite handy and looks simpler and more manageable than any other today available technique. To go deeper into the efficiency of the method, some typical calculations concerning critical dimension of multiplying systems are then performed and the results are compared with the ones coming from the classical Ssub(N) approximations. The outcome of such calculations leads us to think of interesting developments of the method which could be quite useful in alternative to other today widespread approximate procedures, for any geometry, but especially for curved ones. (author)

  14. Generalized multivariate Fokker-Planck equations derived from kinetic transport theory and linear nonequilibrium thermodynamics

    International Nuclear Information System (INIS)

    Frank, T.D.

    2002-01-01

    We study many particle systems in the context of mean field forces, concentration-dependent diffusion coefficients, generalized equilibrium distributions, and quantum statistics. Using kinetic transport theory and linear nonequilibrium thermodynamics we derive for these systems a generalized multivariate Fokker-Planck equation. It is shown that this Fokker-Planck equation describes relaxation processes, has stationary maximum entropy distributions, can have multiple stationary solutions and stationary solutions that differ from Boltzmann distributions

  15. Exact solutions of linearized Schwinger endash Dyson equation of fermion self-energy

    International Nuclear Information System (INIS)

    Zhou, B.

    1997-01-01

    The Schwinger endash Dyson equation of fermion self-energy in the linearization approximation is solved exactly in a theory with gauge and effective four-fermion interactions. Different expressions for the independent solutions, which, respectively, submit to irregular and regular ultraviolet boundary condition are derived and expounded. copyright 1997 American Institute of Physics

  16. Squeezing corrections to the Bloch equations

    International Nuclear Information System (INIS)

    Abundo, M.; Accardi, L.

    1991-01-01

    The general analysis of quantum noise shows that a squeezing noise can produce quadratic nonlinearities in the Langevin equations leading to the Bloch equations. These quadratic nonlinearities are governed by the imaginary part of the off-diagonal terms of the covariance of the noise (the squeezing terms) and imply a correction to the usual form of the Bloch equations. Here the case of spin-one nuclei subjected to squeezing noises of particular type is studied numerically. It is shown that the corrections to the Bloch equations, suggested by the theory, to the behaviour of the macroscopic nuclear polarization in a scale of times of the order of the relaxation time can be quite substantial. In the equilibrium regime, even if the qualitative behaviour of the system is the same (exponential decay), the numerical equilibrium values predicted by the theory are consistently different from those predicted by the usual Bloch equation. It is suggested that this difference might be used to test experimentally the observable effects of squeezing noises

  17. Reconstruction of dynamical equations for traffic flow

    OpenAIRE

    Kriso, S.; Friedrich, R.; Peinke, J.; Wagner, P.

    2001-01-01

    Traffic flow data collected by an induction loop detector on the highway close to Koeln-Nord are investigated with respect to their dynamics including the stochastic content. In particular we present a new method, with which the flow dynamics can be extracted directly from the measured data. As a result a Langevin equation for the traffic flow is obtained. From the deterministic part of the flow dynamics, stable fixed points are extracted and set into relation with common features of the fund...

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

    Directory of Open Access Journals (Sweden)

    Hong-Yan Xu

    2009-11-01

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

  19. Trap-assisted and Langevin-type recombination in organic light-emitting diodes

    Science.gov (United States)

    Wetzelaer, G. A. H.; Kuik, M.; Nicolai, H. T.; Blom, P. W. M.

    2011-04-01

    Trapping of charges is known to play an important role in the charge transport of organic semiconductors, but the role of traps in the recombination process has not been addressed. Here we show that the ideality factor of the current of organic light-emitting diodes (OLEDs) in the diffusion-dominated regime has a temperature-independent value of 2, which reveals that nonradiative trap-assisted recombination dominates the current. In contrast, the ideality factor of the light output approaches unity, demonstrating that luminance is governed by recombination of the bimolecular Langevin type. This apparent contradiction can be resolved by measuring the current and luminance ideality factor for a white-emitting polymer, where both free and trapped charge carriers recombine radiatively. With increasing bias voltage, Langevin recombination becomes dominant over trap-assisted recombination due to its stronger dependence on carrier density, leading to an enhancement in OLED efficiency.

  20. Hardy inequality on time scales and its application to half-linear dynamic equations

    Directory of Open Access Journals (Sweden)

    Řehák Pavel

    2005-01-01

    Full Text Available A time-scale version of the Hardy inequality is presented, which unifies and extends well-known Hardy inequalities in the continuous and in the discrete setting. An application in the oscillation theory of half-linear dynamic equations is given.

  1. 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.

  2. TBA equations for the mass gap in the O(2r) non-linear σ-models

    International Nuclear Information System (INIS)

    Balog, Janos; Hegedues, Arpad

    2005-01-01

    We propose TBA integral equations for 1-particle states in the O(n) non-linear σ-model for even n. The equations are conjectured on the basis of the analytic properties of the large volume asymptotics of the problem, which is explicitly constructed starting from Luscher's asymptotic formula. For small volumes the mass gap values computed numerically from the TBA equations agree very well with results of three-loop perturbation theory calculations, providing support for the validity of the proposed TBA system

  3. Fission observables from 4D Langevin calculations with macroscopic transport coefficients

    Directory of Open Access Journals (Sweden)

    Usang Mark D.

    2018-01-01

    Full Text Available We have extended the Langevin equations to 4 dimensions (4D by allowing the independent deformation for the left (δ1 and right fragments (δ2 of the fissioning nucleus. At the moment we are only able to use them in conjunction with the macroscopic transport coefficients. Nevertheless, we can see a considerable improvement in the preliminary results for the fission observables, especially those related to the total kinetic energy (TKE of fission fragments. By plotting the TKE distributions we have revealed the super-long fission modes in 236U and super-short fission modes in 257Fm. By plotting the distribution of δ against the fragment’s TKE we have noted a correlation between the values of δ and Brosa’s fission modes. We have found that the standard fission modes correspond to prolate tips of the light fragments while the complementary heavy fragments have oblate fission tips. On the other hand, if both fragments were prolate at the tips, we get super-long fission modes. If both fragments were oblate at the tips, we get super-short fission modes.

  4. Equations for the non linear evolution of the resistive tearing modes in toroidal plasmas

    International Nuclear Information System (INIS)

    Edery, D.; Pellat, R.; Soule, J.L.

    1979-09-01

    Following the tokamak ordering, we simplify the resistive MHD equations in toroidal geometry. We obtain a closed system of non linear equations for two scalar potentials of the magnetic and velocity fields and for plasma density and temperature. If we expand these equations in the inverse of aspect ratio they are exact to the two first orders. Our formalism should correctly describe the mode coupling by curvature effects /1/ and the toroidal displacement of magnetic surfaces /2/. It provides a natural extension of the well known cylindrical model /3/ and is now being solved on computer

  5. Anisotropic compacts stars on paraboloidal spacetime with linear equation of state

    Energy Technology Data Exchange (ETDEWEB)

    Thomas, V.O. [The Maharaja Sayajirao University of Baroda, Department of Mathematics, Faculty of Science, Vadodara, Gujarat (India); Pandya, D.M. [Pandit Deendayal Petroleum University, Department of Mathematics and Computer Science, Gandhinagar, Gujarat (India)

    2017-06-15

    New exact solutions of Einstein's field equations (EFEs) by assuming a linear equation of state, p{sub r} = α(ρ-ρ{sub R}), where p{sub r} is the radial pressure and ρ{sub R} is the surface density, are obtained on the background of a paraboloidal spacetime. By assuming estimated mass and radius of strange star candidate 4U 1820-30, various physical and energy conditions are used for estimating the range of parameter α. The suitability of the model for describing pulsars like PSR J1903+327, Vela X-1, Her X-1 and SAX J1808.4-3658 has been explored and respective ranges of α, for which all physical and energy conditions are satisfied throughout the distribution, are obtained. (orig.)

  6. Non-Gaussian statistics, classical field theory, and realizable Langevin models

    International Nuclear Information System (INIS)

    Krommes, J.A.

    1995-11-01

    The direct-interaction approximation (DIA) to the fourth-order statistic Z ∼ left-angle λψ 2 ) 2 right-angle, where λ is a specified operator and ψ is a random field, is discussed from several points of view distinct from that of Chen et al. [Phys. Fluids A 1, 1844 (1989)]. It is shown that the formula for Z DIA already appeared in the seminal work of Martin, Siggia, and Rose (Phys. Rev. A 8, 423 (1973)] on the functional approach to classical statistical dynamics. It does not follow from the original generalized Langevin equation (GLE) of Leith [J. Atmos. Sd. 28, 145 (1971)] and Kraichnan [J. Fluid Mech. 41, 189 (1970)] (frequently described as an amplitude representation for the DIA), in which the random forcing is realized by a particular superposition of products of random variables. The relationship of that GLE to renormalized field theories with non-Gaussian corrections (''spurious vertices'') is described. It is shown how to derive an improved representation, that realizes cumulants through O(ψ 4 ), by adding to the GLE a particular non-Gaussian correction. A Markovian approximation Z DIA M to Z DIA is derived. Both Z DIA and Z DIA M incorrectly predict a Gaussian kurtosis for the steady state of a solvable three-mode example

  7. Stochastic theory of polarized light in nonlinear birefringent media: An application to optical rotation

    Science.gov (United States)

    Tsuchida, Satoshi; Kuratsuji, Hiroshi

    2018-05-01

    A stochastic theory is developed for the light transmitting the optical media exhibiting linear and nonlinear birefringence. The starting point is the two-component nonlinear Schrödinger equation (NLSE). On the basis of the ansatz of “soliton” solution for the NLSE, the evolution equation for the Stokes parameters is derived, which turns out to be the Langevin equation by taking account of randomness and dissipation inherent in the birefringent media. The Langevin equation is converted to the Fokker-Planck (FP) equation for the probability distribution by employing the technique of functional integral on the assumption of the Gaussian white noise for the random fluctuation. The specific application is considered for the optical rotation, which is described by the ellipticity (third component of the Stokes parameters) alone: (i) The asymptotic analysis is given for the functional integral, which leads to the transition rate on the Poincaré sphere. (ii) The FP equation is analyzed in the strong coupling approximation, by which the diffusive behavior is obtained for the linear and nonlinear birefringence. These would provide with a basis of statistical analysis for the polarization phenomena in nonlinear birefringent media.

  8. 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

  9. 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

  10. 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

  11. An Empirical Comparison of Five Linear Equating Methods for the NEAT Design

    Science.gov (United States)

    Suh, Youngsuk; Mroch, Andrew A.; Kane, Michael T.; Ripkey, Douglas R.

    2009-01-01

    In this study, a data base containing the responses of 40,000 candidates to 90 multiple-choice questions was used to mimic data sets for 50-item tests under the "nonequivalent groups with anchor test" (NEAT) design. Using these smaller data sets, we evaluated the performance of five linear equating methods for the NEAT design with five levels of…

  12. Linear Equating for the NEAT Design: A Rejoinder and Some Further Comments

    Science.gov (United States)

    Kane, Michael T.; Mroch, Andrew A.; Suh, Youngsuk; Ripkey, Douglas R.

    2010-01-01

    This article presents the authors' rejoinder to commentaries on linear equating and the NEAT design. The authors appreciate the insightful work of the commentary writers. Each has made a number of interesting points, many of which the authors had not considered at all. Before responding to some of those points, the authors reiterate what they see…

  13. On Attainability of Optimal Solutions for Linear Elliptic Equations with Unbounded Coefficients

    Directory of Open Access Journals (Sweden)

    P. I. Kogut

    2011-12-01

    Full Text Available We study an optimal boundary control problem (OCP associated to a linear elliptic equation —div (Vj/ + A(xVy = f describing diffusion in a turbulent flow. The characteristic feature of this equation is the fact that, in applications, the stream matrix A(x = [a,ij(x]i,j=i,...,N is skew-symmetric, ац(х = —a,ji(x, measurable, and belongs to L -space (rather than L°°. An optimal solution to such problem can inherit a singular character of the original stream matrix A. We show that optimal solutions can be attainable by solutions of special optimal boundary control problems.

  14. On the prolongation structure and Backlund transformation for new non-linear Klein-Gordon equations

    International Nuclear Information System (INIS)

    Roy Chowdhury, A.; Mukherjee, J.

    1986-07-01

    We have considered the complete integrability of two nonlinear equations which are some kind of extensions of usual Sine-Gordon and Sinh-Gordon equations. The first one is of non-autonomous version of Sinh-Gordon system and the second is closely related to the usual Sine-Gordon theory. The first problem indicates how (x,t) dependent non-linear equations can be treated in the prolongation theory and how a Backlund map can be constructed. The second one is a variation of the usual Sine-Gordon equation and suggests that there may be other equations (similar to Sine-Gordon) which are completely integrable. In both cases we have been able to construct the Lax pair. We then construct an auto-Backlund map by following the idea of Konno and Wadati, for the generation of multisolution states. (author)

  15. A frequency domain linearized Navier-Stokes equations approach to acoustic propagation in flow ducts with sharp edges.

    Science.gov (United States)

    Kierkegaard, Axel; Boij, Susann; Efraimsson, Gunilla

    2010-02-01

    Acoustic wave propagation in flow ducts is commonly modeled with time-domain non-linear Navier-Stokes equation methodologies. To reduce computational effort, investigations of a linearized approach in frequency domain are carried out. Calculations of sound wave propagation in a straight duct are presented with an orifice plate and a mean flow present. Results of transmission and reflections at the orifice are presented on a two-port scattering matrix form and are compared to measurements with good agreement. The wave propagation is modeled with a frequency domain linearized Navier-Stokes equation methodology. This methodology is found to be efficient for cases where the acoustic field does not alter the mean flow field, i.e., when whistling does not occur.

  16. Quantum Difference Langevin System with Nonlocal q-Derivative Conditions

    Directory of Open Access Journals (Sweden)

    Surang Sitho

    2016-01-01

    Full Text Available We introduce a new class of boundary value problems for Langevin quantum difference systems. Some new existence and uniqueness results for coupled systems are obtained by using fixed point theorems. The existence and uniqueness of solutions are established by Banach’s contraction mapping principle, while the existence of solutions is derived by using Leray-Schauder’s alternative. The obtained results are well illustrated with the aid of examples.

  17. On the stability, the periodic solutions and the resolution of certain types of non linear equations, and of non linearly coupled systems of these equations, appearing in betatronic oscillations; Sur la stabilite, les solutions periodiques et la resolution de certaines categories d'equations et systemes d'equations differentielles couplees non lineaires apparaissant dans les oscillations betatroniques

    Energy Technology Data Exchange (ETDEWEB)

    Valat, J [Commissariat a l' Energie Atomique, Saclay (France). Centre d' Etudes Nucleaires

    1960-12-15

    Universal stability diagrams have been calculated and experimentally checked for Hill-Meissner type equations with square-wave coefficients. The study of these equations in the phase-plane has then made it possible to extend the periodic solution calculations to the case of non-linear differential equations with periodic square-wave coefficients. This theory has been checked experimentally. For non-linear coupled systems with constant coefficients, a search was first made for solutions giving an algebraic motion. The elliptical and Fuchs's functions solve such motions. The study of non-algebraic motions is more delicate, apart from the study of nonlinear Lissajous's motions. A functional analysis shows that it is possible however in certain cases to decouple the system and to find general solutions. For non-linear coupled systems with periodic square-wave coefficients it is then possible to calculate the conditions leading to periodic solutions, if the two non-linear associated systems with constant coefficients fall into one of the categories of the above paragraph. (author) [French] Pour les equations du genre de Hill-Meissner a coefficients creneles, on a calcule des diagrammes universels de stabilite et ceux-ci ont ete verifies experimentalement. L'etude de ces equations dans le plan de phase a permis ensuite d'etendre le calcul des solutions periodiques au cas des equations differentielles non lineaires a coefficients periodiques creneles. Cette theorie a ete verifiee experimentalement. Pour Jes systemes couples non lineaires a coefficients constants, on a d'abord cherche les solutions menant a des mouvements algebriques. Les fonctions elliptiques et fuchsiennes uniformisent de tels mouvements. L'etude de mouvements non algebriques est plus delicate, a part l'etude des mouvements de Lissajous non lineaires. Une analyse fonctionnelle montre qu'il est toutefois possible dans certains cas de decoupler le systeme et de trouver des solutions generales. Pour les

  18. TOEPLITZ, Solution of Linear Equation System with Toeplitz or Circulant Matrix

    International Nuclear Information System (INIS)

    Garbow, B.

    1984-01-01

    Description of program or function: TOEPLITZ is a collection of FORTRAN subroutines for solving linear systems Ax=b, where A is a Toeplitz matrix, a Circulant matrix, or has one or several block structures based on Toeplitz or Circulant matrices. Such systems arise in problems of electrodynamics, acoustics, mathematical statistics, algebra, in the numerical solution of integral equations with a difference kernel, and in the theory of stationary time series and signals

  19. Excited-state lifetime measurements: Linearization of the Foerster equation by the phase-plane method

    International Nuclear Information System (INIS)

    Love, J.C.; Demas, J.N.

    1983-01-01

    The Foerster equation describes excited-state decay curves involving resonance intermolecular energy transfer. A linearized solution based on the phase-plane method has been developed. The new method is quick, insensitive to the fitting region, accurate, and precise

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

    Directory of Open Access Journals (Sweden)

    Rubio Gerardo

    2011-03-01

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

  1. On the solution of a class of fuzzy system of linear equations

    Indian Academy of Sciences (India)

    J. Mathematics and Comput. Sci. 1: 1–5. Salkuyeh D K 2011 On the solution of the fuzzy Sylvester matrix equation. Soft Computing 15: 953–961. Senthilkumar P and Rajendran G 2011 New approach to solve symmetric fully fuzzy linear systems. S¯adhan¯a 36: 933–940. Wang K and Zheng B 2007 Block iterative methods ...

  2. Generalized randomly amplified linear system driven by Gaussian noises: Extreme heavy tail and algebraic correlation decay in plasma turbulence

    International Nuclear Information System (INIS)

    Steinbrecher, Gyoergy; Weyssow, B.

    2004-01-01

    The extreme heavy tail and the power-law decay of the turbulent flux correlation observed in hot magnetically confined plasmas are modeled by a system of coupled Langevin equations describing a continuous time linear randomly amplified stochastic process where the amplification factor is driven by a superposition of colored noises which, in a suitable limit, generate a fractional Brownian motion. An exact analytical formula for the power-law tail exponent β is derived. The extremely small value of the heavy tail exponent and the power-law distribution of laminar times also found experimentally are obtained, in a robust manner, for a wide range of input values, as a consequence of the (asymptotic) self-similarity property of the noise spectrum. As a by-product, a new representation of the persistent fractional Brownian motion is obtained

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

    Science.gov (United States)

    Rosenblatt, Marcus; Timmer, Jens; Kaschek, Daniel

    2016-01-01

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

  4. Operational matrices with respect to Hermite polynomials and their applications in solving linear dierential equations with variable coecients

    Directory of Open Access Journals (Sweden)

    A. Aminataei

    2014-05-01

    Full Text Available In this paper, a new and ecient approach is applied for numerical approximation of the linear dierential equations with variable coecients based on operational matrices with respect to Hermite polynomials. Explicit formulae which express the Hermite expansioncoecients for the moments of derivatives of any dierentiable function in terms of the original expansion coecients of the function itself are given in the matrix form. The mainimportance of this scheme is that using this approach reduces solving the linear dierentialequations to solve a system of linear algebraic equations, thus greatly simplifying the problem. In addition, two experiments are given to demonstrate the validity and applicability of the method

  5. Fourth order Douglas implicit scheme for solving three dimension reaction diffusion equation with non-linear source term

    Science.gov (United States)

    Hasnain, Shahid; Saqib, Muhammad; Mashat, Daoud Suleiman

    2017-07-01

    This research paper represents a numerical approximation to non-linear three dimension reaction diffusion equation with non-linear source term from population genetics. Since various initial and boundary value problems exist in three dimension reaction diffusion phenomena, which are studied numerically by different numerical methods, here we use finite difference schemes (Alternating Direction Implicit and Fourth Order Douglas Implicit) to approximate the solution. Accuracy is studied in term of L2, L∞ and relative error norms by random selected grids along time levels for comparison with analytical results. The test example demonstrates the accuracy, efficiency and versatility of the proposed schemes. Numerical results showed that Fourth Order Douglas Implicit scheme is very efficient and reliable for solving 3-D non-linear reaction diffusion equation.

  6. Fourth order Douglas implicit scheme for solving three dimension reaction diffusion equation with non-linear source term

    Directory of Open Access Journals (Sweden)

    Shahid Hasnain

    2017-07-01

    Full Text Available This research paper represents a numerical approximation to non-linear three dimension reaction diffusion equation with non-linear source term from population genetics. Since various initial and boundary value problems exist in three dimension reaction diffusion phenomena, which are studied numerically by different numerical methods, here we use finite difference schemes (Alternating Direction Implicit and Fourth Order Douglas Implicit to approximate the solution. Accuracy is studied in term of L2, L∞ and relative error norms by random selected grids along time levels for comparison with analytical results. The test example demonstrates the accuracy, efficiency and versatility of the proposed schemes. Numerical results showed that Fourth Order Douglas Implicit scheme is very efficient and reliable for solving 3-D non-linear reaction diffusion equation.

  7. Langevin dynamics simulation on the translocation of polymer through α-hemolysin pore

    International Nuclear Information System (INIS)

    Sun, Li-Zhen; Luo, Meng-Bo

    2014-01-01

    The forced translocation of a polymer through an α-hemolysin pore under an electrical field is studied using a Langevin dynamics simulation. The α-hemolysin pore is modelled as a connection of a spherical vestibule and a cylindrical β-barrel and polymer-pore attraction is taken into account. The results show that polymer-pore attraction can help the polymer enter the vestibule and the β-barrel as well; however, a strong attraction will slow down the translocation of the polymer through the β-barrel. The mean translocation time for the polymer to thread through the β-barrel increases linearly with the polymer length. By comparing our results with that of a simple pore without a vestibule, we find that the vestibule helps the polymer enter and thread through the β-barrel. Moreover, we find that it is easier for the polymer to thread through the β-barrel if the polymer is located closer to the surface of the vestibule. Some simulation results are explained qualitatively by theoretically analyzing the free-energy landscape of polymer translocation. (paper)

  8. Oscillation and nonoscillation results for solutions of half-linear equations with deviated argument

    Czech Academy of Sciences Publication Activity Database

    Drábek, P.; Kufner, Alois; Kuliev, K.

    2017-01-01

    Roč. 447, č. 1 (2017), s. 371-382 ISSN 0022-247X Institutional support: RVO:67985840 Keywords : half-linear equation * oscillatory solution * nonoscillatory solution Subject RIV: BA - General Mathematics OBOR OECD: Pure mathematics Impact factor: 1.064, year: 2016 http://www.sciencedirect.com/science/article/pii/S0022247X16306059

  9. Direct linearizing transform for three-dimensional discrete integrable systems: the lattice AKP, BKP and CKP equations.

    Science.gov (United States)

    Fu, Wei; Nijhoff, Frank W

    2017-07-01

    A unified framework is presented for the solution structure of three-dimensional discrete integrable systems, including the lattice AKP, BKP and CKP equations. This is done through the so-called direct linearizing transform, which establishes a general class of integral transforms between solutions. As a particular application, novel soliton-type solutions for the lattice CKP equation are obtained.

  10. Hölder Regularity of the 2D Dual Semigeostrophic Equations via Analysis of Linearized Monge-Ampère Equations

    Science.gov (United States)

    Le, Nam Q.

    2018-05-01

    We obtain the Hölder regularity of time derivative of solutions to the dual semigeostrophic equations in two dimensions when the initial potential density is bounded away from zero and infinity. Our main tool is an interior Hölder estimate in two dimensions for an inhomogeneous linearized Monge-Ampère equation with right hand side being the divergence of a bounded vector field. As a further application of our Hölder estimate, we prove the Hölder regularity of the polar factorization for time-dependent maps in two dimensions with densities bounded away from zero and infinity. Our applications improve previous work by G. Loeper who considered the cases of densities sufficiently close to a positive constant.

  11. Stochastic quantization of field theories on the lattice and supersymmetrical models

    International Nuclear Information System (INIS)

    Aldazabal, Gerardo.

    1984-01-01

    Several aspects of the stochastic quantization method are considered. Specifically, field theories on the lattice and supersymmetrical models are studied. A non-linear sigma model is studied firstly, and it is shown that it is possible to obtain evolution equations written directly for invariant quantities. These ideas are generalized to obtain Langevin equations for the Wilson loops of non-abelian lattice gauge theories U (N) and SU (N). In order to write these equations, some different ways of introducing the constraints which the fields must satisfy are discussed. It is natural to have a strong coupling expansion in these equations. The correspondence with quantum field theory is established, and it is noticed that at all orders in the perturbation theory, Langevin equations reduce to Schwinger-Dyson equations. From another point of view, stochastic quantization is applied to large N matrix models on the lattice. As a result, a simple and systematic way of building reduced models is found. Referring to stochastic quantization in supersymmetric theories, a simple supersymmetric model is studied. It is shown that it is possible to write an evolution equation for the superfield wich leads to quantum field theory results in equilibrium. As the Langevin equation preserves supersymmetry, the property of dimensional reduction known for the quantum model is shown to be valid at all times. (M.E.L.) [es

  12. A High-Accuracy Linear Conservative Difference Scheme for Rosenau-RLW Equation

    Directory of Open Access Journals (Sweden)

    Jinsong Hu

    2013-01-01

    Full Text Available We study the initial-boundary value problem for Rosenau-RLW equation. We propose a three-level linear finite difference scheme, which has the theoretical accuracy of Oτ2+h4. The scheme simulates two conservative properties of original problem well. The existence, uniqueness of difference solution, and a priori estimates in infinite norm are obtained. Furthermore, we analyze the convergence and stability of the scheme by energy method. At last, numerical experiments demonstrate the theoretical results.

  13. Decoherence of histories and hydrodynamic equations for a linear oscillator chain

    International Nuclear Information System (INIS)

    Halliwell, J.J.

    2003-01-01

    We investigate the decoherence of histories of local densities for linear oscillators models. It is shown that histories of local number, momentum and energy density are approximately decoherent, when coarse grained over sufficiently large volumes. Decoherence arises directly from the proximity of these variables to exactly conserved quantities (which are exactly decoherent), and not from environmentally induced decoherence. We discuss the approach to local equilibrium and the subsequent emergence of hydrodynamic equations for the local densities

  14. A Discrete-Time Recurrent Neural Network for Solving Rank-Deficient Matrix Equations With an Application to Output Regulation of Linear Systems.

    Science.gov (United States)

    Liu, Tao; Huang, Jie

    2017-04-17

    This paper presents a discrete-time recurrent neural network approach to solving systems of linear equations with two features. First, the system of linear equations may not have a unique solution. Second, the system matrix is not known precisely, but a sequence of matrices that converges to the unknown system matrix exponentially is known. The problem is motivated from solving the output regulation problem for linear systems. Thus, an application of our main result leads to an online solution to the output regulation problem for linear systems.

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

    OpenAIRE

    Casas Pérez, Fernando; Chiralt Monleon, Cristina

    2014-01-01

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

  17. Langevin dynamics encapsulate the microscopic and emergent macroscopic properties of midge swarms

    Science.gov (United States)

    2018-01-01

    In contrast to bird flocks, fish schools and animal herds, midge swarms maintain cohesion but do not possess global order. High-speed imaging techniques are now revealing that these swarms have surprising properties. Here, I show that simple models found on the Langevin equation are consistent with this wealth of recent observations. The models predict correctly that large accelerations, exceeding 10 g, will be common and they predict correctly the coexistence of core condensed phases surrounded by dilute vapour phases. The models also provide new insights into the influence of environmental conditions on swarm dynamics. They predict that correlations between midges increase the strength of the effective force binding the swarm together. This may explain why such correlations are absent in laboratory swarms but present in natural swarms which contend with the wind and other disturbances. Finally, the models predict that swarms have fluid-like macroscopic mechanical properties and will slosh rather than slide back and forth after being abruptly displaced. This prediction offers a promising avenue for future experimentation that goes beyond current quasi-static testing which has revealed solid-like responses. PMID:29298958

  18. A piecewise linear finite element discretization of the diffusion equation for arbitrary polyhedral grids

    Energy Technology Data Exchange (ETDEWEB)

    Bailey, Teresa S. [Texas A and M University, Department of Nuclear Engineering, College Station, TX 77843-3133 (United States)], E-mail: baileyte@tamu.edu; Adams, Marvin L. [Texas A and M University, Department of Nuclear Engineering, College Station, TX 77843-3133 (United States)], E-mail: mladams@tamu.edu; Yang, Brian [Lawrence Livermore National Laboratory, Livermore, CA 94551 (United States); Zika, Michael R. [Lawrence Livermore National Laboratory, Livermore, CA 94551 (United States)], E-mail: zika@llnl.gov

    2008-04-01

    We develop a piecewise linear (PWL) Galerkin finite element spatial discretization for the multi-dimensional radiation diffusion equation. It uses recently introduced piecewise linear weight and basis functions in the finite element approximation and it can be applied on arbitrary polygonal (2D) or polyhedral (3D) grids. We first demonstrate some analytical properties of the PWL method and perform a simple mode analysis to compare the PWL method with Palmer's vertex-centered finite-volume method and with a bilinear continuous finite element method. We then show that this new PWL method gives solutions comparable to those from Palmer's. However, since the PWL method produces a symmetric positive-definite coefficient matrix, it should be substantially more computationally efficient than Palmer's method, which produces an asymmetric matrix. We conclude that the Galerkin PWL method is an attractive option for solving diffusion equations on unstructured grids.

  19. A piecewise linear finite element discretization of the diffusion equation for arbitrary polyhedral grids

    International Nuclear Information System (INIS)

    Bailey, Teresa S.; Adams, Marvin L.; Yang, Brian; Zika, Michael R.

    2008-01-01

    We develop a piecewise linear (PWL) Galerkin finite element spatial discretization for the multi-dimensional radiation diffusion equation. It uses recently introduced piecewise linear weight and basis functions in the finite element approximation and it can be applied on arbitrary polygonal (2D) or polyhedral (3D) grids. We first demonstrate some analytical properties of the PWL method and perform a simple mode analysis to compare the PWL method with Palmer's vertex-centered finite-volume method and with a bilinear continuous finite element method. We then show that this new PWL method gives solutions comparable to those from Palmer's. However, since the PWL method produces a symmetric positive-definite coefficient matrix, it should be substantially more computationally efficient than Palmer's method, which produces an asymmetric matrix. We conclude that the Galerkin PWL method is an attractive option for solving diffusion equations on unstructured grids

  20. The structure of solutions of the matrix linear unilateral polynomial equation with two variables

    Directory of Open Access Journals (Sweden)

    N. S. Dzhaliuk

    2017-07-01

    Full Text Available We investigate the structure of solutions of the matrix linear polynomial equation $A(\\lambdaX(\\lambda+B(\\lambdaY(\\lambda=C(\\lambda,$ in particular, possible degrees of the solutions. The solving of this equation is reduced to the solving of the equivalent matrix polynomial equation with matrix coefficients in triangular forms with invariant factors on the main diagonals, to which the matrices $A (\\lambda, B(\\lambda$ \\ and \\ $C(\\lambda$ are reduced by means of semiscalar equivalent transformations. On the basis of it, we have pointed out the bounds of the degrees of the matrix polynomial equation solutions. Necessary and sufficient conditions for the uniqueness of a solution with a minimal degree are established. An effective method for constructing minimal degree solutions of the equations is suggested. In this article, unlike well-known results about the estimations of the degrees of the solutions of the matrix polynomial equations in which both matrix coefficients are regular or at least one of them is regular, we have considered the case when the matrix polynomial equation has arbitrary matrix coefficients $A(\\lambda$ and $B(\\lambda.$ 

  1. A Langevin simulation of the Gross-Neveu spectrum

    International Nuclear Information System (INIS)

    Lacaze, R.; Morel, A.; Petersson, B.

    1989-01-01

    We study the order parameter of Chiral symmetry, and fermion and boson masses in the Gross-Neveu model as a function of the flavour number N and of the Langevin time step ε in the scaling region. The 1/N dependence of the ε=0 value of the order parameter is in excellent agreement with an analytical calculation up to second order. Care is taken of the important two fermion contribution in the bosonic correlation functions. Mass ratios are found to be ε dependent, but their ε=0 extrapolation is compatible with the analytic expectation

  2. A linear evolution for non-linear dynamics and correlations in realistic nuclei

    International Nuclear Information System (INIS)

    Levin, E.; Lublinsky, M.

    2004-01-01

    A new approach to high energy evolution based on a linear equation for QCD generating functional is developed. This approach opens a possibility for systematic study of correlations inside targets, and, in particular, inside realistic nuclei. Our results are presented as three new equations. The first one is a linear equation for QCD generating functional (and for scattering amplitude) that sums the 'fan' diagrams. For the amplitude this equation is equivalent to the non-linear Balitsky-Kovchegov equation. The second equation is a generalization of the Balitsky-Kovchegov non-linear equation to interactions with realistic nuclei. It includes a new correlation parameter which incorporates, in a model-dependent way, correlations inside the nuclei. The third equation is a non-linear equation for QCD generating functional (and for scattering amplitude) that in addition to the 'fan' diagrams sums the Glauber-Mueller multiple rescatterings

  3. A critical oscillation constant as a variable of time scales for half-linear dynamic equations

    Czech Academy of Sciences Publication Activity Database

    Řehák, Pavel

    2010-01-01

    Roč. 60, č. 2 (2010), s. 237-256 ISSN 0139-9918 R&D Projects: GA AV ČR KJB100190701 Institutional research plan: CEZ:AV0Z10190503 Keywords : dynamic equation * time scale * half-linear equation * (non)oscillation criteria * Hille-Nehari criteria * Kneser criteria * critical constant * oscillation constant * Hardy inequality Subject RIV: BA - General Mathematics Impact factor: 0.316, year: 2010 http://link.springer.com/article/10.2478%2Fs12175-010-0009-7

  4. Modeling delay in genetic networks: from delay birth-death processes to delay stochastic differential equations.

    Science.gov (United States)

    Gupta, Chinmaya; López, José Manuel; Azencott, Robert; Bennett, Matthew R; Josić, Krešimir; Ott, William

    2014-05-28

    Delay is an important and ubiquitous aspect of many biochemical processes. For example, delay plays a central role in the dynamics of genetic regulatory networks as it stems from the sequential assembly of first mRNA and then protein. Genetic regulatory networks are therefore frequently modeled as stochastic birth-death processes with delay. Here, we examine the relationship between delay birth-death processes and their appropriate approximating delay chemical Langevin equations. We prove a quantitative bound on the error between the pathwise realizations of these two processes. Our results hold for both fixed delay and distributed delay. Simulations demonstrate that the delay chemical Langevin approximation is accurate even at moderate system sizes. It captures dynamical features such as the oscillatory behavior in negative feedback circuits, cross-correlations between nodes in a network, and spatial and temporal information in two commonly studied motifs of metastability in biochemical systems. Overall, these results provide a foundation for using delay stochastic differential equations to approximate the dynamics of birth-death processes with delay.

  5. Modeling delay in genetic networks: From delay birth-death processes to delay stochastic differential equations

    Energy Technology Data Exchange (ETDEWEB)

    Gupta, Chinmaya; López, José Manuel; Azencott, Robert; Ott, William [Department of Mathematics, University of Houston, Houston, Texas 77004 (United States); Bennett, Matthew R. [Department of Biochemistry and Cell Biology, Rice University, Houston, Texas 77204, USA and Institute of Biosciences and Bioengineering, Rice University, Houston, Texas 77005 (United States); Josić, Krešimir [Department of Mathematics, University of Houston, Houston, Texas 77004 (United States); Department of Biology and Biochemistry, University of Houston, Houston, Texas 77204 (United States)

    2014-05-28

    Delay is an important and ubiquitous aspect of many biochemical processes. For example, delay plays a central role in the dynamics of genetic regulatory networks as it stems from the sequential assembly of first mRNA and then protein. Genetic regulatory networks are therefore frequently modeled as stochastic birth-death processes with delay. Here, we examine the relationship between delay birth-death processes and their appropriate approximating delay chemical Langevin equations. We prove a quantitative bound on the error between the pathwise realizations of these two processes. Our results hold for both fixed delay and distributed delay. Simulations demonstrate that the delay chemical Langevin approximation is accurate even at moderate system sizes. It captures dynamical features such as the oscillatory behavior in negative feedback circuits, cross-correlations between nodes in a network, and spatial and temporal information in two commonly studied motifs of metastability in biochemical systems. Overall, these results provide a foundation for using delay stochastic differential equations to approximate the dynamics of birth-death processes with delay.

  6. Modeling delay in genetic networks: From delay birth-death processes to delay stochastic differential equations

    International Nuclear Information System (INIS)

    Gupta, Chinmaya; López, José Manuel; Azencott, Robert; Ott, William; Bennett, Matthew R.; Josić, Krešimir

    2014-01-01

    Delay is an important and ubiquitous aspect of many biochemical processes. For example, delay plays a central role in the dynamics of genetic regulatory networks as it stems from the sequential assembly of first mRNA and then protein. Genetic regulatory networks are therefore frequently modeled as stochastic birth-death processes with delay. Here, we examine the relationship between delay birth-death processes and their appropriate approximating delay chemical Langevin equations. We prove a quantitative bound on the error between the pathwise realizations of these two processes. Our results hold for both fixed delay and distributed delay. Simulations demonstrate that the delay chemical Langevin approximation is accurate even at moderate system sizes. It captures dynamical features such as the oscillatory behavior in negative feedback circuits, cross-correlations between nodes in a network, and spatial and temporal information in two commonly studied motifs of metastability in biochemical systems. Overall, these results provide a foundation for using delay stochastic differential equations to approximate the dynamics of birth-death processes with delay

  7. 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.

  8. Stochastic Field evolution of disoriented chiral condensates

    International Nuclear Information System (INIS)

    Bettencourt, Luis M.A.

    2003-01-01

    I present a summary of recent work [1] where we describe the time-evolution of a region of disoriented chiral condensate via Langevin field equations for the linear σ model. We analyze the model in equilibrium, paying attention to subtracting ultraviolet divergent classical terms and replacing them by their finite quantum counter-parts. We use results from lattice gauge theory and chiral perturbation theory to fix nonuniversal constants. The result is a ultraviolet cutoff independent theory that reproduces quantitatively the expected equilibrium behavior of pion and σ quantum fields. We also estimate the viscosity η(T), which controls the dynamical timescale in the Langevin equation, so that the near equilibrium dynamical response agrees with theoretical expectations

  9. A parallel algorithm for solving linear equations arising from one-dimensional network problems

    International Nuclear Information System (INIS)

    Mesina, G.L.

    1991-01-01

    One-dimensional (1-D) network problems, such as those arising from 1- D fluid simulations and electrical circuitry, produce systems of sparse linear equations which are nearly tridiagonal and contain a few non-zero entries outside the tridiagonal. Most direct solution techniques for such problems either do not take advantage of the special structure of the matrix or do not fully utilize parallel computer architectures. We describe a new parallel direct linear equation solution algorithm, called TRBR, which is especially designed to take advantage of this structure on MIMD shared memory machines. The new method belongs to a family of methods which split the coefficient matrix into the sum of a tridiagonal matrix T and a matrix comprised of the remaining coefficients R. Efficient tridiagonal methods are used to algebraically simplify the linear system. A smaller auxiliary subsystem is created and solved and its solution is used to calculate the solution of the original system. The newly devised BR method solves the subsystem. The serial and parallel operation counts are given for the new method and related earlier methods. TRBR is shown to have the smallest operation count in this class of direct methods. Numerical results are given. Although the algorithm is designed for one-dimensional networks, it has been applied successfully to three-dimensional problems as well. 20 refs., 2 figs., 4 tabs

  10. Coarse-grained forms for equations describing the microscopic motion of particles in a fluid.

    Science.gov (United States)

    Das, Shankar P; Yoshimori, Akira

    2013-10-01

    Exact equations of motion for the microscopically defined collective density ρ(x,t) and the momentum density ĝ(x,t) of a fluid have been obtained in the past starting from the corresponding Langevin equations representing the dynamics of the fluid particles. In the present work we average these exact equations of microscopic dynamics over the local equilibrium distribution to obtain stochastic partial differential equations for the coarse-grained densities with smooth spatial and temporal dependence. In particular, we consider Dean's exact balance equation for the microscopic density of a system of interacting Brownian particles to obtain the basic equation of the dynamic density functional theory with noise. Our analysis demonstrates that on thermal averaging the dependence of the exact equations on the bare interaction potential is converted to dependence on the corresponding thermodynamic direct correlation functions in the coarse-grained equations.

  11. Stabilized linear semi-implicit schemes for the nonlocal Cahn-Hilliard equation

    Science.gov (United States)

    Du, Qiang; Ju, Lili; Li, Xiao; Qiao, Zhonghua

    2018-06-01

    Comparing with the well-known classic Cahn-Hilliard equation, the nonlocal Cahn-Hilliard equation is equipped with a nonlocal diffusion operator and can describe more practical phenomena for modeling phase transitions of microstructures in materials. On the other hand, it evidently brings more computational costs in numerical simulations, thus efficient and accurate time integration schemes are highly desired. In this paper, we propose two energy-stable linear semi-implicit methods with first and second order temporal accuracies respectively for solving the nonlocal Cahn-Hilliard equation. The temporal discretization is done by using the stabilization technique with the nonlocal diffusion term treated implicitly, while the spatial discretization is carried out by the Fourier collocation method with FFT-based fast implementations. The energy stabilities are rigorously established for both methods in the fully discrete sense. Numerical experiments are conducted for a typical case involving Gaussian kernels. We test the temporal convergence rates of the proposed schemes and make a comparison of the nonlocal phase transition process with the corresponding local one. In addition, long-time simulations of the coarsening dynamics are also performed to predict the power law of the energy decay.

  12. 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

  13. Accurate artificial boundary conditions for the semi-discretized linear Schrödinger and heat equations on rectangular domains

    Science.gov (United States)

    Ji, Songsong; Yang, Yibo; Pang, Gang; Antoine, Xavier

    2018-01-01

    The aim of this paper is to design some accurate artificial boundary conditions for the semi-discretized linear Schrödinger and heat equations in rectangular domains. The Laplace transform in time and discrete Fourier transform in space are applied to get Green's functions of the semi-discretized equations in unbounded domains with single-source. An algorithm is given to compute these Green's functions accurately through some recurrence relations. Furthermore, the finite-difference method is used to discretize the reduced problem with accurate boundary conditions. Numerical simulations are presented to illustrate the accuracy of our method in the case of the linear Schrödinger and heat equations. It is shown that the reflection at the corners is correctly eliminated.

  14. Solution of linear and nonlinear matrix systems. Application to a nonlinear diffusion equation

    International Nuclear Information System (INIS)

    Bonnet, M.; Meurant, G.

    1978-01-01

    Different methods of solution of linear and nonlinear algebraic systems are applied to the nonlinear system obtained by discretizing a nonlinear diffusion equation. For linear systems, methods in general use of alternating directions type or Gauss Seidel's methods are compared to more recent ones of the type of generalized conjugate gradient; the superiority of the latter is shown by numerical examples. For nonlinear systems, a method on nonlinear conjugate gradient is studied as also Newton's method and some of its variants. It should be noted, however that Newton's method is found to be more efficient when coupled with a good method for solution of the linear system. To conclude, such methods are used to solve a nonlinear diffusion problem and the numerical results obtained are to be compared [fr

  15. Solution of linear and nonlinear matrix systems. Application to a nonlinear diffusion equation

    International Nuclear Information System (INIS)

    Bonnet, M.; Meurant, G.

    1978-01-01

    The object of this study is to compare different methods of solving linear and nonlinear algebraic systems and to apply them to the nonlinear system obtained by discretizing a nonlinear diffusion equation. For linear systems the conventional methods of alternating direction type or Gauss Seidel's methods are compared to more recent ones of the type of generalized conjugate gradient; the superiority of the latter is shown by numerical examples. For nonlinear systems, a method of nonlinear conjugate gradient is studied together with Newton's method and some of its variants. It should be noted, however, that Newton's method is found to be more efficient when coupled with a good method for solving the linear system. As a conclusion, these methods are used to solve a nonlinear diffusion problem and the numerical results obtained are compared [fr

  16. Langevin equation of a fluid particle in wall-induced turbulence = Уравнение ланжевена для частицы жидкости в потоке с вызванной наличием стенок турбулентностью

    NARCIS (Netherlands)

    Brouwers, J.J.H.

    2010-01-01

    We derive the Langevin equation describing the stochastic process of fluid particle motion in wall-induced turbulence (turbulent flow in pipes, channels, and boundary layers including the atmospheric surface layer). The analysis is based on the asymptotic behavior at a large Reynolds number. We use

  17. Linear indices in nonlinear structural equation models : best fitting proper indices and other composites

    NARCIS (Netherlands)

    Dijkstra, T.K.; Henseler, J.

    2011-01-01

    The recent advent of nonlinear structural equation models with indices poses a new challenge to the measurement of scientific constructs. We discuss, exemplify and add to a family of statistical methods aimed at creating linear indices, and compare their suitability in a complex path model with

  18. A Globally Convergent Matrix-Free Method for Constrained Equations and Its Linear Convergence Rate

    Directory of Open Access Journals (Sweden)

    Min Sun

    2014-01-01

    Full Text Available A matrix-free method for constrained equations is proposed, which is a combination of the well-known PRP (Polak-Ribière-Polyak conjugate gradient method and the famous hyperplane projection method. The new method is not only derivative-free, but also completely matrix-free, and consequently, it can be applied to solve large-scale constrained equations. We obtain global convergence of the new method without any differentiability requirement on the constrained equations. Compared with the existing gradient methods for solving such problem, the new method possesses linear convergence rate under standard conditions, and a relax factor γ is attached in the update step to accelerate convergence. Preliminary numerical results show that it is promising in practice.

  19. The Sagnac effect and its interpretation by Paul Langevin

    Science.gov (United States)

    Pascoli, Gianni

    2017-11-01

    The French physicist Georges Sagnac is nowdays frequently cited by the engineers who work on devices such as ring-laser gyroscopes. These systems operate on the principle of the Sagnac effect. It is less known that Sagnac was a strong opponent to the theory of special relativity proposed by Albert Einstein. He set up his experiment to prove the existence of the aether discarded by the Einsteinian relativity. An accurate explanation of the phenomenon was provided by Paul Langevin in 1921.

  20. Coupling Langevin Dynamics With Continuum Mechanics: Exposing the Role of Sarcomere Stretch Activation Mechanisms to Cardiac Function

    Directory of Open Access Journals (Sweden)

    Takumi Washio

    2018-04-01

    Full Text Available High-performance computing approaches that combine molecular-scale and macroscale continuum mechanics have long been anticipated in various fields. Such approaches may enrich our understanding of the links between microscale molecular mechanisms and macroscopic properties in the continuum. However, there have been few successful examples to date owing to various difficulties associated with overcoming the large spatial (from 1 nm to 10 cm and temporal (from 1 ns to 1 ms gaps between the two scales. In this paper, we propose an efficient parallel scheme to couple a microscopic model using Langevin dynamics for a protein motor with a finite element continuum model of a beating heart. The proposed scheme allows us to use a macroscale time step that is an order of magnitude longer than the microscale time step of the Langevin model, without loss of stability or accuracy. This reduces the overhead required by the imbalanced loads of the microscale computations and the communication required when switching between scales. An example of the Langevin dynamics model that demonstrates the usefulness of the coupling approach is the molecular mechanism of the actomyosin system, in which the stretch-activation phenomenon can be successfully reproduced. This microscopic Langevin model is coupled with a macroscopic finite element ventricle model. In the numerical simulations, the Langevin dynamics model reveals that a single sarcomere can undergo spontaneous oscillation (15 Hz accompanied by quick lengthening due to cooperative movements of the myosin molecules pulling on the common Z-line. Also, the coupled simulations using the ventricle model show that the stretch-activation mechanism contributes to the synchronization of the quick lengthening of the sarcomeres at the end of the systolic phase. By comparing the simulation results given by the molecular model with and without the stretch-activation mechanism, we see that this synchronization contributes to