Energy Technology Data Exchange (ETDEWEB)
Ravi Kanth, A.S.V. [Applied Mathematics Division, School of Science and Humanities, V.I.T. University, Vellore-632 014, Tamil Nadu (India)], E-mail: asvravikanth@yahoo.com; Aruna, K. [Applied Mathematics Division, School of Science and Humanities, V.I.T. University, Vellore-632 014, Tamil Nadu (India)
2008-11-17
In this Letter, we propose a reliable algorithm to develop exact and approximate solutions for the linear and non-linear systems of partial differential 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 non-linear 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.
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...
Variational iteration method for solving non-linear partial differential equations
Energy Technology Data Exchange (ETDEWEB)
Hemeda, A.A. [Department of Mathematics, Faculty of Science, University of Tanta, Tanta (Egypt)], E-mail: aahemeda@yahoo.com
2009-02-15
In this paper, we shall use the variational iteration method to solve some problems of non-linear partial differential equations (PDEs) such as the combined KdV-MKdV equation and Camassa-Holm equation. The variational iteration method is superior than the other non-linear methods, such as the perturbation methods where this method does not depend on small parameters, such that it can fined wide application in non-linear problems without linearization or small perturbation. In this method, the problems are initially approximated with possible unknowns, then a correction functional is constructed by a general Lagrange multiplier, which can be identified optimally via the variational theory.
Bifurcation for non linear ordinary differential equations with singular perturbation
Directory of Open Access Journals (Sweden)
Safia Acher Spitalier
2016-10-01
Full Text Available We study a family of singularly perturbed ODEs with one parameter and compare their solutions to the ones of the corresponding reduced equations. The interesting characteristic here is that the reduced equations have more than one solution for a given set of initial conditions. Then we consider how those solutions are organized for different values of the parameter. The bifurcation associated to this situation is studied using a minimal set of tools from non standard analysis.
Application of homotopy-perturbation to non-linear partial differential equations
Energy Technology Data Exchange (ETDEWEB)
Cveticanin, L. [Faculty of Technical Sciences, 21000 Novi Sad, Trg D. Obradovica 6 (Serbia)], E-mail: cveticanin@uns.ns.ac.yu
2009-04-15
In this paper He's homotopy perturbation method has been adopted for solving non-linear partial differential equations. An approximate solution of the differential equation which describes the longitudinal vibration of a beam is obtained. The solution is compared with that found using the variational iteration method introduced by He. The difference between the two solutions is negligible.
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.
A method for solving systems of non-linear differential equations with moving singularities
Gousheh, S S; Ghafoori-Tabrizi, K
2003-01-01
We present a method for solving a class of initial valued, coupled, non-linear differential equations with `moving singularities' subject to some subsidiary conditions. We show that this type of singularities can be adequately treated by establishing certain `moving' jump conditions across them. We show how a first integral of the differential equations, if available, can also be used for checking the accuracy of the numerical solution.
Series solutions of non-linear Riccati differential equations with fractional order
Energy Technology Data Exchange (ETDEWEB)
Cang Jie; Tan Yue; Xu Hang [School of Naval Architecture, Ocean and Civil Engineering, Shanghai Jiao Tong University, Shanghai 200030 (China); Liao Shijun [School of Naval Architecture, Ocean and Civil Engineering, Shanghai Jiao Tong University, Shanghai 200030 (China)], E-mail: sjliao@sjtu.edu.cn
2009-04-15
In this paper, based on the homotopy analysis method (HAM), a new analytic technique is proposed to solve non-linear Riccati differential equation with fractional order. Different from all other analytic methods, it provides us with a simple way to adjust and control the convergence region of solution series by introducing an auxiliary parameter h. Besides, it is proved that well-known Adomian's decomposition method is a special case of the homotopy analysis method when h = -1. This work illustrates the validity and great potential of the homotopy analysis method for the non-linear differential equations with fractional order. The basic ideas of this approach can be widely employed to solve other strongly non-linear problems in fractional calculus.
Superdiffusions and positive solutions of non-linear partial differential equations
Energy Technology Data Exchange (ETDEWEB)
Dynkin, E B [Cornell University, New York (United States)
2004-02-28
By using super-Brownian motion, all positive solutions of the non-linear differential equation {delta}u=u{sup {alpha}} with 1<{alpha}{<=}2 in a bounded smooth domain E are characterized by their (fine) traces on the boundary. This solves a problem posed by the author a few years ago. The special case {alpha}=2 was treated by B. Mselati in 2002.
DIFFERENCE METHODS FOR A NON-LINEAR ELLIPTIC SYSTEM OF PARTIAL DIFFERENTIAL EQUATIONS,
DIFFERENCE EQUATIONS, ITERATIONS), (*ITERATIONS, DIFFERENCE EQUATIONS), (* PARTIAL DIFFERENTIAL EQUATIONS , BOUNDARY VALUE PROBLEMS), EQUATIONS, FUNCTIONS(MATHEMATICS), SEQUENCES(MATHEMATICS), NONLINEAR DIFFERENTIAL EQUATIONS
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.
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.
Imbert, Cyril
2009-01-01
The main purpose of this paper is to approximate several non-local evolution equations by zero-sum repeated games in the spirit of the previous works of Kohn and the second author (2006 and 2009): general fully non-linear parabolic integro-differential equations on the one hand, and the integral curvature flow of an interface (Imbert, 2008) on the other hand. In order to do so, we start by constructing such a game for eikonal equations whose speed has a non-constant sign. This provides a (discrete) deterministic control interpretation of these evolution equations. In all our games, two players choose positions successively, and their final payoff is determined by their positions and additional parameters of choice. Because of the non-locality of the problems approximated, by contrast with local problems, their choices have to "collect" information far from their current position. For integral curvature flows, players choose hypersurfaces in the whole space and positions on these hypersurfaces. For parabolic i...
ON THE BOUNDEDNESS AND THE STABILITY OF SOLUTION TO THIRD ORDER NON-LINEAR DIFFERENTIAL EQUATIONS
Institute of Scientific and Technical Information of China (English)
无
2008-01-01
In this paper we investigate the global asymptotic stability,boundedness as well as the ultimate boundedness of solutions to a general third order nonlinear differential equation,using complete Lyapunov function.
Institute of Scientific and Technical Information of China (English)
无
2010-01-01
In this paper, we study the regularity of solutions of nonlinear stochastic partial differential equations (SPDEs) with multiplicative noises in the framework of Hilbert scales. Then we apply our abstract result to several typical nonlinear SPDEs such as stochastic Burgers and Ginzburg-Landau equations on the real line, stochastic 2D Navier-Stokes equations (SNSEs) in the whole space and a stochastic tamed 3D Navier-Stokes equation in the whole space, and obtain the existence of their smooth solutions respectively. In particular, we also get the existence of local smooth solutions for 3D SNSEs.
Directory of Open Access Journals (Sweden)
Abaker. A. Hassaballa.
2015-10-01
Full Text Available - In recent years, many more of the numerical methods were used to solve a wide range of mathematical, physical, and engineering problems linear and nonlinear. This paper applies the homotopy perturbation method (HPM to find exact solution of partial differential equation with the Dirichlet and Neumann boundary conditions.
Directory of Open Access Journals (Sweden)
M.H. Tiwana
2017-04-01
Full Text Available This work investigates the fractional non linear reaction diffusion (FNRD system of Lotka-Volterra type. The system of equations together with the boundary conditions are solved by Homotopy perturbation transform method (HPTM. The series solutions are obtained for the two cases (homogeneous and non-homogeneous of FNRD system. The effect of fractional parameter on the mass concentration of two species are shown and discussed with the help of 3D graphs.
Analytical exact solution of the non-linear Schroedinger equation
Energy Technology Data Exchange (ETDEWEB)
Martins, Alisson Xavier; Rocha Filho, Tarcisio Marciano da [Universidade de Brasilia (UnB), DF (Brazil). Inst. de Fisica. Grupo de Fisica e Matematica
2011-07-01
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)
Post, U.; Kunz, J.; Mosel, U.
1987-01-01
We present a new method for the solution of the coupled differential equations which have to be solved in various field-theory models. For the solution of the eigenvalue problem a modified version of the imaginary time-step method is applied. Using this new scheme we prevent the solution from running into the negative-energy sea. For the boson fields we carry out a time integration with an additional damping term which forces the field to converge against the static solution. Some results are given for the Walecka model and the Friedberg-Lee model.
Berglund, Martin; Sunnåker, Mikael; Adiels, Martin; Jirstrand, Mats; Wennberg, Bernt
2012-12-01
Non-linear mixed effects (NLME) models represent a powerful tool to simultaneously analyse data from several individuals. In this study, a compartmental model of leucine kinetics is examined and extended with a stochastic differential equation to model non-steady-state concentrations of free leucine in the plasma. Data obtained from tracer/tracee experiments for a group of healthy control individuals and a group of individuals suffering from diabetes mellitus type 2 are analysed. We find that the interindividual variation of the model parameters is much smaller for the NLME models, compared to traditional estimates obtained from each individual separately. Using the mixed effects approach, the population parameters are estimated well also when only half of the data are used for each individual. For a typical individual, the amount of free leucine is predicted to vary with a standard deviation of 8.9% around a mean value during the experiment. Moreover, leucine degradation and protein uptake of leucine is smaller, proteolysis larger and the amount of free leucine in the body is much larger for the diabetic individuals than the control individuals. In conclusion, NLME models offers improved estimates for model parameters in complex models based on tracer/tracee data and may be a suitable tool to reduce data sampling in clinical studies.
Institute of Scientific and Technical Information of China (English)
陈化; 罗壮初
2002-01-01
In this paper the authors study a class of non-linear singular partial differential equation in complex domain Ct × Cnx. Under certain assumptions, they prove the existence and uniqueness of holomorphic solution near origin of Ct × Cnx.
The tanh-coth method combined with the Riccati equation for solving non-linear equation
Energy Technology Data Exchange (ETDEWEB)
Bekir, Ahmet [Dumlupinar University, Art-Science Faculty, Department of Mathematics, Kuetahya (Turkey)], E-mail: abekir@dumlupinar.edu.tr
2009-05-15
In this work, we established abundant travelling wave solutions for some non-linear evolution equations. This method was used to construct solitons and traveling wave solutions of non-linear evolution equations. The tanh-coth method combined with Riccati equation presents a wider applicability for handling non-linear wave equations.
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...... is studied. Both the Lebesgue and Hausdorff measures of this set are obtained....
A scalar hyperbolic equation with GR-type non-linearity
Khokhlov, A M
2003-01-01
We study a scalar hyperbolic partial differential equation with non-linear terms similar to those of the equations of general relativity. The equation has a number of non-trivial analytical solutions whose existence rely on a delicate balance between linear and non-linear terms. We formulate two classes of second-order accurate central-difference schemes, CFLN and MOL, for numerical integration of this equation. Solutions produced by the schemes converge to exact solutions at any fixed time $t$ when numerical resolution is increased. However, in certain cases integration becomes asymptotically unstable when $t$ is increased and resolution is kept fixed. This behavior is caused by subtle changes in the balance between linear and non-linear terms when the equation is discretized. Changes in the balance occur without violating second-order accuracy of discretization. We thus demonstrate that a second-order accuracy, althoug necessary for convergence at finite $t$, does not guarantee a correct asymptotic behavior...
Institute of Scientific and Technical Information of China (English)
Shu-hua Zhang; Tao Lin; Yan-ping Lin; Ming Rao
2001-01-01
In this paper we will show that the Richardson extrapolation can be used to enhance the numerical solution generated by a Petrov-Galerkin finite element method for the initialvalue problem for a nonlinear Volterra integro-differential equation. As by-products, we will also show that these enhanced approximations can be used to form a class of aposteriori estimators for this Petrov-Galerkin finite element method. Numerical examples are supplied to illustrate the theoretical results.
Partial Differential Equations
1988-01-01
The volume contains a selection of papers presented at the 7th Symposium on differential geometry and differential equations (DD7) held at the Nankai Institute of Mathematics, Tianjin, China, in 1986. Most of the contributions are original research papers on topics including elliptic equations, hyperbolic equations, evolution equations, non-linear equations from differential geometry and mechanics, micro-local analysis.
Golbabai, Ahmad; Nikpour, Ahmad
2016-10-01
In this paper, two-dimensional Schrödinger equations are solved by differential quadrature method. Key point in this method is the determination of the weight coefficients for approximation of spatial derivatives. Multiquadric (MQ) radial basis function is applied as test functions to compute these weight coefficients. Unlike traditional DQ methods, which were originally defined on meshes of node points, the RBFDQ method requires no mesh-connectivity information and allows straightforward implementation in an unstructured nodes. Moreover, the calculation of coefficients using MQ function includes a shape parameter c. A new variable shape parameter is introduced and its effect on the accuracy and stability of the method is studied. We perform an analysis for the dispersion error and different internal parameters of the algorithm are studied in order to examine the behavior of this error. Numerical examples show that MQDQ method can efficiently approximate problems in complexly shaped domains.
Non-linear equation: energy conservation and impact parameter dependence
Kormilitzin, Andrey
2010-01-01
In this paper we address two questions: how energy conservation affects the solution to the non-linear equation, and how impact parameter dependence influences the inclusive production. Answering the first question we solve the modified BK equation which takes into account energy conservation. In spite of the fact that we used the simplified kernel, we believe that the main result of the paper: the small ($\\leq 40%$) suppression of the inclusive productiondue to energy conservation, reflects a general feature. This result leads us to believe that the small value of the nuclear modification factor is of a non-perturbative nature. In the solution a new scale appears $Q_{fr} = Q_s \\exp(-1/(2 \\bas))$ and the production of dipoles with the size larger than $2/Q_{fr}$ is suppressed. Therefore, we can expect that the typical temperature for hadron production is about $Q_{fr}$ ($ T \\approx Q_{fr}$). The simplified equation allows us to obtain a solution to Balitsky-Kovchegov equation taking into account the impact pa...
Estimation of saturation and coherence effects in the KGBJS equation - a non-linear CCFM equation
Deak, Michal
2012-01-01
We solve the modified non-linear extension of the CCFM equation - KGBJS equation - numerically for certain initial conditions and compare the resulting gluon Green functions with those obtained from solving the original CCFM equation and the BFKL and BK equations for the same initial conditions. We improve the low transversal momentum behaviour of the KGBJS equation by a small modification.
A Master Equation for Multi-Dimensional Non-Linear Field Theories
Park, Q H
1992-01-01
A master equation ( $n$ dimensional non--Abelian current conservation law with mutually commuting current components ) is introduced for multi-dimensional non-linear field theories. It is shown that the master equation provides a systematic way to understand 2-d integrable non-linear equations as well as 4-d self-dual equations and, more importantly, their generalizations to higher dimensions.
Energy Technology Data Exchange (ETDEWEB)
Alvarez-Estrada, R.F.
1979-08-01
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.
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....
Dyja, Robert; van der Zee, Kristoffer G
2016-01-01
We present an adaptive methodology for the solution of (linear and) non-linear time dependent problems that is especially tailored for massively parallel computations. The basic concept is to solve for large blocks of space-time unknowns instead of marching sequentially in time. The methodology is a combination of a computationally efficient implementation of a parallel-in-space-time finite element solver coupled with a posteriori space-time error estimates and a parallel mesh generator. This methodology enables, in principle, simultaneous adaptivity in both space and time (within the block) domains. We explore this basic concept in the context of a variety of time-steppers including $\\Theta$-schemes and Backward Differentiate Formulas. We specifically illustrate this framework with applications involving time dependent linear, quasi-linear and semi-linear diffusion equations. We focus on investigating how the coupled space-time refinement indicators for this class of problems affect spatial adaptivity. Final...
An implicit meshless scheme for the solution of transient non-linear Poisson-type equations
Bourantas, Georgios
2013-07-01
A meshfree point collocation method is used for the numerical simulation of both transient and steady state non-linear Poisson-type partial differential equations. Particular emphasis is placed on the application of the linearization method with special attention to the lagging of coefficients method and the Newton linearization method. The localized form of the Moving Least Squares (MLS) approximation is employed for the construction of the shape functions, in conjunction with the general framework of the point collocation method. Computations are performed for regular nodal distributions, stressing the positivity conditions that make the resulting system stable and convergent. The accuracy and the stability of the proposed scheme are demonstrated through representative and well-established benchmark problems. © 2013 Elsevier Ltd.
Non-local investigation of bifurcations of solutions of non-linear elliptic equations
Energy Technology Data Exchange (ETDEWEB)
Il' yasov, Ya Sh
2002-12-31
We justify the projective fibration procedure for functionals defined on Banach spaces. Using this procedure and a dynamical approach to the study with respect to parameters, we prove that there are branches of positive solutions of non-linear elliptic equations with indefinite non-linearities. We investigate the asymptotic behaviour of these branches at bifurcation points. In the general case of equations with p-Laplacian we prove that there are upper bounds of branches of positive solutions with respect to the parameter.
Institute of Scientific and Technical Information of China (English)
Pascale KULISA; Cédric DANO
2006-01-01
Three linear two-equation turbulence models k- ε, k- ω and k- 1 and a non-linear k- l model are used for aerodynamic and thermal turbine flow prediction. The pressure profile in the wake and the heat transfer coefficient on the blade are compared with experimental data. Good agreement is obtained with the linear k- l model. No significant modifications are observed with the non-linear model. The balance of transport equation terms in the blade wake is also presented. Linear and non-linear k- l models are evaluated to predict the threedimensional vortices characterising the turbine flows. The simulations show that the passage vortex is the main origin of the losses.
Asymptotic theory for weakly non-linear wave equations in semi-infinite domains
Directory of Open Access Journals (Sweden)
Chirakkal V. Easwaran
2004-01-01
Full Text Available We prove the existence and uniqueness of solutions of a class of weakly non-linear wave equations in a semi-infinite region $0le x$, $t< L/sqrt{|epsilon|}$ under arbitrary initial and boundary conditions. We also establish the asymptotic validity of formal perturbation approximations of the solutions in this region.
Lipschitz Operators and the Solvability of Non-linear Operator Equations
Institute of Scientific and Technical Information of China (English)
Huai Xin CAO; Zong Ben XU
2004-01-01
Let U and V be Banach spaces, L and N be non-linear operators from U into V. L is some basic properties of Lipschitz operators and then discuss the unique solvability, exact solvability,approximate solvability of the operator equations Lx = y and Lx + Nx = y. Under some conditions we prove the equivalence of these solvabilities. We also give an estimation for the relative-errors of the solutions of these two systems and an application of our method to a non-linear control system.
A solution to the non-linear equations of D=10 super Yang-Mills theory
Mafra, Carlos R
2015-01-01
In this letter, we present a formal solution to the non-linear field equations of ten-dimensional super Yang--Mills theory. It is assembled from products of linearized superfields which have been introduced as multiparticle superfields in the context of superstring perturbation theory. Their explicit form follows recursively from the conformal field theory description of the gluon multiplet in the pure spinor superstring. Furthermore, superfields of higher mass dimensions are defined and their equations of motion spelled out.
Darboux Transformation for Coupled Non-Linear Schrödinger Equation and Its Breather Solutions
Feng, Lili; Yu, Fajun; Li, Li
2017-01-01
Starting from a 3×3 spectral problem, a Darboux transformation (DT) method for coupled Schrödinger (CNLS) equation is constructed, which is more complex than 2×2 spectral problems. A scheme of soliton solutions of an integrable CNLS system is realised by using DT. Then, we obtain the breather solutions for the integrable CNLS system. The method is also appropriate for more non-linear soliton equations in physics and mathematics.
The non-linear coupled spin 2-spin 3 Cotton equation in three dimensions
Linander, Hampus; Nilsson, Bengt E. W.
2016-07-01
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.
Canonical structure of evolution equations with non-linear dispersive terms
Indian Academy of Sciences (India)
B Talukdar; J Shamanna; S Ghosh
2003-07-01
The inverse problem of the variational calculus for evolution equations characterized by non-linear dispersive terms is analysed with a view to clarify why such a system does not follow from Lagrangians. Conditions are derived under which one could construct similar equations which admit a Lagrangian representation. It is shown that the system of equations thus obtained can be Hamiltonized by making use of the Dirac’s theory of constraints. The speciﬁc results presented refer to the third- and ﬁfth-order equations of the so-called distinguished subclass.
A Bohmian approach to the perturbations of non-linear Klein--Gordon equation
Indian Academy of Sciences (India)
FARAMARZ RAHMANI; MEHDI GOLSHANI; MOHSEN SARBISHEI
2016-08-01
In the framework of Bohmian quantum mechanics, the Klein--Gordon equation can be seen as representing a particle with mass m which is guided by a guiding wave $\\phi(x)$ in a causal manner. Here a relevant question is whether Bohmian quantum mechanics is applicable to a non-linear Klein--Gordon equation? We examine this approach for $\\phi_{4}(x)$ and sine-Gordon potentials. It turns out that this method leads to equations for quantum states which are identical to those derived by field theoretical methods used for quantum solitons. Moreover, the quantum force exerted on the particle can be determined. This method can be used for other non-linear potentials as well.
Norman, M. R.
2013-12-01
Differential Transforms (DTs), a core component of so-called "automatic" or "algorithmic" differentiation, offer significant flexibility and efficiency to any numerical method. The i-th and j-th DT, U(i,j), of a function, u(x,y), is simply U(i,j)=1/(i!j!)*∂(i+j)u/∂xi∂yj. Being a term in the Taylor series of u(x,y) makes the reverse transform trivial. This relation also computes initial DTs from known spatial derivatives. What is novel about DTs is how they simplify a complex PDE system, transforming most arithmetic, trigonometric, and other operators into simple recurrence relations in derivative space. This allows one to simply and quickly compute analytical derivatives of highly complex and non-linear functions. Consider a pseudo-conservation law system, u(x)t+f(u,x)x=s(u,x), for instance. The fluxes and source terms could be (and often are) highly complex, non-linear functions of the state vector and independent variables. Regardless of the spatial discretization (variational / finite-element, weak / finite-volume, or strong / finite-difference), one nearly always must resort to tensored quadrature to evaluate face fluxes and body source terms, and this treatment is expensive. However, if one uses DTs to analytically compute spatial derivatives of the flux and source terms, given spatial derivatives of u, then the fluxes and source terms are directly expanded as polynomials, allowing for significantly cheaper, quadrature-free integration, sampling, and differentiation with a single dot product. Besides being simpler, this also allows flexibility for Galerkin methods in particular to analytically and cheaply compute body integrals, which are often approximated inexactly with quadrature. Computing Nth-order DTs in D dimensions is of O(D2*N) complexity, and whether for transport or non-linear compressible Euler equations, they are cheaper to compute and integrate analytically than quadrature. Further, because time-dependent PDE systems relate spatial
Elizondo, D.; Cappelaere, B.; Faure, Ch.
2002-04-01
Emerging tools for automatic differentiation (AD) of computer programs should be of great benefit for the implementation of many derivative-based numerical methods such as those used for inverse modeling. The Odyssée software, one such tool for Fortran 77 codes, has been tested on a sample model that solves a 2D non-linear diffusion-type equation. Odyssée offers both the forward and the reverse differentiation modes, that produce the tangent and the cotangent models, respectively. The two modes have been implemented on the sample application. A comparison is made with a manually-produced differentiated code for this model (MD), obtained by solving the adjoint equations associated with the model's discrete state equations. Following a presentation of the methods and tools and of their relative advantages and drawbacks, the performances of the codes produced by the manual and automatic methods are compared, in terms of accuracy and of computing efficiency (CPU and memory needs). The perturbation method (finite-difference approximation of derivatives) is also used as a reference. Based on the test of Taylor, the accuracy of the two AD modes proves to be excellent and as high as machine precision permits, a good indication of Odyssée's capability to produce error-free codes. In comparison, the manually-produced derivatives (MD) sometimes appear to be slightly biased, which is likely due to the fact that a theoretical model (state equations) and a practical model (computer program) do not exactly coincide, while the accuracy of the perturbation method is very uncertain. The MD code largely outperforms all other methods in computing efficiency, a subject of current research for the improvement of AD tools. Yet these tools can already be of considerable help for the computer implementation of many numerical methods, avoiding the tedious task of hand-coding the differentiation of complex algorithms.
A computerized implementation of a non-linear equation to predict barrier shielding requirements.
Chamberlain, A C; Strydom, W J
1997-04-01
A non-linear equation to predict barrier shielding thickness from the work function of x- and gamma-ray generators is presented. This equation is incorporated into a model that takes into account primary, scatter, and leakage radiation components to determine the amount of shielding necessary. The case of multiple wall materials is also considered. The equation accurately models the radiation attenuation curves given in NCRP 49 for concrete and lead, thus eliminating the necessity to use graphical or tabular methods to calculate shielding thickness, which can be inaccurate.
High order explicit symplectic integrators for the Discrete Non Linear Schr\\"odinger equation
Boreux, Jehan; Hubaux, Charles
2010-01-01
We propose a family of reliable symplectic integrators adapted to the Discrete Non-Linear Schr\\"odinger equation; based on an idea of Yoshida (H. Yoshida, Construction of higher order symplectic integrators, Physics Letters A, 150, 5,6,7, (1990), pp. 262.) we can construct high order numerical schemes, that result to be explicit methods and thus very fast. The performances of the integrators are discussed, studied as functions of the integration time step and compared with some non symplectic methods.
On the non-linearity of the master equation describing spin-selective radical-ion-pair reactions
Kominis, I. K.
2010-01-01
We elaborate on the physical meaning of the non-linear master equation that was recently derived to account for spin-selective radical-ion-pair reactions. Based on quite general arguments, we show that such a non-linear master equation is indeed to be expected.
Barbu, Viorel
2016-01-01
This textbook is a comprehensive treatment of ordinary differential equations, concisely presenting basic and essential results in a rigorous manner. Including various examples from physics, mechanics, natural sciences, engineering and automatic theory, Differential Equations is a bridge between the abstract theory of differential equations and applied systems theory. Particular attention is given to the existence and uniqueness of the Cauchy problem, linear differential systems, stability theory and applications to first-order partial differential equations. Upper undergraduate students and researchers in applied mathematics and systems theory with a background in advanced calculus will find this book particularly useful. Supplementary topics are covered in an appendix enabling the book to be completely self-contained.
The non-linear coupled spin 2 - spin 3 Cotton equation in three dimensions
Linander, Hampus
2016-01-01
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 n...
Introduction to linear algebra and differential equations
Dettman, John W
1986-01-01
Excellent introductory text focuses on complex numbers, determinants, orthonormal bases, symmetric and hermitian matrices, first order non-linear equations, linear differential equations, Laplace transforms, Bessel functions, more. Includes 48 black-and-white illustrations. Exercises with solutions. Index.
Variational principle and a perturbative solution of non-linear string equations in curved space
Roshchupkin, S N
1999-01-01
String dynamics in a curved space-time is studied on the basis of an action functional including a small parameter of rescaled tension constant. A rescaled slow worldsheet time $T=\\epsilon\\tau$ is introduced, and general covariant non-linear string equation are derived. It is shown that in the first order of an $\\epsilon $-expansion these equations are reduced to the known equation for geodesic derivation but complemented by a string oscillatory term. These equations are solved for the de Sitter and Friedmann -Robertson-Walker spaces. The primary string constraints are found to be split into a chain of perturbative constraints and their conservation and consistency are proved. It is established that in the proposed realization of the perturbative approach the string dynamics in the de Sitter space is stable for a large Hubble constant $H
Non-Linear Integral Equations for complex Affine Toda associated to simply laced Lie algebras
Zinn-Justin, P
1998-01-01
A set of coupled non-linear integral equations is derived for a class of models connected with the quantum group $U_q(\\hat g)$ ($q=e^{i\\gamma}$ and $g$ simply laced Lie algebra), which are solvable using the Bethe Ansatz; these equations describe arbitrary excited states of a system with finite spatial length $L$. They generalize the Destri-De Vega equation for the Sine-Gordon/massive Thirring model to affine Toda field theory with imaginary coupling constant. As an application, the central charge and all the conformal weights of the UV conformal field theory are extracted in a straightforward manner. The quantum group truncation for rational values of $\\gamma/\\pi$ is discussed in detail; in the UV limit we recover through this procedure the RCFTs with extended $W(g)$ conformal symmetry.
Tricomi, FG
2013-01-01
Based on his extensive experience as an educator, F. G. Tricomi wrote this practical and concise teaching text to offer a clear idea of the problems and methods of the theory of differential equations. The treatment is geared toward advanced undergraduates and graduate students and addresses only questions that can be resolved with rigor and simplicity.Starting with a consideration of the existence and uniqueness theorem, the text advances to the behavior of the characteristics of a first-order equation, boundary problems for second-order linear equations, asymptotic methods, and diff
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.
KPP reaction-diffusion equations with a non-linear loss inside a cylinder
Giletti, Thomas
2010-01-01
We consider in this paper a reaction-diffusion system in presence of a flow and under a KPP hypothesis. While the case of a single-equation has been extensively studied since the pioneering Kolmogorov-Petrovski-Piskunov paper, the study of the corresponding system with a Lewis number not equal to 1 is still quite open. Here, we will prove some results about the existence of travelling fronts and generalized travelling fronts solutions of such a system with the presence of a non-linear spacedependent loss term inside the domain. In particular, we will point out the existence of a minimal speed, above which any real value is an admissible speed. We will also give some spreading results for initial conditions decaying exponentially at infinity.
Performance prediction of gas turbines by solving a system of non-linear equations
Energy Technology Data Exchange (ETDEWEB)
Kaikko, J.
1998-09-01
This study presents a novel method for implementing the performance prediction of gas turbines from the component models. It is based on solving the non-linear set of equations that corresponds to the process equations, and the mass and energy balances for the engine. General models have been presented for determining the steady state operation of single components. Single and multiple shad arrangements have been examined with consideration also being given to heat regeneration and intercooling. Emphasis has been placed upon axial gas turbines of an industrial scale. Applying the models requires no information of the structural dimensions of the gas turbines. On comparison with the commonly applied component matching procedures, this method incorporates several advantages. The application of the models for providing results is facilitated as less attention needs to be paid to calculation sequences and routines. Solving the set of equations is based on zeroing co-ordinate functions that are directly derived from the modelling equations. Therefore, controlling the accuracy of the results is easy. This method gives more freedom for the selection of the modelling parameters since, unlike for the matching procedures, exchanging these criteria does not itself affect the algorithms. Implicit relationships between the variables are of no significance, thus increasing the freedom for the modelling equations as well. The mathematical models developed in this thesis will provide facilities to optimise the operation of any major gas turbine configuration with respect to the desired process parameters. The computational methods used in this study may also be adapted to any other modelling problems arising in industry. (orig.) 36 refs.
Mártin, Daniel A; 10.1103/PhysRevE.80.056601
2012-01-01
We study evolution equations for electric and magnetic field amplitudes in a ring cavity with plane mirrors. The cavity is filled with a positive or negative refraction index material with third order effective electric and magnetic non-linearities. Two coupled non-linear equations for the electric and magnetic amplitudes are obtained. We prove that the description can be reduced to one Lugiato Lefever equation with generalized coefficients. A stability analysis of the homogeneous solution, complemented with numerical integration, shows that any combination of the parameters should correspond to one of three characteristic behaviors.
A Bohmian approach to the non-Markovian non-linear Schrödinger–Langevin equation
Energy Technology Data Exchange (ETDEWEB)
Vargas, Andrés F.; Morales-Durán, Nicolás; Bargueño, Pedro, E-mail: p.bargueno@uniandes.edu.co
2015-05-15
In this work, a non-Markovian non-linear Schrödinger–Langevin equation is derived from the system-plus-bath approach. After analyzing in detail previous Markovian cases, Bohmian mechanics is shown to be a powerful tool for obtaining the desired generalized equation.
Differential Geometry applied to Acoustics : Non Linear Propagation in Reissner Beams
Bensoam, Joël
2013-01-01
Although acoustics is one of the disciplines of mechanics, its "geometrization" is still limited to a few areas. As shown in the work on nonlinear propagation in Reissner beams, it seems that an interpretation of the theories of acoustics through the concepts of differential geometry can help to address the non-linear phenomena in their intrinsic qualities. This results in a field of research aimed at establishing and solving dynamic models purged of any artificial nonlinearity by taking advantage of symmetry properties underlying the use of Lie groups. The geometric constructions needed for reduction are presented in the context of the "covariant" approach.
Recent topics in non-linear partial differential equations 4
Mimura, M
1989-01-01
This fourth volume concerns the theory and applications of nonlinear PDEs in mathematical physics, reaction-diffusion theory, biomathematics, and in other applied sciences. Twelve papers present recent work in analysis, computational analysis of nonlinear PDEs and their applications.
Classical Field-Theoretical approach to the non-linear q-Klein-Gordon Equation
Plastino, A
2016-01-01
In the wake of efforts made in [EPL {\\bf 97}, 41001 (2012)], we extend them here by developing a classical field theory (FT)to the q-Klein-Gordon equation advanced in [Phys. Rev. Lett. {\\bf 106}, 140601 (2011)]. This makes it possible to generate a hipotetical conjecture regarding black matter. We also develop the classical field theory for a q-Schrodinger equation, different from the one in [EPL {\\bf 97}, 41001 (2012)], that was deduced in [Phys. Lett. A {\\bf 379}, 2690 (2015)] from the hypergeometric differential equation. Our two classical theories reduce to the usual quantum FT for $q\\rightarrow 1$.
Directory of Open Access Journals (Sweden)
Kim Gaik Tay
2010-04-01
Full Text Available In the present work, by considering the artery as a prestressed thin-walled elastic tube with a symmetrical stenosis and the blood as an incompressible viscous fluid, we have studied the amplitude modulation of nonlinear waves in such a composite medium through the use of the reductive perturbation method [23]. The governing evolutions can be reduced to the dissipative non-linear Schrodinger (NLS equation with variable coefficient. The progressive wave solution to the above non-linear evolution equation is then sought.
Perturbative Treatment of the Non-Linear q-Schrödinger and q-Klein–Gordon Equations
Directory of Open Access Journals (Sweden)
Javier Zamora
2016-12-01
Full Text Available Interesting non-linear generalization of both Schrödinger’s and Klein–Gordon’s equations have been recently advanced by Tsallis, Rego-Monteiro and Tsallis (NRT in Nobre et al. (Phys. Rev. Lett. 2011, 106, 140601. There is much current activity going on in this area. The non-linearity is governed by a real parameter q. Empiric hints suggest that the ensuing non-linear q-Schrödinger and q-Klein–Gordon equations are a natural manifestations of very high energy phenomena, as verified by LHC-experiments. This happens for q − values close to unity (Plastino et al. (Nucl. Phys. A 2016, 955, 16–26, Nucl. Phys. A 2016, 948, 19–27. It might thus be difficult for q-values close to unity to ascertain whether one is dealing with solutions to the ordinary Schrödinger equation (whose free particle solutions are exponentials and for which q = 1 or with its NRT non-linear q-generalizations, whose free particle solutions are q-exponentials. In this work, we provide a careful analysis of the q ∼ 1 instance via a perturbative analysis of the NRT equations.
Differential-algebraic solutions of the heat equation
Buchstaber, Victor M.; Netay, Elena Yu.
2014-01-01
In this work we introduce the notion of differential-algebraic ansatz for the heat equation and explicitly construct heat equation and Burgers equation solutions given a solution of a homogeneous non-linear ordinary differential equation of a special form. The ansatz for such solutions is called the $n$-ansatz, where $n+1$ is the order of the differential equation.
Asymptotics of the critical non-linear wave equation for a class of non star-shaped obstacles
Shakra, Farah Abou
2012-01-01
Scattering for the energy critical non-linear wave equation for domains exterior to non trapping obstacles in 3+1 dimension is known for the star-shaped case. In this paper, we extend the scattering for a class of non star-shaped obstacles called illuminated from exterior. The main tool we use is the method of multipliers with weights that generalize the Morawetz multiplier to suit the geometry of the obstacle.
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
From ordinary to partial differential equations
Esposito, Giampiero
2017-01-01
This book is addressed to mathematics and physics students who want to develop an interdisciplinary view of mathematics, from the age of Riemann, Poincaré and Darboux to basic tools of modern mathematics. It enables them to acquire the sensibility necessary for the formulation and solution of difficult problems, with an emphasis on concepts, rigour and creativity. It consists of eight self-contained parts: ordinary differential equations; linear elliptic equations; calculus of variations; linear and non-linear hyperbolic equations; parabolic equations; Fuchsian functions and non-linear equations; the functional equations of number theory; pseudo-differential operators and pseudo-differential equations. The author leads readers through the original papers and introduces new concepts, with a selection of topics and examples that are of high pedagogical value.
Anderson, Johan; Johansson, Jonas
2016-12-01
An analytical derivation of the probability density function (PDF) tail describing the strongly correlated interface growth governed by the nonlinear Kardar-Parisi-Zhang equation is provided. The PDF tail exactly coincides with a Tracy-Widom distribution i.e. a PDF tail proportional to \\exp ≤ft(-cw23/2\\right) , where w 2 is the the width of the interface. The PDF tail is computed by the instanton method in the strongly non-linear regime within the Martin-Siggia-Rose framework using a careful treatment of the non-linear interactions. In addition, the effect of spatial dimensions on the PDF tail scaling is discussed. This gives a novel approach to understand the rightmost PDF tail of the interface width distribution and the analysis suggests that there is no upper critical dimension.
Stochastic partial differential equations
Chow, Pao-Liu
2014-01-01
Preliminaries Introduction Some Examples Brownian Motions and Martingales Stochastic Integrals Stochastic Differential Equations of Itô Type Lévy Processes and Stochastic IntegralsStochastic Differential Equations of Lévy Type Comments Scalar Equations of First Order Introduction Generalized Itô's Formula Linear Stochastic Equations Quasilinear Equations General Remarks Stochastic Parabolic Equations Introduction Preliminaries Solution of Stochastic Heat EquationLinear Equations with Additive Noise Some Regularity Properties Stochastic Reaction-Diffusion Equations Parabolic Equations with Grad
New non-linear equations and modular form expansion for double-elliptic Seiberg-Witten prepotential
Energy Technology Data Exchange (ETDEWEB)
Aminov, G. [ITEP, Moscow (Russian Federation); Moscow Institute of Physics and Technology, Dolgoprudny (Russian Federation); Mironov, A. [ITEP, Moscow (Russian Federation); Lebedev Physics Institute, Moscow (Russian Federation); National Research Nuclear University MEPhI, Moscow (Russian Federation); Institute for Information Transmission Problems, Moscow (Russian Federation); Morozov, A. [ITEP, Moscow (Russian Federation); National Research Nuclear University MEPhI, Moscow (Russian Federation); Institute for Information Transmission Problems, Moscow (Russian Federation)
2016-08-15
Integrable N-particle systems have an important property that the associated Seiberg-Witten prepotentials satisfy the WDVV equations. However, this does not apply to the most interesting class of elliptic and double-elliptic systems. Studying the commutativity conjecture for theta functions on the families of associated spectral curves, we derive some other non-linear equations for the perturbative Seiberg-Witten prepotential, which turn out to have exactly the double-elliptic system as their generic solution. In contrast with the WDVV equations, the new equations acquire non-perturbative corrections which are straightforwardly deducible from the commutativity conditions. We obtain such corrections in the first non-trivial case of N = 3 and describe the structure of non-perturbative solutions as expansions in powers of the flat moduli with coefficients that are (quasi)modular forms of the elliptic parameter. (orig.)
New non-linear equations and modular form expansion for double-elliptic Seiberg-Witten prepotential
Aminov, G; Morozov, A
2016-01-01
Integrable N-particle systems have an important property that the associated Seiberg-Witten prepotentials satisfy the WDVV equations. However, this does not apply to the most interesting class of elliptic and double-elliptic systems. Studying the commutativity conjecture for theta-functions on the families of associated spectral curves, we derive some other non-linear equations for the perturbative Seiberg-Witten prepotential, which turn out to have exactly the double-elliptic system as their generic solution. In contrast with the WDVV equations, the new equations acquire non-perturbative corrections which are straightforwardly deducible from the commutativity conditions. We obtain such corrections in the first non-trivial case of N=3 and describe the structure of non-perturbative solutions as expansions in powers of the flat moduli with coefficients that are (quasi)modular forms of the elliptic parameter.
Khachatryan, Kh A.
2015-04-01
We study certain classes of non-linear Hammerstein integral equations on the semi-axis and the whole line. These classes of equations arise in the theory of radiative transfer in nuclear reactors, in the kinetic theory of gases, and for travelling waves in non-linear Richer competition systems. By combining special iteration methods with the methods of construction of invariant cone segments for the appropriate non-linear operator, we are able to prove constructive existence theorems for positive solutions in various function spaces. We give illustrative examples of equations satisfying all the hypotheses of our theorems.
Leech Lattice Extension of the Non-linear Schrodinger Equation Theory of Einstein spaces
Chapline, George
2015-01-01
Although the nonlinear Schrodinger equation description of Einstein spaces has provided insights into how quantum mechanics might modify the classical general relativistic description of space-time, an exact quantum description of space-times with matter has remained elusive. In this note we outline how the nonlinear Schrodinger equation theory of Einstein spaces might be generalized to include matter by transplanting the theory to the 25+1 dimensional Lorentzian Leech lattice. Remarkably when a hexagonal section of the Leech lattice is set aside as the stage for the nonlinear Schrodinger equation, the discrete automorphism group of the complex Leech lattice with one complex direction fixed can be lifted to continuous Lie group symmetries. In this setting the wave function becomes an 11x11 complex matrix which represents matter degrees of freedom consisting of a 2-form abelian gauge field and vector nonabelian SU(3)xE6 gauge fields together with their supersymmetric partners. The lagrangian field equations fo...
Non-Linear EMG Parameters for Differential and Early Diagnostics of Parkinson's Disease.
Meigal, Alexander Y; Rissanen, Saara M; Tarvainen, Mika P; Airaksinen, Olavi; Kankaanpää, Markku; Karjalainen, Pasi A
2013-01-01
The pre-clinical diagnostics is essential for management of Parkinson's disease (PD). Although PD has been studied intensively in the last decades, the pre-clinical indicators of that motor disorder have yet to be established. Several approaches were proposed but the definitive method is still lacking. Here we report on the non-linear characteristics of surface electromyogram (sEMG) and tremor acceleration as a possible diagnostic tool, and, in prospective, as a predictor for PD. Following this approach we calculated such non-linear parameters of sEMG and accelerometer signal as correlation dimension, entropy, and determinism. We found that the non-linear parameters allowed discriminating some 85% of healthy controls from PD patients. Thus, this approach offers considerable potential for developing sEMG-based method for pre-clinical diagnostics of PD. However, non-linear parameters proved to be more reliable for the shaking form of PD, while diagnostics of the rigid form of PD using EMG remains an open question.
Wilsonian renormalization, differential equations and Hopf algebras
Thomas, Krajewski
2008-01-01
In this paper, we present an algebraic formalism inspired by Butcher's B-series in numerical analysis and the Connes-Kreimer approach to perturbative renormalization. We first define power series of non linear operators and propose several applications, among which the perturbative solution of a fixed point equation using the non linear geometric series. Then, following Polchinski, we show how perturbative renormalization works for a non linear perturbation of a linear differential equation that governs the flow of effective actions. Finally, we define a general Hopf algebra of Feynman diagrams adapted to iterations of background field effective action computations. As a simple combinatorial illustration, we show how these techniques can be used to recover the universality of the Tutte polynomial and its relation to the $q$-state Potts model. As a more sophisticated example, we use ordered diagrams with decorations and external structures to solve the Polchinski's exact renormalization group equation. Finally...
Perturbative treatment of the non-linear q-Schr\\"odinger and q-Klein-Gordon equations
Zamora, D J; Plastino, A; Ferri, G L
2016-01-01
Interesting nonlinear generalization of both Schr\\"odinger's and Klein-Gordon's equations have been recently advanced by Tsallis, Rego-Monteiro, and Tsallis (NRT) in [Phys. Rev. Lett. {\\bf 106}, 140601 (2011)]. There is much current activity going on in this area. The non-linearity is governed by a real parameter $q$. It is a fact that the ensuing non linear q-Schr\\"odinger and q-Klein-Gordon equations are natural manifestations of very high energy phenomena, as verified by LHC-experiments. This happens for $q-$values close to unity [Nucl. Phys. A {\\bf 955}, 16 (2016), Nucl. Phys. A {\\bf 948}, 19 (2016)]. It is also well known that q-exponential behavior is found in quite different settings. An explanation for such phenomenon was given in [Physica A {\\bf 388}, 601 (2009)] with reference to empirical scenarios in which data are collected via set-ups that effect a normalization plus data's pre-processing. Precisely, the ensuing normalized output was there shown to be q-exponentially distributed if the input dat...
Madsen, Niels K; Godtliebsen, Ian H; Christiansen, Ove
2017-04-07
Vibrational coupled-cluster (VCC) theory provides an accurate method for calculating vibrational spectra and properties of small to medium-sized molecules. Obtaining these properties requires the solution of the non-linear VCC equations which can in some cases be hard to converge depending on the molecule, the basis set, and the vibrational state in question. We present and compare a range of different algorithms for solving the VCC equations ranging from a full Newton-Raphson method to approximate quasi-Newton models using an array of different convergence-acceleration schemes. The convergence properties and computational cost of the algorithms are compared for the optimization of VCC states. This includes both simple ground-state problems and difficult excited states with strong non-linearities. Furthermore, the effects of using tensor-decomposed solution vectors and residuals are investigated and discussed. The results show that for standard ground-state calculations, the conjugate residual with optimal trial vectors algorithm has the shortest time-to-solution although the full Newton-Raphson method converges in fewer macro-iterations. Using decomposed tensors does not affect the observed convergence rates in our test calculations as long as the tensors are decomposed to sufficient accuracy.
Progress in solutions of the non-linear Boussinesq groundwater equation (Invited)
Dias, N. L.; Chor, T. L.; de Zarate, A. R.
2013-12-01
An existing truncated series solution, previously obtained from inversion techniques from the solution for the Blasius boundary-layer equation, is obtained directly for the Boussinesq equation in terms of a recurrence relation. The series is found to have a finite radius of convergence, which also explains why previous approximations to the solution of the Boussinesq equation had to resort to a combination of series/Padé expressions for small values of the independent variable and asymptotic approximations for large ones. The radius of convergence is obtained numerically to a high accuracy by means of path integration techniques that are able to identify the complex-plane singularities which determine that radius. New variable transformations are proposed for numerical integration of the equation that avoid singularities at the origin, and further asymptotic approximations, which remain necessary due to the finite radius of convergence, are also obtained. The approach can be extended to non-homogeneous boundary conditions at the origin, which is important in realistic scenarios where an aquifer discharges into a channel of finite-depth. Further recurrence relations are found for series solutions of the non-homogeneous case, as well as their radii of convergence and corresponding asymptotic approximations. Results obtained by joining ten terms of the series solution and the asymptotic approximation obtained by Heaslet and Alksne (1961).
Bonito, Andrea
2013-10-03
We establish the L2-stability of an entropy viscosity technique applied to nonlinear scalar conservation equations. First-and second-order explicit time-stepping techniques using continuous finite elements in space are considered. The method is shown to be stable independently of the polynomial degree of the space approximation under the standard CFL condition. © 2013 American Mathematical Society.
Explosive Solutions of Elliptic Equations with Absorption and Non-Linear Gradient Term
Indian Academy of Sciences (India)
Marius Ghergu; Constantin Niculescu; Vicenţiu Rădulescu
2002-08-01
Let be a non-decreasing $C^1$-function such that $f > 0$ on $(0, ∞), f(0) = 0, \\int_1^∞ 1/\\sqrt{F(t)}dt < ∞$ and $F(t)/f^{2/a}(t)→ 0$ as $t →∞$, where $F(t) = \\int_0^t f(s)ds$ and $a \\in (0,2]$. We prove the existence of positive large solutions to the equation $ u + q(x)|\
A General Method for Solving Systems of Non-Linear Equations
Nachtsheim, Philip R.; Deiss, Ron (Technical Monitor)
1995-01-01
The method of steepest descent is modified so that accelerated convergence is achieved near a root. It is assumed that the function of interest can be approximated near a root by a quadratic form. An eigenvector of the quadratic form is found by evaluating the function and its gradient at an arbitrary point and another suitably selected point. The terminal point of the eigenvector is chosen to lie on the line segment joining the two points. The terminal point found lies on an axis of the quadratic form. The selection of a suitable step size at this point leads directly to the root in the direction of steepest descent in a single step. Newton's root finding method not infrequently diverges if the starting point is far from the root. However, the current method in these regions merely reverts to the method of steepest descent with an adaptive step size. The current method's performance should match that of the Levenberg-Marquardt root finding method since they both share the ability to converge from a starting point far from the root and both exhibit quadratic convergence near a root. The Levenberg-Marquardt method requires storage for coefficients of linear equations. The current method which does not require the solution of linear equations requires more time for additional function and gradient evaluations. The classic trade off of time for space separates the two methods.
Teaching Numerical Methods for Non-linear Equations with GeoGebra-Based Activities
Directory of Open Access Journals (Sweden)
Ana M. Martín-Caraballo
2015-08-01
Full Text Available but even in University. To be more precise, our main goal consists in putting forward the usefulness of GeoGebra as working tool so that our students manipulate several numerical (both recursive and iterative methods to solve nonlinear equations. In this sense, we show how Interactive Geometry Software makes possible to deal with these methods by means of their geometrical interpretation and to visualize their behavior and procedure. In our opinion, visualization is absolutely essential for first-year students in the University, since they must change their perception about Mathematics and start considering a completely formal and argued way to work the notions, methods and problems explained and stated. Concerning these issues, we present some applets developed using GeoGebra to explain and work with numerical methods for nonlinear equations. Moreover, we indicate how these applets are applied to our teaching. In fact, the methods selected to be dealt with this paper are those with important geometric interpretations, namely: the bisection method, the secant method, the regula-falsi (or false-position method and the tangent (or Newton-Raphson method, this last as example of fixed-point methods.
Energy Technology Data Exchange (ETDEWEB)
Sushkov, V.V. E-mail: vvsouchkov@lbl.gov
2000-08-01
Differential non-linearity (DNL) compensation in an analog-to-digital converter (ADC) is discussed. The successive approximation ADC under study employs charge redistribution in an array of binary weighted capacitors. The method of DNL compensation is supposed to be implemented in the ADC destined for the tracker readout of the CMS detector at LHC. The parameters of the DNL compensation technique are treated with the constructed simulator built in the Mathematica programming environment.
Sushkov, V V
2000-01-01
Differential non-linearity (DNL) compensation in an analog-to-digital converter (ADC) is discussed. The successive approximation ADC under study employs charge redistribution in an array of binary weighted capacitors. The method of DNL compensation is supposed to be implemented in the ADC destined for the tracker readout of the CMS detector at LHC. The parameters of the DNL compensation technique are treated with the constructed simulator built in the Mathematica programming environment. (4 refs).
DEFF Research Database (Denmark)
Larsen, Jon Steffen; Santos, Ilmar
2015-01-01
An efficient finite element scheme for solving the non-linear Reynolds equation for compressible fluid coupled to compliant structures is presented. The method is general and fast and can be used in the analysis of airfoil bearings with simplified or complex foil structure models. To illustrate...... the computational performance, it is applied to the analysis of a compliant foil bearing modelled using the simple elastic foundation model. The model is derived and perturbed using complex notation. Top foil sagging effect is added to the bump foil compliance in terms of a close-form periodic function. For a foil...... bearing utilized in an industrial turbo compressor, the influence of boundary conditions and sagging on the pressure profile, shaft equilibrium position and dynamic coefficients is numerically simulated. The proposed scheme is faster, leading to the conclusion that it is suitable, not only for steady...
Stahl, A.; Landreman, M.; Embréus, O.; Fülöp, T.
2017-03-01
Energetic electrons are of interest in many types of plasmas, however previous modeling of their properties has been restricted to the use of linear Fokker-Planck collision operators or non-relativistic formulations. Here, we describe a fully non-linear kinetic-equation solver, capable of handling large electric-field strengths (compared to the Dreicer field) and relativistic temperatures. This tool allows modeling of the momentum-space dynamics of the electrons in cases where strong departures from Maxwellian distributions may arise. As an example, we consider electron runaway in magnetic-confinement fusion plasmas and describe a transition to electron slide-away at field strengths significantly lower than previously predicted.
Stahl, A; Embréus, O; Fülöp, T
2016-01-01
Energetic electrons are of interest in many types of plasmas, however previous modelling of their properties have been restricted to the use of linear Fokker-Planck collision operators or non-relativistic formulations. Here, we describe a fully non-linear kinetic-equation solver, capable of handling large electric-field strengths (compared to the Dreicer field) and relativistic temperatures. This tool allows modelling of the momentum-space dynamics of the electrons in cases where strong departures from Maxwellian distributions may arise. As an example, we consider electron runaway in magnetic-confinement fusion plasmas and describe a transition to electron slide-away at field strengths significantly lower than previously predicted.
Directory of Open Access Journals (Sweden)
E. D. Resende
2007-09-01
Full Text Available The freezing process is considered as a propagation problem and mathematically classified as an "initial value problem." The mathematical formulation involves a complex situation of heat transfer with simultaneous changes of phase and abrupt variation in thermal properties. The objective of the present work is to solve the non-linear heat transfer equation for food freezing processes using orthogonal collocation on finite elements. This technique has not yet been applied to freezing processes and represents an alternative numerical approach in this area. The results obtained confirmed the good capability of the numerical method, which allows the simulation of the freezing process in approximately one minute of computer time, qualifying its application in a mathematical optimising procedure. The influence of the latent heat released during the crystallisation phenomena was identified by the significant increase in heat load in the early stages of the freezing process.
Directory of Open Access Journals (Sweden)
Hossein Jafari
2016-04-01
Full Text Available The non-differentiable solution of the linear and non-linear partial differential equations on Cantor sets is implemented in this article. The reduced differential transform method is considered in the local fractional operator sense. The four illustrative examples are given to show the efficiency and accuracy features of the presented technique to solve local fractional partial differential equations.
Singular stochastic differential equations
Cherny, Alexander S
2005-01-01
The authors introduce, in this research monograph on stochastic differential equations, a class of points termed isolated singular points. Stochastic differential equations possessing such points (called singular stochastic differential equations here) arise often in theory and in applications. However, known conditions for the existence and uniqueness of a solution typically fail for such equations. The book concentrates on the study of the existence, the uniqueness, and, what is most important, on the qualitative behaviour of solutions of singular stochastic differential equations. This is done by providing a qualitative classification of isolated singular points, into 48 possible types.
Energy Technology Data Exchange (ETDEWEB)
Fike, Jeffrey A.
2013-08-01
The construction of stable reduced order models using Galerkin projection for the Euler or Navier-Stokes equations requires a suitable choice for the inner product. The standard L2 inner product is expected to produce unstable ROMs. For the non-linear Navier-Stokes equations this means the use of an energy inner product. In this report, Galerkin projection for the non-linear Navier-Stokes equations using the L2 inner product is implemented as a first step toward constructing stable ROMs for this set of physics.
Energy Technology Data Exchange (ETDEWEB)
Jan Hesthaven
2012-02-06
Final report for DOE Contract DE-FG02-98ER25346 entitled Parallel High Order Accuracy Methods Applied to Non-Linear Hyperbolic Equations and to Problems in Materials Sciences. Principal Investigator Jan S. Hesthaven Division of Applied Mathematics Brown University, Box F Providence, RI 02912 Jan.Hesthaven@Brown.edu February 6, 2012 Note: This grant was originally awarded to Professor David Gottlieb and the majority of the work envisioned reflects his original ideas. However, when Prof Gottlieb passed away in December 2008, Professor Hesthaven took over as PI to ensure proper mentoring of students and postdoctoral researchers already involved in the project. This unusual circumstance has naturally impacted the project and its timeline. However, as the report reflects, the planned work has been accomplished and some activities beyond the original scope have been pursued with success. Project overview and main results The effort in this project focuses on the development of high order accurate computational methods for the solution of hyperbolic equations with application to problems with strong shocks. While the methods are general, emphasis is on applications to gas dynamics with strong shocks.
Non-Linear Integral Equation and excited-states scaling functions in the sine-Gordon model
Destri, C
1997-01-01
The NLIE (the non-linear integral equation equivalent to the Bethe Ansatz equations for finite size) is generalized to excited states, that is states with holes and complex roots over the antiferromagnetic ground state. We consider the sine-Gordon/massive Thirring model (sG/mT) in a periodic box of length L using the light-cone approach, in which the sG/mT model is obtained as the continuum limit of an inhomogeneous six vertex model. This NLIE is an useful starting point to compute the spectrum of excited states both analytically in the large L (perturbative) and small L (conformal) regimes as well as numerically. We derive the conformal weights of the Bethe states with holes and non-string complex roots (close and wide roots) in the UV limit. These weights agree with the Coulomb gas description, yielding a UV conformal spectrum related by duality to the IR conformal spectrum of the six vertex model.
Developmental Partial Differential Equations
Duteil, Nastassia Pouradier; Rossi, Francesco; Boscain, Ugo; Piccoli, Benedetto
2015-01-01
In this paper, we introduce the concept of Developmental Partial Differential Equation (DPDE), which consists of a Partial Differential Equation (PDE) on a time-varying manifold with complete coupling between the PDE and the manifold's evolution. In other words, the manifold's evolution depends on the solution to the PDE, and vice versa the differential operator of the PDE depends on the manifold's geometry. DPDE is used to study a diffusion equation with source on a growing surface whose gro...
Beginning partial differential equations
O'Neil, Peter V
2014-01-01
A broad introduction to PDEs with an emphasis on specialized topics and applications occurring in a variety of fields Featuring a thoroughly revised presentation of topics, Beginning Partial Differential Equations, Third Edition provides a challenging, yet accessible,combination of techniques, applications, and introductory theory on the subjectof partial differential equations. The new edition offers nonstandard coverageon material including Burger's equation, the telegraph equation, damped wavemotion, and the use of characteristics to solve nonhomogeneous problems. The Third Edition is or
Ordinary differential equations
Greenberg, Michael D
2014-01-01
Features a balance between theory, proofs, and examples and provides applications across diverse fields of study Ordinary Differential Equations presents a thorough discussion of first-order differential equations and progresses to equations of higher order. The book transitions smoothly from first-order to higher-order equations, allowing readers to develop a complete understanding of the related theory. Featuring diverse and interesting applications from engineering, bioengineering, ecology, and biology, the book anticipates potential difficulties in understanding the various solution steps
Fertility Differentials and Educational Attainment in Portugal: A Non-Linear Relationship
Directory of Open Access Journals (Sweden)
Tiago de Oliveira, Isabel
2009-01-01
Full Text Available AbstractThis analysis of the Portuguese case shows a non-linear relationship betweenthe number of children and education in recent years. Using the data from tenyears before this hypothesis was confirmed, and we can see that the generaldecline in Portuguese fertility within the last decade was due to the fertilitydecrease of the less educated people, although partly attenuated by the fertilityincrease of the upper social groups. The reasons for a non-linear relationshipare discussed within the context of female employment rates and salarydifferentials by educational attainment. The main hypothesis is that differencesin fertility are related to an ‘education-work’ effect amongst those in the lesseducated groups and to an ‘education-income’ effect amongst the moreeducated.RésuméL’analyse de cas de la situation au Portugal démontre une relation non linéaireentre le nombre d’enfants et le niveau de scolarité au cours des dernièresannées. Les données recueillies pendant les dix dernières années ont étéétudiées avant de confirmer cette hypothèse ; nous avons pu voir que le déclingénéral dans le taux de fécondité au Portugal pendant la dernière décade étaitcausé par un déclin de fécondité chez les personnes moins éduquées ; ceci a étépartiellement atténué par une hausse dans le taux de fécondité dans les classessupérieures. Les raisons de cette relation non linéaire sont discutées dans lecontexte des taux d’emploi des femmes et les différentiels de salaire selon lesniveaux de scolarité. L’hypothèse majeure est que les différences dans les tauxde fécondité sont reliés à un effet « scolarité-travail » parmi les groupes moinséduqués et à un effet « scolarité-salaire » parmi les classes mieux éduqués.
Nonlinear partial differential equations: Integrability, geometry and related topics
Krasil'shchik, Joseph; Rubtsov, Volodya
2017-03-01
Geometry and Differential Equations became inextricably entwined during the last one hundred fifty years after S. Lie and F. Klein's fundamental insights. The two subjects go hand in hand and they mutually enrich each other, especially after the "Soliton Revolution" and the glorious streak of Symplectic and Poisson Geometry methods in the context of Integrability and Solvability problems for Non-linear Differential Equations.
Introduction to differential equations
Taylor, Michael E
2011-01-01
The mathematical formulations of problems in physics, economics, biology, and other sciences are usually embodied in differential equations. The analysis of the resulting equations then provides new insight into the original problems. This book describes the tools for performing that analysis. The first chapter treats single differential equations, emphasizing linear and nonlinear first order equations, linear second order equations, and a class of nonlinear second order equations arising from Newton's laws. The first order linear theory starts with a self-contained presentation of the exponen
Differential equations for dummies
Holzner, Steven
2008-01-01
The fun and easy way to understand and solve complex equations Many of the fundamental laws of physics, chemistry, biology, and economics can be formulated as differential equations. This plain-English guide explores the many applications of this mathematical tool and shows how differential equations can help us understand the world around us. Differential Equations For Dummies is the perfect companion for a college differential equations course and is an ideal supplemental resource for other calculus classes as well as science and engineering courses. It offers step-by-step techniques, practical tips, numerous exercises, and clear, concise examples to help readers improve their differential equation-solving skills and boost their test scores.
Ordinary differential equations
Pontryagin, Lev Semenovich
1962-01-01
Ordinary Differential Equations presents the study of the system of ordinary differential equations and its applications to engineering. The book is designed to serve as a first course in differential equations. Importance is given to the linear equation with constant coefficients; stability theory; use of matrices and linear algebra; and the introduction to the Lyapunov theory. Engineering problems such as the Watt regulator for a steam engine and the vacuum-tube circuit are also presented. Engineers, mathematicians, and engineering students will find the book invaluable.
Fractional Differential Equations
Directory of Open Access Journals (Sweden)
Jianping Zhao
2012-01-01
Full Text Available An extended fractional subequation method is proposed for solving fractional differential equations by introducing a new general ansätz and Bäcklund transformation of the fractional Riccati equation with known solutions. Being concise and straightforward, this method is applied to the space-time fractional coupled Burgers’ equations and coupled MKdV equations. As a result, many exact solutions are obtained. It is shown that the considered method provides a very effective, convenient, and powerful mathematical tool for solving fractional differential equations.
Renormalizing Partial Differential Equations
Bricmont, J.; Kupiainen, A.
1994-01-01
In this review paper, we explain how to apply Renormalization Group ideas to the analysis of the long-time asymptotics of solutions of partial differential equations. We illustrate the method on several examples of nonlinear parabolic equations. We discuss many applications, including the stability of profiles and fronts in the Ginzburg-Landau equation, anomalous scaling laws in reaction-diffusion equations, and the shape of a solution near a blow-up point.
Certain non-linear differential polynomials sharing a non zero polynomial
Directory of Open Access Journals (Sweden)
Majumder Sujoy
2015-10-01
functions sharing a nonzero polynomial and obtain two results which improves and generalizes the results due to L. Liu [Uniqueness of meromorphic functions and differential polynomials, Comput. Math. Appl., 56 (2008, 3236-3245.] and P. Sahoo [Uniqueness and weighted value sharing of meromorphic functions, Applied. Math. E-Notes., 11 (2011, 23-32.].
Partial differential equations
Evans, Lawrence C
2010-01-01
This text gives a comprehensive survey of modern techniques in the theoretical study of partial differential equations (PDEs) with particular emphasis on nonlinear equations. The exposition is divided into three parts: representation formulas for solutions; theory for linear partial differential equations; and theory for nonlinear partial differential equations. Included are complete treatments of the method of characteristics; energy methods within Sobolev spaces; regularity for second-order elliptic, parabolic, and hyperbolic equations; maximum principles; the multidimensional calculus of variations; viscosity solutions of Hamilton-Jacobi equations; shock waves and entropy criteria for conservation laws; and, much more.The author summarizes the relevant mathematics required to understand current research in PDEs, especially nonlinear PDEs. While he has reworked and simplified much of the classical theory (particularly the method of characteristics), he primarily emphasizes the modern interplay between funct...
Differential equations problem solver
Arterburn, David R
2012-01-01
REA's Problem Solvers is a series of useful, practical, and informative study guides. Each title in the series is complete step-by-step solution guide. The Differential Equations Problem Solver enables students to solve difficult problems by showing them step-by-step solutions to Differential Equations problems. The Problem Solvers cover material ranging from the elementary to the advanced and make excellent review books and textbook companions. They're perfect for undergraduate and graduate studies.The Differential Equations Problem Solver is the perfect resource for any class, any exam, and
Ordinary differential equations
Miller, Richard K
1982-01-01
Ordinary Differential Equations is an outgrowth of courses taught for a number of years at Iowa State University in the mathematics and the electrical engineering departments. It is intended as a text for a first graduate course in differential equations for students in mathematics, engineering, and the sciences. Although differential equations is an old, traditional, and well-established subject, the diverse backgrounds and interests of the students in a typical modern-day course cause problems in the selection and method of presentation of material. In order to compensate for this diversity,
Beginning partial differential equations
O'Neil, Peter V
2011-01-01
A rigorous, yet accessible, introduction to partial differential equations-updated in a valuable new edition Beginning Partial Differential Equations, Second Edition provides a comprehensive introduction to partial differential equations (PDEs) with a special focus on the significance of characteristics, solutions by Fourier series, integrals and transforms, properties and physical interpretations of solutions, and a transition to the modern function space approach to PDEs. With its breadth of coverage, this new edition continues to present a broad introduction to the field, while also addres
Hyperbolic partial differential equations
Witten, Matthew
1986-01-01
Hyperbolic Partial Differential Equations III is a refereed journal issue that explores the applications, theory, and/or applied methods related to hyperbolic partial differential equations, or problems arising out of hyperbolic partial differential equations, in any area of research. This journal issue is interested in all types of articles in terms of review, mini-monograph, standard study, or short communication. Some studies presented in this journal include discretization of ideal fluid dynamics in the Eulerian representation; a Riemann problem in gas dynamics with bifurcation; periodic M
Uncertain differential equations
Yao, Kai
2016-01-01
This book introduces readers to the basic concepts of and latest findings in the area of differential equations with uncertain factors. It covers the analytic method and numerical method for solving uncertain differential equations, as well as their applications in the field of finance. Furthermore, the book provides a number of new potential research directions for uncertain differential equation. It will be of interest to researchers, engineers and students in the fields of mathematics, information science, operations research, industrial engineering, computer science, artificial intelligence, automation, economics, and management science.
Fukuda, Hiroki; Suwa, Hideaki; Nakano, Atsushi; Sakamoto, Mari; Imazu, Miki; Hasegawa, Takuya; Takahama, Hiroyuki; Amaki, Makoto; Kanzaki, Hideaki; Anzai, Toshihisa; Mochizuki, Naoki; Ishii, Akira; Asanuma, Hiroshi; Asakura, Masanori; Washio, Takashi; Kitakaze, Masafumi
2016-11-01
Brain natriuretic peptide (BNP) is the most effective predictor of outcomes in chronic heart failure (CHF). This study sought to determine the qualitative relationship between the BNP levels at discharge and on the day of cardiovascular events in CHF patients. We devised a mathematical probabilistic model between the BNP levels at discharge (y) and on the day (t) of cardiovascular events after discharge for 113 CHF patients (Protocol I). We then prospectively evaluated this model on another set of 60 CHF patients who were readmitted (Protocol II). P(t|y) was the probability of cardiovascular events occurring after >t, the probability on t was given as p(t|y) = -dP(t|y)/dt, and p(t|y) = pP(t|y) = αyβP(t|y), along with p = αyβ (α and β were constant); the solution was p(t|y) = αyβ exp(-αyβt). We fitted this equation to the data set of Protocol I using the maximum likelihood principle, and we obtained the model p(t|y) = 0.000485y0.24788 exp(-0.000485y0.24788t). The cardiovascular event-free rate was computed as P(t) = 1/60Σi=1,…,60 exp(-0.000485yi0.24788t), based on this model and the BNP levels yi in a data set of Protocol II. We confirmed no difference between this model-based result and the actual event-free rate. In conclusion, the BNP levels showed a non-linear relationship with the day of occurrence of cardiovascular events in CHF patients.
Ender, I A; Flegontova, E Yu; Gerasimenko, A B
2016-01-01
An algorithm for sequential calculation of non-isotropic matrix elements of the collision integral which are necessary for the solution of the non-linear Boltzmann equation by moment method is proposed. Isotropic matrix elements that we believe are known, are starting ones. The procedure is valid for any interaction law and any mass ratio of the colliding particles.
Directory of Open Access Journals (Sweden)
H. M. Abdelhafez
2016-03-01
Full Text Available The modified differential transform method (MDTM, Laplace transform and Padé approximants are used to investigate a semi-analytic form of solutions of nonlinear oscillators in a large time domain. Forced Duffing and forced van der Pol oscillators under damping effect are studied to investigate semi-analytic forms of solutions. Moreover, solutions of the suggested nonlinear oscillators are obtained using the fourth-order Runge-Kutta numerical solution method. A comparison of the result by the numerical Runge-Kutta fourth-order accuracy method is compared with the result by the MDTM and plotted in a long time domain.
Geometry of differential equations
Khovanskiĭ, A; Vassiliev, V
1998-01-01
This volume contains articles written by V. I. Arnold's colleagues on the occasion of his 60th birthday. The articles are mostly devoted to various aspects of geometry of differential equations and relations to global analysis and Hamiltonian mechanics.
Problems in differential equations
Brenner, J L
2013-01-01
More than 900 problems and answers explore applications of differential equations to vibrations, electrical engineering, mechanics, and physics. Problem types include both routine and nonroutine, and stars indicate advanced problems. 1963 edition.
Differential Equation of Equilibrium
African Journals Online (AJOL)
user
than the classical method in the solution of the aforementioned differential equation. Keywords: ... present a successful approximation of shell ... displacement function. .... only applicable to cylindrical shell subject to ..... (cos. 4. 4. 4. 3 β. + β. + β. -. = β. - β x x e ex. AL. xA w. Substituting equations (29); (30) and (31) into.
Differential equations I essentials
REA, Editors of
2012-01-01
REA's Essentials provide quick and easy access to critical information in a variety of different fields, ranging from the most basic to the most advanced. As its name implies, these concise, comprehensive study guides summarize the essentials of the field covered. Essentials are helpful when preparing for exams, doing homework and will remain a lasting reference source for students, teachers, and professionals. Differential Equations I covers first- and second-order equations, series solutions, higher-order linear equations, and the Laplace transform.
DEFF Research Database (Denmark)
Fuhrman, David R.; Bingham, Harry B.; Madsen, Per A.;
2004-01-01
This paper considers a method of lines stability analysis for finite difference discretizations of a recently published Boussinesq method for the study of highly non-linear and extremely dispersive water waves. The analysis demonstrates the near-equivalence of classical linear Fourier (von Neumann......) techniques with matrix-based methods for formulations in both one and two horizontal dimensions. The matrix-based method is also extended to show the local de-stabilizing effects of the non-linear terms, as well as the stabilizing effects of numerical dissipation. A comparison of the relative stability...... moderately non-normal, suggesting that the eigenvalues are likely suitable for analysis purposes. Numerical experiments demonstrate excellent agreement with the linear analysis, and good qualitative agreement with the local non-linear analysis. The various methods of analysis combine to provide significant...
Calculus & ordinary differential equations
Pearson, David
1995-01-01
Professor Pearson's book starts with an introduction to the area and an explanation of the most commonly used functions. It then moves on through differentiation, special functions, derivatives, integrals and onto full differential equations. As with other books in the series the emphasis is on using worked examples and tutorial-based problem solving to gain the confidence of students.
Theory of differential equations
Gel'fand, I M
1967-01-01
Generalized Functions, Volume 3: Theory of Differential Equations focuses on the application of generalized functions to problems of the theory of partial differential equations.This book discusses the problems of determining uniqueness and correctness classes for solutions of the Cauchy problem for systems with constant coefficients and eigenfunction expansions for self-adjoint differential operators. The topics covered include the bounded operators in spaces of type W, Cauchy problem in a topological vector space, and theorem of the Phragmén-Lindelöf type. The correctness classes for the Cau
NON-LINEAR FORCED VIBRATION OF AXIALLY MOVING VISCOELASTIC BEAMS
Institute of Scientific and Technical Information of China (English)
Yang Xiaodong; Chen Li-Qun
2006-01-01
The non-linear forced vibration of axially moving viscoelastic beams excited by the vibration of the supporting foundation is investigated. A non-linear partial-differential equation governing the transverse motion is derived from the dynamical, constitutive equations and geometrical relations. By referring to the quasi-static stretch assumption, the partial-differential non-linearity is reduced to an integro-partial-differential one. The method of multiple scales is directly applied to the governing equations with the two types of non-linearity, respectively. The amplitude of near- and exact-resonant steady state is analyzed by use of the solvability condition of eliminating secular terms. Numerical results are presented to show the contributions of foundation vibration amplitude, viscoelastic damping, and nonlinearity to the response amplitude for the first and the second mode.
DEFF Research Database (Denmark)
Fuhrman, David R.; Bingham, Harry B.; Madsen, Per A.
2004-01-01
This paper considers a method of lines stability analysis for finite difference discretizations of a recently published Boussinesq method for the study of highly non-linear and extremely dispersive water waves. The analysis demonstrates the near-equivalence of classical linear Fourier (von Neumann...
Partial differential equations
Friedman, Avner
2008-01-01
This three-part treatment of partial differential equations focuses on elliptic and evolution equations. Largely self-contained, it concludes with a series of independent topics directly related to the methods and results of the preceding sections that helps introduce readers to advanced topics for further study. Geared toward graduate and postgraduate students of mathematics, this volume also constitutes a valuable reference for mathematicians and mathematical theorists.Starting with the theory of elliptic equations and the solution of the Dirichlet problem, the text develops the theory of we
Applied partial differential equations
Logan, J David
2004-01-01
This primer on elementary partial differential equations presents the standard material usually covered in a one-semester, undergraduate course on boundary value problems and PDEs. What makes this book unique is that it is a brief treatment, yet it covers all the major ideas: the wave equation, the diffusion equation, the Laplace equation, and the advection equation on bounded and unbounded domains. Methods include eigenfunction expansions, integral transforms, and characteristics. Mathematical ideas are motivated from physical problems, and the exposition is presented in a concise style accessible to science and engineering students; emphasis is on motivation, concepts, methods, and interpretation, rather than formal theory. This second edition contains new and additional exercises, and it includes a new chapter on the applications of PDEs to biology: age structured models, pattern formation; epidemic wave fronts, and advection-diffusion processes. The student who reads through this book and solves many of t...
Differential Equations as Actions
DEFF Research Database (Denmark)
Ronkko, Mauno; Ravn, Anders P.
1997-01-01
We extend a conventional action system with a primitive action consisting of a differential equation and an evolution invariant. The semantics is given by a predicate transformer. The weakest liberal precondition is chosen, because it is not always desirable that steps corresponding to differential...... actions shall terminate. It is shown that the proposed differential action has a semantics which corresponds to a discrete approximation when the discrete step size goes to zero. The extension gives action systems the power to model real-time clocks and continuous evolutions within hybrid systems....
Modified differential equations
Chartier, Philippe; Hairer, Ernst; Vilmart, Gilles
2007-01-01
Motivated by the theory of modified differential equations (backward error analysis) an approach for the construction of high order numerical integrators that preserve geometric properties of the exact flow is developed. This summarises a talk presented in honour of Michel Crouzeix.
Balkaya, Çağlayan; Ekinci, Yunus Levent; Göktürkler, Gökhan; Turan, Seçil
2017-01-01
3D non-linear inversion of total field magnetic anomalies caused by vertical-sided prismatic bodies has been achieved by differential evolution (DE), which is one of the population-based evolutionary algorithms. We have demonstrated the efficiency of the algorithm on both synthetic and field magnetic anomalies by estimating horizontal distances from the origin in both north and east directions, depths to the top and bottom of the bodies, inclination and declination angles of the magnetization, and intensity of magnetization of the causative bodies. In the synthetic anomaly case, we have considered both noise-free and noisy data sets due to two vertical-sided prismatic bodies in a non-magnetic medium. For the field case, airborne magnetic anomalies originated from intrusive granitoids at the eastern part of the Biga Peninsula (NW Turkey) which is composed of various kinds of sedimentary, metamorphic and igneous rocks, have been inverted and interpreted. Since the granitoids are the outcropped rocks in the field, the estimations for the top depths of two prisms representing the magnetic bodies were excluded during inversion studies. Estimated bottom depths are in good agreement with the ones obtained by a different approach based on 3D modelling of pseudogravity anomalies. Accuracy of the estimated parameters from both cases has been also investigated via probability density functions. Based on the tests in the present study, it can be concluded that DE is a useful tool for the parameter estimation of source bodies using magnetic anomalies.
Differential Equations with Linear Algebra
Boelkins, Matthew R; Potter, Merle C
2009-01-01
Linearity plays a critical role in the study of elementary differential equations; linear differential equations, especially systems thereof, demonstrate a fundamental application of linear algebra. In Differential Equations with Linear Algebra, we explore this interplay between linear algebra and differential equations and examine introductory and important ideas in each, usually through the lens of important problems that involve differential equations. Written at a sophomore level, the text is accessible to students who have completed multivariable calculus. With a systems-first approach, t
Stochastic differential equations and applications
Friedman, Avner
2006-01-01
This text develops the theory of systems of stochastic differential equations, and it presents applications in probability, partial differential equations, and stochastic control problems. Originally published in two volumes, it combines a book of basic theory and selected topics with a book of applications.The first part explores Markov processes and Brownian motion; the stochastic integral and stochastic differential equations; elliptic and parabolic partial differential equations and their relations to stochastic differential equations; the Cameron-Martin-Girsanov theorem; and asymptotic es
Oscillation criteria for nonlinear fractional differential equation with damping term
Directory of Open Access Journals (Sweden)
Bayram Mustafa
2016-01-01
Full Text Available In this paper, we study the oscillation of solutions to a non-linear fractional differential equation with damping term. The fractional derivative is defined in the sense of the modified Riemann-Liouville derivative. By using a variable transformation, a generalized Riccati transformation, inequalities, and integration average techniquewe establish new oscillation criteria for the fractional differential equation. Several illustrative examples are also given.
Partial differential equations mathematical techniques for engineers
Epstein, Marcelo
2017-01-01
This monograph presents a graduate-level treatment of partial differential equations (PDEs) for engineers. The book begins with a review of the geometrical interpretation of systems of ODEs, the appearance of PDEs in engineering is motivated by the general form of balance laws in continuum physics. Four chapters are devoted to a detailed treatment of the single first-order PDE, including shock waves and genuinely non-linear models, with applications to traffic design and gas dynamics. The rest of the book deals with second-order equations. In the treatment of hyperbolic equations, geometric arguments are used whenever possible and the analogy with discrete vibrating systems is emphasized. The diffusion and potential equations afford the opportunity of dealing with questions of uniqueness and continuous dependence on the data, the Fourier integral, generalized functions (distributions), Duhamel's principle, Green's functions and Dirichlet and Neumann problems. The target audience primarily comprises graduate s...
Differential equations with Mathematica
Abell, Martha L
2004-01-01
The Third Edition of the Differential Equations with Mathematica integrates new applications from a variety of fields,especially biology, physics, and engineering. The new handbook is also completely compatible with recent versions of Mathematica and is a perfect introduction for Mathematica beginners.* Focuses on the most often used features of Mathematica for the beginning Mathematica user* New applications from a variety of fields, including engineering, biology, and physics* All applications were completed using recent versions of Mathematica
Arithmetic partial differential equations
Buium, Alexandru; Simanca, Santiago R.
2006-01-01
We develop an arithmetic analogue of linear partial differential equations in two independent ``space-time'' variables. The spatial derivative is a Fermat quotient operator, while the time derivative is the usual derivation. This allows us to ``flow'' integers or, more generally, points on algebraic groups with coordinates in rings with arithmetic flavor. In particular, we show that elliptic curves have certain canonical ``flows'' on them that are the arithmetic analogues of the heat and wave...
International Conference on Differential Equations and Mathematical Physics
Saitō, Yoshimi
1987-01-01
The meeting in Birmingham, Alabama, provided a forum for the discussion of recent developments in the theory of ordinary and partial differential equations, both linear and non-linear, with particular reference to work relating to the equations of mathematical physics. The meeting was attended by about 250 mathematicians from 22 countries. The papers in this volume all involve new research material, with at least outline proofs; some papers also contain survey material. Topics covered include: Schrödinger theory, scattering and inverse scattering, fluid mechanics (including conservative systems and inertial manifold theory attractors), elasticity, non-linear waves, and feedback control theory.
Introduction to partial differential equations
Greenspan, Donald
2000-01-01
Designed for use in a one-semester course by seniors and beginning graduate students, this rigorous presentation explores practical methods of solving differential equations, plus the unifying theory underlying the mathematical superstructure. Topics include basic concepts, Fourier series, second-order partial differential equations, wave equation, potential equation, heat equation, approximate solution of partial differential equations, and more. Exercises appear at the ends of most chapters. 1961 edition.
Directory of Open Access Journals (Sweden)
Kesavan.E
2013-04-01
Full Text Available This paper suggests an idea to design an adaptive PID controller for Non-linear liquid tank System and is implemented in PLC. Online estimation of linear parameters (Time constant and Gain brings an exact model of the process to take perfect control action. Based on these estimated values, the controller parameters will be well tuned by internal model control. Internal model control is an unremarkably used technique and provides well tuned controller in order to have a good controlling process. PLC with its ability to have both continues control for PID Control and digital control for fault diagnosis which ascertains faults in the system and provides alerts about the status of the entire process.
National Research Council Canada - National Science Library
Heli, Hossein; Gobal, Fereydoon
2016-01-01
.... The current-charge curves in the anodic cycles fit the logistic differential equation reasonably well and are accounted on the basis of the non-linearity of the kinetics and the effect of positive feedback...
Non-linear dynamics of wind turbine wings
DEFF Research Database (Denmark)
Larsen, Jesper Winther; Nielsen, Søren R.K.
2006-01-01
by the rotation of the aerodynamic load and the curvature, as well as inertial induced non-linearities caused by the support point motion. The non-linear partial differential equations of motion in the moving frame of reference have been discretized, using the fixed base eigenmodes as a functional basis......The paper deals with the formulation of non-linear vibrations of a wind turbine wing described in a wing fixed moving coordinate system. The considered structural model is a Bernoulli-Euler beam with due consideration to axial twist. The theory includes geometrical non-linearities induced....... Important non-linear couplings between the fundamental blade mode and edgewise modes have been identified based on a resonance excitation of the wing, caused by a harmonically varying support point motion with the circular frequency omega. Assuming that the fundamental blade and edgewise eigenfrequencies...
Energy Technology Data Exchange (ETDEWEB)
Zhu Shundong [Department of Physics, Zhejiang Lishui University, Lishui 323000 (China)], E-mail: zhusd1965@sina.com
2008-09-15
The tanh method is used to find travelling wave solutions to various wave equations. In this paper, the extended tanh function method is further improved by the generalizing Riccati equation mapping method and picking up its new solutions. In order to test the validity of this approach, the (2 + 1)-dimensional Boiti-Leon-Pempinelle equation is considered. As a result, the abundant new non-travelling wave solutions are obtained.
Ordinary differential equations and mechanical systems
Awrejcewicz, Jan
2014-01-01
This book applies a step-by-step treatment of the current state-of-the-art of ordinary differential equations used in modeling of engineering systems/processes and beyond. It covers systematically ordered problems, beginning with first and second order ODEs, linear and higher-order ODEs of polynomial form, theory and criteria of similarity, modeling approaches, phase plane and phase space concepts, stability optimization, and ending on chaos and synchronization. Presenting both an overview of the theory of the introductory differential equations in the context of applicability and a systematic treatment of modeling of numerous engineering and physical problems through linear and non-linear ODEs, the volume is self-contained, yet serves both scientific and engineering interests. The presentation relies on a general treatment, analytical and numerical methods, concrete examples, and engineering intuition. The scientific background used is well balanced between elementary and advanced level, making it as a uniqu...
Energy Technology Data Exchange (ETDEWEB)
Merton, S. R.; Smedley-Stevenson, R. P. [Computational Physics Group, AWE Aldermaston, Reading, Berkshire RG7 4PR (United Kingdom); Pain, C. C. [Dept. of Earth Science and Engineering, Imperial College London, London SW7 2AZ (United Kingdom)
2012-07-01
This paper describes a Non-Linear Discontinuous Petrov-Galerkin method and its application to the one-speed Boltzmann Transport Equation (BTE) for space-time problems. The purpose of the method is to remove unwanted oscillations in the transport solution which occur in the vicinity of sharp flux gradients, while improving computational efficiency and numerical accuracy. This is achieved by applying artificial dissipation in the solution gradient direction, internal to an element using a novel finite element (FE) Riemann approach. The added dissipation is calculated at each node of the finite element mesh based on local behaviour of the transport solution on both the spatial and temporal axes of the problem. Thus a different dissipation is used in different elements. The magnitude of dissipation that is used is obtained from a gradient-informed scaling of the advection velocities in the stabilisation term. This makes the method in its most general form non-linear. The method is implemented within a very general finite element Riemann framework. This makes it completely independent of choice of angular basis function allowing one to use different descriptions of the angular variation. Results show the non-linear scheme performs consistently well in demanding time-dependent multi-dimensional neutron transport problems. (authors)
DEFF Research Database (Denmark)
Webb, Garry; Sørensen, Mads Peter; Brio, Moysey
2004-01-01
The vector Maxwell equations of nonlinear optics coupled to a single Lorentz oscillator and with instantaneous Kerr nonlinearity are investigated by using Lie symmetry group methods. Lagrangian and Hamiltonian formulations of the equations are obtained. The aim of the analysis is to explore......-second pulse propagation in which the NLS approximation is expected to break down. The canonical Hamiltonian description of the equations involves the solution of a polynomial equation for the electric field $E$, in terms of the the canonical variables, with possible multiple real roots for $E$. In order...... to circumvent this problem, non-canonical Poisson bracket formulations of the equations are obtained in which the electric field is one of the non-canonical variables. Noether's theorem, and the Lie point symmetries admitted by the equations are used to obtain four conservation laws, including...
Directory of Open Access Journals (Sweden)
Briti Sundar Sil
2016-01-01
Full Text Available Flood routing is of utmost importance to water resources engineers and hydrologist. Muskingum model is one of the popular methods for river flood routing which often require a huge computational work. To solve the routing parameters, most of the established methods require knowledge about different computer programmes and sophisticated models. So, it is beneficial to have a tool which is comfortable to users having more knowledge about everyday decision making problems rather than the development of computational models as the programmes. The use of micro-soft excel and its relevant tool like solver by the practicing engineers for normal modeling tasks has become common over the last few decades. In excel environment, tools are based on graphical user interface which are very comfortable for the users for handling database, modeling, data analysis and programming. GANetXL is an add-in for Microsoft Excel, a leading commercial spreadsheet application for Windows and MAC operating systems. GANetXL is a program that uses a Genetic Algorithm to solve a wide range of single and multi-objective problems. In this study, non-linear Muskingum routing parameters are solved using GANetXL. Statistical Model performances are compared with the earlier results and found satisfactory.
Partial differential equations
Sloan, D; Süli, E
2001-01-01
/homepage/sac/cam/na2000/index.html7-Volume Set now available at special set price ! Over the second half of the 20th century the subject area loosely referred to as numerical analysis of partial differential equations (PDEs) has undergone unprecedented development. At its practical end, the vigorous growth and steady diversification of the field were stimulated by the demand for accurate and reliable tools for computational modelling in physical sciences and engineering, and by the rapid development of computer hardware and architecture. At the more theoretical end, the analytical insight in
Partial differential equations
Levine, Harold
1997-01-01
The subject matter, partial differential equations (PDEs), has a long history (dating from the 18th century) and an active contemporary phase. An early phase (with a separate focus on taut string vibrations and heat flow through solid bodies) stimulated developments of great importance for mathematical analysis, such as a wider concept of functions and integration and the existence of trigonometric or Fourier series representations. The direct relevance of PDEs to all manner of mathematical, physical and technical problems continues. This book presents a reasonably broad introductory account of the subject, with due regard for analytical detail, applications and historical matters.
Ordinary differential equations
Cox, William
1995-01-01
Building on introductory calculus courses, this text provides a sound foundation in the underlying principles of ordinary differential equations. Important concepts, including uniqueness and existence theorems, are worked through in detail and the student is encouraged to develop much of the routine material themselves, thus helping to ensure a solid understanding of the fundamentals required.The wide use of exercises, problems and self-assessment questions helps to promote a deeper understanding of the material and it is developed in such a way that it lays the groundwork for further
Institute of Scientific and Technical Information of China (English)
LU Chang-gen; CAO Wei-dong; QIAN Jian-hua
2006-01-01
A new method for direct numerical simulation of incompressible Navier-Stokes equations is studied in the paper. The compact finite difference and the non-linear terms upwind compact finite difference schemes on non-uniform meshes in x and y directions are developed respectively. With the Fourier spectral expansion in the spanwise direction, three-dimensional N-S equation are converted to a system of two-dimensional equations. The third-order mixed explicit-implicit scheme is employed for time integration. The treatment of the three-dimensional non-reflecting outflow boundary conditions is presented, which is important for the numerical simulations of the problem of transition in boundary layers, jets, and mixing layer. The numerical results indicate that high accuracy, stabilization and efficiency are achieved by the proposed numerical method. In addition, a theory model for the coherent structure in a laminar boundary layer is also proposed, based on which the numerical method is implemented to the non-linear evolution of coherent structure. It is found that the numerical results of the distribution of Reynolds stress, the formation of high shear layer, and the event of ejection and sweeping, match well with the observed characteristics of the coherent structures in a turbulence boundary layer.
A neuro approach to solve fuzzy Riccati differential equations
Shahrir, Mohammad Shazri; Kumaresan, N.; Kamali, M. Z. M.; Ratnavelu, Kurunathan
2015-10-01
There are many applications of optimal control theory especially in the area of control systems in engineering. In this paper, fuzzy quadratic Riccati differential equation is estimated using neural networks (NN). Previous works have shown reliable results using Runge-Kutta 4th order (RK4). The solution can be achieved by solving the 1st Order Non-linear Differential Equation (ODE) that is found commonly in Riccati differential equation. Research has shown improved results relatively to the RK4 method. It can be said that NN approach shows promising results with the advantage of continuous estimation and improved accuracy that can be produced over RK4.
A neuro approach to solve fuzzy Riccati differential equations
Energy Technology Data Exchange (ETDEWEB)
Shahrir, Mohammad Shazri, E-mail: mshazri@gmail.com [InstitutSainsMatematik, Universiti Malaya 50603 Kuala Lumpur, Wilayah Persekutuan Kuala Lumpur (Malaysia); Telekom Malaysia, R& D TM Innovation Centre, LingkaranTeknokrat Timur, 63000 Cyberjaya, Selangor (Malaysia); Kumaresan, N., E-mail: drnk2008@gmail.com; Kamali, M. Z. M.; Ratnavelu, Kurunathan [InstitutSainsMatematik, Universiti Malaya 50603 Kuala Lumpur, Wilayah Persekutuan Kuala Lumpur (Malaysia)
2015-10-22
There are many applications of optimal control theory especially in the area of control systems in engineering. In this paper, fuzzy quadratic Riccati differential equation is estimated using neural networks (NN). Previous works have shown reliable results using Runge-Kutta 4th order (RK4). The solution can be achieved by solving the 1st Order Non-linear Differential Equation (ODE) that is found commonly in Riccati differential equation. Research has shown improved results relatively to the RK4 method. It can be said that NN approach shows promising results with the advantage of continuous estimation and improved accuracy that can be produced over RK4.
Panda, Nishant; Dawson, Clint; Zhang, Yao; Kennedy, Andrew B.; Westerink, Joannes J.; Donahue, Aaron S.
2014-09-01
A local discontinuous Galerkin method for Boussinesq-Green-Naghdi equations is presented and validated against experimental results for wave transformation over a submerged shoal. Currently Green-Naghdi equations have many variants. In this paper a numerical method in one dimension is presented for the Green-Naghdi equations based on rotational characteristics in the velocity field. Stability criterion is also established for the linearized Green-Naghdi equations for both the analytical problem and the numerical method. Verification is done against a linearized standing wave problem in flat bathymetry and h, p (denoted by K in this paper) error rates are plotted. Validation plots show good agreement of the numerical results with the experimental ones.
Elements of partial differential equations
Sneddon, Ian N
2006-01-01
Geared toward students of applied rather than pure mathematics, this volume introduces elements of partial differential equations. Its focus is primarily upon finding solutions to particular equations rather than general theory.Topics include ordinary differential equations in more than two variables, partial differential equations of the first and second orders, Laplace's equation, the wave equation, and the diffusion equation. A helpful Appendix offers information on systems of surfaces, and solutions to the odd-numbered problems appear at the end of the book. Readers pursuing independent st
Scaling of differential equations
Langtangen, Hans Petter
2016-01-01
The book serves both as a reference for various scaled models with corresponding dimensionless numbers, and as a resource for learning the art of scaling. A special feature of the book is the emphasis on how to create software for scaled models, based on existing software for unscaled models. Scaling (or non-dimensionalization) is a mathematical technique that greatly simplifies the setting of input parameters in numerical simulations. Moreover, scaling enhances the understanding of how different physical processes interact in a differential equation model. Compared to the existing literature, where the topic of scaling is frequently encountered, but very often in only a brief and shallow setting, the present book gives much more thorough explanations of how to reason about finding the right scales. This process is highly problem dependent, and therefore the book features a lot of worked examples, from very simple ODEs to systems of PDEs, especially from fluid mechanics. The text is easily accessible and exam...
J. Puķīte; T. Wagner
2016-01-01
We address the application of differential optical absorption spectroscopy (DOAS) of scattered light observations in the presence of strong absorbers (in particular ozone), for which the absorption optical depth is a non-linear function of the trace gas concentration. This is the case because Beer–Lambert law generally does not hold for scattered light measurements due to many light paths contributing to the measurement. While in many cases linear approximation can be made, ...
On Degenerate Partial Differential Equations
Chen, Gui-Qiang G.
2010-01-01
Some of recent developments, including recent results, ideas, techniques, and approaches, in the study of degenerate partial differential equations are surveyed and analyzed. Several examples of nonlinear degenerate, even mixed, partial differential equations, are presented, which arise naturally in some longstanding, fundamental problems in fluid mechanics and differential geometry. The solution to these fundamental problems greatly requires a deep understanding of nonlinear degenerate parti...
Carlen, Eric A.; Fröhlich, Jürg; Lebowitz, Joel
2016-02-01
We construct generalized grand-canonical- and canonical Gibbs measures for a Hamiltonian system described in terms of a complex scalar field that is defined on a circle and satisfies a nonlinear Schrödinger equation with a focusing nonlinearity of order p transitions" and regularity properties of field samples, are established. We then study a time evolution of this system given by the Hamiltonian evolution perturbed by a stochastic noise term that mimics effects of coupling the system to a heat bath at some fixed temperature. The noise is of Ornstein-Uhlenbeck type for the Fourier modes of the field, with the strength of the noise decaying to zero, as the frequency of the mode tends to ∞. We prove exponential approach of the state of the system to a grand-canonical Gibbs measure at a temperature and "chemical potential" determined by the stochastic noise term.
Differential equations extended to superspace
Energy Technology Data Exchange (ETDEWEB)
Torres, J. [Instituto de Fisica, Universidad de Guanajuato, A.P. E-143, Leon, Guanajuato (Mexico); Rosu, H.C. [Instituto Potosino de Investigacion Cientifica y Tecnologica, A.P. 3-74, Tangamanga, San Luis Potosi (Mexico)
2003-07-01
We present a simple SUSY Ns = 2 superspace extension of the differential equations in which the sought solutions are considered to be real superfields but maintaining the common derivative operators and the coefficients of the differential equations unaltered. In this way, we get self consistent systems of coupled differential equations for the components of the superfield. This procedure is applied to the Riccati equation, for which we obtain in addition the system of coupled equations corresponding to the components of the general superfield solution. (Author)
Mathematical Methods in Wave Propagation: Part 2--Non-Linear Wave Front Analysis
Jeffrey, Alan
1971-01-01
The paper presents applications and methods of analysis for non-linear hyperbolic partial differential equations. The paper is concluded by an account of wave front analysis as applied to the piston problem of gas dynamics. (JG)
Cherevko, A. A.; Bord, E. E.; Khe, A. K.; Panarin, V. A.; Orlov, K. J.; Chupakhin, A. P.
2016-06-01
This article considers method of describing the behaviour of hemodynamic parameters near vascular pathologies. We study the influence of arterial aneurysms and arteriovenous malformations on the vascular system. The proposed method involves using generalized model of Van der Pol-Duffing to find out the characteristic behaviour of blood flow parameters. These parameters are blood velocity and pressure in the vessel. The velocity and pressure are obtained during the neurosurgery measurements. It is noted that substituting velocity on the right side of the equation gives good pressure approximation. Thus, the model reproduces clinical data well enough. In regard to the right side of the equation, it means external impact on the system. The harmonic functions with various frequencies and amplitudes are substituted on the right side of the equation to investigate its properties. Besides, variation of the right side parameters provides additional information about pressure. Non-linear analogue of Nyquist diagrams is used to find out how the properties of solution depend on the parameter values. We have analysed 60 cases with aneurysms and 14 cases with arteriovenous malformations. It is shown that the diagrams are divided into classes. Also, the classes are replaced by another one in the definite order with increasing of the right side amplitude.
Puķīte, Jānis; Wagner, Thomas
2016-05-01
We address the application of differential optical absorption spectroscopy (DOAS) of scattered light observations in the presence of strong absorbers (in particular ozone), for which the absorption optical depth is a non-linear function of the trace gas concentration. This is the case because Beer-Lambert law generally does not hold for scattered light measurements due to many light paths contributing to the measurement. While in many cases linear approximation can be made, for scenarios with strong absorptions non-linear effects cannot always be neglected. This is especially the case for observation geometries, for which the light contributing to the measurement is crossing the atmosphere under spatially well-separated paths differing strongly in length and location, like in limb geometry. In these cases, often full retrieval algorithms are applied to address the non-linearities, requiring iterative forward modelling of absorption spectra involving time-consuming wavelength-by-wavelength radiative transfer modelling. In this study, we propose to describe the non-linear effects by additional sensitivity parameters that can be used e.g. to build up a lookup table. Together with widely used box air mass factors (effective light paths) describing the linear response to the increase in the trace gas amount, the higher-order sensitivity parameters eliminate the need for repeating the radiative transfer modelling when modifying the absorption scenario even in the presence of a strong absorption background. While the higher-order absorption structures can be described as separate fit parameters in the spectral analysis (so-called DOAS fit), in practice their quantitative evaluation requires good measurement quality (typically better than that available from current measurements). Therefore, we introduce an iterative retrieval algorithm correcting for the higher-order absorption structures not yet considered in the DOAS fit as well as the absorption dependence on
Partial Differential Equations of Physics
Geroch, Robert
1996-01-01
Apparently, all partial differential equations that describe physical phenomena in space-time can be cast into a universal quasilinear, first-order form. In this paper, we do two things. First, we describe some broad features of systems of differential equations so formulated. Examples of such features include hyperbolicity of the equations, constraints and their roles (e.g., in connection with the initial-value formulation), how diffeomorphism freedom is manifest, and how interactions betwee...
Invariance of Conjunctions of Polynomial Equalities for Algebraic Differential Equations
2014-07-01
non- linear hybrid systems by linear algebraic methods. In Radhia Cousot and Matthieu Martel, editors, SAS, volume 6337 of LNCS, pages 373–389. Springer...Tarski. A decision method for elementary algebra and geometry. Bulletin of the American Mathematical Society, 59, 1951. [36] Wolfgang Walter. Ordinary...Invariance of Conjunctions of Polynomial Equalities for Algebraic Differential Equations Khalil Ghorbal1 Andrew Sogokon2 André Platzer1 July 2014
Multiscale functions, scale dynamics, and applications to partial differential equations
Cresson, Jacky; Pierret, Frédéric
2016-05-01
Modeling phenomena from experimental data always begins with a choice of hypothesis on the observed dynamics such as determinism, randomness, and differentiability. Depending on these choices, different behaviors can be observed. The natural question associated to the modeling problem is the following: "With a finite set of data concerning a phenomenon, can we recover its underlying nature? From this problem, we introduce in this paper the definition of multi-scale functions, scale calculus, and scale dynamics based on the time scale calculus [see Bohner, M. and Peterson, A., Dynamic Equations on Time Scales: An Introduction with Applications (Springer Science & Business Media, 2001)] which is used to introduce the notion of scale equations. These definitions will be illustrated on the multi-scale Okamoto's functions. Scale equations are analysed using scale regimes and the notion of asymptotic model for a scale equation under a particular scale regime. The introduced formalism explains why a single scale equation can produce distinct continuous models even if the equation is scale invariant. Typical examples of such equations are given by the scale Euler-Lagrange equation. We illustrate our results using the scale Newton's equation which gives rise to a non-linear diffusion equation or a non-linear Schrödinger equation as asymptotic continuous models depending on the particular fractional scale regime which is considered.
Applied partial differential equations
Logan, J David
2015-01-01
This text presents the standard material usually covered in a one-semester, undergraduate course on boundary value problems and PDEs. Emphasis is placed on motivation, concepts, methods, and interpretation, rather than on formal theory. The concise treatment of the subject is maintained in this third edition covering all the major ideas: the wave equation, the diffusion equation, the Laplace equation, and the advection equation on bounded and unbounded domains. Methods include eigenfunction expansions, integral transforms, and characteristics. In this third edition, text remains intimately tied to applications in heat transfer, wave motion, biological systems, and a variety other topics in pure and applied science. The text offers flexibility to instructors who, for example, may wish to insert topics from biology or numerical methods at any time in the course. The exposition is presented in a friendly, easy-to-read, style, with mathematical ideas motivated from physical problems. Many exercises and worked e...
Applied partial differential equations
DuChateau, Paul
2012-01-01
Book focuses mainly on boundary-value and initial-boundary-value problems on spatially bounded and on unbounded domains; integral transforms; uniqueness and continuous dependence on data, first-order equations, and more. Numerous exercises included.
Differential equations methods and applications
Said-Houari, Belkacem
2015-01-01
This book presents a variety of techniques for solving ordinary differential equations analytically and features a wealth of examples. Focusing on the modeling of real-world phenomena, it begins with a basic introduction to differential equations, followed by linear and nonlinear first order equations and a detailed treatment of the second order linear equations. After presenting solution methods for the Laplace transform and power series, it lastly presents systems of equations and offers an introduction to the stability theory. To help readers practice the theory covered, two types of exercises are provided: those that illustrate the general theory, and others designed to expand on the text material. Detailed solutions to all the exercises are included. The book is excellently suited for use as a textbook for an undergraduate class (of all disciplines) in ordinary differential equations. .
Efficient Non Linear Loudspeakers
DEFF Research Database (Denmark)
Petersen, Bo R.; Agerkvist, Finn T.
2006-01-01
Loudspeakers have traditionally been designed to be as linear as possible. However, as techniques for compensating non linearities are emerging, it becomes possible to use other design criteria. This paper present and examines a new idea for improving the efficiency of loudspeakers at high levels...... by changing the voice coil layout. This deliberate non-linear design has the benefit that a smaller amplifier can be used, which has the benefit of reducing system cost as well as reducing power consumption....
Institute of Scientific and Technical Information of China (English)
GAO Hong-Xu; ZHAO Feng-Qi; HU Rong-Zu; ZHANG Hai; DONG Hai-Shan; YAO Pu; XU Zhou; HU Gang
2008-01-01
The thermal behaviour and decomposition reaction kinetics of benzotrifuroxan(BTF)were determined by TG and DSC techniques.The kinetic parameters of the exothermic decomposition reaction in a temperature pro-grammed mode(the apparent activation energy Ea and pre-exponential factor A)were calculated by a single non-isothermal DSC curve.The E values calculated using the Kissinger and Flynn-Wall-Ozawa equations and inte-gral isoconversional non-linear equations were used to check the validity of activation energy by a single non-isothermal DSC curve.The results show that the kinetic model function in integral form and the values of Ea respectively.The critical temperature of thermal explosion of BTF is 257.33 ℃.
Non-linear finite element modeling
DEFF Research Database (Denmark)
Mikkelsen, Lars Pilgaard
The note is written for courses in "Non-linear finite element method". The note has been used by the author teaching non-linear finite element modeling at Civil Engineering at Aalborg University, Computational Mechanics at Aalborg University Esbjerg, Structural Engineering at the University...... on the governing equations and methods of implementing....
Simulation of non-linear ultrasound fields
DEFF Research Database (Denmark)
Jensen, Jørgen Arendt; Fox, Paul D.; Wilhjelm, Jens E.
2002-01-01
An approach for simulating non-linear ultrasound imaging using Field II has been implemented using the operator splitting approach, where diffraction, attenuation, and non-linear propagation can be handled individually. The method uses the Earnshaw/Poisson solution to Burgcrs' equation for the non......-linear ultrasound imaging in 3D using filters or pulse inversion for any kind of transducer, focusing, apodization, pulse emission and scattering phantom. This is done by first simulating the non-linear emitted field and assuming that the scattered field is weak and linear. The received signal is then the spatial...
Stochastic differential equations, backward SDEs, partial differential equations
Pardoux, Etienne
2014-01-01
This research monograph presents results to researchers in stochastic calculus, forward and backward stochastic differential equations, connections between diffusion processes and second order partial differential equations (PDEs), and financial mathematics. It pays special attention to the relations between SDEs/BSDEs and second order PDEs under minimal regularity assumptions, and also extends those results to equations with multivalued coefficients. The authors present in particular the theory of reflected SDEs in the above mentioned framework and include exercises at the end of each chapter. Stochastic calculus and stochastic differential equations (SDEs) were first introduced by K. Itô in the 1940s, in order to construct the path of diffusion processes (which are continuous time Markov processes with continuous trajectories taking their values in a finite dimensional vector space or manifold), which had been studied from a more analytic point of view by Kolmogorov in the 1930s. Since then, this topic has...
Partial Differential Equations An Introduction
Choudary, A. D. R.; Parveen, Saima; Varsan, Constantin
2010-01-01
This book encompasses both traditional and modern methods treating partial differential equation (PDE) of first order and second order. There is a balance in making a selfcontained mathematical text and introducing new subjects. The Lie algebras of vector fields and their algebraic-geometric representations are involved in solving overdetermined of PDE and getting integral representation of stochastic differential equations (SDE). It is addressing to all scientists using PDE in treating mathe...
Symmetries of partial differential equations
Gaussier, Hervé; Merker, Joël
2004-01-01
We establish a link between the study of completely integrable systems of partial differential equations and the study of generic submanifolds in C^n. Using the recent developments of Cauchy-Riemann geometry we provide the set of symmetries of such a system with a Lie group structure. Finally we determine the precise upper bound of the dimension of this Lie group for some specific systems of partial differential equations.
Partial Differential Equations An Introduction
Choudary, A D R; Varsan, Constantin
2010-01-01
This book encompasses both traditional and modern methods treating partial differential equation (PDE) of first order and second order. There is a balance in making a selfcontained mathematical text and introducing new subjects. The Lie algebras of vector fields and their algebraic-geometric representations are involved in solving overdetermined of PDE and getting integral representation of stochastic differential equations (SDE). It is addressing to all scientists using PDE in treating mathematical methods.
Introduction to partial differential equations
Borthwick, David
2016-01-01
This modern take on partial differential equations does not require knowledge beyond vector calculus and linear algebra. The author focuses on the most important classical partial differential equations, including conservation equations and their characteristics, the wave equation, the heat equation, function spaces, and Fourier series, drawing on tools from analysis only as they arise.Within each section the author creates a narrative that answers the five questions: (1) What is the scientific problem we are trying to understand? (2) How do we model that with PDE? (3) What techniques can we use to analyze the PDE? (4) How do those techniques apply to this equation? (5) What information or insight did we obtain by developing and analyzing the PDE? The text stresses the interplay between modeling and mathematical analysis, providing a thorough source of problems and an inspiration for the development of methods.
Differential equations a concise course
Bear, H S
2011-01-01
Concise introduction for undergraduates includes, among other topics, a survey of first order equations, discussions of complex-valued solutions, linear differential operators, inverse operators and variation of parameters method, the Laplace transform, Picard's existence theorem, and an exploration of various interpretations of systems of equations. Numerous clearly stated theorems and proofs, examples, and problems followed by solutions.
Differential equations and integrable models the $SU(3)$ case
Dorey, P; Dorey, Patrick; Tateo, Roberto
2000-01-01
We exhibit a relationship between the massless $a_2^{(2)}$ integrable quantum field theory and a certain third-order ordinary differential equation, thereby extending a recent result connecting the massless sine-Gordon model to the Schrödinger equation. This forms part of a more general correspondence involving $A_2$-related Bethe ansatz systems and third-order differential equations. A non-linear integral equation for the generalised spectral problem is derived, and some numerical checks are performed. Duality properties are discussed, and a simple variant of the nonlinear equation is suggested as a candidate to describe the finite volume ground state energies of minimal conformal field theories perturbed by the operators $\\phi_{12}$, $\\phi_{21}$ and $\\phi_{15}$. This is checked against previous results obtained using the thermodynamic Bethe ansatz.
Hyperbolic partial differential equations
Lax, Peter D
2006-01-01
The theory of hyperbolic equations is a large subject, and its applications are many: fluid dynamics and aerodynamics, the theory of elasticity, optics, electromagnetic waves, direct and inverse scattering, and the general theory of relativity. This book is an introduction to most facets of the theory and is an ideal text for a second-year graduate course on the subject. The first part deals with the basic theory: the relation of hyperbolicity to the finite propagation of signals, the concept and role of characteristic surfaces and rays, energy, and energy inequalities. The structure of soluti
Efficient Non Linear Loudspeakers
DEFF Research Database (Denmark)
Petersen, Bo R.; Agerkvist, Finn T.
2006-01-01
Loudspeakers have traditionally been designed to be as linear as possible. However, as techniques for compensating non linearities are emerging, it becomes possible to use other design criteria. This paper present and examines a new idea for improving the efficiency of loudspeakers at high levels...... by changing the voice coil layout. This deliberate non-linear design has the benefit that a smaller amplifier can be used, which has the benefit of reducing system cost as well as reducing power consumption.......Loudspeakers have traditionally been designed to be as linear as possible. However, as techniques for compensating non linearities are emerging, it becomes possible to use other design criteria. This paper present and examines a new idea for improving the efficiency of loudspeakers at high levels...
Boolean differential equations
Steinbach, Bernd
2013-01-01
The Boolean Differential Calculus (BDC) is a very powerful theory that extends the structure of a Boolean Algebra significantly. Based on a small number of definitions, many theorems have been proven. The available operations have been efficiently implemented in several software packages. There is a very wide field of applications. While a Boolean Algebra is focused on values of logic functions, the BDC allows the evaluation of changes of function values. Such changes can be explored for pairs of function values as well as for whole subspaces. Due to the same basic data structures, the BDC can
Introductory course on differential equations
Gorain, Ganesh C
2014-01-01
Introductory Course on DIFFERENTIAL EQUATIONS provides an excellent exposition of the fundamentals of ordinary and partial differential equations and is ideally suited for a first course of undergraduate students of mathematics, physics and engineering. The aim of this book is to present the elementary theories of differential equations in the forms suitable for use of those students whose main interest in the subject are based on simple mathematical ideas. KEY FEATURES: Discusses the subject in a systematic manner without sacrificing mathematical rigour. A variety of exercises drill the students in problem solving in view of the mathematical theories explained in the book. Worked out examples illustrated according to the theories developed in the book with possible alternatives. Exhaustive collection of problems and the simplicity of presentation differentiate this book from several others. Material contained will help teachers as well as aspiring students of different competitive examinations.
Fractional complex transform for fractional differential equations
National Research Council Canada - National Science Library
Lİ, Zheng Biao; HE, Ji Huan
2010-01-01
Fractional complex transform is proposed to convert fractional differential equations into ordinary differential equations, so that all analytical methods devoted to advanced calculus can be easily...
Stochastic partial differential equations
Lototsky, Sergey V
2017-01-01
Taking readers with a basic knowledge of probability and real analysis to the frontiers of a very active research discipline, this textbook provides all the necessary background from functional analysis and the theory of PDEs. It covers the main types of equations (elliptic, hyperbolic and parabolic) and discusses different types of random forcing. The objective is to give the reader the necessary tools to understand the proofs of existing theorems about SPDEs (from other sources) and perhaps even to formulate and prove a few new ones. Most of the material could be covered in about 40 hours of lectures, as long as not too much time is spent on the general discussion of stochastic analysis in infinite dimensions. As the subject of SPDEs is currently making the transition from the research level to that of a graduate or even undergraduate course, the book attempts to present enough exercise material to fill potential exams and homework assignments. Exercises appear throughout and are usually directly connected ...
Yu, XiaoChun; Bai, YuGuang; Cui, Miao; Gao, XiaoWei
2013-05-01
This paper presents a new inverse analysis approach to sensitivity analysis and material property identification in transient non-homogeneous and non-linear heat conduction Boundary Element Method (BEM) analysis based on Complex Variable Differentiation Method (CVDM). In this approach, the material properties are taken as the optimization variables, and the sensitivity coefficients are computed by CVDM. The advantages of using CVDM are that the computation of partial derivatives of an implicit function is reduced to function calculation in a complex domain, and the parameter sensitivity coefficients can be determined in a more accurate way than the traditional Finite Difference Method (FDM). Based on BEM and CVDM in evaluation of the sensitivity matrix of heat flux, the parameter such as thermal conductivity can be accurately identified. Six numerical examples are given to demonstrate the potential of the proposed approach. The results indicate that the presented method is efficient for identifying the thermal conductivity with single or multiple parameters.
Change-Of-Bases Abstractions for Non-Linear Systems
Sankaranarayanan, Sriram
2012-01-01
We present abstraction techniques that transform a given non-linear dynamical system into a linear system or an algebraic system described by polynomials of bounded degree, such that, invariant properties of the resulting abstraction can be used to infer invariants for the original system. The abstraction techniques rely on a change-of-basis transformation that associates each state variable of the abstract system with a function involving the state variables of the original system. We present conditions under which a given change of basis transformation for a non-linear system can define an abstraction. Furthermore, the techniques developed here apply to continuous systems defined by Ordinary Differential Equations (ODEs), discrete systems defined by transition systems and hybrid systems that combine continuous as well as discrete subsystems. The techniques presented here allow us to discover, given a non-linear system, if a change of bases transformation involving degree-bounded polynomials yielding an alge...
Group analysis of differential equations
Ovsiannikov, L V
1982-01-01
Group Analysis of Differential Equations provides a systematic exposition of the theory of Lie groups and Lie algebras and its application to creating algorithms for solving the problems of the group analysis of differential equations.This text is organized into eight chapters. Chapters I to III describe the one-parameter group with its tangential field of vectors. The nonstandard treatment of the Banach Lie groups is reviewed in Chapter IV, including a discussion of the complete theory of Lie group transformations. Chapters V and VI cover the construction of partial solution classes for the g
Basic linear partial differential equations
Treves, Francois
2006-01-01
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
Directory of Open Access Journals (Sweden)
Jia Hui Ong
2016-07-01
Full Text Available Parameter searching is one of the most important aspects in getting favorable results in optimization problems. It is even more important if the optimization problems are limited by time constraints. In a limited time constraint problems, it is crucial for any algorithms to get the best results or near-optimum results. In a previous study, Differential Evolution (DE has been found as one of the best performing algorithms under time constraints. As this has help in answering which algorithm that yields results that are near-optimum under a limited time constraint. Hence to further enhance the performance of DE under time constraint evaluation, a throughout parameter searching for population size, mutation constant and f constant have been carried out. CEC 2015 Global Optimization Competition’s 15 scalable test problems are used as test suite for this study. In the previous study the same test suits has been used and the results from DE will be use as the benchmark for this study since it shows the best results among the previous tested algorithms. Eight different populations size are used and they are 10, 30, 50, 100, 150, 200, 300, and 500. Each of these populations size will run with mutation constant of 0.1 until 0.9 and from 0.1 until 0.9. It was found that population size 100, Cr = 0.9, F=0.5 outperform the benchmark results. It is also observed from the results that good higher Cr around 0.8 and 0.9 with low F around 0.3 to 0.4 yields good results for DE under time constraints evaluation
Nielsen number and differential equations
Directory of Open Access Journals (Sweden)
Andres Jan
2005-01-01
Full Text Available In reply to a problem of Jean Leray (application of the Nielsen theory to differential equations, two main approaches are presented. The first is via Poincaré's translation operator, while the second one is based on the Hammerstein-type solution operator. The applicability of various Nielsen theories is discussed with respect to several sorts of differential equations and inclusions. Links with the Sharkovskii-like theorems (a finite number of periodic solutions imply infinitely many subharmonics are indicated, jointly with some further consequences like the nontrivial -structure of solutions of initial value problems. Some illustrating examples are supplied and open problems are formulated.
Differential equations and mathematical biology
Jones, DS; Sleeman, BD
2009-01-01
""… Much progress by these authors and others over the past quarter century in modeling biological and other scientific phenomena make this differential equations textbook more valuable and better motivated than ever. … The writing is clear, though the modeling is not oversimplified. Overall, this book should convince math majors how demanding math modeling needs to be and biologists that taking another course in differential equations will be worthwhile. The coauthors deserve congratulations as well as course adoptions.""-SIAM Review, Sept. 2010, Vol. 52, No. 3""… Where this text stands out i
Lectures on ordinary differential equations
Hurewicz, Witold
2014-01-01
Hailed by The American Mathematical Monthly as ""a rigorous and lively introduction,"" this text explores a topic of perennial interest in mathematics. The author, a distinguished mathematician and formulator of the Hurewicz theorem, presents a clear and lucid treatment that emphasizes geometric methods. Topics include first-order scalar and vector equations, basic properties of linear vector equations, and two-dimensional nonlinear autonomous systems. Suitable for senior mathematics students, the text begins with an examination of differential equations of the first order in one unknown funct
Loop equations from differential systems
Eynard, Bertrand; Marchal, Olivier
2016-01-01
To any differential system $d\\Psi=\\Phi\\Psi$ where $\\Psi$ belongs to a Lie group (a fiber of a principal bundle) and $\\Phi$ is a Lie algebra $\\mathfrak g$ valued 1-form on a Riemann surface $\\Sigma$, is associated an infinite sequence of "correlators" $W_n$ that are symmetric $n$-forms on $\\Sigma^n$. The goal of this article is to prove that these correlators always satisfy "loop equations", the same equations satisfied by correlation functions in random matrix models, or the same equations as Virasoro or W-algebra constraints in CFT.
Non-linear (loop) quantum cosmology
Bojowald, Martin; Dantas, Christine C; Jaffe, Matthew; Simpson, David
2012-01-01
Inhomogeneous quantum cosmology is modeled as a dynamical system of discrete patches, whose interacting many-body equations can be mapped to a non-linear minisuperspace equation by methods analogous to Bose-Einstein condensation. Complicated gravitational dynamics can therefore be described by more-manageable equations for finitely many degrees of freedom, for which powerful solution procedures are available, including effective equations. The specific form of non-linear and non-local equations suggests new questions for mathematical and computational investigations, and general properties of non-linear wave equations lead to several new options for physical effects and tests of the consistency of loop quantum gravity. In particular, our quantum cosmological methods show how sizeable quantum corrections in a low-curvature universe can arise from tiny local contributions adding up coherently in large regions.
Introduction to Piecewise Differentiable Equations
Scholtes, Stefan
2012-01-01
This brief provides an elementary introduction to the theory of piecewise differentiable functions with an emphasis on differentiable equations. In the first chapter, two sample problems are used to motivate the study of this theory. The presentation is then developed using two basic tools for the analysis of piecewise differentiable functions: the Bouligand derivative as the non smooth analogue of the classical derivative concept and the theory of piecewise affine functions as the combinatorial tool for the study of this approximation function. In the end, the results are combined to develop
Stochastic nonlinear differential equations. I
Heilmann, O.J.; Kampen, N.G. van
1974-01-01
A solution method is developed for nonlinear differential equations having the following two properties. Their coefficients are stochastic through their dependence on a Markov process. The magnitude of the fluctuations, multiplied with their auto-correlation time, is a small quantity. Under these co
Pendulum Motion and Differential Equations
Reid, Thomas F.; King, Stephen C.
2009-01-01
A common example of real-world motion that can be modeled by a differential equation, and one easily understood by the student, is the simple pendulum. Simplifying assumptions are necessary for closed-form solutions to exist, and frequently there is little discussion of the impact if those assumptions are not met. This article presents a…
Pendulum Motion and Differential Equations
Reid, Thomas F.; King, Stephen C.
2009-01-01
A common example of real-world motion that can be modeled by a differential equation, and one easily understood by the student, is the simple pendulum. Simplifying assumptions are necessary for closed-form solutions to exist, and frequently there is little discussion of the impact if those assumptions are not met. This article presents a…
Abstract methods in partial differential equations
Carroll, Robert W
2012-01-01
Detailed, self-contained treatment examines modern abstract methods in partial differential equations, especially abstract evolution equations. Suitable for graduate students with some previous exposure to classical partial differential equations. 1969 edition.
Differential Equations for Morphological Amoebas
Welk, Martin; Breuß, Michael; Vogel, Oliver
This paper is concerned with amoeba median filtering, a structure-adaptive morphological image filter. It has been introduced by Lerallut et al. in a discrete formulation. Experimental evidence shows that iterated amoeba median filtering leads to segmentation-like results that are similar to those obtained by self-snakes, an image filter based on a partial differential equation. We investigate this correspondence by analysing a space-continuous formulation of iterated median filtering. We prove that in the limit of vanishing radius of the structuring elements, iterated amoeba median filtering indeed approximates a partial differential equation related to self-snakes and the well-known (mean) curvature motion equation. We present experiments with discrete iterated amoeba median filtering that confirm qualitative and quantitative predictions of our analysis.
Dynamics of partial differential equations
Wayne, C Eugene
2015-01-01
This book contains two review articles on the dynamics of partial differential equations that deal with closely related topics but can be read independently. Wayne reviews recent results on the global dynamics of the two-dimensional Navier-Stokes equations. This system exhibits stable vortex solutions: the topic of Wayne's contribution is how solutions that start from arbitrary initial conditions evolve towards stable vortices. Weinstein considers the dynamics of localized states in nonlinear Schrodinger and Gross-Pitaevskii equations that describe many optical and quantum systems. In this contribution, Weinstein reviews recent bifurcations results of solitary waves, their linear and nonlinear stability properties, and results about radiation damping where waves lose energy through radiation. The articles, written independently, are combined into one volume to showcase the tools of dynamical systems theory at work in explaining qualitative phenomena associated with two classes of partial differential equ...
Algebrization of Nonautonomous Differential Equations
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María Aracelia Alcorta-García
2015-01-01
Full Text Available Given a planar system of nonautonomous ordinary differential equations, dw/dt=F(t,w, conditions are given for the existence of an associative commutative unital algebra A with unit e and a function H:Ω⊂R2×R2→R2 on an open set Ω such that F(t,w=H(te,w and the maps H1(τ=H(τ,ξ and H2(ξ=H(τ,ξ are Lorch differentiable with respect to A for all (τ,ξ∈Ω, where τ and ξ represent variables in A. Under these conditions the solutions ξ(τ of the differential equation dξ/dτ=H(τ,ξ over A define solutions (x(t,y(t=ξ(te of the planar system.
Likelihood inference for discretely observed non-linear diffusions
1998-01-01
This paper is concerned with the Bayesian estimation of non-linear stochastic differential equations when observations are discretely sampled. The estimation framework relies on the introduction of latent auxiliary data to complete the missing diffusion between each pair of measurements. Tuned Markov chain Monte Carlo (MCMC) methods based on the Metropolis-Hastings algorithm, in conjunction with the Euler-Maruyama discretization scheme, are used to sample the posterior distribution of the lat...
Partial differential equations an introduction
Colton, David
2004-01-01
Intended for a college senior or first-year graduate-level course in partial differential equations, this text offers students in mathematics, engineering, and the applied sciences a solid foundation for advanced studies in mathematics. Classical topics presented in a modern context include coverage of integral equations and basic scattering theory. This complete and accessible treatment includes a variety of examples of inverse problems arising from improperly posed applications. Exercises at the ends of chapters, many with answers, offer a clear progression in developing an understanding of
Stability theory of differential equations
Bellman, Richard
2008-01-01
Suitable for advanced undergraduates and graduate students, this was the first English-language text to offer detailed coverage of boundedness, stability, and asymptotic behavior of linear and nonlinear differential equations. It remains a classic guide, featuring material from original research papers, including the author's own studies.The linear equation with constant and almost-constant coefficients receives in-depth attention that includes aspects of matrix theory. No previous acquaintance with the theory is necessary, since author Richard Bellman derives the results in matrix theory from
Applied analysis and differential equations
Cârj, Ovidiu
2007-01-01
This volume contains refereed research articles written by experts in the field of applied analysis, differential equations and related topics. Well-known leading mathematicians worldwide and prominent young scientists cover a diverse range of topics, including the most exciting recent developments. A broad range of topics of recent interest are treated: existence, uniqueness, viability, asymptotic stability, viscosity solutions, controllability and numerical analysis for ODE, PDE and stochastic equations. The scope of the book is wide, ranging from pure mathematics to various applied fields such as classical mechanics, biomedicine, and population dynamics.
A Non-linear Stochastic Model for an Office Building with Air Infiltration
DEFF Research Database (Denmark)
Thavlov, Anders; Madsen, Henrik
2015-01-01
This paper presents a non-linear heat dynamic model for a multi-room office building with air infiltration. Several linear and non-linear models, with and without air infiltration, are investigated and compared. The models are formulated using stochastic differential equations and the model param...... heat load reduction during peak load hours, control of indoor air temperature and for generating forecasts of power consumption from space heating....
Nielsen number and differential equations
Directory of Open Access Journals (Sweden)
Jan Andres
2005-06-01
Full Text Available In reply to a problem of Jean Leray (application of the Nielsen theory to differential equations, two main approaches are presented. The first is via PoincarÃƒÂ©'s translation operator, while the second one is based on the Hammerstein-type solution operator. The applicability of various Nielsen theories is discussed with respect to several sorts of differential equations and inclusions. Links with the Sharkovskii-like theorems (a finite number of periodic solutions imply infinitely many subharmonics are indicated, jointly with some further consequences like the nontrivial RÃŽÂ´-structure of solutions of initial value problems. Some illustrating examples are supplied and open problems are formulated.
Interpolation and partial differential equations
MALIGRANDA, Lech; Persson, Lars-Erik; Wyller, John
1994-01-01
One of the main motivations for developing the theory of interpolation was to apply it to the theory of partial differential equations (PDEs). Nowadays interpolation theory has been developed in an almost unbelievable way {see the bibliography of Maligranda [Interpolation of Operators and Applications (1926-1990), 2nd ed. (Luleå University, Luleå, 1993), p. 154]}. In this article some model examples are presented which display how powerful this theory is when dealing with PDEs. One main aim i...
Partial differential equations possessing Frobenius integrable decompositions
Energy Technology Data Exchange (ETDEWEB)
Ma, Wen-Xiu [Department of Mathematics, University of South Florida, Tampa, FL 33620-5700 (United States)]. E-mail: mawx@cas.usf.edu; Wu, Hongyou [Department of Mathematical Sciences, Northern Illinois University, DeKalb, IL 60115-2888 (United States)]. E-mail: wu@math.niu.edu; He, Jingsong [Department of Mathematics, University of Science and Technology of China, Hefei, Anhui 230026 (China)]. E-mail: jshe@ustc.edu.cn
2007-04-16
Frobenius integrable decompositions are introduced for partial differential equations. A procedure is provided for determining a class of partial differential equations of polynomial type, which possess specified Frobenius integrable decompositions. Two concrete examples with logarithmic derivative Baecklund transformations are given, and the presented partial differential equations are transformed into Frobenius integrable ordinary differential equations with cubic nonlinearity. The resulting solutions are illustrated to describe the solution phenomena shared with the KdV and potential KdV equations.
STABILITY OF SOLUTIONS TO CERTAIN FOURTH-ORDER DELAY DIFFERENTIAL EQUATIONS
Institute of Scientific and Technical Information of China (English)
无
2010-01-01
By the Lyapunov functional approach, some better results on the asymptotic stabiBy the Lyapunov functional approach, some better results on the asymptotic stability and global asymptotic stability of zero solution to a certain fourth-order non-linear differential equation with delay are obtained.
Handbook of differential equations stationary partial differential equations
Chipot, Michel
2006-01-01
This handbook is volume III in a series devoted to stationary partial differential quations. Similarly as volumes I and II, it is a collection of self contained state-of-the-art surveys written by well known experts in the field. The topics covered by this handbook include singular and higher order equations, problems near critically, problems with anisotropic nonlinearities, dam problem, T-convergence and Schauder-type estimates. These surveys will be useful for both beginners and experts and speed up the progress of corresponding (rapidly developing and fascinating) areas of mathematics. Ke
Algebraic Approaches to Partial Differential Equations
Xu, Xiaoping
2012-01-01
Partial differential equations are fundamental tools in mathematics,sciences and engineering. This book is mainly an exposition of the various algebraic techniques of solving partial differential equations for exact solutions developed by the author in recent years, with emphasis on physical equations such as: the Calogero-Sutherland model of quantum many-body system in one-dimension, the Maxwell equations, the free Dirac equations, the generalized acoustic system, the Kortweg and de Vries (KdV) equation, the Kadomtsev and Petviashvili (KP) equation, the equation of transonic gas flows, the short-wave equation, the Khokhlov and Zabolotskaya equation in nonlinear acoustics, the equation of geopotential forecast, the nonlinear Schrodinger equation and coupled nonlinear Schrodinger equations in optics, the Davey and Stewartson equations of three-dimensional packets of surface waves, the equation of the dynamic convection in a sea, the Boussinesq equations in geophysics, the incompressible Navier-Stokes equations...
PC analysis of stochastic differential equations driven by Wiener noise
Le Maitre, Olivier
2015-03-01
A polynomial chaos (PC) analysis with stochastic expansion coefficients is proposed for stochastic differential equations driven by additive or multiplicative Wiener noise. It is shown that for this setting, a Galerkin formalism naturally leads to the definition of a hierarchy of stochastic differential equations governing the evolution of the PC modes. Under the mild assumption that the Wiener and uncertain parameters can be treated as independent random variables, it is also shown that the Galerkin formalism naturally separates parametric uncertainty and stochastic forcing dependences. This enables us to perform an orthogonal decomposition of the process variance, and consequently identify contributions arising from the uncertainty in parameters, the stochastic forcing, and a coupled term. Insight gained from this decomposition is illustrated in light of implementation to simplified linear and non-linear problems; the case of a stochastic bifurcation is also considered.
Information Theoretic Limits on Learning Stochastic Differential Equations
Bento, José; Montanari, Andrea
2011-01-01
Consider the problem of learning the drift coefficient of a stochastic differential equation from a sample path. In this paper, we assume that the drift is parametrized by a high dimensional vector. We address the question of how long the system needs to be observed in order to learn this vector of parameters. We prove a general lower bound on this time complexity by using a characterization of mutual information as time integral of conditional variance, due to Kadota, Zakai, and Ziv. This general lower bound is applied to specific classes of linear and non-linear stochastic differential equations. In the linear case, the problem under consideration is the one of learning a matrix of interaction coefficients. We evaluate our lower bound for ensembles of sparse and dense random matrices. The resulting estimates match the qualitative behavior of upper bounds achieved by computationally efficient procedures.
PARTIAL DIFFERENTIAL EQUATIONS FOR DENSITIES OF RANDOM PROCESSES,
PARTIAL DIFFERENTIAL EQUATIONS , STOCHASTIC PROCESSES), (*STOCHASTIC PROCESSES, PARTIAL DIFFERENTIAL EQUATIONS ), EQUATIONS, STATISTICAL FUNCTIONS, STATISTICAL PROCESSES, PROBABILITY, NUMERICAL METHODS AND PROCEDURES
Conservation Laws of Differential Equations in Finance
Institute of Scientific and Technical Information of China (English)
QIN Mao-Chang; MEI Feng-Xiang; SHANG Mei
2005-01-01
Conservation laws of some differential equations in fiance are studied in this paper. This method does not involve the use or existence of a variational principle. As an alternative, linearize the given equation and find adjoint equation of the linearized equation, the conservation laws can be constructed directly from the symmetries and adjoint symmetries of the associated linearized equation and its adjoint equation.
Functional differential equations of third order
Directory of Open Access Journals (Sweden)
Tuncay Candan
2005-04-01
Full Text Available In this paper, we consider the third-order neutral functional differential equation with distributed deviating arguments. We give sufficient conditions for the oscillatory behavior of this functional differential equation.
Introduction to partial differential equations with applications
Zachmanoglou, E C
1988-01-01
This text explores the essentials of partial differential equations as applied to engineering and the physical sciences. Discusses ordinary differential equations, integral curves and surfaces of vector fields, the Cauchy-Kovalevsky theory, more. Problems and answers.
Numerical Solution of Heun Equation Via Linear Stochastic Differential Equation
Directory of Open Access Journals (Sweden)
Hamidreza Rezazadeh
2014-05-01
Full Text Available In this paper, we intend to solve special kind of ordinary differential equations which is called Heun equations, by converting to a corresponding stochastic differential equation(S.D.E.. So, we construct a stochastic linear equation system from this equation which its solution is based on computing fundamental matrix of this system and then, this S.D.E. is solved by numerically methods. Moreover, its asymptotic stability and statistical concepts like expectation and variance of solutions are discussed. Finally, the attained solutions of these S.D.E.s compared with exact solution of corresponding differential equations.
Auxiliary equation method for solving nonlinear partial differential equations
Energy Technology Data Exchange (ETDEWEB)
Sirendaoreji,; Jiong, Sun
2003-03-31
By using the solutions of an auxiliary ordinary differential equation, a direct algebraic method is described to construct several kinds of exact travelling wave solutions for some nonlinear partial differential equations. By this method some physically important nonlinear equations are investigated and new exact travelling wave solutions are explicitly obtained with the aid of symbolic computation.
A reformulation of an ordinary differential equation
Barraza, Oscar A.
2013-01-01
The purpose of this note is to present a formulation of a given nonlinear ordinary differential equation into an equivalent system of linear ordinary differential equations. It is evident that the easiness of a such procedure would be able to open a new way in order to calculate or approximate the solution of an ordinary differential equation. Some examples are presented.
Finite-time H∞ filtering for non-linear stochastic systems
Hou, Mingzhe; Deng, Zongquan; Duan, Guangren
2016-09-01
This paper describes the robust H∞ filtering analysis and the synthesis of general non-linear stochastic systems with finite settling time. We assume that the system dynamic is modelled by Itô-type stochastic differential equations of which the state and the measurement are corrupted by state-dependent noises and exogenous disturbances. A sufficient condition for non-linear stochastic systems to have the finite-time H∞ performance with gain less than or equal to a prescribed positive number is established in terms of a certain Hamilton-Jacobi inequality. Based on this result, the existence of a finite-time H∞ filter is given for the general non-linear stochastic system by a second-order non-linear partial differential inequality, and the filter can be obtained by solving this inequality. The effectiveness of the obtained result is illustrated by a numerical example.
Non-Linear Dynamics of Saturn's Rings
Esposito, L. W.
2015-12-01
Non-linear processes can explain why Saturn's rings are so active and dynamic. Some of this non-linearity is captured in a simple Predator-Prey Model: Periodic forcing from the moon causes streamline crowding; This damps the relative velocity, and allows aggregates to grow. About a quarter phase later, the aggregates stir the system to higher relative velocity and the limit cycle repeats each orbit, with relative velocity ranging from nearly zero to a multiple of the orbit average: 2-10x is possible. Summary of Halo Results: A predator-prey model for ring dynamics produces transient structures like 'straw' that can explain the halo structure and spectroscopy: Cyclic velocity changes cause perturbed regions to reach higher collision speeds at some orbital phases, which preferentially removes small regolith particles; Surrounding particles diffuse back too slowly to erase the effect: this gives the halo morphology; This requires energetic collisions (v ≈ 10m/sec, with throw distances about 200km, implying objects of scale R ≈ 20km); We propose 'straw', as observed ny Cassini cameras. Transform to Duffing Eqn : With the coordinate transformation, z = M2/3, the Predator-Prey equations can be combined to form a single second-order differential equation with harmonic resonance forcing. Ring dynamics and history implications: Moon-triggered clumping at perturbed regions in Saturn's rings creates both high velocity dispersion and large aggregates at these distances, explaining both small and large particles observed there. This confirms the triple architecture of ring particles: a broad size distribution of particles; these aggregate into temporary rubble piles; coated by a regolith of dust. We calculate the stationary size distribution using a cell-to-cell mapping procedure that converts the phase-plane trajectories to a Markov chain. Approximating the Markov chain as an asymmetric random walk with reflecting boundaries allows us to determine the power law index from
Computational partial differential equations using Matlab
Li, Jichun
2008-01-01
Brief Overview of Partial Differential Equations The parabolic equations The wave equations The elliptic equations Differential equations in broader areasA quick review of numerical methods for PDEsFinite Difference Methods for Parabolic Equations Introduction Theoretical issues: stability, consistence, and convergence 1-D parabolic equations2-D and 3-D parabolic equationsNumerical examples with MATLAB codesFinite Difference Methods for Hyperbolic Equations IntroductionSome basic difference schemes Dissipation and dispersion errors Extensions to conservation lawsThe second-order hyperbolic PDE
Sobolev gradients and differential equations
Neuberger, J W
2010-01-01
A Sobolev gradient of a real-valued functional on a Hilbert space is a gradient of that functional taken relative to an underlying Sobolev norm. This book shows how descent methods using such gradients allow a unified treatment of a wide variety of problems in differential equations. For discrete versions of partial differential equations, corresponding Sobolev gradients are seen to be vastly more efficient than ordinary gradients. In fact, descent methods with these gradients generally scale linearly with the number of grid points, in sharp contrast with the use of ordinary gradients. Aside from the first edition of this work, this is the only known account of Sobolev gradients in book form. Most of the applications in this book have emerged since the first edition was published some twelve years ago. What remains of the first edition has been extensively revised. There are a number of plots of results from calculations and a sample MatLab code is included for a simple problem. Those working through a fair p...
Partial differential equations for scientists and engineers
Farlow, Stanley J
1993-01-01
Most physical phenomena, whether in the domain of fluid dynamics, electricity, magnetism, mechanics, optics, or heat flow, can be described in general by partial differential equations. Indeed, such equations are crucial to mathematical physics. Although simplifications can be made that reduce these equations to ordinary differential equations, nevertheless the complete description of physical systems resides in the general area of partial differential equations.This highly useful text shows the reader how to formulate a partial differential equation from the physical problem (constructing th
Linearized asymptotic stability for fractional differential equations
Directory of Open Access Journals (Sweden)
Nguyen Cong
2016-06-01
Full Text Available We prove the theorem of linearized asymptotic stability for fractional differential equations. More precisely, we show that an equilibrium of a nonlinear Caputo fractional differential equation is asymptotically stable if its linearization at the equilibrium is asymptotically stable. As a consequence we extend Lyapunov's first method to fractional differential equations by proving that if the spectrum of the linearization is contained in the sector $\\{\\lambda \\in \\mathbb{C} : |\\arg \\lambda| > \\frac{\\alpha \\pi}{2}\\}$ where $\\alpha > 0$ denotes the order of the fractional differential equation, then the equilibrium of the nonlinear fractional differential equation is asymptotically stable.
Introduction to differential equations with dynamical systems
Campbell, Stephen L
2011-01-01
Many textbooks on differential equations are written to be interesting to the teacher rather than the student. Introduction to Differential Equations with Dynamical Systems is directed toward students. This concise and up-to-date textbook addresses the challenges that undergraduate mathematics, engineering, and science students experience during a first course on differential equations. And, while covering all the standard parts of the subject, the book emphasizes linear constant coefficient equations and applications, including the topics essential to engineering students. Stephen Cam
Partial differential equations of mathematical physics
Sobolev, S L
1964-01-01
Partial Differential Equations of Mathematical Physics emphasizes the study of second-order partial differential equations of mathematical physics, which is deemed as the foundation of investigations into waves, heat conduction, hydrodynamics, and other physical problems. The book discusses in detail a wide spectrum of topics related to partial differential equations, such as the theories of sets and of Lebesgue integration, integral equations, Green's function, and the proof of the Fourier method. Theoretical physicists, experimental physicists, mathematicians engaged in pure and applied math
Jiwari, Ram
2015-08-01
In this article, the author proposed two differential quadrature methods to find the approximate solution of one and two dimensional hyperbolic partial differential equations with Dirichlet and Neumann's boundary conditions. The methods are based on Lagrange interpolation and modified cubic B-splines respectively. The proposed methods reduced the hyperbolic problem into a system of second order ordinary differential equations in time variable. Then, the obtained system is changed into a system of first order ordinary differential equations and finally, SSP-RK3 scheme is used to solve the obtained system. The well known hyperbolic equations such as telegraph, Klein-Gordon, sine-Gordon, Dissipative non-linear wave, and Vander Pol type non-linear wave equations are solved to check the accuracy and efficiency of the proposed methods. The numerical results are shown in L∞ , RMS andL2 errors form.
Stochastic integration and differential equations
Protter, Philip E
2003-01-01
It has been 15 years since the first edition of Stochastic Integration and Differential Equations, A New Approach appeared, and in those years many other texts on the same subject have been published, often with connections to applications, especially mathematical finance. Yet in spite of the apparent simplicity of approach, none of these books has used the functional analytic method of presenting semimartingales and stochastic integration. Thus a 2nd edition seems worthwhile and timely, though it is no longer appropriate to call it "a new approach". The new edition has several significant changes, most prominently the addition of exercises for solution. These are intended to supplement the text, but lemmas needed in a proof are never relegated to the exercises. Many of the exercises have been tested by graduate students at Purdue and Cornell Universities. Chapter 3 has been completely redone, with a new, more intuitive and simultaneously elementary proof of the fundamental Doob-Meyer decomposition theorem, t...
Functional methods in differential equations
Hokkanen, Veli-Matti
2002-01-01
In recent years, functional methods have become central to the study of theoretical and applied mathematical problems. As demonstrated in this Research Note, functional methods can not only provide more generality, but they can also unify results and techniques and lead to better results than those obtained by classical methods. Presenting entirely original results, the authors use functional methods to explore a broad range of elliptic, parabolic, and hyperbolic boundary value problems and various classes of abstract differential and integral equations. They show that while it is crucial to choose an appropriate functional framework, this approach can lead to mathematical models that better describe concrete physical phenomena. In particular, they reach a concordance between the physical sense and the mathematical sense for the solutions of some special models. Beyond its importance as a survey of the primary techniques used in the area, the results illuminated in this volume will prove valuable in a wealth ...
Sobolev gradients and differential equations
Neuberger, John William
1997-01-01
A Sobolev gradient of a real-valued functional is a gradient of that functional taken relative to the underlying Sobolev norm. This book shows how descent methods using such gradients allow a unified treatment of a wide variety of problems in differential equations. Equal emphasis is placed on numerical and theoretical matters. Several concrete applications are made to illustrate the method. These applications include (1) Ginzburg-Landau functionals of superconductivity, (2) problems of transonic flow in which type depends locally on nonlinearities, and (3) minimal surface problems. Sobolev gradient constructions rely on a study of orthogonal projections onto graphs of closed densely defined linear transformations from one Hilbert space to another. These developments use work of Weyl, von Neumann and Beurling.
An introduction to differential equations
Ladde, Anil G
2012-01-01
This is a twenty-first century book designed to meet the challenges of understanding and solving interdisciplinary problems. The book creatively incorporates "cutting-edge" research ideas and techniques at the undergraduate level. The book also is a unique research resource for undergraduate/graduate students and interdisciplinary researchers. It emphasizes and exhibits the importance of conceptual understandings and its symbiotic relationship in the problem solving process. The book is proactive in preparing for the modeling of dynamic processes in various disciplines. It introduces a "break-down-the problem" type of approach in a way that creates "fun" and "excitement". The book presents many learning tools like "step-by-step procedures (critical thinking)", the concept of "math" being a language, applied examples from diverse fields, frequent recaps, flowcharts and exercises. Uniquely, this book introduces an innovative and unified method of solving nonlinear scalar differential equations. This is called ...
Oscillatons formed by non linear gravity
Obregón, O; Schunck, F E; Obregon, Octavio; Schunck, Franz E.
2004-01-01
Oscillatons are solutions of the coupled Einstein-Klein-Gordon (EKG) equations that are globally regular and asymptotically flat. By means of a Legendre transformation we are able to visualize the behaviour of the corresponding objects in non-linear gravity where the scalar field has been absorbed by means of the conformal mapping.
Non-Linear Aeroelastic Stability of Wind Turbines
DEFF Research Database (Denmark)
Zhang, Zili; Sichani, Mahdi Teimouri; Li, Jie;
2013-01-01
As wind turbines increase in magnitude without a proportional increase in stiffness, the risk of dynamic instability is believed to increase. Wind turbines are time dependent systems due to the coupling between degrees of freedom defined in the fixed and moving frames of reference, which may...... trigger off internal resonances. Further, the rotational speed of the rotor is not constant due to the stochastic turbulence, which may also influence the stability. In this paper, a robust measure of the dynamic stability of wind turbines is suggested, which takes the collective blade pitch control...... and non-linear aero-elasticity into consideration. The stability of the wind turbine is determined by the maximum Lyapunov exponent of the system, which is operated directly on the non-linear state vector differential equations. Numerical examples show that this approach is promising for stability...
The myth about nonlinear differential equations
Radhakrishnan, C.
2002-01-01
Taking the example of Koretweg--de Vries equation, it is shown that soliton solutions need not always be the consequence of the trade-off between the nonlinear terms and the dispersive term in the nonlinear differential equation. Even the ordinary one dimensional linear partial differential equation can produce a soliton.
Fast methods for static Hamilton-Jacobi Partial Differential Equations
Energy Technology Data Exchange (ETDEWEB)
Vladimirsky, Alexander Boris
2001-05-01
The authors develop a family of fast methods approximating the solution to a wide class of static Hamilton-Jacobi partial differential equations. These partial differential equations are considered in the context of control-theoretic and front-propagation problems. In general, to produce a numerical solution to such a problem, one has to solve a large system of coupled non-linear discretized equations. The techniques use partial information about the characteristic directions to de-couple the system. Previously known fast methods, available for isotropic problems, are discussed in detail. They introduce a family of new Ordered Upwinding Methods (OUM) for general (anisotropic) problems and prove convergence to the viscosity solution of the corresponding Hamilton-Jacobi partial differential equation. The hybrid methods introduced here are based on the analysis of the role played by anisotropy in the context of front propagation and optimal trajectory problems. The performance of the methods is analyzed and compared to that of several other numerical approaches to these problems. Computational experiments are performed using test problems from control theory, computational geometry and seismology.
Fast methods for static Hamilton-Jacobi Partial Differential Equations
Energy Technology Data Exchange (ETDEWEB)
Vladimirsky, Alexander Boris [Univ. of California, Berkeley, CA (United States)
2001-01-01
The authors develop a family of fast methods approximating the solution to a wide class of static Hamilton-Jacobi partial differential equations. These partial differential equations are considered in the context of control-theoretic and front-propagation problems. In general, to produce a numerical solution to such a problem, one has to solve a large system of coupled non-linear discretized equations. The techniques use partial information about the characteristic directions to de-couple the system. Previously known fast methods, available for isotropic problems, are discussed in detail. They introduce a family of new Ordered Upwinding Methods (OUM) for general (anisotropic) problems and prove convergence to the viscosity solution of the corresponding Hamilton-Jacobi partial differential equation. The hybrid methods introduced here are based on the analysis of the role played by anisotropy in the context of front propagation and optimal trajectory problems. The performance of the methods is analyzed and compared to that of several other numerical approaches to these problems. Computational experiments are performed using test problems from control theory, computational geometry and seismology.
Differential operator multiplication method for fractional differential equations
Tang, Shaoqiang; Ying, Yuping; Lian, Yanping; Lin, Stephen; Yang, Yibo; Wagner, Gregory J.; Liu, Wing Kam
2016-08-01
Fractional derivatives play a very important role in modeling physical phenomena involving long-range correlation effects. However, they raise challenges of computational cost and memory storage requirements when solved using current well developed numerical methods. In this paper, the differential operator multiplication method is proposed to address the issues by considering a reaction-advection-diffusion equation with a fractional derivative in time. The linear fractional differential equation is transformed into an integer order differential equation by the proposed method, which can fundamentally fix the aforementioned issues for select fractional differential equations. In such a transform, special attention should be paid to the initial conditions for the resulting differential equation of higher integer order. Through numerical experiments, we verify the proposed method for both fractional ordinary differential equations and partial differential equations.
Constructing general partial differential equations using polynomial and neural networks.
Zjavka, Ladislav; Pedrycz, Witold
2016-01-01
Sum fraction terms can approximate multi-variable functions on the basis of discrete observations, replacing a partial differential equation definition with polynomial elementary data relation descriptions. Artificial neural networks commonly transform the weighted sum of inputs to describe overall similarity relationships of trained and new testing input patterns. Differential polynomial neural networks form a new class of neural networks, which construct and solve an unknown general partial differential equation of a function of interest with selected substitution relative terms using non-linear multi-variable composite polynomials. The layers of the network generate simple and composite relative substitution terms whose convergent series combinations can describe partial dependent derivative changes of the input variables. This regression is based on trained generalized partial derivative data relations, decomposed into a multi-layer polynomial network structure. The sigmoidal function, commonly used as a nonlinear activation of artificial neurons, may transform some polynomial items together with the parameters with the aim to improve the polynomial derivative term series ability to approximate complicated periodic functions, as simple low order polynomials are not able to fully make up for the complete cycles. The similarity analysis facilitates substitutions for differential equations or can form dimensional units from data samples to describe real-world problems.
First-order partial differential equations
Rhee, Hyun-Ku; Amundson, Neal R
2001-01-01
This first volume of a highly regarded two-volume text is fully usable on its own. After going over some of the preliminaries, the authors discuss mathematical models that yield first-order partial differential equations; motivations, classifications, and some methods of solution; linear and semilinear equations; chromatographic equations with finite rate expressions; homogeneous and nonhomogeneous quasilinear equations; formation and propagation of shocks; conservation equations, weak solutions, and shock layers; nonlinear equations; and variational problems. Exercises appear at the end of mo
Introduction to complex theory of differential equations
Savin, Anton
2017-01-01
This book discusses the complex theory of differential equations or more precisely, the theory of differential equations on complex-analytic manifolds. Although the theory of differential equations on real manifolds is well known – it is described in thousands of papers and its usefulness requires no comments or explanations – to date specialists on differential equations have not focused on the complex theory of partial differential equations. However, as well as being remarkably beautiful, this theory can be used to solve a number of problems in real theory, for instance, the Poincaré balayage problem and the mother body problem in geophysics. The monograph does not require readers to be familiar with advanced notions in complex analysis, differential equations, or topology. With its numerous examples and exercises, it appeals to advanced undergraduate and graduate students, and also to researchers wanting to familiarize themselves with the subject.
Lectures on partial differential equations
Petrovsky, I G
1992-01-01
Graduate-level exposition by noted Russian mathematician offers rigorous, transparent, highly readable coverage of classification of equations, hyperbolic equations, elliptic equations and parabolic equations. Wealth of commentary and insight invaluable for deepening understanding of problems considered in text. Translated from the Russian by A. Shenitzer.
Non-Linear Wave Loads and Ship responses by a time-domain Strip Theory
DEFF Research Database (Denmark)
Xia, Jinzhu; Wang, Zhaohui; Jensen, Jørgen Juncher
1998-01-01
A non-linear time-domain strip theory for vertical wave loads and ship responses is presented. The theory is generalized from a rigorous linear time-domain strip theory representaton. The hydrodynamic memory effect due to the free surface is approximated by a higher order differential equation...
On a complex differential Riccati equation
Energy Technology Data Exchange (ETDEWEB)
Khmelnytskaya, Kira V; Kravchenko, Vladislav V [Department of Mathematics, CINVESTAV del IPN, Unidad Queretaro, Libramiento Norponiente No. 2000, Fracc. Real de Juriquilla, Queretaro, Qro. C.P. 76230 Mexico (Mexico)], E-mail: vkravchenko@qro.cinvestav.mx
2008-02-29
We consider a nonlinear partial differential equation for complex-valued functions which is related to the two-dimensional stationary Schroedinger equation and enjoys many properties similar to those of the ordinary differential Riccati equation such as the famous Euler theorems, the Picard theorem and others. Besides these generalizations of the classical 'one-dimensional' results, we discuss new features of the considered equation including an analogue of the Cauchy integral theorem.
Solutions manual to accompany Ordinary differential equations
Greenberg, Michael D
2014-01-01
Features a balance between theory, proofs, and examples and provides applications across diverse fields of study Ordinary Differential Equations presents a thorough discussion of first-order differential equations and progresses to equations of higher order. The book transitions smoothly from first-order to higher-order equations, allowing readers to develop a complete understanding of the related theory. Featuring diverse and interesting applications from engineering, bioengineering, ecology, and biology, the book anticipates potential difficulties in understanding the various solution steps
Solving systems of fractional differential equations using differential transform method
Erturk, Vedat Suat; Momani, Shaher
2008-05-01
This paper presents approximate analytical solutions for systems of fractional differential equations using the differential transform method. The fractional derivatives are described in the Caputo sense. The application of differential transform method, developed for differential equations of integer order, is extended to derive approximate analytical solutions of systems of fractional differential equations. The solutions of our model equations are calculated in the form of convergent series with easily computable components. Some examples are solved as illustrations, using symbolic computation. The numerical results show that the approach is easy to implement and accurate when applied to systems of fractional differential equations. The method introduces a promising tool for solving many linear and nonlinear fractional differential equations.
Nth-order Fuzzy Differential Equations Under Generalized Differentiability
Directory of Open Access Journals (Sweden)
Soheil Salahshour
2011-11-01
Full Text Available In this paper, the multiple solutions of Nth-order fuzzy differential equations by the equivalent integral forms are considered. Also, an Existence and uniqueness theorem of solution of Nth-order fuzzy differential equations is proved under Nth-order generalized differentiability in Banach space.
Mathematical physics with partial differential equations
Kirkwood, James
2011-01-01
Mathematical Physics with Partial Differential Equations is for advanced undergraduate and beginning graduate students taking a course on mathematical physics taught out of math departments. The text presents some of the most important topics and methods of mathematical physics. The premise is to study in detail the three most important partial differential equations in the field - the heat equation, the wave equation, and Laplace's equation. The most common techniques of solving such equations are developed in this book, including Green's functions, the Fourier transform
Lectures on differential equations for Feynman integrals
Henn, Johannes M
2014-01-01
Over the last year significant progress was made in the understanding of the computation of Feynman integrals using differential equations. These lectures give a review of these developments, while not assuming any prior knowledge of the subject. After an introduction to differential equations for Feynman integrals, we point out how they can be simplified using algorithms available in the mathematical literature. We discuss how this is related to a recent conjecture for a canonical form of the equations. We also discuss a complementary approach that allows based on properties of the space-time loop integrands, and explain how the ideas of leading singularities and d-log representations can be used to find an optimal basis for the differential equations. Finally, as an application of the differential equations method we show how single-scale integrals can be bootstrapped using the Drinfeld associator of a differential equation.
Numerical methods for ordinary differential equations
Butcher, John C
2008-01-01
In recent years the study of numerical methods for solving ordinary differential equations has seen many new developments. This second edition of the author''s pioneering text is fully revised and updated to acknowledge many of these developments. It includes a complete treatment of linear multistep methods whilst maintaining its unique and comprehensive emphasis on Runge-Kutta methods and general linear methods. Although the specialist topics are taken to an advanced level, the entry point to the volume as a whole is not especially demanding. Early chapters provide a wide-ranging introduction to differential equations and difference equations together with a survey of numerical differential equation methods, based on the fundamental Euler method with more sophisticated methods presented as generalizations of Euler. Features of the book includeIntroductory work on differential and difference equations.A comprehensive introduction to the theory and practice of solving ordinary differential equations numeri...
Energy Technology Data Exchange (ETDEWEB)
Hermeline, F
2008-12-15
This dissertation presents some new methods of finite volume type for approximating partial differential equations on arbitrary meshes. The main idea lies in solving twice the problem to be dealt with. One addresses the elliptic equations with variable (anisotropic, antisymmetric, discontinuous) coefficients, the parabolic linear or non linear equations (heat equation, radiative diffusion, magnetic diffusion with Hall effect), the wave type equations (Maxwell, acoustics), the elasticity and Stokes'equations. Numerous numerical experiments show the good behaviour of this type of method. (author)
Açıkyıldız, Metin; Gürses, Ahmet; Güneş, Kübra; Yalvaç, Duygu
2015-11-01
The present study was designed to compare the linear and non-linear methods used to check the compliance of the experimental data corresponding to the isotherm models (Langmuir, Freundlich, and Redlich-Peterson) and kinetics equations (pseudo-first order and pseudo-second order). In this context, adsorption experiments were carried out to remove an anionic dye, Remazol Brillant Yellow 3GL (RBY), from its aqueous solutions using a commercial activated carbon as a sorbent. The effects of contact time, initial RBY concentration, and temperature onto adsorbed amount were investigated. The amount of dye adsorbed increased with increased adsorption time and the adsorption equilibrium was attained after 240 min. The amount of dye adsorbed enhanced with increased temperature, suggesting that the adsorption process is endothermic. The experimental data was analyzed using the Langmuir, Freundlich, and Redlich-Peterson isotherm equations in order to predict adsorption isotherm. It was determined that the isotherm data were fitted to the Langmuir and Redlich-Peterson isotherms. The adsorption process was also found to follow a pseudo second-order kinetic model. According to the kinetic and isotherm data, it was found that the determination coefficients obtained from linear method were higher than those obtained from non-linear method.
Bahadur Zada, Mian; Sarwar, Muhammad; Radenović, Stojan
2017-01-01
In this article, we apply common fixed point results in incomplete metric spaces to examine the existence of a unique common solution for the following systems of Urysohn integral equations and Volterra-Hammerstein integral equations, respectively: [Formula: see text] where [Formula: see text]; [Formula: see text] and [Formula: see text], [Formula: see text] and [Formula: see text] where [Formula: see text], [Formula: see text], u, [Formula: see text], [Formula: see text], [Formula: see text], [Formula: see text] and [Formula: see text], [Formula: see text], are real-valued measurable functions both in s and r on [Formula: see text].
Fliess, Michel; Join, Cédric; Sira-Ramirez, Hebertt
2008-01-01
International audience; Non-linear state estimation and some related topics, like parametric estimation, fault diagnosis, and perturbation attenuation, are tackled here via a new methodology in numerical differentiation. The corresponding basic system theoretic definitions and properties are presented within the framework of differential algebra, which permits to handle system variables and their derivatives of any order. Several academic examples and their computer simulations, with on-line ...
Fliess, Michel; Sira-Ramirez, Hebertt
2007-01-01
Non-linear state estimation and some related topics, like parametric estimation, fault diagnosis, and perturbation attenuation, are tackled here via a new methodology in numerical differentiation. The corresponding basic system theoretic definitions and properties are presented within the framework of differential algebra, which permits to handle system variables and their derivatives of any order. Several academic examples and their computer simulations, with on-line estimations, are illustrating our viewpoint.
Institute of Scientific and Technical Information of China (English)
郝世峰; 楼茂园; 杨诗芳; 李超; 孔照林; 裘薇
2015-01-01
To solve atmospheric primitive equations, the finite difference approach would result in numerous problems, com-pared to the differential equations. Taking the semi-Lagrange model as an example, there exist two diﬃcult prob-lems——the particle trajectory computation and the solutions of the Helmholtz equations. In this study, based on the substitution of atmosphere pressure, the atmospheric primitive equations are linearized within an integral time step, which are broadly seen as ordinary differential equations and can be derived as semi-analytical solutions (SASs). The variables of SASs are continuous functions of time and discretized in a special direction, so the gradient and divergence terms are solved by the difference method. Since the numerical solution of the SASs can be calculated via a highly pre-cise numerical computational method of exponential matrix——the precise integration method, the numerical solution of SASs at any time in the future can be obtained via step-by-step integration procedure. For the SAS methodology, the pressure, as well as the wind vector and displacement, can be obtained without solving the Helmholtz formulations. Compared to the extrapolated method, the SAS is more reasonable as the displacements of the particle are solved via time integration. In order to test the validity of the algorithms, the SAS model is constructed and the same experi-ment of a non-linear density current as reported by Straka in 1993 is implemented, which contains non-linear dynamics, transient features and fine-scale structures of the fluid flow. The results of the experiment with 50 m spatial resolution show that the SAS model can capture the characters of generation and development process of the Kelvin-Helmholtz shear instability vortex; the structures of the perturbation potential temperature field are very close to the benchmark solutions given by Straka, as well as the structures of the simulated atmosphere pressure and wind field. To further
Symposium on Differential Geometry and Differential Equations
Berger, Marcel; Bryant, Robert
1987-01-01
The DD6 Symposium was, like its predecessors DD1 to DD5 both a research symposium and a summer seminar and concentrated on differential geometry. This volume contains a selection of the invited papers and some additional contributions. They cover recent advances and principal trends in current research in differential geometry.
Strict Stability of Impulsive Differential Equations
Institute of Scientific and Technical Information of China (English)
Yu ZHANG; Ji Tao SUN
2006-01-01
In this paper, we will extend the strict stability to impulsive differential equations. By using Lyapunov functions, we will get some criteria for the strict stability of impulsive differential equations, and we can see that impulses do contribute to the system's strict stability behavior. An example is also given in this paper to illustrate the efficiency of the obtained results.
Selected papers on analysis and differential equations
Society, American Mathematical
2010-01-01
This volume contains translations of papers that originally appeared in the Japanese journal Sūgaku. These papers range over a variety of topics in ordinary and partial differential equations, and in analysis. Many of them are survey papers presenting new results obtained in the last few years. This volume is suitable for graduate students and research mathematicians interested in analysis and differential equations.
Topologies for neutral functional differential equations.
Melvin, W. R.
1973-01-01
Bounded topologies are considered for functional differential equations of the neutral type in which present dynamics of the system are influenced by its past behavior. A special bounded topology is generated on a collection of absolutely continuous functions with essentially bounded derivatives, and an application to a class of nonlinear neutral functional differential equations due to Driver (1965) is presented.
Solution techniques for elementary partial differential equations
Constanda, Christian
2012-01-01
Incorporating a number of enhancements, Solution Techniques for Elementary Partial Differential Equations, Second Edition presents some of the most important and widely used methods for solving partial differential equations (PDEs). The techniques covered include separation of variables, method of characteristics, eigenfunction expansion, Fourier and Laplace transformations, Green’s functions, perturbation methods, and asymptotic analysis.
Lie algebras and linear differential equations.
Brockett, R. W.; Rahimi, A.
1972-01-01
Certain symmetry properties possessed by the solutions of linear differential equations are examined. For this purpose, some basic ideas from the theory of finite dimensional linear systems are used together with the work of Wei and Norman on the use of Lie algebraic methods in differential equation theory.
Solving Differential Equations Using Modified Picard Iteration
Robin, W. A.
2010-01-01
Many classes of differential equations are shown to be open to solution through a method involving a combination of a direct integration approach with suitably modified Picard iterative procedures. The classes of differential equations considered include typical initial value, boundary value and eigenvalue problems arising in physics and…
ON ALGEBRICO-DIFFERENTIAL EQUATIONS-SOLVING
Institute of Scientific and Technical Information of China (English)
WU Wenjun(Wu Wen-tsun)
2004-01-01
The char-set method of polynomial equations-solving is naturally extended to the differential case which gives rise to an algorithmic method of solving arbitrary systems of algebrico-differential equations. As an illustration of the method, the Devil's Problem of Pommaret is solved in details.
Exponentially Convergent Algorithms for Abstract Differential Equations
Gavrilyuk, Ivan; Vasylyk, Vitalii
2011-01-01
This book presents new accurate and efficient exponentially convergent methods for abstract differential equations with unbounded operator coefficients in Banach space. These methods are highly relevant for the practical scientific computing since the equations under consideration can be seen as the meta-models of systems of ordinary differential equations (ODE) as well as the partial differential equations (PDEs) describing various applied problems. The framework of functional analysis allows one to obtain very general but at the same time transparent algorithms and mathematical results which
Statistical Methods for Stochastic Differential Equations
Kessler, Mathieu; Sorensen, Michael
2012-01-01
The seventh volume in the SemStat series, Statistical Methods for Stochastic Differential Equations presents current research trends and recent developments in statistical methods for stochastic differential equations. Written to be accessible to both new students and seasoned researchers, each self-contained chapter starts with introductions to the topic at hand and builds gradually towards discussing recent research. The book covers Wiener-driven equations as well as stochastic differential equations with jumps, including continuous-time ARMA processes and COGARCH processes. It presents a sp
On implicit abstract neutral nonlinear differential equations
Energy Technology Data Exchange (ETDEWEB)
Hernández, Eduardo, E-mail: lalohm@ffclrp.usp.br [Universidade de São Paulo, Departamento de Computação e Matemática, Faculdade de Filosofia Ciências e Letras de Ribeirão Preto (Brazil); O’Regan, Donal, E-mail: donal.oregan@nuigalway.ie [National University of Ireland, School of Mathematics, Statistics and Applied Mathematics (Ireland)
2016-04-15
In this paper we continue our developments in Hernández and O’Regan (J Funct Anal 261:3457–3481, 2011) on the existence of solutions for abstract neutral differential equations. In particular we extend the results in Hernández and O’Regan (J Funct Anal 261:3457–3481, 2011) for the case of implicit nonlinear neutral equations and we focus on applications to partial “nonlinear” neutral differential equations. Some applications involving partial neutral differential equations are presented.
Stochastic differential equation model to Prendiville processes
Energy Technology Data Exchange (ETDEWEB)
Granita, E-mail: granitafc@gmail.com [Dept. of Mathematical Science, Universiti Teknologi Malaysia, 81310, Johor Malaysia (Malaysia); Bahar, Arifah [Dept. of Mathematical Science, Universiti Teknologi Malaysia, 81310, Johor Malaysia (Malaysia); UTM Center for Industrial & Applied Mathematics (UTM-CIAM) (Malaysia)
2015-10-22
The Prendiville process is another variation of the logistic model which assumes linearly decreasing population growth rate. It is a continuous time Markov chain (CTMC) taking integer values in the finite interval. The continuous time Markov chain can be approximated by stochastic differential equation (SDE). This paper discusses the stochastic differential equation of Prendiville process. The work started with the forward Kolmogorov equation in continuous time Markov chain of Prendiville process. Then it was formulated in the form of a central-difference approximation. The approximation was then used in Fokker-Planck equation in relation to the stochastic differential equation of the Prendiville process. The explicit solution of the Prendiville process was obtained from the stochastic differential equation. Therefore, the mean and variance function of the Prendiville process could be easily found from the explicit solution.
Stochastic differential equation model to Prendiville processes
Granita, Bahar, Arifah
2015-10-01
The Prendiville process is another variation of the logistic model which assumes linearly decreasing population growth rate. It is a continuous time Markov chain (CTMC) taking integer values in the finite interval. The continuous time Markov chain can be approximated by stochastic differential equation (SDE). This paper discusses the stochastic differential equation of Prendiville process. The work started with the forward Kolmogorov equation in continuous time Markov chain of Prendiville process. Then it was formulated in the form of a central-difference approximation. The approximation was then used in Fokker-Planck equation in relation to the stochastic differential equation of the Prendiville process. The explicit solution of the Prendiville process was obtained from the stochastic differential equation. Therefore, the mean and variance function of the Prendiville process could be easily found from the explicit solution.
Contact Structures of Partial Differential Equations
Eendebak, P.T.
2007-01-01
We study the geometry of contact structures of partial differential equations. The main classes we study are first order systems of two equations in two independent and two dependent variables and the second order scalar equations in two independent variables. The contact distribution in these two c
The Numerical Approximation of Functional Differential Equations
Venturi, Daniele
2016-01-01
The fundamental importance of functional differential equations has been recognized in many areas of mathematical physics, such as fluid dynamics (Hopf characteristic functional equations), quantum field theory (Schwinger-Dyson equations) and statistical physics (equations for generating functionals and effective action methods). However, no effective numerical method has yet been developed to compute their solution. The purpose of this manuscript is to fill this gap, and provide a new perspective on the problem of numerical approximation of nonlinear functionals and functional differential equations. The proposed methods will be described and demonstrated in various examples.
Sparse dynamics for partial differential equations.
Schaeffer, Hayden; Caflisch, Russel; Hauck, Cory D; Osher, Stanley
2013-04-23
We investigate the approximate dynamics of several differential equations when the solutions are restricted to a sparse subset of a given basis. The restriction is enforced at every time step by simply applying soft thresholding to the coefficients of the basis approximation. By reducing or compressing the information needed to represent the solution at every step, only the essential dynamics are represented. In many cases, there are natural bases derived from the differential equations, which promote sparsity. We find that our method successfully reduces the dynamics of convection equations, diffusion equations, weak shocks, and vorticity equations with high-frequency source terms.
Discrete Surface Modelling Using Partial Differential Equations.
Xu, Guoliang; Pan, Qing; Bajaj, Chandrajit L
2006-02-01
We use various nonlinear partial differential equations to efficiently solve several surface modelling problems, including surface blending, N-sided hole filling and free-form surface fitting. The nonlinear equations used include two second order flows, two fourth order flows and two sixth order flows. These nonlinear equations are discretized based on discrete differential geometry operators. The proposed approach is simple, efficient and gives very desirable results, for a range of surface models, possibly having sharp creases and corners.
Differential equations inverse and direct problems
Favini, Angelo
2006-01-01
DEGENERATE FIRST ORDER IDENTIFICATION PROBLEMS IN BANACH SPACES A NONISOTHERMAL DYNAMICAL GINZBURG-LANDAU MODEL OF SUPERCONDUCTIVITY. EXISTENCE AND UNIQUENESS THEOREMSSOME GLOBAL IN TIME RESULTS FOR INTEGRODIFFERENTIAL PARABOLIC INVERSE PROBLEMSFOURTH ORDER ORDINARY DIFFERENTIAL OPERATORS WITH GENERAL WENTZELL BOUNDARY CONDITIONSTUDY OF ELLIPTIC DIFFERENTIAL EQUATIONS IN UMD SPACESDEGENERATE INTEGRODIFFERENTIAL EQUATIONS OF PARABOLIC TYPE EXPONENTIAL ATTRACTORS FOR SEMICONDUCTOR EQUATIONSCONVERGENCE TO STATIONARY STATES OF SOLUTIONS TO THE SEMILINEAR EQUATION OF VISCOELASTICITY ASYMPTOTIC BEHA
The Riccati Differential Equation and a Diffusion-Type Equation
Suazo, Erwin; Vega-Guzman, Jose M
2008-01-01
We construct an explicit solution of the Cauchy initial value problem for certain diffusion-type equation with variable coefficients on the entire real line. The corresponding Green function (heat kernel) is given in terms of elementary functions and certain integrals involving a characteristic function, which should be found as an analytic or numerical solution of the second order linear differential equation with time-dependent coefficients. Some special and limiting cases are outlined. Solution of the corresponding nonhomogeneous equation is also found.
On non-linear dynamics of a coupled electro-mechanical system
DEFF Research Database (Denmark)
Darula, Radoslav; Sorokin, Sergey
2012-01-01
, for mechanical system, is of the second order. The governing equations are coupled via linear and weakly non-linear terms. A classical perturbation method, a method of multiple scales, is used to find a steadystate response of the electro-mechanical system exposed to a harmonic close-resonance mechanical......Electro-mechanical devices are an example of coupled multi-disciplinary weakly non-linear systems. Dynamics of such systems is described in this paper by means of two mutually coupled differential equations. The first one, describing an electrical system, is of the first order and the second one...... excitation. The results are verified using a numerical model created in MATLAB Simulink environment. Effect of non-linear terms on dynamical response of the coupled system is investigated; the backbone and envelope curves are analyzed. The two phenomena, which exist in the electro-mechanical system: (a...
Energy Technology Data Exchange (ETDEWEB)
Pastor, J
2004-07-01
We have determined the equation of state of nuclear matter according to relativistic non-linear models. In particular, we are interested in regions of high density and/or high temperature, in which the thermodynamic functions have very different behaviours depending on which model one uses. The high-density behaviour is, for example, a fundamental ingredient for the determination of the maximum mass of neutron stars. As an application, we have studied the process of two-pion annihilation into e{sup +}e{sup -} pairs in dense and hot matter. Accordingly, we have determined the way in which the non-linear terms modify the meson propagators occurring in this process. Our results have been compared with those obtained for the meson propagators in free space. We have found models that give an enhancement of the dilepton production rate in the low invariant mass region. Such an enhancement is in good agreement with the invariant mass dependence of the data obtained in heavy ions collisions at CERN/SPS energies. (author)
Ahlkrona, Josefin; Kirchner, Nina; Zwinger, Thomas
2015-01-01
We propose and implement a new method, called the Ice Sheet Coupled Approximation Levels (ISCAL) method, for simulation of ice sheet flow in large domains under long time-intervals. The method couples the exact, full Stokes (FS) equations with the Shallow Ice Approximation (SIA). The part of the domain where SIA is applied is determined automatically and dynamically based on estimates of the modeling error. For a three dimensional model problem where the number of degrees of freedom is comparable to a real world application, ISCAL performs almost an order of magnitude faster with a low reduction in accuracy compared to a monolithic FS. Furthermore, ISCAL is shown to be able to detect rapid dynamic changes in the flow. Three different error estimations are applied and compared. Finally, ISCAL is applied to the Greenland Ice Sheet, proving ISCAL to be a potential valuable tool for the ice sheet modeling community.
Ahlkrona, Josefin; Lötstedt, Per; Kirchner, Nina; Zwinger, Thomas
2016-03-01
We propose and implement a new method, called the Ice Sheet Coupled Approximation Levels (ISCAL) method, for simulation of ice sheet flow in large domains during long time-intervals. The method couples the full Stokes (FS) equations with the Shallow Ice Approximation (SIA). The part of the domain where SIA is applied is determined automatically and dynamically based on estimates of the modeling error. For a three dimensional model problem, ISCAL computes the solution substantially faster with a low reduction in accuracy compared to a monolithic FS. Furthermore, ISCAL is shown to be able to detect rapid dynamic changes in the flow. Three different error estimations are applied and compared. Finally, ISCAL is applied to the Greenland Ice Sheet on a quasi-uniform grid, proving ISCAL to be a potential valuable tool for the ice sheet modeling community.
Non-linear finite element analysis in structural mechanics
Rust, Wilhelm
2015-01-01
This monograph describes the numerical analysis of non-linearities in structural mechanics, i.e. large rotations, large strain (geometric non-linearities), non-linear material behaviour, in particular elasto-plasticity as well as time-dependent behaviour, and contact. Based on that, the book treats stability problems and limit-load analyses, as well as non-linear equations of a large number of variables. Moreover, the author presents a wide range of problem sets and their solutions. The target audience primarily comprises advanced undergraduate and graduate students of mechanical and civil engineering, but the book may also be beneficial for practising engineers in industry.
Asymptotic integration of differential and difference equations
Bodine, Sigrun
2015-01-01
This book presents the theory of asymptotic integration for both linear differential and difference equations. This type of asymptotic analysis is based on some fundamental principles by Norman Levinson. While he applied them to a special class of differential equations, subsequent work has shown that the same principles lead to asymptotic results for much wider classes of differential and also difference equations. After discussing asymptotic integration in a unified approach, this book studies how the application of these methods provides several new insights and frequent improvements to results found in earlier literature. It then continues with a brief introduction to the relatively new field of asymptotic integration for dynamic equations on time scales. Asymptotic Integration of Differential and Difference Equations is a self-contained and clearly structured presentation of some of the most important results in asymptotic integration and the techniques used in this field. It will appeal to researchers i...
Partial Differential Equations Modeling and Numerical Simulation
Glowinski, Roland
2008-01-01
This book is dedicated to Olivier Pironneau. For more than 250 years partial differential equations have been clearly the most important tool available to mankind in order to understand a large variety of phenomena, natural at first and then those originating from human activity and technological development. Mechanics, physics and their engineering applications were the first to benefit from the impact of partial differential equations on modeling and design, but a little less than a century ago the Schrödinger equation was the key opening the door to the application of partial differential equations to quantum chemistry, for small atomic and molecular systems at first, but then for systems of fast growing complexity. Mathematical modeling methods based on partial differential equations form an important part of contemporary science and are widely used in engineering and scientific applications. In this book several experts in this field present their latest results and discuss trends in the numerical analy...
Non-linear Oscillations of Compact Stars and Gravitational Waves
Passamonti, A
2006-01-01
This thesis investigates in the time domain a particular class of second order perturbations of a perfect fluid non-rotating compact star: those arising from the coupling between first order radial and non-radial perturbations. This problem has been treated by developing a gauge invariant formalism based on the 2-parameter perturbation theory (Sopuerta, Bruni and Gualtieri, 2004) where the radial and non-radial perturbations have been separately parameterized. The non-linear perturbations obey inhomogeneous partial differential equations, where the structure of the differential operator is given by the previous perturbative orders and the source terms are quadratic in the first order perturbations. In the exterior spacetime the sources vanish, thus the gravitational wave properties are completely described by the second order Zerilli and Regge-Wheeler functions. As main initial configuration we have considered a first order differentially rotating and radially pulsating star. Although at first perturbative or...
Numerical Analysis of Partial Differential Equations
Lui, S H
2011-01-01
A balanced guide to the essential techniques for solving elliptic partial differential equations Numerical Analysis of Partial Differential Equations provides a comprehensive, self-contained treatment of the quantitative methods used to solve elliptic partial differential equations (PDEs), with a focus on the efficiency as well as the error of the presented methods. The author utilizes coverage of theoretical PDEs, along with the nu merical solution of linear systems and various examples and exercises, to supply readers with an introduction to the essential concepts in the numerical analysis
Stability analysis of impulsive functional differential equations
Stamova, Ivanka
2009-01-01
This book is devoted to impulsive functional differential equations which are a natural generalization of impulsive ordinary differential equations (without delay) and of functional differential equations (without impulses). At the present time the qualitative theory of such equationsis under rapid development. After a presentation of the fundamental theory of existence, uniqueness and continuability of solutions, a systematic development of stability theory for that class of problems is given which makes the book unique. It addresses to a wide audience such as mathematicians, applied research
Quantum algorithms for solving linear differential equations
Berry, Dominic W
2010-01-01
Linear differential equations are ubiquitous in science and engineering. Quantum computers can simulate quantum systems, which are described by homogeneous linear differential equations that produce only oscillating terms. Here we extend quantum simulation algorithms to general inhomogeneous linear differential equations, which can include exponential terms as well as oscillating terms in their solution. As with other algorithms of this type, the solution is encoded in amplitudes of the quantum state. The algorithm does not give the explicit solution, but it is possible to extract global features of the solution.
Free Convective Nonaligned Non-Newtonian Flow with Non-linear Thermal Radiation
Rana, S.; Mehmood, R.; Narayana, PV S.; Akbar, N. S.
2016-12-01
The present study explores the free convective oblique Casson fluid over a stretching surface with non-linear thermal radiation effects. The governing physical problem is modelled and transformed into a set of coupled non-linear ordinary differential equations by suitable similarity transformation, which are solved numerically with the help of shooting method keeping the convergence control of 10-5 in computations. Influence of pertinent physical parameters on normal, tangential velocity profiles and temperature are expressed through graphs. Physical quantities of interest such as skin friction coefficients and local heat flux are investigated numerically.
A Non-linear Stochastic Model for an Office Building with Air Infiltration
DEFF Research Database (Denmark)
Thavlov, Anders; Madsen, Henrik
2015-01-01
This paper presents a non-linear heat dynamic model for a multi-room office building with air infiltration. Several linear and non-linear models, with and without air infiltration, are investigated and compared. The models are formulated using stochastic differential equations and the model...... parameters are estimated using a maximum likelihood technique. Based on the maximum likelihood value, the different models are statistically compared to each other using Wilk's likelihood ratio test. The model showing the best performance is finally verified in both the time domain and the frequency domain...
Conservation laws, differential identities, and constraints of partial differential equations
Zharinov, V. V.
2015-11-01
We consider specific cohomological properties such as low-dimensional conservation laws and differential identities of systems of partial differential equations (PDEs). We show that such properties are inherent to complex systems such as evolution systems with constraints. The mathematical tools used here are the algebraic analysis of PDEs and cohomologies over differential algebras and modules.
Differential invariants of second-order ordinary differential equations
Rosado Maria, Maria Eugenia
2011-01-01
The notion of a differential invariant for systems of second-order differential equations on a manifold M with respect to the group of vertical automorphisms of the projection is de?ned and the Chern connection attached to a SODE allows one to determine a basis for second-order differential invariants of a SODE.
Discretizing a backward stochastic differential equation
Yinnan Zhang; Weian Zheng
2002-01-01
We show a simple method to discretize Pardoux-Peng's nonlinear backward stochastic differential equation. This discretization scheme also gives a numerical method to solve a class of semi-linear PDEs.
Trends in differential equations and applications
Neble, María; Galván, José
2016-01-01
This work collects the most important results presented at the Congress on Differential Equations and Applications/Congress on Applied Mathematics (CEDYA/CMA) in Cádiz (Spain) in 2015. It supports further research in differential equations, numerical analysis, mechanics, control and optimization. In particular, it helps readers gain an overview of specific problems of interest in the current mathematical research related to different branches of applied mathematics. This includes the analysis of nonlinear partial differential equations, exact solutions techniques for ordinary differential equations, numerical analysis and numerical simulation of some models arising in experimental sciences and engineering, control and optimization, and also trending topics on numerical linear Algebra, dynamical systems, and applied mathematics for Industry. This volume is mainly addressed to any researcher interested in the applications of mathematics, especially in any subject mentioned above. It may be also useful to PhD s...
An introduction to differential equations using MATLAB
Butt, Rizwan
2016-01-01
An Introduction to Differential Equations using MATLAB exploits the symbolic, numerical, and graphical capabilitiesof MATLAB to develop a thorough understanding of differential equations algorithms. This book provides the readerwith numerous applications, m-files, and practical examples to problems. Balancing theoretical concepts withcomputational speed and accuracy, the book includes numerous short programs in MATLAB that can be used to solveproblems involving first-and higher-order differential equations, Laplace transforms, linear systems of differentialequations, numerical solutions of differential equations, computer graphics, and more. The author emphasizes thebasic ideas of analytical and numerical techniques and the uses of modern mathematical software (MATLAB) ratherthan relying only on complex mathematical derivations to engineers, mathematician, computer scientists, andphysicists or for use as a textbook in applied or computational courses.A CD-ROM with all the figures, codes, solutions, appendices...
Fractional complex transforms for fractional differential equations
National Research Council Canada - National Science Library
Ibrahim, Rabha W
2012-01-01
The fractional complex transform is employed to convert fractional differential equations analytically in the sense of the Srivastava-Owa fractional operator and its generalization in the unit disk...
Selected papers on analysis and differential equations
Nomizu, Katsumi
2003-01-01
This volume contains translations of papers that originally appeared in the Japanese journal, Sugaku. The papers range over a variety of topics, including nonlinear partial differential equations, C^*-algebras, and Schrödinger operators.
Monotone Semiflows Generated by Functional Differential Equations,
1986-02-01
These results have been applied to ordinary differential equations in Rn (see e.g. [10,23]) where the well-known Kamke theorem applies and to nonlinear...sufficient condition (H) Whenever 0 - 0 and ,i(0) = i( 0) it follows that fi(0) ( fi(O). For those familiar with the Kamke (quasimonotone) condition for...ordinary differential equations, (H) will seem quite natural, it reduces to the Kamke condition. The order preserving property of a semiflow is not
Low Dimensional Vessiot-Guldberg-Lie Algebras of Second-Order Ordinary Differential Equations
Directory of Open Access Journals (Sweden)
Rutwig Campoamor-Stursberg
2016-03-01
Full Text Available A direct approach to non-linear second-order ordinary differential equations admitting a superposition principle is developed by means of Vessiot-Guldberg-Lie algebras of a dimension not exceeding three. This procedure allows us to describe generic types of second-order ordinary differential equations subjected to some constraints and admitting a given Lie algebra as Vessiot-Guldberg-Lie algebra. In particular, well-known types, such as the Milne-Pinney or Kummer-Schwarz equations, are recovered as special cases of this classification. The analogous problem for systems of second-order differential equations in the real plane is considered for a special case that enlarges the generalized Ermakov systems.
Extended Trial Equation Method for Nonlinear Partial Differential Equations
Gepreel, Khaled A.; Nofal, Taher A.
2015-04-01
The main objective of this paper is to use the extended trial equation method to construct a series of some new solutions for some nonlinear partial differential equations (PDEs) in mathematical physics. We will construct the solutions in many different functions such as hyperbolic function solutions, trigonometric function solutions, Jacobi elliptic function solutions, and rational functional solutions for the nonlinear PDEs when the balance number is a real number via the Zhiber-Shabat nonlinear differential equation. The balance number of this method is not constant as we shown in other methods, but it is changed by changing the trial equation derivative definition. This method allowed us to construct many new types of solutions. It is shown by using the Maple software package that all obtained solutions satisfy the original PDEs.
Symmetrized solutions for nonlinear stochastic differential equations
Directory of Open Access Journals (Sweden)
G. Adomian
1981-01-01
Full Text Available Solutions of nonlinear stochastic differential equations in series form can be put into convenient symmetrized forms which are easily calculable. This paper investigates such forms for polynomial nonlinearities, i.e., equations of the form Ly+ym=x where x is a stochastic process and L is a linear stochastic operator.
On Fractional Order Hybrid Differential Equations
Directory of Open Access Journals (Sweden)
Mohamed A. E. Herzallah
2014-01-01
Full Text Available We develop the theory of fractional hybrid differential equations with linear and nonlinear perturbations involving the Caputo fractional derivative of order 0<α<1. Using some fixed point theorems we prove the existence of mild solutions for two types of hybrid equations. Examples are given to illustrate the obtained results.
Non-linear canonical correlation
van der Burg, Eeke; de Leeuw, Jan
1983-01-01
Non-linear canonical correlation analysis is a method for canonical correlation analysis with optimal scaling features. The method fits many kinds of discrete data. The different parameters are solved for in an alternating least squares way and the corresponding program is called CANALS. An
DEFF Research Database (Denmark)
Andersen, Steffen; Harrison, Glenn W.; Hole, Arne Risa
2012-01-01
We develop an extension of the familiar linear mixed logit model to allow for the direct estimation of parametric non-linear functions defined over structural parameters. Classic applications include the estimation of coefficients of utility functions to characterize risk attitudes and discountin...
A Unified Introduction to Ordinary Differential Equations
Lutzer, Carl V.
2006-01-01
This article describes how a presentation from the point of view of differential operators can be used to (partially) unify the myriad techniques in an introductory course in ordinary differential equations by providing students with a powerful, flexible paradigm that extends into (or from) linear algebra. (Contains 1 footnote.)
Nonlinear differentiation equation and analytic function spaces
Li, Hao; Li, Songxiao
2015-01-01
In this paper we consider the nonlinear complex differential equation $$(f^{(k)})^{n_{k}}+A_{k-1}(z)(f^{(k-1)})^{n_{k-1}}+\\cdot\\cdot\\cdot+A_{1}(z)(f')^{n_{1}}+A_{0}(z)f^{n_{0}}=0, $$where $ A_{j}(z)$, $ j=0, \\cdots, k-1 $, are analytic in the unit disk $ \\mathbb{D} $, $ n_{j}\\in R^{+} $ for all $ j=0, \\cdots, k $. We investigate this nonlinear differential equation from two aspects. On one hand, we provide some sufficient conditions on coefficients such that all solutions of this equation bel...
Existence theorems for ordinary differential equations
Murray, Francis J
2007-01-01
Theorems stating the existence of an object-such as the solution to a problem or equation-are known as existence theorems. This text examines fundamental and general existence theorems, along with the Picard iterants, and applies them to properties of solutions and linear differential equations.The authors assume a basic knowledge of real function theory, and for certain specialized results, of elementary functions of a complex variable. They do not consider the elementary methods for solving certain special differential equations, nor advanced specialized topics; within these restrictions, th
Stochastic Differential Equations and Kondratiev Spaces
Energy Technology Data Exchange (ETDEWEB)
Vaage, G.
1995-05-01
The purpose of this mathematical thesis was to improve the understanding of physical processes such as fluid flow in porous media. An example is oil flowing in a reservoir. In the first of five included papers, Hilbert space methods for elliptic boundary value problems are used to prove the existence and uniqueness of a large family of elliptic differential equations with additive noise without using the Hermite transform. The ideas are then extended to the multidimensional case and used to prove existence and uniqueness of solution of the Stokes equations with additive noise. The second paper uses functional analytic methods for partial differential equations and presents a general framework for proving existence and uniqueness of solutions to stochastic partial differential equations with multiplicative noise, for a large family of noises. The methods are applied to equations of elliptic, parabolic as well as hyperbolic type. The framework presented can be extended to the multidimensional case. The third paper shows how the ideas from the second paper can be extended to study the moving boundary value problem associated with the stochastic pressure equation. The fourth paper discusses a set of stochastic differential equations. The fifth paper studies the relationship between the two families of Kondratiev spaces used in the thesis. 102 refs.
Particle Systems and Partial Differential Equations I
Gonçalves, Patricia
2014-01-01
This book presents the proceedings of the international conference Particle Systems and Partial Differential Equations I, which took place at the Centre of Mathematics of the University of Minho, Braga, Portugal, from the 5th to the 7th of December, 2012. The purpose of the conference was to bring together world leaders to discuss their topics of expertise and to present some of their latest research developments in those fields. Among the participants were researchers in probability, partial differential equations and kinetics theory. The aim of the meeting was to present to a varied public the subject of interacting particle systems, its motivation from the viewpoint of physics and its relation with partial differential equations or kinetics theory, and to stimulate discussions and possibly new collaborations among researchers with different backgrounds. The book contains lecture notes written by François Golse on the derivation of hydrodynamic equations (compressible and incompressible Euler and Navie...
On new solutions of fuzzy differential equations
Energy Technology Data Exchange (ETDEWEB)
Chalco-Cano, Y. [Departamento de Matematica, Universidad de Tarapaca, Casilla 7D, Arica (Chile)], E-mail: ychalco@uta.cl; Roman-Flores, H. [Instituto de Investigacion, Universidad de Tarapaca, Casilla 7D, Arica (Chile)
2008-10-15
We study fuzzy differential equations (FDE) using the concept of generalized H-differentiability. This concept is based in the enlargement of the class of differentiable fuzzy mappings and, for this, we consider the lateral Hukuhara derivatives. We will see that both derivatives are different and they lead us to different solutions from a FDE. Also, some illustrative examples are given and some comparisons with other methods for solving FDE are made.
Modelling conjugation with stochastic differential equations
DEFF Research Database (Denmark)
Philipsen, Kirsten Riber; Christiansen, Lasse Engbo; Hasman, Henrik
2010-01-01
Conjugation is an important mechanism involved in the transfer of resistance between bacteria. In this article a stochastic differential equation based model consisting of a continuous time state equation and a discrete time measurement equation is introduced to model growth and conjugation of two...... using a likelihood-ratio test and Akaike's information criterion. Experiments indicating conjugation on the agar plates selecting for transconjugants motivates the introduction of an extended model, for which conjugation on the agar plate is described in the measurement equation. This model is compared...
Numerical Methods for Partial Differential Equations
Guo, Ben-yu
1987-01-01
These Proceedings of the first Chinese Conference on Numerical Methods for Partial Differential Equations covers topics such as difference methods, finite element methods, spectral methods, splitting methods, parallel algorithm etc., their theoretical foundation and applications to engineering. Numerical methods both for boundary value problems of elliptic equations and for initial-boundary value problems of evolution equations, such as hyperbolic systems and parabolic equations, are involved. The 16 papers of this volume present recent or new unpublished results and provide a good overview of current research being done in this field in China.
Krishnaswami, G S
2006-01-01
Large-N multi-matrix loop equations are formulated as quadratic difference equations in concatenation of gluon correlations. Though non-linear, they involve highest rank correlations linearly. They are underdetermined in many cases. Additional linear equations for gluon correlations, associated to symmetries of action and measure are found. Loop equations aren't differential equations as they involve left annihilation, which doesn't satisfy the Leibnitz rule with concatenation. But left annihilation is a derivation of the commutative shuffle product. Moreover shuffle and concatenation combine to define a bialgebra. Motivated by deformation quantization, we expand concatenation around shuffle in powers of q, whose physical value is 1. At zeroth order the loop equations become quadratic PDEs in the shuffle algebra. If the variation of the action is linear in iterated commutators of left annihilations, these quadratic PDEs linearize by passage to shuffle reciprocal of correlations. Remarkably, this is true for r...
Differential geometry techniques for sets of nonlinear partial differential equations
Estabrook, Frank B.
1990-01-01
An attempt is made to show that the Cartan theory of partial differential equations can be a useful technique for applied mathematics. Techniques for finding consistent subfamilies of solutions that are generically rich and well-posed and for introducing potentials or other usefully consistent auxiliary fields are introduced. An extended sample calculation involving the Korteweg-de Vries equation is given.
Fuzzy differential equations in various approaches
Gomes, Luciana Takata; Bede, Barnabas
2015-01-01
This book may be used as reference for graduate students interested in fuzzy differential equations and researchers working in fuzzy sets and systems, dynamical systems, uncertainty analysis, and applications of uncertain dynamical systems. Beginning with a historical overview and introduction to fundamental notions of fuzzy sets, including different possibilities of fuzzy differentiation and metric spaces, this book moves on to an overview of fuzzy calculus thorough exposition and comparison of different approaches. Innovative theories of fuzzy calculus and fuzzy differential equations using fuzzy bunches of functions are introduced and explored. Launching with a brief review of essential theories, this book investigates both well-known and novel approaches in this field; such as the Hukuhara differentiability and its generalizations as well as differential inclusions and Zadeh’s extension. Through a unique analysis, results of all these theories are examined and compared.
DEFF Research Database (Denmark)
Du, Yigang
without iteration steps. The ASA is implemented in combination with Field II and extended to simulate the pulsed ultrasound fields. The simulated results from a linear array transducer are made by the ASA based on Field II, and by a released non-linear simulation program- Abersim, respectively....... The calculation speed of the ASA is increased approximately by a factor of 140. For the second harmonic point spread function the error of the full width is 1.5% at -6 dB and 6.4% at -12 dB compared to Abersim. To further investigate the linear and non-linear ultrasound fields, hydrophone measurements.......3% relative to the measurement from a 1 inch diameter transducer. A preliminary study for harmonic imaging using synthetic aperture sequential beamforming (SASB) has been demonstrated. A wire phantom underwater measurement is made by an experimental synthetic aperture real-time ultrasound scanner (SARUS...
Galiev, Sh. U.
2003-08-01
A non-linear theory of transresonant wave phenomena based on consideration of perturbed wave equations is presented. In particular, the waves in a surface layer of a porous compressible viscoelastoplastic material are considered. For such layers the 3-D equations of deformable media are reduced to 1-D or 2-D perturbed wave equations. A set of approximate, closed-form, general solutions of these equations are presented, which take into account non-linear, dissipative, dispersive, topographic and boundary effects. Then resonant, site and liquefaction effects are analysed. Resonance is considered as a global parameter. Transresonant evolution of the equations is studied. Within the resonant band, utt~a20∇2u and the perturbed wave equations transform into non-linear diffusion equations, either to a basic highly non-linear ordinary differential equation or to the basic algebraic equation for travelling waves. Resonances can destroy predictability and wave reversibility. Surface topography (valleys, islands, etc.) is considered as a series of earthquake-induced resonators. A non-linear transresonant evolution of smooth seismic waves into shock-, jet- and mushroom-like waves and vortices is studied. The amplitude of the resonant waves may be of the order of the square or cube root of the exciting amplitude. Therefore, seismic waves with a moderate amplitude can be amplified very strongly in natural resonators, whereas strong seismic waves can be attenuated. Reports of the 1835 February 20 Chilean earthquake given by Charles Darwin are qualitatively examined using the non-linear theory. The theory qualitatively describes the `shivering' of islands and ridges, volcano spouts and generation of tsunami-like waves and supports Darwin's opinion that these events were part of a single phenomenon. Same-day earthquake/eruption events and catastrophic amplification of seismic waves near the edge of sediment layers are discussed. At the same time the theory can account for recent
A short course in ordinary differential equations
Kong, Qingkai
2014-01-01
This text is a rigorous treatment of the basic qualitative theory of ordinary differential equations, at the beginning graduate level. Designed as a flexible one-semester course but offering enough material for two semesters, A Short Course covers core topics such as initial value problems, linear differential equations, Lyapunov stability, dynamical systems and the Poincaré—Bendixson theorem, and bifurcation theory, and second-order topics including oscillation theory, boundary value problems, and Sturm—Liouville problems. The presentation is clear and easy-to-understand, with figures and copious examples illustrating the meaning of and motivation behind definitions, hypotheses, and general theorems. A thoughtfully conceived selection of exercises together with answers and hints reinforce the reader's understanding of the material. Prerequisites are limited to advanced calculus and the elementary theory of differential equations and linear algebra, making the text suitable for senior undergraduates as w...
A first course in differential equations
Logan, J David
2015-01-01
The third edition of this concise, popular textbook on elementary differential equations gives instructors an alternative to the many voluminous texts on the market. It presents a thorough treatment of the standard topics in an accessible, easy-to-read, format. The overarching perspective of the text conveys that differential equations are about applications. This book illuminates the mathematical theory in the text with a wide variety of applications that will appeal to students in physics, engineering, the biosciences, economics and mathematics. Instructors are likely to find that the first four or five chapters are suitable for a first course in the subject. This edition contains a healthy increase over earlier editions in the number of worked examples and exercises, particularly those routine in nature. Two appendices include a review with practice problems, and a MATLAB® supplement that gives basic codes and commands for solving differential equations. MATLAB® is not required; students are encouraged t...
Stochastic Differential Equation of Earthquakes Series
Mariani, Maria C.; Tweneboah, Osei K.; Gonzalez-Huizar, Hector; Serpa, Laura
2016-07-01
This work is devoted to modeling earthquake time series. We propose a stochastic differential equation based on the superposition of independent Ornstein-Uhlenbeck processes driven by a Γ (α, β ) process. Superposition of independent Γ (α, β ) Ornstein-Uhlenbeck processes offer analytic flexibility and provides a class of continuous time processes capable of exhibiting long memory behavior. The stochastic differential equation is applied to the study of earthquakes by fitting the superposed Γ (α, β ) Ornstein-Uhlenbeck model to earthquake sequences in South America containing very large events (Mw ≥ 8). We obtained very good fit of the observed magnitudes of the earthquakes with the stochastic differential equations, which supports the use of this methodology for the study of earthquakes sequence.
Transform methods for solving partial differential equations
Duffy, Dean G
2004-01-01
Transform methods provide a bridge between the commonly used method of separation of variables and numerical techniques for solving linear partial differential equations. While in some ways similar to separation of variables, transform methods can be effective for a wider class of problems. Even when the inverse of the transform cannot be found analytically, numeric and asymptotic techniques now exist for their inversion, and because the problem retains some of its analytic aspect, one can gain greater physical insight than typically obtained from a purely numerical approach. Transform Methods for Solving Partial Differential Equations, Second Edition illustrates the use of Laplace, Fourier, and Hankel transforms to solve partial differential equations encountered in science and engineering. The author has expanded the second edition to provide a broader perspective on the applicability and use of transform methods and incorporated a number of significant refinements: New in the Second Edition: ·...
Sensitivity Analysis of Differential-Algebraic Equations and Partial Differential Equations
Energy Technology Data Exchange (ETDEWEB)
Petzold, L; Cao, Y; Li, S; Serban, R
2005-08-09
Sensitivity analysis generates essential information for model development, design optimization, parameter estimation, optimal control, model reduction and experimental design. In this paper we describe the forward and adjoint methods for sensitivity analysis, and outline some of our recent work on theory, algorithms and software for sensitivity analysis of differential-algebraic equation (DAE) and time-dependent partial differential equation (PDE) systems.
An introduction to stochastic differential equations
Evans, Lawrence C
2014-01-01
These notes provide a concise introduction to stochastic differential equations and their application to the study of financial markets and as a basis for modeling diverse physical phenomena. They are accessible to non-specialists and make a valuable addition to the collection of texts on the topic. -Srinivasa Varadhan, New York University This is a handy and very useful text for studying stochastic differential equations. There is enough mathematical detail so that the reader can benefit from this introduction with only a basic background in mathematical analysis and probability. -George Papa
Surveys in differential-algebraic equations III
Reis, Timo
2015-01-01
The present volume comprises survey articles on various fields of Differential-Algebraic Equations (DAEs), which have widespread applications in controlled dynamical systems, especially in mechanical and electrical engineering and a strong relation to (ordinary) differential equations. The individual chapters provide reviews, presentations of the current state of research and new concepts in - Flexibility of DAE formulations - Reachability analysis and deterministic global optimization - Numerical linear algebra methods - Boundary value problems The results are presented in an accessible style, making this book suitable not only for active researchers but also for graduate students (with a good knowledge of the basic principles of DAEs) for self-study.
Surveys in differential-algebraic equations II
Reis, Timo
2015-01-01
The present volume comprises survey articles on various fields of Differential-Algebraic Equations (DAEs), which have widespread applications in controlled dynamical systems, especially in mechanical and electrical engineering and a strong relation to (ordinary) differential equations. The individual chapters provide reviews, presentations of the current state of research and new concepts in - Observers for DAEs - DAEs in chemical processes - Optimal control of DAEs - DAEs from a functional-analytic viewpoint - Algebraic methods for DAEs The results are presented in an accessible style, making this book suitable not only for active researchers but also for graduate students (with a good knowledge of the basic principles of DAEs) for self-study.
Asymptotic analysis for functional stochastic differential equations
Bao, Jianhai; Yuan, Chenggui
2016-01-01
This brief treats dynamical systems that involve delays and random disturbances. The study is motivated by a wide variety of systems in real life in which random noise has to be taken into consideration and the effect of delays cannot be ignored. Concentrating on such systems that are described by functional stochastic differential equations, this work focuses on the study of large time behavior, in particular, ergodicity. This brief is written for probabilists, applied mathematicians, engineers, and scientists who need to use delay systems and functional stochastic differential equations in their work. Selected topics from the brief can also be used in a graduate level topics course in probability and stochastic processes.
Surveys in differential-algebraic equations IV
Reis, Timo
2017-01-01
The present volume comprises survey articles on various fields of Differential-Algebraic Equations (DAEs) which have widespread applications in controlled dynamical systems, especially in mechanical and electrical engineering and a strong relation to (ordinary) differential equations. The individual chapters provide reviews, presentations of the current state of research and new concepts in - History of DAEs - DAE aspects of mechanical multibody systems - Model reduction of DAEs - Observability for DAEs - Numerical Analysis for DAEs The results are presented in an accessible style, making this book suitable not only for active researchers but also for graduate students (with a good knowledge of the basic principles of DAEs) for self-study.
A minicourse on stochastic partial differential equations
Rassoul-Agha, Firas
2009-01-01
In May 2006, The University of Utah hosted an NSF-funded minicourse on stochastic partial differential equations. The goal of this minicourse was to introduce graduate students and recent Ph.D.s to various modern topics in stochastic PDEs, and to bring together several experts whose research is centered on the interface between Gaussian analysis, stochastic analysis, and stochastic partial differential equations. This monograph contains an up-to-date compilation of many of those lectures. Particular emphasis is paid to showcasing central ideas and displaying some of the many deep connections between the mentioned disciplines, all the time keeping a realistic pace for the student of the subject.
Stochastic versus deterministic systems of differential equations
Ladde, G S
2003-01-01
This peerless reference/text unfurls a unified and systematic study of the two types of mathematical models of dynamic processes-stochastic and deterministic-as placed in the context of systems of stochastic differential equations. Using the tools of variational comparison, generalized variation of constants, and probability distribution as its methodological backbone, Stochastic Versus Deterministic Systems of Differential Equations addresses questions relating to the need for a stochastic mathematical model and the between-model contrast that arises in the absence of random disturbances/flu
Diffusions, superdiffusions and partial differential equations
Dynkin, E B
2002-01-01
Interactions between the theory of partial differential equations of elliptic and parabolic types and the theory of stochastic processes are beneficial for both probability theory and analysis. At the beginning, mostly analytic results were used by probabilists. More recently, analysts (and physicists) took inspiration from the probabilistic approach. Of course, the development of analysis in general and of the theory of partial differential equations in particular, was motivated to a great extent by problems in physics. A difference between physics and probability is that the latter provides
Generalized solutions of nonlinear partial differential equations
Rosinger, EE
1987-01-01
During the last few years, several fairly systematic nonlinear theories of generalized solutions of rather arbitrary nonlinear partial differential equations have emerged. The aim of this volume is to offer the reader a sufficiently detailed introduction to two of these recent nonlinear theories which have so far contributed most to the study of generalized solutions of nonlinear partial differential equations, bringing the reader to the level of ongoing research.The essence of the two nonlinear theories presented in this volume is the observation that much of the mathematics concernin
Combat modeling with partial differential equations
Energy Technology Data Exchange (ETDEWEB)
Protopopescu, V.; Santoro, R.T.; Dockery, J.; Cox, R.L.; Barnes, J.M.
1987-11-01
A new analytic model based on coupled nonlinear partial differential equations is proposed to describe the temporal and spatial evolution of opposing forces in combat. Analytic descriptions of combat have been developed previously using relatively simpler models based on ordinary differential equations (.e.g, Lanchester's equations of combat) that capture only the global temporal variation of the forces, but not their spatial movement (advance, retreat, flanking maneuver, etc.). The rationale for analytic models and, particularly, the motivation for the present model are reviewed. A detailed description of this model in terms of the mathematical equations together with the possible and plausible military interpretation are presented. Numerical solutions of the nonlinear differential equation model for a large variety of parameters (battlefield length, initial force ratios, initial spatial distribution of forces, boundary conditions, type of interaction, etc.) are implemented. The computational methods and computer programs are described and the results are given in tabular and graphic form. Where possible, the results are compared with the predictions given by the traditional Lanchester equations. Finally, a PC program is described that uses data downloaded from the mainframe computer for rapid analysis of the various combat scenarios. 11 refs., 10 figs., 5 tabs.
Boundary-value problems for elliptic functional-differential equations and their applications
Skubachevskii, A. L.
2016-10-01
Boundary-value problems are considered for strongly elliptic functional-differential equations in bounded domains. In contrast to the case of elliptic differential equations, smoothness of generalized solutions of such problems can be violated in the interior of the domain and may be preserved only on some subdomains, and the symbol of a self-adjoint semibounded functional-differential operator can change sign. Both necessary and sufficient conditions are obtained for the validity of a Gårding-type inequality in algebraic form. Spectral properties of strongly elliptic functional-differential operators are studied, and theorems are proved on smoothness of generalized solutions in certain subdomains and on preservation of smoothness on the boundaries of neighbouring subdomains. Applications of these results are found to the theory of non-local elliptic problems, to the Kato square-root problem for an operator, to elasticity theory, and to problems in non-linear optics. Bibliography: 137 titles.
Laplace transform of fractional order differential equations
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Song Liang
2015-05-01
Full Text Available In this article, we show that Laplace transform can be applied to fractional system. To this end, solutions of linear fractional-order equations are first derived by a direct method, without using Laplace transform. Then the solutions of fractional-order differential equations are estimated by employing Gronwall and Holder inequalities. They are showed be to of exponential order, which are necessary to apply the Laplace transform. Based on the estimates of solutions, the fractional-order and the integer-order derivatives of solutions are all estimated to be exponential order. As a result, the Laplace transform is proved to be valid in fractional equations.
Differential equations and applications recent advances
2014-01-01
Differential Equations and Applications : Recent Advances focus on the latest developments in Nonlinear Dynamical Systems, Neural Networks, Fluid Dynamics, Fractional Differential Systems, Mathematical Modelling and Qualitative Theory. Different aspects such as Existence, Stability, Controllability, Viscosity and Numerical Analysis for different systems have been discussed in this book. This book will be of great interest and use to researchers in Applied Mathematics, Engineering and Mathematical Physics.
Frequency and Phase Noise in Non-Linear Microwave Oscillator Circuits
Tannous, C.
2003-01-01
We have developed a new methodology and a time-domain software package for the estimation of the oscillation frequency and the phase noise spectrum of non-linear noisy microwave circuits based on the direct integration of the system of stochastic differential equations representing the circuit. Our theoretical evaluations can be used in order to make detailed comparisons with the experimental measurements of phase noise spectra in selected oscillating circuits.
Non-Linear Dynamics of Saturn’s Rings
Esposito, Larry W.
2015-11-01
Non-linear processes can explain why Saturn’s rings are so active and dynamic. Ring systems differ from simple linear systems in two significant ways: 1. They are systems of granular material: where particle-to-particle collisions dominate; thus a kinetic, not a fluid description needed. We find that stresses are strikingly inhomogeneous and fluctuations are large compared to equilibrium. 2. They are strongly forced by resonances: which drive a non-linear response, pushing the system across thresholds that lead to persistent states.Some of this non-linearity is captured in a simple Predator-Prey Model: Periodic forcing from the moon causes streamline crowding; This damps the relative velocity, and allows aggregates to grow. About a quarter phase later, the aggregates stir the system to higher relative velocity and the limit cycle repeats each orbit.Summary of Halo Results: A predator-prey model for ring dynamics produces transient structures like ‘straw’ that can explain the halo structure and spectroscopy: This requires energetic collisions (v ≈ 10m/sec, with throw distances about 200km, implying objects of scale R ≈ 20km).Transform to Duffing Eqn : With the coordinate transformation, z = M2/3, the Predator-Prey equations can be combined to form a single second-order differential equation with harmonic resonance forcing.Ring dynamics and history implications: Moon-triggered clumping at perturbed regions in Saturn’s rings creates both high velocity dispersion and large aggregates at these distances, explaining both small and large particles observed there. We calculate the stationary size distribution using a cell-to-cell mapping procedure that converts the phase-plane trajectories to a Markov chain. Approximating the Markov chain as an asymmetric random walk with reflecting boundaries allows us to determine the power law index from results of numerical simulations in the tidal environment surrounding Saturn. Aggregates can explain many dynamic aspects
Counting Coloured Planar Maps: Differential Equations
Bernardi, Olivier; Bousquet-Mélou, Mireille
2017-08-01
We address the enumeration of q-coloured planar maps counted by the number of edges and the number of monochromatic edges. We prove that the associated generating function is differentially algebraic, that is, satisfies a non-trivial polynomial differential equation with respect to the edge variable. We give explicitly a differential system that characterizes this series. We then prove a similar result for planar triangulations, thus generalizing a result of Tutte dealing with their proper q-colourings. In statistical physics terms, we solve the q-state Potts model on random planar lattices. This work follows a first paper by the same authors, where the generating function was proved to be algebraic for certain values of q, including {q=1, 2} and 3. It is known to be transcendental in general. In contrast, our differential system holds for an indeterminate q. For certain special cases of combinatorial interest (four colours; proper q-colourings; maps equipped with a spanning forest), we derive from this system, in the case of triangulations, an explicit differential equation of order 2 defining the generating function. For general planar maps, we also obtain a differential equation of order 3 for the four-colour case and for the self-dual Potts model.
Institute of Scientific and Technical Information of China (English)
M·T·穆斯塔法; K·玛苏德
2009-01-01
应用Lie对称法,当弹性能具有三阶非调和修正项时,分析纵向变形的非线性弹性波动方程.通过不同对称下的恒等条件,寻找对称代数,并将它简化为二阶常微分方程.对该简化的常微分方程作进一步分析后,获得若干个显式的精确解.分析Apostol的研究成果(Apostol B F.on a non-linear wave equation in elasticity.Phys Lett A,2003,318(6):545-552)发现,非调和修正项通常导致解在有限时间内具有时间相关奇异性.除了得到时间相关奇异性的解外,还得到无法显示时间相关奇异性的解.
Reproducing Kernel Particle Method for Non-Linear Fracture Analysis
Institute of Scientific and Technical Information of China (English)
Cao Zhongqing; Zhou Benkuan; Chen Dapeng
2006-01-01
To study the non-linear fracture, a non-linear constitutive model for piezoelectric ceramics was proposed, in which the polarization switching and saturation were taken into account. Based on the model, the non-linear fracture analysis was implemented using reproducing kernel particle method (RKPM). Using local J-integral as a fracture criterion, a relation curve of fracture loads against electric fields was obtained. Qualitatively, the curve is in agreement with the experimental observations reported in literature. The reproducing equation, the shape function of RKPM, and the transformation method to impose essential boundary conditions for meshless methods were also introduced. The computation was implemented using object-oriented programming method.
Asymptotic problems for stochastic partial differential equations
Salins, Michael
Stochastic partial differential equations (SPDEs) can be used to model systems in a wide variety of fields including physics, chemistry, and engineering. The main SPDEs of interest in this dissertation are the semilinear stochastic wave equations which model the movement of a material with constant mass density that is exposed to both determinstic and random forcing. Cerrai and Freidlin have shown that on fixed time intervals, as the mass density of the material approaches zero, the solutions of the stochastic wave equation converge uniformly to the solutions of a stochastic heat equation, in probability. This is called the Smoluchowski-Kramers approximation. In Chapter 2, we investigate some of the multi-scale behaviors that these wave equations exhibit. In particular, we show that the Freidlin-Wentzell exit place and exit time asymptotics for the stochastic wave equation in the small noise regime can be approximated by the exit place and exit time asymptotics for the stochastic heat equation. We prove that the exit time and exit place asymptotics are characterized by quantities called quasipotentials and we prove that the quasipotentials converge. We then investigate the special case where the equation has a gradient structure and show that we can explicitly solve for the quasipotentials, and that the quasipotentials for the heat equation and wave equation are equal. In Chapter 3, we study the Smoluchowski-Kramers approximation in the case where the material is electrically charged and exposed to a magnetic field. Interestingly, if the system is frictionless, then the Smoluchowski-Kramers approximation does not hold. We prove that the Smoluchowski-Kramers approximation is valid for systems exposed to both a magnetic field and friction. Notably, we prove that the solutions to the second-order equations converge to the solutions of the first-order equation in an Lp sense. This strengthens previous results where convergence was proved in probability.
Difference and differential equations with applications in queueing theory
Haghighi, Aliakbar Montazer
2013-01-01
A Useful Guide to the Interrelated Areas of Differential Equations, Difference Equations, and Queueing Models Difference and Differential Equations with Applications in Queueing Theory presents the unique connections between the methods and applications of differential equations, difference equations, and Markovian queues. Featuring a comprehensive collection of
A first course in differential equations, modeling, and simulation
Smith, Carlos A
2011-01-01
IntroductionAn Introductory ExampleModelingDifferential EquationsForcing FunctionsBook ObjectivesObjects in a Gravitational FieldAn Example Antidifferentiation: Technique for Solving First-Order Ordinary Differential EquationsBack to Section 2-1Another ExampleSeparation of Variables: Technique for Solving First-Order Ordinary Differential Equations Back to Section 2-5Equations, Unknowns, and Degrees of FreedomClassical Solutions of Ordinary Linear Differential EquationsExamples of Differential EquationsDefinition of a Linear Differential EquationIntegrating Factor MethodCharacteristic Equation
International Conference on Differential and Difference Equations with Applications
Došlá, Zuzana; Došlý, Ondrej; Kloeden, Peter
2016-01-01
Aimed at the community of mathematicians working on ordinary and partial differential equations, difference equations, and functional equations, this book contains selected papers based on the presentations at the International Conference on Differential and Difference Equations and Applications (ICDDEA) 2015, dedicated to the memory of Professor Georg Sell. Contributions include new trends in the field of differential and difference equations, applications of differential and difference equations, as well as high-level survey results. The main aim of this recurring conference series is to promote, encourage, cooperate, and bring together researchers in the fields of differential and difference equations. All areas of differential and difference equations are represented, with special emphasis on applications.
Delay differential equations with homogeneous integral conditions
Directory of Open Access Journals (Sweden)
Abdur Raheem
2013-03-01
Full Text Available In this article we prove the existence and uniqueness of a strong solution of a delay differential equation with homogenous integral conditions using the method of semidiscretization in time. As an application, we include an example that illustrates the main result.
Efficient Estimating Functions for Stochastic Differential Equations
DEFF Research Database (Denmark)
Jakobsen, Nina Munkholt
The overall topic of this thesis is approximate martingale estimating function-based estimationfor solutions of stochastic differential equations, sampled at high frequency. Focuslies on the asymptotic properties of the estimators. The first part of the thesis deals with diffusions observed over...
Jensen's Inequality for Backward Stochastic Differential Equations
Institute of Scientific and Technical Information of China (English)
Long JIANG
2006-01-01
Under the Lipschitz assumption and square integrable assumption on g, the author proves that Jensen's inequality holds for backward stochastic differential equations ith generator g if and only ifg is independent of y, g(t, 0) ≡ 0 and g is super homogeneous with respect to z. This result generalizes the known results on Jensen's inequality for gexpectation in [4, 7-9].
On averaging methods for partial differential equations
Verhulst, F.
2001-01-01
The analysis of weakly nonlinear partial differential equations both qualitatively and quantitatively is emerging as an exciting eld of investigation In this report we consider specic results related to averaging but we do not aim at completeness The sections and contain important material which
Nonstandard finite difference schemes for differential equations
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Mohammad Mehdizadeh Khalsaraei
2014-12-01
Full Text Available In this paper, the reorganization of the denominator of the discrete derivative and nonlocal approximation of nonlinear terms are used in the design of nonstandard finite difference schemes (NSFDs. Numerical examples confirming then efficiency of schemes, for some differential equations are provided. In order to illustrate the accuracy of the new NSFDs, the numerical results are compared with standard methods.
The geometry of differential difference equations
Helminck, G.F.; Post, G.F.
1994-01-01
To each maximal commuting subalgebra h of glm(C) is associated a system of differential difference equations, generalizing several known systems. Starting from a Grassmann manifold, solutions are constructed, their properties are discussed and the relation with other systems is given. Finally it is shown how to express these solutions in T-functions.
Neutral Operator and Neutral Differential Equation
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Jingli Ren
2011-01-01
Full Text Available In this paper, we discuss the properties of the neutral operator (Ax(t=x(t−cx(t−δ(t, and by applying coincidence degree theory and fixed point index theory, we obtain sufficient conditions for the existence, multiplicity, and nonexistence of (positive periodic solutions to two kinds of second-order differential equations with the prescribed neutral operator.
Strong monotonicity for analytic ordinary differential equations
Directory of Open Access Journals (Sweden)
Sebastian Walcher
2009-09-01
Full Text Available We present a necessary and sufficient criterion for the flow of an analytic ordinary differential equation to be strongly monotone; equivalently, strongly order-preserving. The criterion is given in terms of the reducibility set of the derivative of the right-hand side. Some applications to systems relevant in biology and ecology, including nonlinear compartmental systems, are discussed.
Singular Linear Differential Equations in Two Variables
Braaksma, B.L.J.; Put, M. van der
2008-01-01
The formal and analytic classification of integrable singular linear differential equations has been studied among others by R. Gerard and Y. Sibuya. We provide a simple proof of their main result, namely: For certain irregular systems in two variables there is no Stokes phenomenon, i.e. there is no
Fractional Order Differential Equations Involving Caputo Derivative
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Zoubir Dahmani
2014-04-01
Full Text Available In this paper, the Banach contraction principle and Schaefer theorem are applied to establish new results for the existence and uniqueness of solutions for some Caputo fractional differential equations. Some examples are also discussed to illustrate the main results.
Stochastic differential equations used to model conjugation
DEFF Research Database (Denmark)
Philipsen, Kirsten Riber; Christiansen, Lasse Engbo
Stochastic differential equations (SDEs) are used to model horizontal transfer of antibiotic resis- tance by conjugation. The model describes the concentration of donor, recipient, transconjugants and substrate. The strength of the SDE model over the traditional ODE models is that the noise can...
Modelling Loudspeaker Non-Linearities
DEFF Research Database (Denmark)
Agerkvist, Finn T.
2007-01-01
This paper investigates different techniques for modelling the non-linear parameters of the electrodynamic loudspeaker. The methods are tested not only for their accuracy within the range of original data, but also for the ability to work reasonable outside that range, and it is demonstrated...... that polynomial expansions are rather poor at this, whereas an inverse polynomial expansion or localized fitting functions such as the gaussian are better suited for modelling the Bl-factor and compliance. For the inductance the sigmoid function is shown to give very good results. Finally the time varying...
Stochastic partial differential equations an introduction
Liu, Wei
2015-01-01
This book provides an introduction to the theory of stochastic partial differential equations (SPDEs) of evolutionary type. SPDEs are one of the main research directions in probability theory with several wide ranging applications. Many types of dynamics with stochastic influence in nature or man-made complex systems can be modelled by such equations. The theory of SPDEs is based both on the theory of deterministic partial differential equations, as well as on modern stochastic analysis. Whilst this volume mainly follows the ‘variational approach’, it also contains a short account on the ‘semigroup (or mild solution) approach’. In particular, the volume contains a complete presentation of the main existence and uniqueness results in the case of locally monotone coefficients. Various types of generalized coercivity conditions are shown to guarantee non-explosion, but also a systematic approach to treat SPDEs with explosion in finite time is developed. It is, so far, the only book where the latter and t...
Rough differential equations with unbounded drift term
Riedel, S.; Scheutzow, M.
2017-01-01
We study controlled differential equations driven by a rough path (in the sense of T. Lyons) with an additional, possibly unbounded drift term. We show that the equation induces a solution flow if the drift grows at most linearly. Furthermore, we show that the semiflow exists assuming only appropriate one-sided growth conditions. We provide bounds for both the flow and the semiflow. Applied to stochastic analysis, our results imply strong completeness and the existence of a stochastic (semi)flow for a large class of stochastic differential equations. If the driving process is Gaussian, we can further deduce (essentially) sharp tail estimates for the (semi)flow and a Freidlin-Wentzell-type large deviation result.
Ordinary differential equations a graduate text
Bhamra, K S
2015-01-01
ORDINARY DIFFERENTIAL EQUATIONS: A Graduate Text presents a systematic and comprehensive introduction to ODEs for graduate and postgraduate students. The systematic organized text on differential inequalities, Gronwall's inequality, Nagumo's theorems, Osgood's criteria and applications of different equations of first order is dealt with in a greater depth. The book discusses qualitative and quantitative aspects of the Strum - Liouville problems, Green's function, integral equations, Laplace transform and is supported by a number of worked-out examples in each lesson to make the concepts clear. A lot of stress on stability theory is laid down, especially on Lyapunov and Poincare stability theory. A numerous figures in various lessons (in particular lessons dealing with stability theory) have been added to clarify the key concepts in DE theory. Nonlinear oscillation in conservative systems and Hamiltonian systems highlights basic nature of the systems considered. Perturbation techniques lesson deals in fairly d...
Numerical methods for nonlinear partial differential equations
Bartels, Sören
2015-01-01
The description of many interesting phenomena in science and engineering leads to infinite-dimensional minimization or evolution problems that define nonlinear partial differential equations. While the development and analysis of numerical methods for linear partial differential equations is nearly complete, only few results are available in the case of nonlinear equations. This monograph devises numerical methods for nonlinear model problems arising in the mathematical description of phase transitions, large bending problems, image processing, and inelastic material behavior. For each of these problems the underlying mathematical model is discussed, the essential analytical properties are explained, and the proposed numerical method is rigorously analyzed. The practicality of the algorithms is illustrated by means of short implementations.
Numerical approximation of partial differential equations
Bartels, Sören
2016-01-01
Finite element methods for approximating partial differential equations have reached a high degree of maturity, and are an indispensible tool in science and technology. This textbook aims at providing a thorough introduction to the construction, analysis, and implementation of finite element methods for model problems arising in continuum mechanics. The first part of the book discusses elementary properties of linear partial differential equations along with their basic numerical approximation, the functional-analytical framework for rigorously establishing existence of solutions, and the construction and analysis of basic finite element methods. The second part is devoted to the optimal adaptive approximation of singularities and the fast iterative solution of linear systems of equations arising from finite element discretizations. In the third part, the mathematical framework for analyzing and discretizing saddle-point problems is formulated, corresponding finte element methods are analyzed, and particular ...
Introduction to numerical methods for time dependent differential equations
Kreiss, Heinz-Otto
2014-01-01
Introduces both the fundamentals of time dependent differential equations and their numerical solutions Introduction to Numerical Methods for Time Dependent Differential Equations delves into the underlying mathematical theory needed to solve time dependent differential equations numerically. Written as a self-contained introduction, the book is divided into two parts to emphasize both ordinary differential equations (ODEs) and partial differential equations (PDEs). Beginning with ODEs and their approximations, the authors provide a crucial presentation of fundamental notions, such as the t
The example of modeling of logistics processes using differential equations
Ryczyński, Jacek
2017-07-01
The article describes the use of differential calculus to determine the form of differential equations family of curves. Form of differential equations obtained by eliminating the parameters of the equations describing the different family of curves. Elimination of the parameters has been performed several times by differentiation starting equations. Received appropriate form of differential equations for the case of family circles, family of curves of the second degree and the families of the logistic function.
Directory of Open Access Journals (Sweden)
M.M. Khader
2015-01-01
Full Text Available In this paper, two efficient numerical methods for solving system of fractional differential equations (SFDEs are considered. The fractional derivative is described in the Caputo sense. The first method is based upon Chebyshev approximations, where the properties of Chebyshev polynomials are utilized to reduce SFDEs to system of algebraic equations. Special attention is given to study the convergence and estimate the error of the presented method. The second method is the fractional finite difference method (FDM, where we implement the Grünwald–Letnikov’s approach. We study the stability of the obtained numerical scheme. The numerical results show that the approaches are easy to implement implement for solving SFDEs. The methods introduce a promising tool for solving many systems of linear and non-linear fractional differential equations. Numerical examples are presented to illustrate the validity and the great potential of both proposed techniques.
A textbook on ordinary differential equations
Ahmad, Shair
2014-01-01
The book is a primer of the theory of Ordinary Differential Equations. Each chapter is completed by a broad set of exercises; the reader will also find a set of solutions of selected exercises. The book contains many interesting examples as well (like the equations for the electric circuits, the pendium equation, the logistic equation, the Lotka-Volterra system, and many other) which introduce the reader to some interesting aspects of the theory and its applications. The work is mainly addressed to students of Mathematics, Physics, Engineering, Statistics, Computer Sciences, with knowledge of Calculus and Linear Algebra, and contains more advanced topics for further developments, such as Laplace transform; Stability theory and existence of solutions to Boundary Value problems. The authors are preparing a complete solutions manual, containing solutions to all the exercises published in the book. The manual will be available Summer 2014. Instructors who wish to adopt the book may request the manual by writing...
Modelling conjugation with stochastic differential equations.
Philipsen, K R; Christiansen, L E; Hasman, H; Madsen, H
2010-03-07
Conjugation is an important mechanism involved in the transfer of resistance between bacteria. In this article a stochastic differential equation based model consisting of a continuous time state equation and a discrete time measurement equation is introduced to model growth and conjugation of two Enterococcus faecium strains in a rich exhaustible media. The model contains a new expression for a substrate dependent conjugation rate. A maximum likelihood based method is used to estimate the model parameters. Different models including different noise structure for the system and observations are compared using a likelihood-ratio test and Akaike's information criterion. Experiments indicating conjugation on the agar plates selecting for transconjugants motivates the introduction of an extended model, for which conjugation on the agar plate is described in the measurement equation. This model is compared to the model without plate conjugation. The modelling approach described in this article can be applied generally when modelling dynamical systems.
Schiesser, William E
2014-01-01
Features a solid foundation of mathematical and computational tools to formulate and solve real-world PDE problems across various fields With a step-by-step approach to solving partial differential equations (PDEs), Differential Equation Analysis in Biomedical Science and Engineering: Partial Differential Equation Applications with R successfully applies computational techniques for solving real-world PDE problems that are found in a variety of fields, including chemistry, physics, biology, and physiology. The book provides readers with the necessary knowledge to reproduce and extend the com
Schiesser, William E
2014-01-01
Features a solid foundation of mathematical and computational tools to formulate and solve real-world ODE problems across various fields With a step-by-step approach to solving ordinary differential equations (ODEs), Differential Equation Analysis in Biomedical Science and Engineering: Ordinary Differential Equation Applications with R successfully applies computational techniques for solving real-worldODE problems that are found in a variety of fields, including chemistry, physics, biology,and physiology. The book provides readers with the necessary knowledge to reproduce andextend the comp
New Fractional Complex Transform for Conformable Fractional Partial Differential Equations
Directory of Open Access Journals (Sweden)
Çenesiz Y.
2016-12-01
Full Text Available Conformable fractional complex transform is introduced in this paper for converting fractional partial differential equations to ordinary differential equations. Hence analytical methods in advanced calculus can be used to solve these equations. Conformable fractional complex transform is implemented to fractional partial differential equations such as space fractional advection diffusion equation and space fractional telegraph equation to obtain the exact solutions of these equations.
Savoye, Philippe
2009-01-01
In recent years, I started covering difference equations and z transform methods in my introductory differential equations course. This allowed my students to extend the "classical" methods for (ordinary differential equation) ODE's to discrete time problems arising in many applications.
Modification of Ordinary Differential Equations MATLAB Solver
Directory of Open Access Journals (Sweden)
E. Cocherova
2003-12-01
Full Text Available Various linear or nonlinear electronic circuits can be described bythe set of ordinary differential equations (ODEs. The ordinarydifferential equations can be solved in the MATLAB environment inanalytical (symbolic toolbox or numerical way. The set of nonlinearODEs with high complexity can be usually solved only by use ofnumerical integrator (solver. The modification of ode23 MATLABnumerical solver has been suggested in this article for the applicationin solution of some special cases of ODEs. The main feature of thismodification is that the solution is found at every prescribed point,in which the special behavior of system is anticipated. Theextrapolation of solution is not allowed in those points.
An introduction to ordinary differential equations
Coddington, Earl A
1989-01-01
""Written in an admirably cleancut and economical style."" - Mathematical Reviews. This concise text offers undergraduates in mathematics and science a thorough and systematic first course in elementary differential equations. Presuming a knowledge of basic calculus, the book first reviews the mathematical essentials required to master the materials to be presented. The next four chapters take up linear equations, those of the first order and those with constant coefficients, variable coefficients, and regular singular points. The last two chapters address the existence and uniqueness of solu
ERC Workshop on Geometric Partial Differential Equations
Novaga, Matteo; Valdinoci, Enrico
2013-01-01
This book is the outcome of a conference held at the Centro De Giorgi of the Scuola Normale of Pisa in September 2012. The aim of the conference was to discuss recent results on nonlinear partial differential equations, and more specifically geometric evolutions and reaction-diffusion equations. Particular attention was paid to self-similar solutions, such as solitons and travelling waves, asymptotic behaviour, formation of singularities and qualitative properties of solutions. These problems arise in many models from Physics, Biology, Image Processing and Applied Mathematics in general, and have attracted a lot of attention in recent years.
Asymptotic stability of singularly perturbed differential equations
Artstein, Zvi
2017-02-01
Asymptotic stability is examined for singularly perturbed ordinary differential equations that may not possess a natural split into fast and slow motions. Rather, the right hand side of the equation is comprised of a singularly perturbed component and a regular one. The limit dynamics consists then of Young measures, with values being invariant measures of the fast contribution, drifted by the slow one. Relations between the asymptotic stability of the perturbed system and the limit dynamics are examined, and a Lyapunov functions criterion, based on averaging, is established.
Non-Linear Langmuir Wave Modulation in Collisionless Plasmas
DEFF Research Database (Denmark)
Dysthe, K. B.; Pécseli, Hans
1977-01-01
A non-linear Schrodinger equation for Langmuir waves is presented. The equation is derived by using a fluid model for the electrons, while both a fluid and a Vlasov formulation are considered for the ion dynamics. The two formulations lead to significant differences in the final results, especially...
Model Order and Identifiability of Non-Linear Biological Systems in Stable Oscillation.
Wigren, Torbjörn
2015-01-01
The paper presents a theoretical result that clarifies when it is at all possible to determine the nonlinear dynamic equations of a biological system in stable oscillation, from measured data. As it turns out the minimal order needed for this is dependent on the minimal dimension in which the stable orbit of the system does not intersect itself. This is illustrated with a simulated fourth order Hodgkin-Huxley spiking neuron model, which is identified using a non-linear second order differential equation model. The simulated result illustrates that the underlying higher order model of the spiking neuron cannot be uniquely determined given only the periodic measured data. The result of the paper is of general validity when the dynamics of biological systems in stable oscillation is identified, and illustrates the need to carefully address non-linear identifiability aspects when validating models based on periodic data.
Magnus, Alphonse P.
1993-01-01
Recurrence coefficients of semi-classical orthogonal polynomials (orthogonal polynomials related to a weight function $w$ such that $w'/w$ is a rational function) are shown to be solutions of non linear differential equations with respect to a well-chosen parameter, according to principles established by D. G. Chudnovsky. Examples are given. For instance, the recurrence coefficients in $a_{n+1}p_{n+1}(x)=xp_n(x) -a_np_{n-1}(x)$ of the orthogonal polynomials related to the weight $\\exp(-x^4/4-...
Linear measure functional differential equations with infinite delay
Monteiro, G.; 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.
Teaching Modeling with Partial Differential Equations: Several Successful Approaches
Myers, Joseph; Trubatch, David; Winkel, Brian
2008-01-01
We discuss the introduction and teaching of partial differential equations (heat and wave equations) via modeling physical phenomena, using a new approach that encompasses constructing difference equations and implementing these in a spreadsheet, numerically solving the partial differential equations using the numerical differential equation…
A Birkhoff-Noether method of solving differential equations
Institute of Scientific and Technical Information of China (English)
Shang Mei; Guo Yong-Xin; Mei Feng-Xiang
2007-01-01
In this paper, a Birkhoff-Noether method of solving ordinary differential equations is presented. The differential equations can be expressed in terms of Birkhoff's equations. The first integrals for differential equations can be found by using the Noether theory for Birkhoffian systems. Two examples are given to illustrate the application of the method.
Teaching Modeling with Partial Differential Equations: Several Successful Approaches
Myers, Joseph; Trubatch, David; Winkel, Brian
2008-01-01
We discuss the introduction and teaching of partial differential equations (heat and wave equations) via modeling physical phenomena, using a new approach that encompasses constructing difference equations and implementing these in a spreadsheet, numerically solving the partial differential equations using the numerical differential equation…
Parameter estimation in stochastic differential equations
Bishwal, Jaya P N
2008-01-01
Parameter estimation in stochastic differential equations and stochastic partial differential equations is the science, art and technology of modelling complex phenomena and making beautiful decisions. The subject has attracted researchers from several areas of mathematics and other related fields like economics and finance. This volume presents the estimation of the unknown parameters in the corresponding continuous models based on continuous and discrete observations and examines extensively maximum likelihood, minimum contrast and Bayesian methods. Useful because of the current availability of high frequency data is the study of refined asymptotic properties of several estimators when the observation time length is large and the observation time interval is small. Also space time white noise driven models, useful for spatial data, and more sophisticated non-Markovian and non-semimartingale models like fractional diffusions that model the long memory phenomena are examined in this volume.
Approximating chaotic saddles for delay differential equations
Taylor, S. Richard; Campbell, Sue Ann
2007-04-01
Chaotic saddles are unstable invariant sets in the phase space of dynamical systems that exhibit transient chaos. They play a key role in mediating transport processes involving scattering and chaotic transients. Here we present evidence (long chaotic transients and fractal basins of attraction) of transient chaos in a “logistic” delay differential equation. We adapt an existing method (stagger-and-step) to numerically construct the chaotic saddle for this system. This is the first such analysis of transient chaos in an infinite-dimensional dynamical system, and in delay differential equations in particular. Using Poincaré section techniques we illustrate approaches to visualizing the saddle set, and confirm that the saddle has the Cantor-like fractal structure consistent with a chaotic saddle generated by horseshoe-type dynamics.
Modeling and Prediction Using Stochastic Differential Equations
DEFF Research Database (Denmark)
Juhl, Rune; Møller, Jan Kloppenborg; Jørgensen, John Bagterp
2016-01-01
Pharmacokinetic/pharmakodynamic (PK/PD) modeling for a single subject is most often performed using nonlinear models based on deterministic ordinary differential equations (ODEs), and the variation between subjects in a population of subjects is described using a population (mixed effects) setup...... that describes the variation between subjects. The ODE setup implies that the variation for a single subject is described by a single parameter (or vector), namely the variance (covariance) of the residuals. Furthermore the prediction of the states is given as the solution to the ODEs and hence assumed...... deterministic and can predict the future perfectly. A more realistic approach would be to allow for randomness in the model due to e.g., the model be too simple or errors in input. We describe a modeling and prediction setup which better reflects reality and suggests stochastic differential equations (SDEs...
Stochastic differential equations and a biological system
DEFF Research Database (Denmark)
Wang, Chunyan
1994-01-01
on experimental data is considered. As an example, the growth of bacteria Pseudomonas fluorescens is taken. Due to the specific features of stochastic differential equations, namely that their solutions do not exist in the general sense, two new integrals - the Ito integral and the Stratonovich integral - have......The purpose of this Ph.D. study is to explore the property of a growth process. The study includes solving and simulating of the growth process which is described in terms of stochastic differential equations. The identification of the growth and variability parameters of the process based......, Milstein and Runge-Kutta methods are used. Because of the specific feature of the model for the growth process, that its solution does not exist in the general sense, we combine these numerical integration methods with a transformation technique, and the solutions are derived in the Ito sense...
Hamiltonian partial differential equations and applications
Nicholls, David; Sulem, Catherine
2015-01-01
This book is a unique selection of work by world-class experts exploring the latest developments in Hamiltonian partial differential equations and their applications. Topics covered within are representative of the field’s wide scope, including KAM and normal form theories, perturbation and variational methods, integrable systems, stability of nonlinear solutions as well as applications to cosmology, fluid mechanics and water waves. The volume contains both surveys and original research papers and gives a concise overview of the above topics, with results ranging from mathematical modeling to rigorous analysis and numerical simulation. It will be of particular interest to graduate students as well as researchers in mathematics and physics, who wish to learn more about the powerful and elegant analytical techniques for Hamiltonian partial differential equations.
Stochastic Functional Differential Equation under Regime Switching
Directory of Open Access Journals (Sweden)
Ling Bai
2012-01-01
Full Text Available We discuss stochastic functional differential equation under regime switching dx(t=f(xt,r(t,tdt+q(r(tx(tdW1(t+σ(r(t|x(t|βx(tdW2(t. We obtain unique global solution of this system without the linear growth condition; furthermore, we prove its asymptotic ultimate boundedness. Using the ergodic property of the Markov chain, we give the sufficient condition of almost surely exponentially stable of this system.
Stationary conditions for stochastic differential equations
Adomian, G.; Walker, W. W.
1972-01-01
This is a preliminary study of possible necessary and sufficient conditions to insure stationarity in the solution process for a stochastic differential equation. It indirectly sheds some light on ergodicity properties and shows that the spectral density is generally inadequate as a statistical measure of the solution. Further work is proceeding on a more general theory which gives necessary and sufficient conditions in a form useful for applications.
Integrability Estimates for Gaussian Rough Differential Equations
Cass, Thomas; Lyons, Terry
2011-01-01
We derive explicit tail-estimates for the Jacobian of the solution flow of stochastic differential equations driven by Gaussian rough paths. In particular, we deduce that the Jacobian has finite moments of all order for a wide class of Gaussian process including fractional Brownian motion with Hurst parameter H>1/4. We remark on the relevance of such estimates to a number of significant open problems.
Stability of the Stochastic Differential Equations
Klimešová, M.
2015-01-01
Stability of stochastic differential equations (SDEs) has become a very popular theme of recent research in mathematics and its applications. The method of Lyapunov functions for the analysis of qualitative behavior of SDEs provide some very powerful instruments in the study of stability properties for concrete stochastic dynamical systems, conditions of existence the stationary solutions of SDEs and related problems. The study of exponential stability of the moments makes natural the conside...
Desingularization of implicit analytic differential equations
Energy Technology Data Exchange (ETDEWEB)
Cendra, Hernan [Universidad Nacional del Sur, Av. Alem 1253, 8000 BahIa Blanca and CONICET (Argentina); Etchechoury, MarIa [Laboratorio de Electronica Industrial, Control e Instrumentacion, Facultad de IngenierIa, Universidad Nacional de La Plata, La Plata (Argentina)
2006-09-01
The question of finding solutions to a given implicit differential equation (IDE) is an important one, in part because it appears very naturally in several problems in physics, engineering and many other fields. In this work, we show how to reduce a given analytic IDE to an analytic IDE of locally constant rank. This can be done by using some fundamental results on subanalytic subsets and desingularization of closed subanalytic subsets. An example from nonholonomic mechanics is studied using these methods.
Ordinary differential equations introduction and qualitative theory
Cronin, Jane
2007-01-01
… a classic treatment of many of the topics an instructor would want in such a course, with particular emphasis on those aspects of the qualitative theory that are important for applications to mathematical biology. … A nice feature of this edition is an extended and unified treatment of the perturbation problem for periodic solutions. … a solid graduate-level introduction to ordinary differential equations, especially for applications. …-MAA Reviews, August 2010
Underdetermined systems of partial differential equations
Energy Technology Data Exchange (ETDEWEB)
Bender, Carl M. [Department of Physics, Washington University, St. Louis, Missouri 63130 (United States); Dunne, Gerald V. [Department of Physics, University of Connecticut, Storrs, Connecticut 06269 (United States); Mead, Lawrence R. [Department of Physics and Astronomy, University of Southern Mississippi, Hattiesburg, Mississippi 39406-5046 (United States)
2000-09-01
This paper examines underdetermined systems of partial differential equations in which the independent variables may be classical c-numbers or even quantum operators. One can view an underdetermined system as expressing the kinematic constraints on a set of dynamical variables that generate a Lie algebra. The arbitrariness in the general solution reflects the freedom to specify the dynamics of such a system. (c) 2000 American Institute of Physics.
Observability of discretized partial differential equations
Cohn, Stephen E.; Dee, Dick P.
1988-01-01
It is shown that complete observability of the discrete model used to assimilate data from a linear partial differential equation (PDE) system is necessary and sufficient for asymptotic stability of the data assimilation process. The observability theory for discrete systems is reviewed and applied to obtain simple observability tests for discretized constant-coefficient PDEs. Examples are used to show how numerical dispersion can result in discrete dynamics with multiple eigenvalues, thereby detracting from observability.
Adaptive grid methods for partial differential equations
Anderson, D. A.
1983-01-01
A number of techniques for constructing adaptive mesh generators for use in solving partial differential equations are reviewed in this paper. Techniques reviewed include methods based on steady grid generation schemes and those which are explicitly designed to determine grid speeds in a time-dependent or space-marching problem. Results for candidate methods are included and suggestions for areas of future research are suggested.
Ordinary differential equations in affine geometry
Directory of Open Access Journals (Sweden)
Salvador Gigena
1996-05-01
Full Text Available The method of qualitative analysis is used, as applied to a class of fourth order, nonlinear ordinary differential equations, in order to classify, both locally and globally, two classes of hypersurfaces of decomposable type in affine geometry: those with constant unimodular affine mean curvature L , and those with constant Riemannian scalar curvature R. This allows to provide a large number of new examples of hypersurfaces in affine geometry.
Ordinary differential equations in affine geometry
Salvador Gigena
1996-01-01
The method of qualitative analysis is used, as applied to a class of fourth order, nonlinear ordinary differential equations, in order to classify, both locally and globally, two classes of hypersurfaces of decomposable type in affine geometry: those with constant unimodular affine mean curvature L , and those with constant Riemannian scalar curvature R. This allows to provide a large number of new examples of hypersurfaces in affine geometry.
Ambit processes and stochastic partial differential equations
DEFF Research Database (Denmark)
Barndorff-Nielsen, Ole; Benth, Fred Espen; Veraart, Almut
Ambit processes are general stochastic processes based on stochastic integrals with respect to Lévy bases. Due to their flexible structure, they have great potential for providing realistic models for various applications such as in turbulence and finance. This papers studies the connection between...... ambit processes and solutions to stochastic partial differential equations. We investigate this relationship from two angles: from the Walsh theory of martingale measures and from the viewpoint of the Lévy noise analysis....
Institute of Scientific and Technical Information of China (English)
黄朝志; 肖发远
2011-01-01
This paper obtains the nonlinear decoupled control laws of 3-phase integrating magnetic VRM by differential geometry theory. The unified switch impulse function is given, and the three input and three output affine nonlinear model is built up;the state variable feedback linearization control law of 3-phase integrating magnetic VRM is given based on the differential geometry theory. At last, the simulation results show the performance on dynamic and steady state of integrating magnetic VRM is good based on differential geometry theory non-linearization control.%以三相磁集成VRM为研究对象,应用微分几何理论实现三相磁集成VRM的非线性解耦控制.在统一的开关脉冲函数下,基于微分几何理论得到三相磁集成VRM的状态反馈线性化解耦控制规律.建立三输入三输出仿射非线性模型,仿真实验表明,基于微分几何非线性控制的磁集成VRM具有良好的动态品质和稳态特性.
Partial Differential Equations and Solitary Waves Theory
Wazwaz, Abdul-Majid
2009-01-01
"Partial Differential Equations and Solitary Waves Theory" is a self-contained book divided into two parts: Part I is a coherent survey bringing together newly developed methods for solving PDEs. While some traditional techniques are presented, this part does not require thorough understanding of abstract theories or compact concepts. Well-selected worked examples and exercises shall guide the reader through the text. Part II provides an extensive exposition of the solitary waves theory. This part handles nonlinear evolution equations by methods such as Hirota’s bilinear method or the tanh-coth method. A self-contained treatment is presented to discuss complete integrability of a wide class of nonlinear equations. This part presents in an accessible manner a systematic presentation of solitons, multi-soliton solutions, kinks, peakons, cuspons, and compactons. While the whole book can be used as a text for advanced undergraduate and graduate students in applied mathematics, physics and engineering, Part II w...
Solving Differential Equations in R: Package deSolve
Soetaert, K.E.R.; Petzoldt, T.; Setzer, R.W.
2010-01-01
In this paper we present the R package deSolve to solve initial value problems (IVP) written as ordinary differential equations (ODE), differential algebraic equations (DAE) of index 0 or 1 and partial differential equations (PDE), the latter solved using the method of lines approach. The differenti
Synchronization with propagation - The functional differential equations
Rǎsvan, Vladimir
2016-06-01
The structure represented by one or several oscillators couple to a one-dimensional transmission environment (e.g. a vibrating string in the mechanical case or a lossless transmission line in the electrical case) turned to be attractive for the research in the field of complex structures and/or complex behavior. This is due to the fact that such a structure represents some generalization of various interconnection modes with lumped parameters for the oscillators. On the other hand the lossless and distortionless propagation along transmission lines has generated several research in electrical, thermal, hydro and control engineering leading to the association of some functional differential equations to the basic initial boundary value problems. The present research is performed at the crossroad of the aforementioned directions. We shall associate to the starting models some functional differential equations - in most cases of neutral type - and make use of the general theorems for existence and stability of forced oscillations for functional differential equations. The challenges introduced by the analyzed problems for the general theory are emphasized, together with the implication of the results for various applications.
A textbook on ordinary differential equations
Ahmad, Shair
2015-01-01
This book offers readers a primer on the theory and applications of Ordinary Differential Equations. The style used is simple, yet thorough and rigorous. Each chapter ends with a broad set of exercises that range from the routine to the more challenging and thought-provoking. Solutions to selected exercises can be found at the end of the book. The book contains many interesting examples on topics such as electric circuits, the pendulum equation, the logistic equation, the Lotka-Volterra system, the Laplace Transform, etc., which introduce students to a number of interesting aspects of the theory and applications. The work is mainly intended for students of Mathematics, Physics, Engineering, Computer Science and other areas of the natural and social sciences that use ordinary differential equations, and who have a firm grasp of Calculus and a minimal understanding of the basic concepts used in Linear Algebra. It also studies a few more advanced topics, such as Stability Theory and Boundary Value Problems, whic...
Energy Technology Data Exchange (ETDEWEB)
Tang, Bo [School of Science, Xi' an Jiaotong University, Xi' an 710049 (China); He, Yinnian, E-mail: heyn@mail.xjtu.edu.cn [School of Science, Xi' an Jiaotong University, Xi' an 710049 (China); Wei, Leilei; Wang, Shaoli [School of Science, Xi' an Jiaotong University, Xi' an 710049 (China)
2011-09-05
In this Letter, a variable-coefficient discrete ((G{sup '})/G )-expansion method is proposed to seek new and more general exact solutions of nonlinear differential-difference equations. Being concise and straightforward, this method is applied to the (2+1)-dimension Toda equation. As a result, many new and more general exact solutions are obtained including hyperbolic function solutions, trigonometric function solutions and rational solutions. It is shown that the proposed method provides a very effective and powerful mathematical tool for solving a great many nonlinear differential-difference equations in mathematical physics. -- Highlights: → We propose a novel method for non-linear differential-difference equations. → Some new exact traveling wave solutions of Toda equation are obtained. → Some solutions develop a singularity at a finite point. → It appears that these singular solutions will model the physical phenomena.
Solving Partial Differential Equations Using a New Differential Evolution Algorithm
Directory of Open Access Journals (Sweden)
Natee Panagant
2014-01-01
Full Text Available This paper proposes an alternative meshless approach to solve partial differential equations (PDEs. With a global approximate function being defined, a partial differential equation problem is converted into an optimisation problem with equality constraints from PDE boundary conditions. An evolutionary algorithm (EA is employed to search for the optimum solution. For this approach, the most difficult task is the low convergence rate of EA which consequently results in poor PDE solution approximation. However, its attractiveness remains due to the nature of a soft computing technique in EA. The algorithm can be used to tackle almost any kind of optimisation problem with simple evolutionary operation, which means it is mathematically simpler to use. A new efficient differential evolution (DE is presented and used to solve a number of the partial differential equations. The results obtained are illustrated and compared with exact solutions. It is shown that the proposed method has a potential to be a future meshless tool provided that the search performance of EA is greatly enhanced.
de Jong, Roelof
2005-07-01
This program incorporates a number of tests to analyse the count rate dependent non-linearity seen in NICMOS spectro-photometric observations. In visit 1 we will observe a few fields with stars of a range in luminosity in NGC1850 with NICMOS in NIC1 in F090M, F110W and F160W and NIC2 F110W, F160W, and F180W. We will repeat the observations with flatfield lamp on, creating artificially high count-rates, allowing tests of NICMOS linearity as function of count rate. To access the effect of charge trapping and persistence, we first take darks {so there is not too much charge already trapped}, than take exposures with the lamp off, exposures with the lamp on, and repeat at the end with lamp off. Finally, we continue with taking darks during occultation. In visit 2 we will observe spectro-photometric standard P041C using the G096 and G141 grisms in NIC3, and repeat the lamp off/on/off test to artificially create a high background. In visits 3&4 we repeat photometry measurements of faint standard stars SNAP-2 and WD1657+343, on which the NICMOS non-linearity was originally discovered using grism observations. These measurements are repeated, because previous photometry was obtained with too short exposure times, hence substantially affected by charge trapping non-linearity. Measurements will be made with NIC1: Visit 5 forms the persistence test of the program. The bright star GL-390 {used in a previous persistence test} will iluminate the 3 NICMOS detectors in turn for a fixed time, saturating the center many times, after which a series of darks will be taken to measure the persistence {i.e. trapped electrons and the decay time of the traps}. To determine the wavelength dependence of the trap chance, exposures of the bright star in different filters will be taken, as well as one in the G096 grism with NIC3. Most exposures will be 128s long, but two exposures in the 3rd orbit will be 3x longer, to seperate the effects of count rate versus total counts of the trap
[SADE] a Maple package for the symmetry analysis of differential equations
Rocha Filho, Tarcísio M.; Figueiredo, Annibal
2011-02-01
We present the package SADE (Symmetry Analysis of Differential Equations) for the determination of symmetries and related properties of systems of differential equations. The main methods implemented are: Lie, nonclassical, Lie-Bäcklund and potential symmetries, invariant solutions, first-integrals, Nöther theorem for both discrete and continuous systems, solution of ordinary differential equations, order and dimension reductions using Lie symmetries, classification of differential equations, Casimir invariants, and the quasi-polynomial formalism for ODE's (previously implemented by the authors in the package QPSI) for the determination of quasi-polynomial first-integrals, Lie symmetries and invariant surfaces. Examples of use of the package are given. Program summaryProgram title: SADE Catalogue identifier: AEHL_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEHL_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Standard CPC license, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 27 704 No. of bytes in distributed program, including test data, etc.: 346 954 Distribution format: tar.gz Programming language: MAPLE 13 and MAPLE 14 Computer: PCs and workstations Operating system: UNIX/LINUX systems and WINDOWS Classification: 4.3 Nature of problem: Determination of analytical properties of systems of differential equations, including symmetry transformations, analytical solutions and conservation laws. Solution method: The package implements in MAPLE some algorithms (discussed in the text) for the study of systems of differential equations. Restrictions: Depends strongly on the system and on the algorithm required. Typical restrictions are related to the solution of a large over-determined system of linear or non-linear differential equations. Running time: Depends strongly on the order, the complexity of the differential
Directory of Open Access Journals (Sweden)
S.Jothimani
2014-08-01
Full Text Available This paper investigates the MHD flow and heat transfer of an electrically conducting non-newtonian power-law fluid over a non-linearly stretching surface along with porous plate in porous medium. The governing equations are reduced to non-linear ordinary differential equations by means of similarity transformations. These equations are then solved numerically with the help ofRunge – Kutta shooting method. The effect of various flow parameters in the form of dimensionless quantities on the flow field are discussed and presented graphically.
Non-linear model for compression tests on articular cartilage.
Grillo, Alfio; Guaily, Amr; Giverso, Chiara; Federico, Salvatore
2015-07-01
Hydrated soft tissues, such as articular cartilage, are often modeled as biphasic systems with individually incompressible solid and fluid phases, and biphasic models are employed to fit experimental data in order to determine the mechanical and hydraulic properties of the tissues. Two of the most common experimental setups are confined and unconfined compression. Analytical solutions exist for the unconfined case with the linear, isotropic, homogeneous model of articular cartilage, and for the confined case with the non-linear, isotropic, homogeneous model. The aim of this contribution is to provide an easily implementable numerical tool to determine a solution to the governing differential equations of (homogeneous and isotropic) unconfined and (inhomogeneous and isotropic) confined compression under large deformations. The large-deformation governing equations are reduced to equivalent diffusive equations, which are then solved by means of finite difference (FD) methods. The solution strategy proposed here could be used to generate benchmark tests for validating complex user-defined material models within finite element (FE) implementations, and for determining the tissue's mechanical and hydraulic properties from experimental data.
Institute of Scientific and Technical Information of China (English)
张洪生; 洪广文; 丁平兴; 曹振轶
2001-01-01
In this paper, the characteristics of different forms of mild slope equations for non-linear wave are analyzed, and new non-linear theoretic models for wave propagation are presented, with non-linear terms added to the mild slope equations for non-stationary linear waves and dissipative effects considered. Numerical simulation models are developed of non-linear wave propagation for waters of mildly varying topography with complicated boundary, and the effects are studied of different non-linear corrections on calculation results of extended mild slope equations. Systematical numerical simulation tests show that the present models can effectively reflect non-linear effects.
Numerical analysis of systems of ordinary and stochastic differential equations
Artemiev, S S
1997-01-01
This text deals with numerical analysis of systems of both ordinary and stochastic differential equations. It covers numerical solution problems of the Cauchy problem for stiff ordinary differential equations (ODE) systems by Rosenbrock-type methods (RTMs).
On oscillatory solutions of third order differential equation with quasiderivatives
Directory of Open Access Journals (Sweden)
Miroslav Bartusek
2000-07-01
Full Text Available This paper gives sufficient conditions under which all oscillatory solutions of a third order nonlinear differential equation with quasiderivatives vanish at infinity. Applications to third order differentials equation with a middle term are also given.
Oscillation of third order functional differential equations with delay
Directory of Open Access Journals (Sweden)
Tuncay Candan
2003-02-01
Full Text Available We consider third order functional differential equations with discrete and continuous delay. We then develop several theorems related to the oscillatory behavior of these differential equations.
Bounded solutions for fuzzy differential and integral equations
Energy Technology Data Exchange (ETDEWEB)
Nieto, Juan J. [Departamento de Analisis Matematico Facultad de Matematicas Universidad de Santiago de Compostela, 15782 (Spain)] e-mail: amnieto@usc.es; Rodriguez-Lopez, Rosana [Departamento de Analisis Matematico Facultad de Matematicas Universidad de Santiago de Compostela, 15782 (Spain)] e-mail: amrosana@usc.es
2006-03-01
We find sufficient conditions for the boundness of every solution of first-order fuzzy differential equations as well as certain fuzzy integral equations. Our results are based on several theorems concerning crisp differential and integral inequalities.
Characteristics of the Main Journal Bearings of an Engine Based on Non-linear Dynamics
Institute of Scientific and Technical Information of China (English)
NI Guangjian; ZHANG Junhong; CHENG Xiaoming
2009-01-01
Many simple nonlinear main journal bearing models have been studied theoretically, but the connection to existing engineering system has not been equally investigated. The consideration of the characteristics of engine main journal bearings may provide a prediction of the bearing load and lubrication. Due to the strong non-linear features in bearing lubrication procedure, it is difficult to predict those characteristics. A non-linear dynamic model is described for analyzing the characteristics of engine main journal bearings. Components such as crankshaft, main journals and con rods are found by applying the finite element method. Non-linear spring/dampers are introduced to imitate the constraint and supporting functions provided by the main bearing and oil film. The engine gas pressure is imposed as excitation on the model via the engine piston, con rod, etc. The bearing reaction force is calculated over one engine cycle, and meanwhile, the oil film thickness and pressure distribution are obtained based on Reynolds differential equation. It can be found that the maximum bearing reaction force always occurs when the maximum cylinder pressure arises in the cylinder adjacent to that bearing. The simulated minimum oil film thickness, which is 3 μm, demonstrates the reliability of the main journal bearings. This non-linear dynamic analysis may save computing efforts of engine main bearing design and also is of good precision and close connection to actual engine main journal bearing conditions.
Partial differential equations in several complex variables
Chen, So-Chin
2001-01-01
This book is intended both as an introductory text and as a reference book for those interested in studying several complex variables in the context of partial differential equations. In the last few decades, significant progress has been made in the fields of Cauchy-Riemann and tangential Cauchy-Riemann operators. This book gives an up-to-date account of the theories for these equations and their applications. The background material in several complex variables is developed in the first three chapters, leading to the Levi problem. The next three chapters are devoted to the solvability and regularity of the Cauchy-Riemann equations using Hilbert space techniques. The authors provide a systematic study of the Cauchy-Riemann equations and the \\bar\\partial-Neumann problem, including L^2 existence theorems on pseudoconvex domains, \\frac 12-subelliptic estimates for the \\bar\\partial-Neumann problems on strongly pseudoconvex domains, global regularity of \\bar\\partial on more general pseudoconvex domains, boundary ...
Singular solutions of a singular differential equation
Directory of Open Access Journals (Sweden)
Naito Manabu
2000-01-01
Full Text Available An attempt is made to study the problem of existence of singular solutions to singular differential equations of the type which have never been touched in the literature. Here and are positive constants and is a positive continuous function on . A solution with initial conditions given at is called singular if it ceases to exist at some finite point . Remarkably enough, it is observed that the equation may admit, in addition to a usual blowing-up singular solution, a completely new type of singular solution with the property that Such a solution is named a black hole solution in view of its specific behavior at . It is shown in particular that there does exist a situation in which all solutions of are black hole solutions.
Differential equations, associators, and recurrences for amplitudes
Directory of Open Access Journals (Sweden)
Georg Puhlfürst
2016-01-01
Full Text Available We provide new methods to straightforwardly obtain compact and analytic expressions for ϵ-expansions of functions appearing in both field and string theory amplitudes. An algebraic method is presented to explicitly solve for recurrence relations connecting different ϵ-orders of a power series solution in ϵ of a differential equation. This strategy generalizes the usual iteration by Picard's method. Our tools are demonstrated for generalized hypergeometric functions. Furthermore, we match the ϵ-expansion of specific generalized hypergeometric functions with the underlying Drinfeld associator with proper Lie algebra and monodromy representations. We also apply our tools for computing ϵ-expansions for solutions to generic first-order Fuchsian equations (Schlesinger system. Finally, we set up our methods to systematically get compact and explicit α′-expansions of tree-level superstring amplitudes to any order in α′.
Differential equations, associators, and recurrences for amplitudes
Puhlfürst, Georg; Stieberger, Stephan
2016-01-01
We provide new methods to straightforwardly obtain compact and analytic expressions for ɛ-expansions of functions appearing in both field and string theory amplitudes. An algebraic method is presented to explicitly solve for recurrence relations connecting different ɛ-orders of a power series solution in ɛ of a differential equation. This strategy generalizes the usual iteration by Picard's method. Our tools are demonstrated for generalized hypergeometric functions. Furthermore, we match the ɛ-expansion of specific generalized hypergeometric functions with the underlying Drinfeld associator with proper Lie algebra and monodromy representations. We also apply our tools for computing ɛ-expansions for solutions to generic first-order Fuchsian equations (Schlesinger system). Finally, we set up our methods to systematically get compact and explicit α‧-expansions of tree-level superstring amplitudes to any order in α‧.
Partial differential equations with numerical methods
Larsson, Stig
2003-01-01
The book is suitable for advanced undergraduate and beginning graduate students of applied mathematics and engineering. The main theme is the integration of the theory of linear PDEs and the numerical solution of such equations. For each type of PDE, elliptic, parabolic, and hyperbolic, the text contains one chapter on the mathematical theory of the differential equation, followed by one chapter on finite difference methods and one on finite element methods. As preparation, the two-point boundary value problem and the initial-value problem for ODEs are discussed in separate chapters. There is also one chapter on the elliptic eigenvalue problem and eigenfunction expansion. The presentation does not presume a deep knowledge of mathematical and functional analysis. Some background on linear functional analysis and Sobolev spaces, and also on numerical linear algebra, is reviewed in two appendices.
Solving Partial Differential Equations on Overlapping Grids
Energy Technology Data Exchange (ETDEWEB)
Henshaw, W D
2008-09-22
We discuss the solution of partial differential equations (PDEs) on overlapping grids. This is a powerful technique for efficiently solving problems in complex, possibly moving, geometry. An overlapping grid consists of a set of structured grids that overlap and cover the computational domain. By allowing the grids to overlap, grids for complex geometries can be more easily constructed. The overlapping grid approach can also be used to remove coordinate singularities by, for example, covering a sphere with two or more patches. We describe the application of the overlapping grid approach to a variety of different problems. These include the solution of incompressible fluid flows with moving and deforming geometry, the solution of high-speed compressible reactive flow with rigid bodies using adaptive mesh refinement (AMR), and the solution of the time-domain Maxwell's equations of electromagnetism.
Elliptic differential equations theory and numerical treatment
Hackbusch, Wolfgang
2017-01-01
This book simultaneously presents the theory and the numerical treatment of elliptic boundary value problems, since an understanding of the theory is necessary for the numerical analysis of the discretisation. It first discusses the Laplace equation and its finite difference discretisation before addressing the general linear differential equation of second order. The variational formulation together with the necessary background from functional analysis provides the basis for the Galerkin and finite-element methods, which are explored in detail. A more advanced chapter leads the reader to the theory of regularity. Individual chapters are devoted to singularly perturbed as well as to elliptic eigenvalue problems. The book also presents the Stokes problem and its discretisation as an example of a saddle-point problem taking into account its relevance to applications in fluid dynamics.
Differential Equations, Associators, and Recurrences for Amplitudes
Puhlfuerst, Georg
2015-01-01
We provide new methods to straightforwardly obtain compact and analytic expressions for epsilon-expansions of functions appearing in both field and string theory amplitudes. An algebraic method is presented to explicitly solve for recurrence relations connecting different epsilon-orders of a power series solution in epsilon of a differential equation. This strategy generalizes the usual iteration by Picard's method. Our tools are demonstrated for generalized hypergeometric functions. Furthermore, we match the epsilon-expansion of specific generalized hypergeometric functions with the underlying Drinfeld associator with proper Lie algebra and monodromy representations. We also setup up our tools for computing epsilon-expansions for solutions to generic first-order Fuchsian equations (Schlesinger system). Finally, we apply our methods to systematically get compact and explicit alpha'-expansions of tree-level superstring amplitudes to any order in alpha'.
Algorithm refinement for stochastic partial differential equations.
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Alexander, F. J. (Francis J.); Garcia, Alejandro L.,; Tartakovsky, D. M. (Daniel M.)
2001-01-01
A hybrid particle/continuum algorithm is formulated for Fickian diffusion in the fluctuating hydrodynamic limit. The particles are taken as independent random walkers; the fluctuating diffusion equation is solved by finite differences with deterministic and white-noise fluxes. At the interface between the particle and continuum computations the coupling is by flux matching, giving exact mass conservation. This methodology is an extension of Adaptive Mesh and Algorithm Refinement to stochastic partial differential equations. A variety of numerical experiments were performed for both steady and time-dependent scenarios. In all cases the mean and variance of density are captured correctly by the stochastic hybrid algorithm. For a non-stochastic version (i.e., using only deterministic continuum fluxes) the mean density is correct, but the variance is reduced except within the particle region, far from the interface. Extensions of the methodology to fluid mechanics applications are discussed.
Partial differential equation models in macroeconomics.
Achdou, Yves; Buera, Francisco J; Lasry, Jean-Michel; Lions, Pierre-Louis; Moll, Benjamin
2014-11-13
The purpose of this article is to get mathematicians interested in studying a number of partial differential equations (PDEs) that naturally arise in macroeconomics. These PDEs come from models designed to study some of the most important questions in economics. At the same time, they are highly interesting for mathematicians because their structure is often quite difficult. We present a number of examples of such PDEs, discuss what is known about their properties, and list some open questions for future research. © 2014 The Author(s) Published by the Royal Society. All rights reserved.
Boundary value problems and partial differential equations
Powers, David L
2005-01-01
Boundary Value Problems is the leading text on boundary value problems and Fourier series. The author, David Powers, (Clarkson) has written a thorough, theoretical overview of solving boundary value problems involving partial differential equations by the methods of separation of variables. Professors and students agree that the author is a master at creating linear problems that adroitly illustrate the techniques of separation of variables used to solve science and engineering.* CD with animations and graphics of solutions, additional exercises and chapter review questions* Nearly 900 exercises ranging in difficulty* Many fully worked examples
Optimizing second-order differential equation systems
Directory of Open Access Journals (Sweden)
Tamas Hajba
2011-03-01
Full Text Available In this article we study some continuous versions of the Fletcher-Reeves iteration for minimization described by a system of second-order differential equations. This problem has been studied in earlier papers [19, 20] under the assumption that the minimizing function is strongly convex. Now instead of the strong convexity, only the convexity of the minimizing function will be required. We will use the Tikhonov regularization [28, 29] to obtain the minimal norm solution as the asymptotically stable limit point of the trajectories.
Stochastic differential equations and diffusion processes
Ikeda, N
1989-01-01
Being a systematic treatment of the modern theory of stochastic integrals and stochastic differential equations, the theory is developed within the martingale framework, which was developed by J.L. Doob and which plays an indispensable role in the modern theory of stochastic analysis.A considerable number of corrections and improvements have been made for the second edition of this classic work. In particular, major and substantial changes are in Chapter III and Chapter V where the sections treating excursions of Brownian Motion and the Malliavin Calculus have been expanded and refined. Sectio
Modern methods in partial differential equations
Schechter, Martin
2013-01-01
Upon its initial 1977 publication, this volume made recent accomplishments in its field available to advanced undergraduates and beginning graduate students of mathematics. Requiring only some familiarity with advanced calculus and rudimentary complex function theory, it covered discoveries of the previous three decades, a particularly fruitful era. Now it remains a permanent, much-cited contribution to the ever-expanding literature on partial differential equations. Author Martin Schechter chose subjects that will motivate students and introduce them to techniques with wide applicability to p
ASYMPTOTIC STABILITIES OF STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS
Institute of Scientific and Technical Information of China (English)
SHEN Yi; JIANG Ming-hui; LIAO Xiao-xin
2006-01-01
Asymptotic characteristic of solution of the stochastic functional differential equation was discussed and sufficient condition was established by multiple Lyapunov functions for locating the limit set of t he solution. Moreover, from them many effective criteria on stochastic asymptotic stability, which enable us to construct the Lyapunov functions much more easily in application, were obtained. The results show that the wellknown classical theorem on stochastic asymptotic stability is a special case of our more general results. In the end, application in stochastic Hopfield neural networks is given to verify our results.
Partial Differential Equations and Spectral Theory
Demuth, Michael; Witt, Ingo
2011-01-01
This volume collects six articles on selected topics at the frontier between partial differential equations and spectral theory, written by leading specialists in their respective field. The articles focus on topics that are in the center of attention of current research, with original contributions from the authors. They are written in a clear expository style that makes them accessible to a broader audience. The articles contain a detailed introduction and discuss recent progress, provide additional motivation, and develop the necessary tools. Moreover, the authors share their views on futur
Generalized functions and partial differential equations
Friedman, Avner
2005-01-01
This self-contained treatment develops the theory of generalized functions and the theory of distributions, and it systematically applies them to solving a variety of problems in partial differential equations. A major portion of the text is based on material included in the books of L. Schwartz, who developed the theory of distributions, and in the books of Gelfand and Shilov, who deal with generalized functions of any class and their use in solving the Cauchy problem. In addition, the author provides applications developed through his own research.Geared toward upper-level undergraduates and
Positive periodic solutions for third-order nonlinear differential equations
Directory of Open Access Journals (Sweden)
Jingli Ren
2011-05-01
Full Text Available For several classes of third-order constant coefficient linear differential equations we obtain existence and uniqueness of periodic solutions utilizing explicit Green's functions. We discuss an iteration method for constant coefficient nonlinear differential equations and provide new conditions for the existence of periodic positive solutions for third-order time-varying nonlinear and neutral differential equations.
Probability Measures for Numerical Solutions of Differential Equations
Conrad, Patrick R.; Girolami, Mark; Särkkä, Simo; Stuart, Andrew; Zygalakis, Konstantinos
2015-01-01
In this paper, we present a formal quantification of epistemic uncertainty induced by numerical solutions of ordinary and partial differential equation models. Numerical solutions of differential equations contain inherent uncertainties due to the finite dimensional approximation of an unknown and implicitly defined function. When statistically analysing models based on differential equations describing physical, or other naturally occurring, phenomena, it is therefore important to explicitly...
GLOBAL LINEARIZATION OF DIFFERENTIAL EQUATIONS WITH SPECIAL STRUCTURES
Institute of Scientific and Technical Information of China (English)
无
2011-01-01
This paper introduces the global linearization of the differential equations with special structures.The function in the differential equation is unbounded.We prove that the differential equation with unbounded function can be topologically linearlized if it has a special structure.
Abstract Operators and Higher-order Linear Partial Differential Equation
Institute of Scientific and Technical Information of China (English)
BI Guang-qing; BI Yue-kai
2011-01-01
We summarize several relevant principles for the application of abstract operators in partial differential equations,and combine abstract operators with the Laplace transform.Thus we have developed the theory of partial differential equations of abstract operators and obtained the explicit solutions of initial value problems for a class of higher-order linear partial differential equations.
Complex Transforms for Systems of Fractional Differential Equations
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Rabha W. Ibrahim
2012-01-01
Full Text Available We provide a complex transform that maps the complex fractional differential equation into a system of fractional differential equations. The homogeneous and nonhomogeneous cases for equivalence equations are discussed and also nonequivalence equations are studied. Moreover, the existence and uniqueness of solutions are established and applications are illustrated.
Institute of Scientific and Technical Information of China (English)
Qingfeng ZHU; Yufeng SHI
2012-01-01
Backward doubly stochastic differential equations driven by Brownian motions and Poisson process (BDSDEP) with non-Lipschitz coefficients on random time interval are studied.The probabilistic interpretation for the solutions to a class of quasilinear stochastic partial differential-integral equations (SPDIEs) is treated with BDSDEP.Under non-Lipschitz conditions,the existence and uniqueness results for measurable solutions to BDSDEP are established via the smoothing technique.Then,the continuous dependence for solutions to BDSDEP is derived.Finally,the probabilistic interpretation for the solutions to a class of quasilinear SPDIEs is given.
Kurzweil, J
1986-01-01
The author, Professor Kurzweil, is one of the world's top experts in the area of ordinary differential equations - a fact fully reflected in this book. Unlike many classical texts which concentrate primarily on methods of integration of differential equations, this book pursues a modern approach: the topic is discussed in full generality which, at the same time, permits us to gain a deep insight into the theory and to develop a fruitful intuition. The basic framework of the theory is expanded by considering further important topics like stability, dependence of a solution on a parameter, Car
Directory of Open Access Journals (Sweden)
Shantanu Das
2010-01-01
Full Text Available Mathematical modeling of many engineering and physics problem leads to extraordinary differential equations like Nonlinear, Delayed, and Fractional Order. An effective method is required to analyze the mathematical model which provides solutions conforming to physical reality. A Fractional Differential Equation (FDE, where the leading differential operator is Riemann-Liouvelli (RL type requires fractional order initial states which are sometimes hard to physically relate. Therefore, we must be able to solve these extraordinary systems, in space, time, frequency, area, volume, with physical reality conserved. Extra Ordinary Differential equation Systems and its solution, with Physical Principle, of action-reaction and equivalent mathematical decomposition method, are obtained as an aid for Physicists and Engineers to tackle the process dynamics with ease. This reactions-chain generates internal modes from zeroth mode reaction to first mode second mode and to infinite modes; instantaneously in parallel time or space-scales; and the sum of all these modes gives entire system reaction. This modal reaction as explained by physics theory exactly matches the principle of Adomian Decomposition Method (ADM. Fractional Differential Equation (FDE with Riemann-Liouvelli formulation linear and non-linear is solved as per ADM. In this formulation of FDE by RL method it is found that there is no need to worry about the fractional initial states; instead one can use integer order initial states (the conventional ones to arrive at solution of FDE. This new finding too is highlighted in this paper-along with several other problems to give physical insight to the solution of extraordinary differential equation systems. This way one gets insight to Physics of General Differential Equation Systems-and its solution-by Physical Principle and equivalent mathematical decomposition method. This facilitates ease in modeling.
Energy Technology Data Exchange (ETDEWEB)
Markovic, B.; Tamborini, D.; Villa, F.; Tisa, S.; Tosi, A.; Zappa, F. [Politecnico di Milano, Dipartimento di Elettronica e Informazione, Piazza Leonardo da Vinci 32, 20133 Milano (Italy)
2012-07-15
We present a compact high performance time-to-digital converter (TDC) module that provides 10 ps timing resolution, 160 ns dynamic range and a differential non-linearity better than 1.5% LSB{sub rms}. The TDC can be operated either as a general-purpose time-interval measurement device, when receiving external START and STOP pulses, or in photon-timing mode, when employing the on-chip SPAD (single photon avalanche diode) detector for detecting photons and time-tagging them. The instrument precision is 15 ps{sub rms} (i.e., 36 ps{sub FWHM}) and in photon timing mode it is still better than 70 ps{sub FWHM}. The USB link to the remote PC allows the easy setting of measurement parameters, the fast download of acquired data, and their visualization and storing via an user-friendly software interface. The module proves to be the best candidate for a wide variety of applications such as: fluorescence lifetime imaging, time-of-flight ranging measurements, time-resolved positron emission tomography, single-molecule spectroscopy, fluorescence correlation spectroscopy, diffuse optical tomography, optical time-domain reflectometry, quantum optics, etc.
Directory of Open Access Journals (Sweden)
R. N. Bhowmik
2015-06-01
Full Text Available We have studied current-voltage (I-V characteristics of α-Fe1.64Ga0.36O3, a typical canted ferromagnetic semiconductor. The sample showed a transformation of the I-V curves from linear to non-linear character with the increase of bias voltage. The I-V curves showed irreversible features with hysteresis loop and bi-stable electronic states for up and down modes of voltage sweep. We report positive magnetoresistance and magnetic field induced negative differential resistance as the first time observed phenomena in metal doped hematite system. The magnitudes of critical voltage at which I-V curve showed peak and corresponding peak current are affected by magnetic field cycling. The shift of the peak voltage with magnetic field showed a step-wise jump between two discrete voltage levels with least gap (ΔVP 0.345(± 0.001 V. The magnetic spin dependent electronic charge transport in this new class of magnetic semiconductor opens a wide scope for tuning large electroresistance (∼500-700%, magnetoresistance (70-135 % and charge-spin dependent conductivity under suitable control of electric and magnetic fields. The electric and magnetic field controlled charge-spin transport is interesting for applications of the magnetic materials in spintronics, e.g., magnetic sensor, memory devices and digital switching.
Numerical Methods for Stochastic Partial Differential Equations
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Sharp, D.H.; Habib, S.; Mineev, M.B.
1999-07-08
This is the final report of a Laboratory Directed Research and Development (LDRD) project at the Los Alamos National laboratory (LANL). The objectives of this proposal were (1) the development of methods for understanding and control of spacetime discretization errors in nonlinear stochastic partial differential equations, and (2) the development of new and improved practical numerical methods for the solutions of these equations. The authors have succeeded in establishing two methods for error control: the functional Fokker-Planck equation for calculating the time discretization error and the transfer integral method for calculating the spatial discretization error. In addition they have developed a new second-order stochastic algorithm for multiplicative noise applicable to the case of colored noises, and which requires only a single random sequence generation per time step. All of these results have been verified via high-resolution numerical simulations and have been successfully applied to physical test cases. They have also made substantial progress on a longstanding problem in the dynamics of unstable fluid interfaces in porous media. This work has lead to highly accurate quasi-analytic solutions of idealized versions of this problem. These may be of use in benchmarking numerical solutions of the full stochastic PDEs that govern real-world problems.
Non-Linear Vibration of Euler-Bernoulli Beams
DEFF Research Database (Denmark)
Barari, Amin; Kaliji, H. D.; Domairry, G.
2011-01-01
In this paper, variational iteration (VIM) and parametrized perturbation (PPM)methods have been used to investigate non-linear vibration of Euler-Bernoulli beams subjected to the axial loads. The proposed methods do not require small parameter in the equation which is difficult to be found...
On the non-linearity of the subsidiary systems
Friedrich, H
2005-01-01
In hyperbolic reductions of the Einstein equations the evolution of gauge conditions or constraint quantities is controlled by subsidiary systems. We point out a class of non-linearities in these systems which may have the potential of generating catastrophic growth of gauge resp. constraint violations in numerical calculations.
Exact periodic wave solutions for some nonlinear partial differential equations
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El-Wakil, S.A. [Theoretical Physics Research Group, Department of Physics, Faculty of Science, Mansoura University, Mansoura 35516 (Egypt); Elgarayhi, A. [Theoretical Physics Research Group, Department of Physics, Faculty of Science, Mansoura University, Mansoura 35516 (Egypt)]. E-mail: elgarayhi@yahoo.com; Elhanbaly, A. [Theoretical Physics Research Group, Department of Physics, Faculty of Science, Mansoura University, Mansoura 35516 (Egypt)
2006-08-15
The periodic wave solutions for some nonlinear partial differential equations, including generalized Klein-Gordon equation, Kadomtsev-Petviashvili (KP) equation and Boussinesq equations, are obtained by using the solutions of Jacobi elliptic equation. Under limit conditions, exact solitary wave solutions, shock wave solutions and triangular periodic wave solutions have been recovered.
Cox, S.G.
2012-01-01
The thesis deals with various aspects of the study of stochastic partial differential equations driven by Gaussian noise. The approach taken is functional analytic rather than probabilistic: the stochastic partial differential equation is interpreted as an ordinary stochastic differential equation i
Non-Linear Sigma Model on Conifolds
Parthasarathy, R
2002-01-01
Explicit solutions to the conifold equations with complex dimension $n=3,4$ in terms of {\\it{complex coordinates (fields)}} are employed to construct the Ricci-flat K\\"{a}hler metrics on these manifolds. The K\\"{a}hler 2-forms are found to be closed. The complex realization of these conifold metrics are used in the construction of 2-dimensional non-linear sigma model with the conifolds as target spaces. The action for the sigma model is shown to be bounded from below. By a suitable choice of the 'integration constants', arising in the solution of Ricci flatness requirement, the metric and the equations of motion are found to be {\\it{non-singular}}. As the target space is Ricci flat, the perturbative 1-loop counter terms being absent, the model becomes topological. The inherent U(1) fibre over the base of the conifolds is shown to correspond to a gauge connection in the sigma model. The same procedure is employed to construct the metric for the resolved conifold, in terms of complex coordinates and the action ...
Solving ordinary differential equations by electrical analogy: a multidisciplinary teaching tool
Sanchez Perez, J. F.; Conesa, M.; Alhama, I.
2016-11-01
Ordinary differential equations are the mathematical formulation for a great variety of problems in science and engineering, and frequently, two different problems are equivalent from a mathematical point of view when they are formulated by the same equations. Students acquire the knowledge of how to solve these equations (at least some types of them) using protocols and strict algorithms of mathematical calculation without thinking about the meaning of the equation. The aim of this work is that students learn to design network models or circuits in this way; with simple knowledge of them, students can establish the association of electric circuits and differential equations and their equivalences, from a formal point of view, that allows them to associate knowledge of two disciplines and promote the use of this interdisciplinary approach to address complex problems. Therefore, they learn to use a multidisciplinary tool that allows them to solve these kinds of equations, even students of first course of engineering, whatever the order, grade or type of non-linearity. This methodology has been implemented in numerous final degree projects in engineering and science, e.g., chemical engineering, building engineering, industrial engineering, mechanical engineering, architecture, etc. Applications are presented to illustrate the subject of this manuscript.
DEFF Research Database (Denmark)
Tornøe, Christoffer Wenzel; Overgaard, Rune Viig; Agerso, H.;
2005-01-01
Purpose. The objective of the present analysis was to explore the use of stochastic differential equations (SDEs) in population pharmacokinetic/pharmacodynamic (PK/PD) modeling. Methods. The intra-individual variability in nonlinear mixed-effects models based on SDEs is decomposed into two types...
Nonclassical Symmetries for Nonlinear Partial Differential Equations via Compatibility
Institute of Scientific and Technical Information of China (English)
Mostafa F. El-Sabbagh; Ahmad T. Ali
2011-01-01
The determining equations for the nonclassical symmetry reductions of nonlinear partial differential equations with arbitrary order can be obtained by requiring the compatibility between the original equations and the invariant surface conditions. The （2＋1）-dimensional shallow water wave equation, Boussinesq equation, and the dispersive wave equations in shallow water serve as examples i11ustrating how compatibility leads quickly and easily to the determining equations for their nonclassical symmetries.
Exact solutions for nonlinear partial fractional differential equations
Institute of Scientific and Technical Information of China (English)
Khaled A.Gepreel; Saleh Omran
2012-01-01
In this article,we use the fractional complex transformation to convert nonlinear partial fractional differential equations to nonlinear ordinary differential equations.We use the improved (G’/G)-expansion function method to calculate the exact solutions to the time-and space-fractional derivative foam drainage equation and the time-and space-fractional derivative nonlinear KdV equation.This method is efficient and powerful for solving wide classes of nonlinear evolution fractional order equations.
An Implementation Solution for Fractional Partial Differential Equations
Directory of Open Access Journals (Sweden)
Nicolas Bertrand
2013-01-01
Full Text Available The link between fractional differentiation and diffusion equation is used in this paper to propose a solution for the implementation of fractional diffusion equations. These equations permit us to take into account species anomalous diffusion at electrochemical interfaces, thus permitting an accurate modeling of batteries, ultracapacitors, and fuel cells. However, fractional diffusion equations are not addressed in most commercial software dedicated to partial differential equations simulation. The proposed solution is evaluated in an example.
Advances in differential equations and applications
Martínez, Vicente
2014-01-01
The book contains a selection of contributions given at the 23rd Congress on Differential Equations and Applications (CEDYA) / 13th Congress of Applied Mathematics (CMA) that took place at Castellon, Spain, in 2013. CEDYA is renowned as the congress of the Spanish Society of Applied Mathematics (SEMA) and constitutes the main forum and meeting point for applied mathematicians in Spain. The papers included in this book have been selected after a thorough refereeing process and provide a good summary of the recent activity developed by different groups working mainly in Spain on applications of mathematics to several fields of science and technology. The purpose is to provide a useful reference of academic and industrial researchers working in the area of numerical analysis and its applications.
Nonlocal diffusion second order partial differential equations
Benedetti, I.; Loi, N. V.; Malaguti, L.; Taddei, V.
2017-02-01
The paper deals with a second order integro-partial differential equation in Rn with a nonlocal, degenerate diffusion term. Nonlocal conditions, such as the Cauchy multipoint and the weighted mean value problem, are investigated. The existence of periodic solutions is also studied. The dynamic is transformed into an abstract setting and the results come from an approximation solvability method. It combines a Schauder degree argument with an Hartman-type inequality and it involves a Scorza-Dragoni type result. The compact embedding of a suitable Sobolev space in the corresponding Lebesgue space is the unique amount of compactness which is needed in this discussion. The solutions are located in bounded sets and they are limits of functions with values in finitely dimensional spaces.
Ordinary differential equations basics and beyond
Schaeffer, David G
2016-01-01
This book develops the theory of ordinary differential equations (ODEs), starting from an introductory level (with no prior experience in ODEs assumed) through to a graduate-level treatment of the qualitative theory, including bifurcation theory (but not chaos). While proofs are rigorous, the exposition is reader-friendly, aiming for the informality of face-to-face interactions. A unique feature of this book is the integration of rigorous theory with numerous applications of scientific interest. Besides providing motivation, this synthesis clarifies the theory and enhances scientific literacy. Other features include: (i) a wealth of exercises at various levels, along with commentary that explains why they matter; (ii) figures with consistent color conventions to identify nullclines, periodic orbits, stable and unstable manifolds; and (iii) a dedicated website with software templates, problem solutions, and other resources supporting the text. Given its many applications, the book may be used comfortably in sc...
APPROACHED DECISION OF THE DIFFERENTIAL EQUATIONS
Directory of Open Access Journals (Sweden)
Oleksii B. Krasnozhon
2011-02-01
Full Text Available The urgency of the material stated in the article is caused by necessity of development, updating and improvements of methodical operating time on subject matters of issue "Calculus mathematics" which teaching is carried out in conditions of use of information-communication technologies. In the article the program realizations in Mathcad environment of Adams and Runge-Kutt methods of the approached decision of the differential equations are offered; examples on application of the specified methods are brought; the expediency of application of Mathcad environment during mathematical preparation of experts is proved. Perspective directions of the further scientific researches are methodical, mathematical and algorithmic aspects of creation of effective program realizations of numerical methods in Mathcad environment.
Elliptic partial differential equations of second order
Gilbarg, David
2001-01-01
From the reviews: "This is a book of interest to any having to work with differential equations, either as a reference or as a book to learn from. The authors have taken trouble to make the treatment self-contained. It (is) suitable required reading for a PhD student. Although the material has been developed from lectures at Stanford, it has developed into an almost systematic coverage that is much longer than could be covered in a year's lectures". Newsletter, New Zealand Mathematical Society, 1985 "Primarily addressed to graduate students this elegant book is accessible and useful to a broad spectrum of applied mathematicians". Revue Roumaine de Mathématiques Pures et Appliquées,1985.
Stability and Control of Functional Differential Equations
Peet, M M
2006-01-01
This thesis addresses the question of stability of systems defined by differential equations which contain nonlinearity and delay. In particular, we analyze the stability of a well-known delayed nonlinear implementation of a certain Internet congestion control protocol. We also describe a generalized methodology for proving stability of time-delay systems through the use of semidefinite programming. In Chapters 4 and 5, we consider an Internet congestion control protocol based on the decentralized gradient projection algorithm. For a certain class of utility function, this algorithm was shown to be globally convergent for some sufficiently small value of a gain parameter. Later work gave an explicit bound on this gain for a linearized version of the system. This thesis proves that this bound also implies stability of the original system. In Chapter 7, we describe a general methodology for proving stability of linear time-delay systems by computing solutions to an operator-theoretic version of the Lyapunov ine...
Adaptive finite element methods for differential equations
Bangerth, Wolfgang
2003-01-01
These Lecture Notes discuss concepts of `self-adaptivity' in the numerical solution of differential equations, with emphasis on Galerkin finite element methods. The key issues are a posteriori error estimation and it automatic mesh adaptation. Besides the traditional approach of energy-norm error control, a new duality-based technique, the Dual Weighted Residual method for goal-oriented error estimation, is discussed in detail. This method aims at economical computation of arbitrary quantities of physical interest by properly adapting the computational mesh. This is typically required in the design cycles of technical applications. For example, the drag coefficient of a body immersed in a viscous flow is computed, then it is minimized by varying certain control parameters, and finally the stability of the resulting flow is investigated by solving an eigenvalue problem. `Goal-oriented' adaptivity is designed to achieve these tasks with minimal cost. At the end of each chapter some exercises are posed in order ...
Extrapolation methods for dynamic partial differential equations
Turkel, E.
1978-01-01
Several extrapolation procedures are presented for increasing the order of accuracy in time for evolutionary partial differential equations. These formulas are based on finite difference schemes in both the spatial and temporal directions. On practical grounds the methods are restricted to schemes that are fourth order in time and either second, fourth or sixth order in space. For hyperbolic problems the second order in space methods are not useful while the fourth order methods offer no advantage over the Kreiss-Oliger method unless very fine meshes are used. Advantages are first achieved using sixth order methods in space coupled with fourth order accuracy in time. Computational results are presented confirming the analytic discussions.
Differential equations of my young years
Maz'ya, Vladimir
2014-01-01
Vladimir Maz'ya (born 1937) is an outstanding mathematician who systematically made fundamental contributions to a wide array of areas in mathematical analysis and in the theory of partial differential equations. In this fascinating book he describes the first thirty years of his life in Leningrad (now St. Petersburg). He starts with the story of his family, speaks about his childhood, the high school and university years, and recalls his formative years as a mathematician. Behind the author's personal recollections, with his own joys, sorrows and hopes, one sees a vivid picture of those times in the former Sovjet Union. He speaks warmly about his friends, both outside and inside the world of mathematics, about discovering his passion for mathematics and his early achievements, and about a number of mathematicians who influenced his professional life. The book is written in a highly readable and inviting style, spiced with the occasional touch of humor.
Hilbert space methods for partial differential equations
Directory of Open Access Journals (Sweden)
Ralph E. Showalter
1994-09-01
Full Text Available This book is an outgrowth of a course which we have given almost periodically over the last eight years. It is addressed to beginning graduate students of mathematics, engineering, and the physical sciences. Thus, we have attempted to present it while presupposing a minimal background: the reader is assumed to have some prior acquaintance with the concepts of ``linear'' and ``continuous'' and also to believe $L^2$ is complete. An undergraduate mathematics training through Lebesgue integration is an ideal background but we dare not assume it without turning away many of our best students. The formal prerequisite consists of a good advanced calculus course and a motivation to study partial differential equations.
Inverse problems for partial differential equations
Isakov, Victor
2017-01-01
This third edition expands upon the earlier edition by adding nearly 40 pages of new material reflecting the analytical and numerical progress in inverse problems in last 10 years. As in the second edition, the emphasis is on new ideas and methods rather than technical improvements. These new ideas include use of the stationary phase method in the two-dimensional elliptic problems and of multi frequencies\\temporal data to improve stability and numerical resolution. There are also numerous corrections and improvements of the exposition throughout. This book is intended for mathematicians working with partial differential equations and their applications, physicists, geophysicists, and financial, electrical, and mechanical engineers involved with nondestructive evaluation, seismic exploration, remote sensing, and various kinds of tomography. Review of the second edition: "The first edition of this excellent book appeared in 1998 and became a standard reference for everyone interested in analysis and numerics of...
Non-linear high-frequency waves in the magnetosphere
Indian Academy of Sciences (India)
S Moolla; R Bharuthram; S V Singh; G S Lakhina
2003-12-01
Using ﬂuid theory, a set of equations is derived for non-linear high-frequency waves propagating oblique to an external magnetic ﬁeld in a three-component plasma consisting of hot electrons, cold electrons and cold ions. For parameters typical of the Earth’s magnetosphere, numerical solutions of the governing equations yield sinusoidal, sawtooth or bipolar wave-forms for the electric ﬁeld.
Institute of Scientific and Technical Information of China (English)
WANG Zhongmin; GAO Jingbo; LI Huixia; LIU Hongzhao
2008-01-01
The non-linear dynamic behaviors of thermoelastic circular plate with varying thickness subjected to radially uniformly distributed follower forces are considered. Two coupled non-linear differential equations of motion for this problem are derived in terms of the transverse deflection and radial displacement component of the mid-plane of the plate. Using the Kantorovich averaging method, the differential equation of mode shape of the plate is derived, and the eigenvalue problem is solved by using shooting method. The eigencurves for frequencies and critical loads of the circular plate with unmovable simply supported edge and clamped edge are obtained. The effects of the variation of thickness and temperature on the frequencies and critical loads of the thermoelastic circular plate subjected to radially uniformly distributed follower forces are then discussed.
Processing Approach of Non-linear Adjustment Models in the Space of Non-linear Models
Institute of Scientific and Technical Information of China (English)
LI Chaokui; ZHU Qing; SONG Chengfang
2003-01-01
This paper investigates the mathematic features of non-linear models and discusses the processing way of non-linear factors which contributes to the non-linearity of a nonlinear model. On the basis of the error definition, this paper puts forward a new adjustment criterion, SGPE.Last, this paper investigates the solution of a non-linear regression model in the non-linear model space and makes the comparison between the estimated values in non-linear model space and those in linear model space.
Pattern formation due to non-linear vortex diffusion
Wijngaarden, Rinke J.; Surdeanu, R.; Huijbregtse, J. M.; Rector, J. H.; Dam, B.; Einfeld, J.; Wördenweber, R.; Griessen, R.
Penetration of magnetic flux in YBa 2Cu 3O 7 superconducting thin films in an external magnetic field is visualized using a magneto-optic technique. A variety of flux patterns due to non-linear vortex diffusion is observed: (1) Roughening of the flux front with scaling exponents identical to those observed in burning paper including two distinct regimes where respectively spatial disorder and temporal disorder dominate. In the latter regime Kardar-Parisi-Zhang behavior is found. (2) Fractal penetration of flux with Hausdorff dimension depending on the critical current anisotropy. (3) Penetration as ‘flux-rivers’. (4) The occurrence of commensurate and incommensurate channels in films with anti-dots as predicted in numerical simulations by Reichhardt, Olson and Nori. It is shown that most of the observed behavior is related to the non-linear diffusion of vortices by comparison with simulations of the non-linear diffusion equation appropriate for vortices.
Non-linear system identification in flow-induced vibration
Energy Technology Data Exchange (ETDEWEB)
Spanos, P.D.; Zeldin, B.A. [Rice Univ., Houston, TX (United States); Lu, R. [Hudson Engineering Corp., Houston, TX (United States)
1996-12-31
The paper introduces a method of identification of non-linear systems encountered in marine engineering applications. The non-linearity is accounted for by a combination of linear subsystems and known zero-memory non-linear transformations; an equivalent linear multi-input-single-output (MISO) system is developed for the identification problem. The unknown transfer functions of the MISO system are identified by assembling a system of linear equations in the frequency domain. This system is solved by performing the Cholesky decomposition of a related matrix. It is shown that the proposed identification method can be interpreted as a {open_quotes}Gram-Schmidt{close_quotes} type of orthogonal decomposition of the input-output quantities of the equivalent MISO system. A numerical example involving the identification of unknown parameters of flow (ocean wave) induced forces on offshore structures elucidates the applicability of the proposed method.
Partial Differential Equations in General Relativity
Energy Technology Data Exchange (ETDEWEB)
Choquet-Bruhat, Yvonne
2008-09-07
General relativity is a physical theory basic in the modeling of the universe at the large and small scales. Its mathematical formulation, the Einstein partial differential equations, are geometrically simple, but intricate for the analyst, involving both hyperbolic and elliptic PDE, with local and global problems. Many problems remain open though remarkable progress has been made recently towards their solutions. Alan Rendall's book states, in a down-to-earth form, fundamental results used to solve different types of equations. In each case he gives applications to special models as well as to general properties of Einsteinian spacetimes. A chapter on ODE contains, in particular, a detailed discussion of Bianchi spacetimes. A chapter entitled 'Elliptic systems' treats the Einstein constraints. A chapter entitled 'Hyperbolic systems' is followed by a chapter on the Cauchy problem and a chapter 'Global results' which contains recently proved theorems. A chapter is dedicated to the Einstein-Vlasov system, of which the author is a specialist. On the whole, the book surveys, in a concise though precise way, many essential results of recent interest in mathematical general relativity, and it is very clearly written. Each chapter is followed by an up to date bibliography. In conclusion, this book will be a valuable asset to relativists who wish to learn clearly-stated mathematical results and to mathematicians who want to penetrate into the subtleties of general relativity, as a mathematical and physical theory. (book review)
Introduction to inverse problems for differential equations
Hasanov Hasanoğlu, Alemdar
2017-01-01
This book presents a systematic exposition of the main ideas and methods in treating inverse problems for PDEs arising in basic mathematical models, though it makes no claim to being exhaustive. Mathematical models of most physical phenomena are governed by initial and boundary value problems for PDEs, and inverse problems governed by these equations arise naturally in nearly all branches of science and engineering. The book’s content, especially in the Introduction and Part I, is self-contained and is intended to also be accessible for beginning graduate students, whose mathematical background includes only basic courses in advanced calculus, PDEs and functional analysis. Further, the book can be used as the backbone for a lecture course on inverse and ill-posed problems for partial differential equations. In turn, the second part of the book consists of six nearly-independent chapters. The choice of these chapters was motivated by the fact that the inverse coefficient and source problems considered here a...
First-order partial differential equations in classical dynamics
Smith, B. R.
2009-12-01
Carathèodory's classic work on the calculus of variations explores in depth the connection between ordinary differential equations and first-order partial differential equations. The n second-order ordinary differential equations of a classical dynamical system reduce to a single first-order differential equation in 2n independent variables. The general solution of first-order partial differential equations touches on many concepts central to graduate-level courses in analytical dynamics including the Hamiltonian, Lagrange and Poisson brackets, and the Hamilton-Jacobi equation. For all but the simplest dynamical systems the solution requires one or more of these techniques. Three elementary dynamical problems (uniform acceleration, harmonic motion, and cyclotron motion) can be solved directly from the appropriate first-order partial differential equation without the use of advanced methods. The process offers an unusual perspective on classical dynamics, which is readily accessible to intermediate students who are not yet fully conversant with advanced approaches.
Non-Linear Approximation of Bayesian Update
Litvinenko, Alexander
2016-06-23
We develop a non-linear approximation of expensive Bayesian formula. This non-linear approximation is applied directly to Polynomial Chaos Coefficients. In this way, we avoid Monte Carlo sampling and sampling error. We can show that the famous Kalman Update formula is a particular case of this update.
Neural Networks for Non-linear Control
DEFF Research Database (Denmark)
Sørensen, O.
1994-01-01
This paper describes how a neural network, structured as a Multi Layer Perceptron, is trained to predict, simulate and control a non-linear process.......This paper describes how a neural network, structured as a Multi Layer Perceptron, is trained to predict, simulate and control a non-linear process....
Neural Networks for Non-linear Control
DEFF Research Database (Denmark)
Sørensen, O.
1994-01-01
This paper describes how a neural network, structured as a Multi Layer Perceptron, is trained to predict, simulate and control a non-linear process.......This paper describes how a neural network, structured as a Multi Layer Perceptron, is trained to predict, simulate and control a non-linear process....
The Importance of Non-Linearity on Turbulent Fluxes
DEFF Research Database (Denmark)
Rokni, Masoud
2007-01-01
Two new non-linear models for the turbulent heat fluxes are derived and developed from the transport equation of the scalar passive flux. These models are called as non-linear eddy diffusivity and non-linear scalar flux. The structure of these models is compared with the exact solution which...... is derived from the Cayley-Hamilton theorem and contains a three term-basis plus a non-linear term due to scalar fluxes. In order to study the performance of the model itself, all other turbulent quantities are taken from a DNS channel flow data-base and thus the error source has been minimized. The results...... are compared with the DNS channel flow and good agreement is achieved. It has been shown that the non-linearity parts of the models are important to capture the true path of the streamwise scalar fluxes. It has also been shown that one of model constant should have negative sign rather than positive, which had...
Fem Formulation of Coupled Partial Differential Equations for Heat Transfer
Ameer Ahamad, N.; Soudagar, Manzoor Elahi M.; Kamangar, Sarfaraz; Anjum Badruddin, Irfan
2017-08-01
Heat Transfer in any field plays an important role for transfer of energy from one region to another region. The heat transfer in porous medium can be simulated with the help of two partial differential equations. These equations need an alternate and relatively easy method due to complexity of the phenomenon involved. This article is dedicated to discuss the finite element formulation of heat transfer in porous medium in Cartesian coordinates. A triangular element is considered to discretize the governing partial differential equations and matrix equations are developed for 3 nodes of element. Iterative approach is used for the two sets of matrix equations involved representing two partial differential equations.
Bipartite Fuzzy Stochastic Differential Equations with Global Lipschitz Condition
Directory of Open Access Journals (Sweden)
Marek T. Malinowski
2016-01-01
Full Text Available We introduce and analyze a new type of fuzzy stochastic differential equations. We consider equations with drift and diffusion terms occurring at both sides of equations. Therefore we call them the bipartite fuzzy stochastic differential equations. Under the Lipschitz and boundedness conditions imposed on drifts and diffusions coefficients we prove existence of a unique solution. Then, insensitivity of the solution under small changes of data of equation is examined. Finally, we mention that all results can be repeated for solutions to bipartite set-valued stochastic differential equations.
The Painlevé property for partial differential equations
Weiss, John; Tabor, M.; Carnevale, George
1983-03-01
In this paper we define the Painlevé property for partial differential equations and show how it determines, in a remarkably simple manner, the integrability, the Bäcklund transforms, the linearizing transforms, and the Lax pairs of three well-known partial differential equations (Burgers' equation, KdV equation, and the modified KdV equation). This indicates that the Painlevé property may provide a unified description of integrable behavior in dynamical systems (ordinary and partial differential equations), while, at the same time, providing an efficient method for determining the integrability of particular systems.
Stochastic Runge-Kutta Software Package for Stochastic Differential Equations
Gevorkyan, M N; Korolkova, A V; Kulyabov, D S; Sevastyanov, L A
2016-01-01
As a result of the application of a technique of multistep processes stochastic models construction the range of models, implemented as a self-consistent differential equations, was obtained. These are partial differential equations (master equation, the Fokker--Planck equation) and stochastic differential equations (Langevin equation). However, analytical methods do not always allow to research these equations adequately. It is proposed to use the combined analytical and numerical approach studying these equations. For this purpose the numerical part is realized within the framework of symbolic computation. It is recommended to apply stochastic Runge--Kutta methods for numerical study of stochastic differential equations in the form of the Langevin. Under this approach, a program complex on the basis of analytical calculations metasystem Sage is developed. For model verification logarithmic walks and Black--Scholes two-dimensional model are used. To illustrate the stochastic "predator--prey" type model is us...
Relations between Stochastic and Partial Differential Equations in Hilbert Spaces
Directory of Open Access Journals (Sweden)
I. V. Melnikova
2012-01-01
Full Text Available The aim of the paper is to introduce a generalization of the Feynman-Kac theorem in Hilbert spaces. Connection between solutions to the abstract stochastic differential equation and solutions to the deterministic partial differential (with derivatives in Hilbert spaces equation for the probability characteristic is proved. Interpretation of objects in the equations is given.
NUMERICAL HOPF BIFURCATION OF DELAY-DIFFERENTIAL EQUATIONS
Institute of Scientific and Technical Information of China (English)
无
2006-01-01
In this paper we consider the numerical solution of some delay differential equations undergoing a Hopf bifurcation. We prove that if the delay differential equations have a Hopf bifurcation point atλ=λ*, then the numerical solution of the equation also has a Hopf bifurcation point atλh =λ* + O(h).
Time Reversal of Volterra Processes Driven Stochastic Differential Equations
Directory of Open Access Journals (Sweden)
L. Decreusefond
2013-01-01
Full Text Available We consider stochastic differential equations driven by some Volterra processes. Under time reversal, these equations are transformed into past-dependent stochastic differential equations driven by a standard Brownian motion. We are then in position to derive existence and uniqueness of solutions of the Volterra driven SDE considered at the beginning.
Compatible Spatial Discretizations for Partial Differential Equations
Energy Technology Data Exchange (ETDEWEB)
Arnold, Douglas, N, ed.
2004-11-25
From May 11--15, 2004, the Institute for Mathematics and its Applications held a hot topics workshop on Compatible Spatial Discretizations for Partial Differential Equations. The numerical solution of partial differential equations (PDE) is a fundamental task in science and engineering. The goal of the workshop was to bring together a spectrum of scientists at the forefront of the research in the numerical solution of PDEs to discuss compatible spatial discretizations. We define compatible spatial discretizations as those that inherit or mimic fundamental properties of the PDE such as topology, conservation, symmetries, and positivity structures and maximum principles. A wide variety of discretization methods applied across a wide range of scientific and engineering applications have been designed to or found to inherit or mimic intrinsic spatial structure and reproduce fundamental properties of the solution of the continuous PDE model at the finite dimensional level. A profusion of such methods and concepts relevant to understanding them have been developed and explored: mixed finite element methods, mimetic finite differences, support operator methods, control volume methods, discrete differential forms, Whitney forms, conservative differencing, discrete Hodge operators, discrete Helmholtz decomposition, finite integration techniques, staggered grid and dual grid methods, etc. This workshop seeks to foster communication among the diverse groups of researchers designing, applying, and studying such methods as well as researchers involved in practical solution of large scale problems that may benefit from advancements in such discretizations; to help elucidate the relations between the different methods and concepts; and to generally advance our understanding in the area of compatible spatial discretization methods for PDE. Particular points of emphasis included: + Identification of intrinsic properties of PDE models that are critical for the fidelity of numerical
Non-linear wave loads and ship responses by a time-domain strip theory
DEFF Research Database (Denmark)
Xia, Jinzhu; Wang, Zhaohui; Jensen, Jørgen Juncher
1998-01-01
A non-linear time-domain strip theory for vertical wave loads and ship responses is presented. The theory is generalized from a rigorous linear time-domain strip theory representation. The hydrodynamic memory effect due to the free surface is approximated by a higher order differential equation. ...... and are systematically compared with the experimental results given by Watanabe et al. (1989, J. Soc. Naval Architects Japan, 166) and O’Dea et al. (1992, Proc. 19th Symp. on Naval Hydrodynamics). The agreement between the present predictions and the experiments is very encouraging....
Campoamor-Stursberg, R.
2016-08-01
Using the general solution of the differential equation x¨(t) +g1(t) x˙ +g2(t) x = 0 , a generic basis of the point-symmetry algebra sl(3 , R) is constructed. Deriving the equation from a time-dependent Lagrangian, the basis elements corresponding to Noether symmetries are deduced. The generalized Lewis invariant is constructed explicitly using a linear combination of Noether symmetries. The procedure is generalized to the case of systems of second-order ordinary differential equations with maximal sl(n + 2 , R) -symmetry, and its possible adaptation to the inhomogeneous non-linear case illustrated by an example.
Exact solutions for some nonlinear partial differential equations
Energy Technology Data Exchange (ETDEWEB)
Peng, Yan-Ze
2003-08-11
Exact solutions to some nonlinear partial differential equations, including (2+1)-dimensional breaking soliton equation, sine-Gordon equation and double sine-Gordon equation, are studied by means of the mapping method proposed by the author recently. Many new results are presented. A simple review of the method is finally given.
Lyapunov functionals and stability of stochastic functional differential equations
Shaikhet, Leonid
2013-01-01
Stability conditions for functional differential equations can be obtained using Lyapunov functionals. Lyapunov Functionals and Stability of Stochastic Functional Differential Equations describes the general method of construction of Lyapunov functionals to investigate the stability of differential equations with delays. This work continues and complements the author’s previous book Lyapunov Functionals and Stability of Stochastic Difference Equations, where this method is described for discrete- and continuous-time difference equations. The text begins with a description of the peculiarities of deterministic and stochastic functional differential equations. There follow basic definitions for stability theory of stochastic hereditary systems, and a formal procedure of Lyapunov functionals construction is presented. Stability investigation is conducted for stochastic linear and nonlinear differential equations with constant and distributed delays. The proposed method is used for stability investigation of di...
Structure-preserving algorithms for oscillatory differential equations
Wu, Xinyuan; Wang, Bin
2013-01-01
Structure-Preserving Algorithms for Oscillatory Differential Equations describes a large number of highly effective and efficient structure-preserving algorithms for second-order oscillatory differential equations by using theoretical analysis and numerical validation. Structure-preserving algorithms for differential equations, especially for oscillatory differential equations, play an important role in the accurate simulation of oscillatory problems in applied sciences and engineering. The book discusses novel advances in the ARKN, ERKN, two-step ERKN, Falkner-type and energy-preserving methods, etc. for oscillatory differential equations. The work is intended for scientists, engineers, teachers and students who are interested in structure-preserving algorithms for differential equations. Xinyuan Wu is a professor at Nanjing University; Xiong You is an associate professor at Nanjing Agricultural University; Bin Wang is a joint Ph.D student of Nanjing University and University of Cambridge.
FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH STOPPING TIME
Institute of Scientific and Technical Information of China (English)
吴臻
2004-01-01
The existence and uniqueness results of fully coupled forward-backward stochastic differential equations with stopping time (unbounded) is obtained. One kind of comparison theorem for this kind of equations is also proved.
Nonparametric Bayesian drift estimation for multidimensional stochastic differential equations
Gugushvili, S.; Spreij, P.
2014-01-01
We consider nonparametric Bayesian estimation of the drift coefficient of a multidimensional stochastic differential equation from discrete-time observations on the solution of this equation. Under suitable regularity conditions, we establish posterior consistency in this context.
An introduction to differential equations and their applications
Farlow, Stanley J
2006-01-01
This introductory text explores 1st- and 2nd-order differential equations, series solutions, the Laplace transform, difference equations, much more. Numerous figures, problems with solutions, notes. 1994 edition. Includes 268 figures and 23 tables.
Limit theorems for solutions of stochastic differential equation problems
Directory of Open Access Journals (Sweden)
J. Vom Scheidt
1980-01-01
Full Text Available In this paper linear differential equations with random processes as coefficients and as inhomogeneous term are regarded. Limit theorems are proved for the solutions of these equations if the random processes are weakly correlated processes.
STRICT STABILITY OF IMPULSIVE SET VALUED DIFFERENTIAL EQUATIONS
Institute of Scientific and Technical Information of China (English)
无
2011-01-01
In this paper, we develop strict stability concepts of ODE to impulsive hybrid set valued differential equations. By Lyapunov’s original method, we get some basic strict stability criteria of impulsive hybrid set valued equations.
Polynomial normal forms of constrained differential equations with three parameters
Jardon-Kojakhmetov, H.; Broer, Henk W.
2014-01-01
We study generic constrained differential equations (CDEs) with three parameters, thereby extending Takens's classification of singularities of such equations. In this approach, the singularities analyzed are the Swallowtail, the Hyperbolic, and the Elliptic Umbilics. We provide polynomial local
Introduction to computation and modeling for differential equations
Edsberg, Lennart
2008-01-01
An introduction to scientific computing for differential equationsIntroduction to Computation and Modeling for Differential Equations provides a unified and integrated view of numerical analysis, mathematical modeling in applications, and programming to solve differential equations, which is essential in problem-solving across many disciplines, such as engineering, physics, and economics. This book successfully introduces readers to the subject through a unique ""Five-M"" approach: Modeling, Mathematics, Methods, MATLAB, and Multiphysics. This approach facilitates a thorough understanding of h
RAZUMIKHIN-TYPE THEOREMS OF NEUTRAL STOCHASTIC FUNCTIONAL DIFFERENTIAL EQUATIONS
Institute of Scientific and Technical Information of China (English)
Zhou Shaobo; Hu Shigeng
2009-01-01
The stability of stochastic functional differential equation with Markovian switching was studied by several authors, but there was almost no work on the stability of the neutral stochastic functional differential equations with Markovian switching. The aim of this article is to close this gap. The authors establish Razumikhin-type theorem of the neutral stochastic functional differential equations with Markovian switching, and those without Markovian switching.
Partial differential equations theory and completely solved problems
Hillen, Thomas; van Roessel, Henry
2014-01-01
Uniquely provides fully solved problems for linear partial differential equations and boundary value problems Partial Differential Equations: Theory and Completely Solved Problems utilizes real-world physical models alongside essential theoretical concepts. With extensive examples, the book guides readers through the use of Partial Differential Equations (PDEs) for successfully solving and modeling phenomena in engineering, biology, and the applied sciences. The book focuses exclusively on linear PDEs and how they can be solved using the separation of variables technique. The authors begin
Techniques in Linear and Nonlinear Partial Differential Equations
1991-10-21
nonlinear partial differential equations , elliptic 15. NUMBER OF PAGES hyperbolic and parabolic. Variational methods. Vibration problems. Ordinary Five...NONLINEAR PARTIAL DIFFERENTIAL EQUATIONS FINAL TECHNICAL REPORT PROFESSOR LOUIS NIRENBERG OCTOBER 21, 1991 NT)S CRA&I D FIC ,- U.S. ARMY RESEARCH OFFICE...Analysis and partial differential equations . ed. C. Sadowsky. Marcel Dekker (1990) 567-619. [7] Lin, Fanghua, Asymptotic behavior of area-minimizing
Hamilton Jacobi method for solving ordinary differential equations
Mei, Feng-Xiang; Wu, Hui-Bin; Zhang, Yong-Fa
2006-08-01
The Hamilton-Jacobi method for solving ordinary differential equations is presented in this paper. A system of ordinary differential equations of first order or second order can be expressed as a Hamilton system under certain conditions. Then the Hamilton-Jacobi method is used in the integration of the Hamilton system and the solution of the original ordinary differential equations can be found. Finally, an example is given to illustrate the application of the result.