Schwarz maps of algebraic linear ordinary differential equations

Science.gov (United States)

Sanabria Malagón, Camilo

2017-12-01

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

Basic linear partial differential equations

CERN Document Server

Treves, Francois

1975-01-01

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

Linear measure functional differential equations with infinite delay

OpenAIRE

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

2014-01-01

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

Non-linear wave equations:Mathematical techniques

International Nuclear Information System (INIS)

1978-01-01

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

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

Directory of Open Access Journals (Sweden)

Olaniyi Samuel Iyiola

2014-09-01

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

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

Science.gov (United States)

Chen, Minfeng; Gao, Zongsheng; Du, Yunfei

2017-01-01

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

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.

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

International Nuclear Information System (INIS)

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

2009-01-01

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

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.

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

International Nuclear Information System (INIS)

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

2007-01-01

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

Rational approximations to solutions of linear differential equations.

Science.gov (United States)

Chudnovsky, D V; Chudnovsky, G V

1983-08-01

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

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

NARCIS (Netherlands)

Asveld, P.R.J.

1989-01-01

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

Partial Differential Equations

CERN Document Server

1988-01-01

The volume contains a selection of papers presented at the 7th Symposium on differential geometry and differential equations (DD7) held at the Nankai Institute of Mathematics, Tianjin, China, in 1986. Most of the contributions are original research papers on topics including elliptic equations, hyperbolic equations, evolution equations, non-linear equations from differential geometry and mechanics, micro-local analysis.

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

Science.gov (United States)

Rosenblatt, Marcus; Timmer, Jens; Kaschek, Daniel

2016-01-01

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

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

Science.gov (United States)

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

1994-01-01

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

High-order quantum algorithm for solving linear differential equations

International Nuclear Information System (INIS)

Berry, Dominic W

2014-01-01

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

A local-global problem for linear differential equations

NARCIS (Netherlands)

Put, Marius van der; Reversat, Marc

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

A local-global problem for linear differential equations

NARCIS (Netherlands)

Put, Marius van der; Reversat, Marc

2008-01-01

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

Could solitons be adiabatic invariants attached to certain non linear equations

International Nuclear Information System (INIS)

Lochak, P.

1984-01-01

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

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

International Nuclear Information System (INIS)

Bonalumi, Riccardo A.

1998-01-01

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

Non-instantaneous impulses in differential equations

CERN Document Server

Agarwal, Ravi; O'Regan, Donal

2017-01-01

This monograph is the first published book devoted to the theory of differential equations with non-instantaneous impulses. It aims to equip the reader with mathematical models and theory behind real life processes in physics, biology, population dynamics, ecology and pharmacokinetics. The authors examine a wide scope of differential equations with non-instantaneous impulses through three comprehensive chapters, providing an all-rounded and unique presentation on the topic, including: - Ordinary differential equations with non-instantaneous impulses (scalar and n-dimensional case) - Fractional differential equa tions with non-instantaneous impulses (with Caputo fractional derivatives of order q ϵ (0, 1)) - Ordinary differential equations with non-instantaneous impulses occurring at random moments (with exponential, Erlang, or Gamma distribution) Each chapter focuses on theory, proofs and examples, and contains numerous graphs to enrich the reader’s understanding. Additionally, a carefully selected bibliogr...

Introduction to linear systems of differential equations

CERN Document Server

Adrianova, L Ya

1995-01-01

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

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

Science.gov (United States)

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

2002-11-01

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

From ordinary to partial differential equations

CERN Document Server

Esposito, Giampiero

2017-01-01

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

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

International Nuclear Information System (INIS)

Valat, J.

1960-12-01

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

Hamiltonian structures of some non-linear evolution equations

International Nuclear Information System (INIS)

Tu, G.Z.

1983-06-01

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

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

OpenAIRE

Leibov Roman

2017-01-01

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

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

Science.gov (United States)

Pipkins, Daniel Scott

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

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

DEFF Research Database (Denmark)

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

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

Linear matrix differential equations of higher-order and applications

Directory of Open Access Journals (Sweden)

Mustapha Rachidi

2008-07-01

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

A non-differentiable solution for the local fractional telegraph equation

Directory of Open Access Journals (Sweden)

Li Jie

2017-01-01

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

Dual exponential polynomials and linear differential equations

Science.gov (United States)

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

2018-01-01

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

Darboux transformations and linear parabolic partial differential equations

International Nuclear Information System (INIS)

Arrigo, Daniel J.; Hickling, Fred

2002-01-01

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

First order linear ordinary differential equations in associative algebras

Directory of Open Access Journals (Sweden)

Gordon Erlebacher

2004-01-01

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

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

NARCIS (Netherlands)

Dorren, H.J.S.

1998-01-01

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

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

Science.gov (United States)

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

2018-04-01

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

Approximate Method for Solving the Linear Fuzzy Delay Differential Equations

Directory of Open Access Journals (Sweden)

S. Narayanamoorthy

2015-01-01

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

Runge-Kutta Methods for Linear Ordinary Differential Equations

Science.gov (United States)

Zingg, David W.; Chisholm, Todd T.

1997-01-01

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

Growth of meromorphic solutions of higher-order linear differential equations

Directory of Open Access Journals (Sweden)

Wenjuan Chen

2009-01-01

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

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

Directory of Open Access Journals (Sweden)

Yu Zhang

2016-01-01

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

Non-local quasi-linear parabolic equations

International Nuclear Information System (INIS)

Amann, H

2005-01-01

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

Singular Linear Differential Equations in Two Variables

NARCIS (Netherlands)

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

2008-01-01

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

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

Directory of Open Access Journals (Sweden)

Hossein Jafari

2016-04-01

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

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

Science.gov (United States)

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

2011-07-01

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

Subroutine for series solutions of linear differential equations

International Nuclear Information System (INIS)

Tasso, H.; Steuerwald, J.

1976-02-01

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

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

Institute of Scientific and Technical Information of China (English)

无

2008-01-01

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

Lie symmetries and differential galois groups of linear equations

NARCIS (Netherlands)

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

2002-01-01

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

Approximate Controllability for Linear Stochastic Differential Equations in Infinite Dimensions

International Nuclear Information System (INIS)

Goreac, D.

2009-01-01

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

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

International Nuclear Information System (INIS)

Man, Yiu-Kwong

2010-01-01

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

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

Science.gov (United States)

Lingala, N; Namachchivaya, N Sri

2016-06-01

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

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

OpenAIRE

Kihara, Hironobu

2008-01-01

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

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

Directory of Open Access Journals (Sweden)

Pasc Gavruta

2011-06-01

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

Sensitivity theory for general non-linear algebraic equations with constraints

International Nuclear Information System (INIS)

Oblow, E.M.

1977-04-01

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

Differential-algebraic solutions of the heat equation

OpenAIRE

Buchstaber, Victor M.; Netay, Elena Yu.

2014-01-01

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

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

International Nuclear Information System (INIS)

Huber, Alfred

2007-01-01

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

On a representation of linear differential equations

Czech Academy of Sciences Publication Activity Database

Neuman, František

2010-01-01

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

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

CERN Document Server

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

2017-01-01

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

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

Science.gov (United States)

Seaman, Brian; Osler, Thomas J.

2004-01-01

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

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

OpenAIRE

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

2017-01-01

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

Exact non-linear equations for cosmological perturbations

Energy Technology Data Exchange (ETDEWEB)

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

2017-10-01

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

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

International Nuclear Information System (INIS)

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

1984-08-01

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

Linear algebra a first course with applications to differential equations

CERN Document Server

Apostol, Tom M

2014-01-01

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

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

Science.gov (United States)

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

2009-01-01

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

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

Science.gov (United States)

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

2017-07-01

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

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

Directory of Open Access Journals (Sweden)

Yongjin Li

2013-08-01

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

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

International Nuclear Information System (INIS)

Grigoriu, Mircea; Samorodnitsky, Gennady

2004-01-01

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

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

International Nuclear Information System (INIS)

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

2009-01-01

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

On oscillation of second-order linear ordinary differential equations

Czech Academy of Sciences Publication Activity Database

Lomtatidze, A.; Šremr, Jiří

2011-01-01

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

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

Science.gov (United States)

Casasent, David; Jackson, James

1986-03-01

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

Schwarzian conditions for linear differential operators with selected differential Galois groups

International Nuclear Information System (INIS)

Abdelaziz, Y; Maillard, J-M

2017-01-01

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

Schwarzian conditions for linear differential operators with selected differential Galois groups

Science.gov (United States)

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

2017-11-01

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

Asymptotic formulae for solutions of half-linear differential equations

Czech Academy of Sciences Publication Activity Database

Řehák, Pavel

2017-01-01

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

Differential Equation over Banach Algebra

OpenAIRE

Kleyn, Aleks

2018-01-01

In the book, I considered differential equations of order $1$ over Banach $D$-algebra: differential equation solved with respect to the derivative; exact differential equation; linear homogeneous equation. In noncommutative Banach algebra, initial value problem for linear homogeneous equation has infinitely many solutions.

Non-linear effects in the Boltzmann equation

International Nuclear Information System (INIS)

Barrachina, R.O.

1985-01-01

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

Exponential estimates for solutions of half-linear differential equations

Czech Academy of Sciences Publication Activity Database

Řehák, Pavel

2015-01-01

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

Linear integral equations and soliton systems

International Nuclear Information System (INIS)

Quispel, G.R.W.

1983-01-01

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

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

Science.gov (United States)

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

2016-01-01

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

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

CERN Document Server

Camporesi, Roberto

2016-01-01

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

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

Czech Academy of Sciences Publication Activity Database

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

2017-01-01

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

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

Czech Academy of Sciences Publication Activity Database

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

2017-01-01

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

On nonnegative solutions of second order linear functional differential equations

Czech Academy of Sciences Publication Activity Database

Lomtatidze, Alexander; Vodstrčil, Petr

2004-01-01

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

Computing with linear equations and matrices

International Nuclear Information System (INIS)

Churchhouse, R.F.

1983-01-01

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

On matrix fractional differential equations

Directory of Open Access Journals (Sweden)

Adem Kılıçman

2017-01-01

Full Text Available The aim of this article is to study the matrix fractional differential equations and to find the exact solution for system of matrix fractional differential equations in terms of Riemann–Liouville using Laplace transform method and convolution product to the Riemann–Liouville fractional of matrices. Also, we show the theorem of non-homogeneous matrix fractional partial differential equation with some illustrative examples to demonstrate the effectiveness of the new methodology. The main objective of this article is to discuss the Laplace transform method based on operational matrices of fractional derivatives for solving several kinds of linear fractional differential equations. Moreover, we present the operational matrices of fractional derivatives with Laplace transform in many applications of various engineering systems as control system. We present the analytical technique for solving fractional-order, multi-term fractional differential equation. In other words, we propose an efficient algorithm for solving fractional matrix equation.

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

Directory of Open Access Journals (Sweden)

Anibal Coronel

2015-11-01

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

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

NARCIS (Netherlands)

Roerdink, J.B.T.M.

1984-01-01

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

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

NARCIS (Netherlands)

Roerdink, J.B.T.M.

1984-01-01

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

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

Science.gov (United States)

Jamison, J. W.

1994-01-01

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

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

International Nuclear Information System (INIS)

Alvarez-Estrada, R.F.

1979-01-01

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

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

Directory of Open Access Journals (Sweden)

Şuayip Yüzbaşı

2017-03-01

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

Introduction to differential equations

CERN Document Server

Taylor, Michael E

2011-01-01

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

Convergence of hybrid methods for solving non-linear partial ...

African Journals Online (AJOL)

This paper is concerned with the numerical solution and convergence analysis of non-linear partial differential equations using a hybrid method. The solution technique involves discretizing the non-linear system of PDE to obtain a corresponding non-linear system of algebraic difference equations to be solved at each time ...

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

International Nuclear Information System (INIS)

Niederle, J.

1984-01-01

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

Differential equations

CERN Document Server

Barbu, Viorel

2016-01-01

This textbook is a comprehensive treatment of ordinary differential equations, concisely presenting basic and essential results in a rigorous manner. Including various examples from physics, mechanics, natural sciences, engineering and automatic theory, Differential Equations is a bridge between the abstract theory of differential equations and applied systems theory. Particular attention is given to the existence and uniqueness of the Cauchy problem, linear differential systems, stability theory and applications to first-order partial differential equations. Upper undergraduate students and researchers in applied mathematics and systems theory with a background in advanced calculus will find this book particularly useful. Supplementary topics are covered in an appendix enabling the book to be completely self-contained.

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

International Nuclear Information System (INIS)

Kalmykov, Mikhail Yu.; Kniehl, Bernd A.

2012-05-01

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

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

International Nuclear Information System (INIS)

Momani, Shaher; Odibat, Zaid

2006-01-01

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

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

Energy Technology Data Exchange (ETDEWEB)

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

1960-12-15

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

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

Science.gov (United States)

Camporesi, Roberto

2016-01-01

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

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

Science.gov (United States)

Camporesi, Roberto

2011-01-01

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

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

OpenAIRE

Buium, Alexandru; Dupuy, Taylor

2013-01-01

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

Quantum osp-invariant non-linear Schroedinger equation

International Nuclear Information System (INIS)

Kulish, P.P.

1985-04-01

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

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

International Nuclear Information System (INIS)

Dorey, Patrick; Tateo, Roberto

2000-01-01

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

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

Czech Academy of Sciences Publication Activity Database

Opluštil, Z.; Šremr, Jiří

2011-01-01

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

Linear stochastic differential equations with anticipating initial conditions

DEFF Research Database (Denmark)

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

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

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

Science.gov (United States)

Brenier, Yann; Levy, Doron

2000-03-01

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

Refined Fuchs inequalities for systems of linear differential equations

International Nuclear Information System (INIS)

Gontsov, R R

2004-01-01

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

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

DEFF Research Database (Denmark)

Mejlbro, Leif

1997-01-01

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

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

Science.gov (United States)

Tunç, Cemil; Tunç, Osman

2016-01-01

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

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

International Nuclear Information System (INIS)

Granita; Bahar, A.

2015-01-01

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

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

Energy Technology Data Exchange (ETDEWEB)

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

2015-03-09

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

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

NARCIS (Netherlands)

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

1983-01-01

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

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

Czech Academy of Sciences Publication Activity Database

Opluštil, Z.; Šremr, Jiří

2015-01-01

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

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

Czech Academy of Sciences Publication Activity Database

Řehák, Pavel

2008-01-01

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

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

Czech Academy of Sciences Publication Activity Database

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

2011-01-01

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

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

International Nuclear Information System (INIS)

LaChapelle, J.

2004-01-01

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

New non-linear modified massless Klein-Gordon equation

Energy Technology Data Exchange (ETDEWEB)

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

2017-11-15

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

International Conference on Differential Equations and Mathematical Physics

CERN Document Server

Saitō, Yoshimi

1987-01-01

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

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

Czech Academy of Sciences Publication Activity Database

Řehák, Pavel; Taddei, V.

2016-01-01

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

Oscillatory solutions of the Cauchy problem for linear differential equations

Directory of Open Access Journals (Sweden)

Gro Hovhannisyan

2015-06-01

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

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

Directory of Open Access Journals (Sweden)

Hidetoshi Tahara

2015-01-01

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

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

Czech Academy of Sciences Publication Activity Database

Opluštil, Z.; Šremr, Jiří

2013-01-01

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

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

Czech Academy of Sciences Publication Activity Database

Opluštil, Z.; Šremr, Jiří

2013-01-01

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

An implicit meshless scheme for the solution of transient non-linear Poisson-type equations

KAUST Repository

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.

An implicit meshless scheme for the solution of transient non-linear Poisson-type equations

KAUST Repository

Bourantas, Georgios; Burganos, Vasilis N.

2013-01-01

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.

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

International Nuclear Information System (INIS)

Esmail, S.F.H.

2006-01-01

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

Properties of meromorphic solutions to certain differential-difference equations

Directory of Open Access Journals (Sweden)

Xiaoguang Qi

2013-06-01

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

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

International Nuclear Information System (INIS)

Berge, L.; Pesme, D.

1992-01-01

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

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

Science.gov (United States)

Tisdell, Christopher C.

2017-11-01

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

Stability of non-linear constitutive formulations for viscoelastic fluids

CERN Document Server

Siginer, Dennis A

2014-01-01

Stability of Non-linear Constitutive Formulations for Viscoelastic Fluids provides a complete and up-to-date view of the field of constitutive equations for flowing viscoelastic fluids, in particular on their non-linear behavior, the stability of these constitutive equations that is their predictive power, and the impact of these constitutive equations on the dynamics of viscoelastic fluid flow in tubes. This book gives an overall view of the theories and attendant methodologies developed independently of thermodynamic considerations as well as those set within a thermodynamic framework to derive non-linear rheological constitutive equations for viscoelastic fluids. Developments in formulating Maxwell-like constitutive differential equations as well as single integral constitutive formulations are discussed in the light of Hadamard and dissipative type of instabilities.

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

Institute of Scientific and Technical Information of China (English)

无

2012-01-01

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

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

Directory of Open Access Journals (Sweden)

Akane Hongyo

2017-01-01

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

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

International Nuclear Information System (INIS)

Jimenez, J.C.

2009-06-01

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

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

Directory of Open Access Journals (Sweden)

Maamar Andasmas

2016-04-01

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

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

Energy Technology Data Exchange (ETDEWEB)

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

2016-07-05

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

A Solution to the Fundamental Linear Fractional Order Differential Equation

Science.gov (United States)

Hartley, Tom T.; Lorenzo, Carl F.

1998-01-01

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

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...

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

Science.gov (United States)

Hunt, L. R.; Villarreal, Ramiro

1987-01-01

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

Partial differential equations

CERN Document Server

Evans, Lawrence C

2010-01-01

This text gives a comprehensive survey of modern techniques in the theoretical study of partial differential equations (PDEs) with particular emphasis on nonlinear equations. The exposition is divided into three parts: representation formulas for solutions; theory for linear partial differential equations; and theory for nonlinear partial differential equations. Included are complete treatments of the method of characteristics; energy methods within Sobolev spaces; regularity for second-order elliptic, parabolic, and hyperbolic equations; maximum principles; the multidimensional calculus of variations; viscosity solutions of Hamilton-Jacobi equations; shock waves and entropy criteria for conservation laws; and, much more.The author summarizes the relevant mathematics required to understand current research in PDEs, especially nonlinear PDEs. While he has reworked and simplified much of the classical theory (particularly the method of characteristics), he primarily emphasizes the modern interplay between funct...

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

International Nuclear Information System (INIS)

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

1983-01-01

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

Non-Noether conserved quantity for differential equations of motion in the phase space

Institute of Scientific and Technical Information of China (English)

无

2002-01-01

A non-Noether conserved quantity for the differential equations of motion of mechanical systems in the phase space is studied. The differential equations of motion of the systems are established and the determining equations of Lie symmetry are given. An existence theorem of non-Noether conserved quantity is obtained. An example is given to illustrate the application of the result.

Generalized non-linear Schroedinger hierarchy

International Nuclear Information System (INIS)

Aratyn, H.; Gomes, J.F.; Zimerman, A.H.

1994-01-01

The importance in studying the completely integrable models have became evident in the last years due to the fact that those models present an algebraic structure extremely rich, providing the natural scenery for solitons description. Those models can be described through non-linear differential equations, pseudo-linear operators (Lax formulation), or a matrix formulation. The integrability implies in the existence of a conservation law associated to each of degree of freedom. Each conserved charge Q i can be associated to a Hamiltonian, defining a time evolution related to to a time t i through the Hamilton equation ∂A/∂t i =[A,Q i ]. Particularly, for a two-dimensions field theory, infinite degree of freedom exist, and consequently infinite conservation laws describing the time evolution in space of infinite times. The Hamilton equation defines a hierarchy of models which present a infinite set of conservation laws. This paper studies the generalized non-linear Schroedinger hierarchy

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.

Linear measure functional differential equations with infinite delay

Czech Academy of Sciences Publication Activity Database

Monteiro, Giselle Antunes; Slavík, A.

2014-01-01

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

Linear q-nonuniform difference equations

International Nuclear Information System (INIS)

Bangerezako, Gaspard

2010-01-01

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

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

KAUST Repository

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

2015-01-01

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

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

KAUST Repository

Liu, Da-Yan

2015-04-30

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

Oscillation of solutions of some higher order linear differential equations

Directory of Open Access Journals (Sweden)

Hong-Yan Xu

2009-11-01

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

Local p-Adic Differential Equations

NARCIS (Netherlands)

Put, Marius van der; Taelman, Lenny

2006-01-01

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

Differential equations methods and applications

CERN Document Server

Said-Houari, Belkacem

2015-01-01

This book presents a variety of techniques for solving ordinary differential equations analytically and features a wealth of examples. Focusing on the modeling of real-world phenomena, it begins with a basic introduction to differential equations, followed by linear and nonlinear first order equations and a detailed treatment of the second order linear equations. After presenting solution methods for the Laplace transform and power series, it lastly presents systems of equations and offers an introduction to the stability theory. To help readers practice the theory covered, two types of exercises are provided: those that illustrate the general theory, and others designed to expand on the text material. Detailed solutions to all the exercises are included. The book is excellently suited for use as a textbook for an undergraduate class (of all disciplines) in ordinary differential equations. .

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

DEFF Research Database (Denmark)

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

1994-01-01

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

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

International Nuclear Information System (INIS)

Fujii, Akira; Kluemper, Andreas

1999-01-01

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

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

Czech Academy of Sciences Publication Activity Database

Neuman, František

2004-01-01

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

A class of degenerate stochastic differential equations with non ...

Indian Academy of Sciences (India)

Introduction. In this article we consider (possibly degenerate) stochastic differential equations (SDEs) with non-Lipschitz coefficients. If the coefficients are Lipschitz, we can prove the existence of a unique strong solution (see [9]). But uniqueness fails in the case of non-Lipschitz coefficients. The literature on this topic is not ...

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

International Nuclear Information System (INIS)

Kaniel, S.; Itin, Y.

2006-01-01

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

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

Science.gov (United States)

Li, Chen; Liao, Yufei

2018-03-01

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

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

International Nuclear Information System (INIS)

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

2005-01-01

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

Backward stochastic differential equations from linear to fully nonlinear theory

CERN Document Server

Zhang, Jianfeng

2017-01-01

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

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

Science.gov (United States)

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

2017-04-01

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

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.

VCODE, Ordinary Differential Equation Solver for Stiff and Non-Stiff Problems

International Nuclear Information System (INIS)

Cohen, Scott D.; Hindmarsh, Alan C.

2001-01-01

1 - Description of program or function: CVODE is a package written in ANSI standard C for solving initial value problems for ordinary differential equations. It solves both stiff and non stiff systems. In the stiff case, it includes a variety of options for treating the Jacobian of the system, including dense and band matrix solvers, and a preconditioned Krylov (iterative) solver. 2 - Method of solution: Integration is by Adams or BDF (Backward Differentiation Formula) methods, at user option. Corrector iteration is by functional iteration or Newton iteration. For the solution of linear systems within Newton iteration, users can select a dense solver, a band solver, a diagonal approximation, or a preconditioned Generalized Minimal Residual (GMRES) solver. In the dense and band cases, the user can supply a Jacobian approximation or let CVODE generate it internally. In the GMRES case, the pre-conditioner is user-supplied

Multigrid methods for partial differential equations - a short introduction

International Nuclear Information System (INIS)

Linden, J.; Stueben, K.

1993-01-01

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

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

Science.gov (United States)

Zhukovsky, K V

2016-01-01

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

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

Science.gov (United States)

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

2018-03-01

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

Differential equations and finite groups

NARCIS (Netherlands)

Put, Marius van der; Ulmer, Felix

2000-01-01

The classical solution of the Riemann-Hilbert problem attaches to a given representation of the fundamental group a regular singular linear differential equation. We present a method to compute this differential equation in the case of a representation with finite image. The approach uses Galois

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

Science.gov (United States)

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

2008-01-01

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

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

International Nuclear Information System (INIS)

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

1985-01-01

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

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

Science.gov (United States)

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

2018-04-01

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

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

International Nuclear Information System (INIS)

Hermeline, F.

2008-12-01

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

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

Science.gov (United States)

Hasegawa, Chihiro; Duffull, Stephen B

2018-02-01

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

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

OpenAIRE

Hardouin, Charlotte; Minchenko, Andrei; Ovchinnikov, Alexey

2015-01-01

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

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

International Nuclear Information System (INIS)

Edery, D.

1983-11-01

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

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

Directory of Open Access Journals (Sweden)

Yoshitsugu Takei

2015-01-01

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

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

International Nuclear Information System (INIS)

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

1985-01-01

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

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

Science.gov (United States)

Camporesi, Roberto

2016-01-01

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

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

Science.gov (United States)

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

1972-01-01

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

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...

Differential equations

CERN Document Server

Tricomi, FG

2013-01-01

Based on his extensive experience as an educator, F. G. Tricomi wrote this practical and concise teaching text to offer a clear idea of the problems and methods of the theory of differential equations. The treatment is geared toward advanced undergraduates and graduate students and addresses only questions that can be resolved with rigor and simplicity.Starting with a consideration of the existence and uniqueness theorem, the text advances to the behavior of the characteristics of a first-order equation, boundary problems for second-order linear equations, asymptotic methods, and diff

Partial differential equations

CERN Document Server

Agranovich, M S

2002-01-01

Mark Vishik's Partial Differential Equations seminar held at Moscow State University was one of the world's leading seminars in PDEs for over 40 years. This book celebrates Vishik's eightieth birthday. It comprises new results and survey papers written by many renowned specialists who actively participated over the years in Vishik's seminars. Contributions include original developments and methods in PDEs and related fields, such as mathematical physics, tomography, and symplectic geometry. Papers discuss linear and nonlinear equations, particularly linear elliptic problems in angles and gener

Introduction to ordinary differential equations

CERN Document Server

Rabenstein, Albert L

1966-01-01

Introduction to Ordinary Differential Equations is a 12-chapter text that describes useful elementary methods of finding solutions using ordinary differential equations. This book starts with an introduction to the properties and complex variable of linear differential equations. Considerable chapters covered topics that are of particular interest in applications, including Laplace transforms, eigenvalue problems, special functions, Fourier series, and boundary-value problems of mathematical physics. Other chapters are devoted to some topics that are not directly concerned with finding solutio

Quasi-Newton methods for parameter estimation in functional differential equations

Science.gov (United States)

Brewer, Dennis W.

1988-01-01

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

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

Directory of Open Access Journals (Sweden)

Musa Danjuma SHEHU

2008-06-01

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

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

International Nuclear Information System (INIS)

Dietrich, K.; Vautherin, D.

1985-01-01

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

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

International Nuclear Information System (INIS)

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

2006-01-01

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

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

NARCIS (Netherlands)

Roerdink, J.B.T.M.

1981-01-01

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

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

Science.gov (United States)

Frank, T D; Beek, P J

2001-08-01

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

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

International Nuclear Information System (INIS)

Frank, T D

2005-01-01

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

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

Czech Academy of Sciences Publication Activity Database

Mukhigulashvili, Sulkhan; Manjikashvili, M.

2017-01-01

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

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

Czech Academy of Sciences Publication Activity Database

Mukhigulashvili, Sulkhan; Manjikashvili, M.

2017-01-01

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

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

Science.gov (United States)

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

2013-01-01

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

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

NARCIS (Netherlands)

Bochev, Mikhail A.

2013-01-01

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

A differential equation for the Generalized Born radii.

Science.gov (United States)

Fogolari, Federico; Corazza, Alessandra; Esposito, Gennaro

2013-06-28

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

Non-linear calculation of PCRV using dynamic relaxation

International Nuclear Information System (INIS)

Schnellenbach, G.

1979-01-01

A brief review is presented of a numerical method called the dynamic relaxation method for stress analysis of the concrete in prestressed concrete pressure vessels. By this method the three-dimensional elliptic differential equations of the continuum are changed into the four-dimensional hyperbolic differential equations known as wave equations. The boundary value problem of the static system is changed into an initial and boundary value problem for which a solution exists if the physical system is defined at time t=0. The effect of non-linear stress-strain behaviour of the material as well as creep and cracking are considered

Quantum linear Boltzmann equation

International Nuclear Information System (INIS)

Vacchini, Bassano; Hornberger, Klaus

2009-01-01

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

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

Science.gov (United States)

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

2014-10-20

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

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

International Nuclear Information System (INIS)

Takeuchi, A.; Inoue, A.

2007-01-01

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

Complex centers of polynomial differential equations

Directory of Open Access Journals (Sweden)

Mohamad Ali M. Alwash

2007-07-01

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

Legendre-tau approximations for functional differential equations

Science.gov (United States)

Ito, K.; Teglas, R.

1986-01-01

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

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

International Nuclear Information System (INIS)

Mielke, E.W.; Scherzer, R.

1980-10-01

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

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.

Weak self-adjoint differential equations

International Nuclear Information System (INIS)

Gandarias, M L

2011-01-01

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

Hartman-Wintner growth results for sublinear functional differential equations

Directory of Open Access Journals (Sweden)

John A. D. Appleby

2017-01-01

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

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.

Non-resonant oscillations for some third-order differential equations II

International Nuclear Information System (INIS)

Ezeilo, J.O.C.; Omari, P.

1987-11-01

The existence of 2π-periodic solutions to the equation x'''+ax''+g(t,x')+cx=p(t) is proved, under certain non-resonance conditions on the non-linear function g(t,y). Here a,c are constants, but the case where a,c are not necessarily constants is also discussed, subject to some rather special non-resonance conditions on g. The uniqueness of the solutions is also examined. (author). 12 refs

Ordinary differential equations principles and applications

CERN Document Server

Nandakumaran, A K; George, Raju K

2017-01-01

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

Numerical Analysis of Partial Differential Equations

CERN Document Server

Lui, S H

2011-01-01

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

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

Science.gov (United States)

Tisdell, Christopher C.

2017-01-01

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

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

Energy Technology Data Exchange (ETDEWEB)

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

1977-06-01

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

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

Science.gov (United States)

Pérez-Jordá, José M

2016-02-01

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

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

Science.gov (United States)

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

2017-05-01

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

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

International Nuclear Information System (INIS)

Datta, Dhurjati Prasad; Bose, Manoj Kumar

2004-01-01

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

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

DEFF Research Database (Denmark)

Darula, Radoslav; Sorokin, Sergey

2012-01-01

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

On matrix fractional differential equations

OpenAIRE

Adem Kılıçman; Wasan Ajeel Ahmood

2017-01-01

The aim of this article is to study the matrix fractional differential equations and to find the exact solution for system of matrix fractional differential equations in terms of Riemann–Liouville using Laplace transform method and convolution product to the Riemann–Liouville fractional of matrices. Also, we show the theorem of non-homogeneous matrix fractional partial differential equation with some illustrative examples to demonstrate the effectiveness of the new methodology. The main objec...

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

Directory of Open Access Journals (Sweden)

Heinz Toparkus

2014-04-01

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

First-order partial differential equations

CERN Document Server

Rhee, Hyun-Ku; Amundson, Neal R

2001-01-01

This first volume of a highly regarded two-volume text is fully usable on its own. After going over some of the preliminaries, the authors discuss mathematical models that yield first-order partial differential equations; motivations, classifications, and some methods of solution; linear and semilinear equations; chromatographic equations with finite rate expressions; homogeneous and nonhomogeneous quasilinear equations; formation and propagation of shocks; conservation equations, weak solutions, and shock layers; nonlinear equations; and variational problems. Exercises appear at the end of mo

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

Science.gov (United States)

Ndogmo, J. C.

2017-06-01

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

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

International Nuclear Information System (INIS)

Ehsani, Amir

2015-01-01

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

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

International Nuclear Information System (INIS)

Sentis, R.

1984-07-01

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

Differential constraints and exact solutions of nonlinear diffusion equations

International Nuclear Information System (INIS)

Kaptsov, Oleg V; Verevkin, Igor V

2003-01-01

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

Algorithmic Verification of Linearizability for Ordinary Differential Equations

KAUST Repository

Lyakhov, Dmitry A.

2017-07-19

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

Differential equations I essentials

CERN Document Server

REA, Editors of

2012-01-01

REA's Essentials provide quick and easy access to critical information in a variety of different fields, ranging from the most basic to the most advanced. As its name implies, these concise, comprehensive study guides summarize the essentials of the field covered. Essentials are helpful when preparing for exams, doing homework and will remain a lasting reference source for students, teachers, and professionals. Differential Equations I covers first- and second-order equations, series solutions, higher-order linear equations, and the Laplace transform.

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

International Nuclear Information System (INIS)

Levin, E.; Lublinsky, M.

2004-01-01

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

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

African Journals Online (AJOL)

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

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

International Nuclear Information System (INIS)

Aristov, Anatoly I

2011-01-01

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

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

Directory of Open Access Journals (Sweden)

Azizallah Alvandi

2017-06-01

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

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

Science.gov (United States)

Buendía, Gabriela; Cordero, Francisco

2013-01-01

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

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

Science.gov (United States)

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

2017-12-01

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

Systems of Inhomogeneous Linear Equations

Science.gov (United States)

Scherer, Philipp O. J.

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

Stochastic differential equation model to Prendiville processes

International Nuclear Information System (INIS)

Granita; Bahar, Arifah

2015-01-01

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

Stochastic differential equation model to Prendiville processes

Energy Technology Data Exchange (ETDEWEB)

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

2015-10-22

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

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

Directory of Open Access Journals (Sweden)

Resat Yilmazer

2016-02-01

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

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

Directory of Open Access Journals (Sweden)

Ai-Min Yang

2014-01-01

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

PC analysis of stochastic differential equations driven by Wiener noise

KAUST Repository

Le Maitre, Olivier

2015-03-01

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

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

Science.gov (United States)

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

2017-04-01

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

Introduction to partial differential equations

CERN Document Server

Borthwick, David

2016-01-01

This modern take on partial differential equations does not require knowledge beyond vector calculus and linear algebra. The author focuses on the most important classical partial differential equations, including conservation equations and their characteristics, the wave equation, the heat equation, function spaces, and Fourier series, drawing on tools from analysis only as they arise.Within each section the author creates a narrative that answers the five questions: (1) What is the scientific problem we are trying to understand? (2) How do we model that with PDE? (3) What techniques can we use to analyze the PDE? (4) How do those techniques apply to this equation? (5) What information or insight did we obtain by developing and analyzing the PDE? The text stresses the interplay between modeling and mathematical analysis, providing a thorough source of problems and an inspiration for the development of methods.

Differential equations a concise course

CERN Document Server

Bear, H S

2011-01-01

Concise introduction for undergraduates includes, among other topics, a survey of first order equations, discussions of complex-valued solutions, linear differential operators, inverse operators and variation of parameters method, the Laplace transform, Picard's existence theorem, and an exploration of various interpretations of systems of equations. Numerous clearly stated theorems and proofs, examples, and problems followed by solutions.

Trends in differential equations and applications

CERN Document Server

Neble, María; Galván, José

2016-01-01

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

Some mathematical problems in non-linear Physics

International Nuclear Information System (INIS)

1983-01-01

The main results contained in this report are the following: I) A general analysis of non-autonomous conserved densities for simple linear evolution systems. II) Partial differential systems within a wide class are converted into Lagrange an form. III) Rigorous criteria for existence of integrating factor matrices. IV) Isolation of all third-order evolution equations with high order symmetries and conservation laws. (Author) 3 refs

New stability and boundedness results to Volterra integro-differential equations with delay

Directory of Open Access Journals (Sweden)

Cemil Tunç

2016-04-01

Full Text Available In this paper, we consider a certain non-linear Volterra integro-differential equations with delay. We study stability and boundedness of solutions. The technique of proof involves defining suitable Lyapunov functionals. Our results improve and extend the results obtained in literature.

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

Science.gov (United States)

Cresson, Jacky; Pierret, Frédéric

2016-05-01

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

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

NARCIS (Netherlands)

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

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

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

Science.gov (United States)

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

2017-07-01

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

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

Directory of Open Access Journals (Sweden)

Shahid Hasnain

2017-07-01

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

Optimal overlapping of waveform relaxation method for linear differential equations

International Nuclear Information System (INIS)

Yamada, Susumu; Ozawa, Kazufumi

2000-01-01

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

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

International Nuclear Information System (INIS)

Roy Chowdhury, A.; Mukherjee, J.

1986-07-01

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

Introduction to differential equations with dynamical systems

CERN Document Server

Campbell, Stephen L

2011-01-01

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

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

International Nuclear Information System (INIS)

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

2008-01-01

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

Partial differential equations mathematical techniques for engineers

CERN Document Server

Epstein, Marcelo

2017-01-01

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

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

Science.gov (United States)

Scott, M

2012-08-01

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

Differential and difference equations a comparison of methods of solution

CERN Document Server

Maximon, Leonard C

2016-01-01

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

Focal decompositions for linear differential equations of the second order

Directory of Open Access Journals (Sweden)

L. Birbrair

2003-01-01

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

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

International Nuclear Information System (INIS)

Drouffe, J.M.; Flyvbjerg, H.

1989-08-01

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

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

Science.gov (United States)

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

2013-05-13

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

Optimal moving grids for time-dependent partial differential equations

Science.gov (United States)

Wathen, A. J.

1992-01-01

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

An introduction to differential equations using MATLAB

CERN Document Server

Butt, Rizwan

2016-01-01

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

Mathematical Methods in Wave Propagation: Part 2--Non-Linear Wave Front Analysis

Science.gov (United States)

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)

Analysis of an Nth-order nonlinear differential-delay equation

Science.gov (United States)

Vallée, Réal; Marriott, Christopher

1989-01-01

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

On Fractional Order Hybrid Differential Equations

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Mohamed A. E. Herzallah

2014-01-01

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

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

Directory of Open Access Journals (Sweden)

Zhonghai Guo

2012-01-01

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

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

Science.gov (United States)

Guner, Ozkan; Bekir, Ahmet

2018-01-01

This article utilizes the local fractional derivative and the exp-function method to construct the exact solutions of nonlinear time-fractional differential equations (FDEs). For illustrating the validity of the method, it is applied to the time-fractional Camassa-Holm equation and the time-fractional-generalized fifth-order KdV equation. Moreover, the exact solutions are obtained for the equations which are formed by different parameter values related to the time-fractional-generalized fifth-order KdV equation. This method is an reliable and efficient mathematical tool for solving FDEs and it can be applied to other non-linear FDEs.

Asymptotic integration of differential and difference equations

CERN Document Server

Bodine, Sigrun

2015-01-01

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

Lyapunov functionals and stability of stochastic functional differential equations

CERN Document Server

Shaikhet, Leonid

2013-01-01

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

Numerical methods for differential equations and applications

International Nuclear Information System (INIS)

Ixaru, L.G.

1984-01-01

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

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

African Journals Online (AJOL)

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

On modulated complex non-linear dynamical systems

International Nuclear Information System (INIS)

Mahmoud, G.M.; Mohamed, A.A.; Rauh, A.

1999-01-01

This paper is concerned with the development of an approximate analytical method to investigate periodic solutions and their stability in the case of modulated non-linear dynamical systems whose equation of motion is describe. Such differential equations appear, for example, in problems of colliding particle beams in high-energy accelerators or one-mass systems with two or more degrees of freedom, e.g. rotors. The significance of periodic solutions lies on the fact that all non-periodic responses, if convergent, would approach to periodic solutions at the steady-state conditions. The example shows a good agreement between numerical and analytical results for small values of ε. The effect of the periodic modulation on the stability of the 2π-periodic solutions is discussed

A microscopic derivation of stochastic differential equations

International Nuclear Information System (INIS)

Arimitsu, Toshihico

1996-01-01

With the help of the formulation of Non-Equilibrium Thermo Field Dynamics, a unified canonical operator formalism is constructed for the quantum stochastic differential equations. In the course of its construction, it is found that there are at least two formulations, i.e. one is non-hermitian and the other is hermitian. Having settled which framework should be satisfied by the quantum stochastic differential equations, a microscopic derivation is performed for these stochastic differential equations by extending the projector methods. This investigation may open a new field for quantum systems in order to understand the deeper meaning of dissipation

A practical course in differential equations and mathematical modeling

CERN Document Server

Ibragimov , Nail H

2009-01-01

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

Approximating a retarded-advanced differential equation that models human phonation

Science.gov (United States)

Teodoro, M. Filomena

2017-11-01

In [1, 2, 3] we have got the numerical solution of a linear mixed type functional differential equation (MTFDE) introduced initially in [4], considering the autonomous and non-autonomous case by collocation, least squares and finite element methods considering B-splines basis set. The present work introduces a numerical scheme using least squares method (LSM) and Gaussian basis functions to solve numerically a nonlinear mixed type equation with symmetric delay and advance which models human phonation. The preliminary results are promising. We obtain an accuracy comparable with the previous results.

Informed Conjecturing of Solutions for Differential Equations in a Modeling Context

Science.gov (United States)

Winkel, Brian

2015-01-01

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

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

Directory of Open Access Journals (Sweden)

Salih Yalcinbas

2016-01-01

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

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

Science.gov (United States)

Hu, Yueqin; Treinen, Raymond

2018-04-06

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

Differential Equations Compatible with KZ Equations

International Nuclear Information System (INIS)

Felder, G.; Markov, Y.; Tarasov, V.; Varchenko, A.

2000-01-01

We define a system of 'dynamical' differential equations compatible with the KZ differential equations. The KZ differential equations are associated to a complex simple Lie algebra g. These are equations on a function of n complex variables z i taking values in the tensor product of n finite dimensional g-modules. The KZ equations depend on the 'dual' variable in the Cartan subalgebra of g. The dynamical differential equations are differential equations with respect to the dual variable. We prove that the standard hypergeometric solutions of the KZ equations also satisfy the dynamical equations. As an application we give a new determinant formula for the coordinates of a basis of hypergeometric solutions

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

International Nuclear Information System (INIS)

Salat, A.

1981-12-01

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

On stochastic differential equations with random delay

International Nuclear Information System (INIS)

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

2011-01-01

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

Dynamical symmetries of semi-linear Schrodinger and diffusion equations

International Nuclear Information System (INIS)

Stoimenov, Stoimen; Henkel, Malte

2005-01-01

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

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

Institute of Scientific and Technical Information of China (English)

无

2012-01-01

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

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

International Nuclear Information System (INIS)

Phan Thanh An; Phan Le Na; Ngo Quoc Chung

2004-05-01

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

Non-linear analysis of skew thin plate by finite difference method

International Nuclear Information System (INIS)

Kim, Chi Kyung; Hwang, Myung Hwan

2012-01-01

This paper deals with a discrete analysis capability for predicting the geometrically nonlinear behavior of skew thin plate subjected to uniform pressure. The differential equations are discretized by means of the finite difference method which are used to determine the deflections and the in-plane stress functions of plates and reduced to several sets of linear algebraic simultaneous equations. For the geometrically non-linear, large deflection behavior of the plate, the non-linear plate theory is used for the analysis. An iterative scheme is employed to solve these quasi-linear algebraic equations. Several problems are solved which illustrate the potential of the method for predicting the finite deflection and stress. For increasing lateral pressures, the maximum principal tensile stress occurs at the center of the plate and migrates toward the corners as the load increases. It was deemed important to describe the locations of the maximum principal tensile stress as it occurs. The load-deflection relations and the maximum bending and membrane stresses for each case are presented and discussed

Solving Linear Differential Equations

NARCIS (Netherlands)

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

2010-01-01

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

Neutral Backward Stochastic Functional Differential Equations and Their Application

OpenAIRE

Wei, Wenning

2013-01-01

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

Numerical solution of distributed order fractional differential equations

Science.gov (United States)

Katsikadelis, John T.

2014-02-01

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

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

International Nuclear Information System (INIS)

Balog, Janos; Hegedues, Arpad

2005-01-01

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

On the singular perturbations for fractional differential equation.

Science.gov (United States)

Atangana, Abdon

2014-01-01

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

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

International Nuclear Information System (INIS)

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

1979-09-01

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

Unconditionally stable difference methods for delay partial differential equations

OpenAIRE

Huang, Chengming; Vandewalle, Stefan

2012-01-01

This paper is concerned with the numerical solution of parabolic partial differential equations with time-delay. We focus in particular on the delay dependent stability analysis of difference methods that use a non-constrained mesh, i.e., the time step-size is not required to be a submultiple of the delay. We prove that the fully discrete system unconditionally preserves the delay dependent asymptotic stability of the linear test problem under consideration, when the following discretizati...

Oscillation of Nonlinear Delay Differential Equation with Non-Monotone Arguments

Directory of Open Access Journals (Sweden)

Özkan Öcalan

2017-07-01

Full Text Available Consider the first-order nonlinear retarded differential equation $$ x^{\\prime }(t+p(tf\\left( x\\left( \\tau (t\\right \\right =0, t\\geq t_{0} $$ where $p(t$ and $\\tau (t$ are function of positive real numbers such that $%\\tau (t\\leq t$ for$\\ t\\geq t_{0},\\ $and$\\ \\lim_{t\\rightarrow \\infty }\\tau(t=\\infty $. Under the assumption that the retarded argument is non-monotone, new oscillation results are given. An example illustrating the result is also given.

Linear orbit parameters for the exact equations of motion

International Nuclear Information System (INIS)

Parzen, G.

1995-01-01

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

Partial differential equations & boundary value problems with Maple

CERN Document Server

Articolo, George A

2009-01-01

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

Fast and local non-linear evolution of steep wave-groups on deep water: A comparison of approximate models to fully non-linear simulations

International Nuclear Information System (INIS)

Adcock, T. A. A.; Taylor, P. H.

2016-01-01

The non-linear Schrödinger equation and its higher order extensions are routinely used for analysis of extreme ocean waves. This paper compares the evolution of individual wave-packets modelled using non-linear Schrödinger type equations with packets modelled using fully non-linear potential flow models. The modified non-linear Schrödinger Equation accurately models the relatively large scale non-linear changes to the shape of wave-groups, with a dramatic contraction of the group along the mean propagation direction and a corresponding extension of the width of the wave-crests. In addition, as extreme wave form, there is a local non-linear contraction of the wave-group around the crest which leads to a localised broadening of the wave spectrum which the bandwidth limited non-linear Schrödinger Equations struggle to capture. This limitation occurs for waves of moderate steepness and a narrow underlying spectrum

A Unified Introduction to Ordinary Differential Equations

Science.gov (United States)

Lutzer, Carl V.

2006-01-01

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

The non-differentiable solution for local fractional Laplace equation in steady heat-conduction problem

Directory of Open Access Journals (Sweden)

Chen Jie-Dong

2016-01-01

Full Text Available In this paper, we investigate the local fractional Laplace equation in the steady heat-conduction problem. The solutions involving the non-differentiable graph are obtained by using the characteristic equation method (CEM via local fractional derivative. The obtained results are given to present the accuracy of the technology to solve the steady heat-conduction in fractal media.

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

Energy Technology Data Exchange (ETDEWEB)

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

2016-12-15

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

Differential equations a dynamical systems approach ordinary differential equations

CERN Document Server

Hubbard, John H

1991-01-01

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

On deformations of linear differential systems

NARCIS (Netherlands)

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

2011-01-01

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

Analysis of stability for stochastic delay integro-differential equations.

Science.gov (United States)

Zhang, Yu; Li, Longsuo

2018-01-01

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

On the Singular Perturbations for Fractional Differential Equation

Directory of Open Access Journals (Sweden)

Abdon Atangana

2014-01-01

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

Inequalities for differential and integral equations

CERN Document Server

Ames, William F

1997-01-01

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

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

International Nuclear Information System (INIS)

Martin, P.; Zamudio-Cristi, J.

1982-01-01

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

INPUT-OUTPUT STRUCTURE OF LINEAR-DIFFERENTIAL ALGEBRAIC SYSTEMS

NARCIS (Netherlands)

KUIJPER, M; SCHUMACHER, JM

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

Linear-quadratic control and quadratic differential forms for multidimensional behaviors

NARCIS (Netherlands)

Napp, D.; Trentelman, H.L.

2011-01-01

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

Non-linear numerical studies of the tearing mode

International Nuclear Information System (INIS)

Schnack, D.D. Jr.

1978-01-01

A non-linear, time dependent, hydromagnetic model is developed and applied to the tearing mode, one of a class of instabilities which can occur in a magnetically confined plasma when the constraint of infinite conductivity is relaxed. The model is based on the eight partial differential equations of resistive magnetohydrodynamics (MHD). The equations are expressed as a set of conservation laws which conserves magnetic flux, momentum, mass, and total energy. These equations are then written in general, orthogonal, curvilinear coordinates in two space dimensions, so that the model can readily be applied to a variety of geometries. No assumption about the ordering of terms is made. The resulting equations are then solved by the method of finite differences on an Eulerian mesh. The model is applied to several geometries

KAM for the non-linear Schroedinger equation

CERN Document Server

Eliasson, L H

2006-01-01

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

Quantum hydrodynamics and nonlinear differential equations for degenerate Fermi gas

International Nuclear Information System (INIS)

Bettelheim, Eldad; Abanov, Alexander G; Wiegmann, Paul B

2008-01-01

We present new nonlinear differential equations for spacetime correlation functions of Fermi gas in one spatial dimension. The correlation functions we consider describe non-stationary processes out of equilibrium. The equations we obtain are integrable equations. They generalize known nonlinear differential equations for correlation functions at equilibrium [1-4] and provide vital tools for studying non-equilibrium dynamics of electronic systems. The method we developed is based only on Wick's theorem and the hydrodynamic description of the Fermi gas. Differential equations appear directly in bilinear form. (fast track communication)

Dynamics of partial differential equations

CERN Document Server

Wayne, C Eugene

2015-01-01

This book contains two review articles on the dynamics of partial differential equations that deal with closely related topics but can be read independently. Wayne reviews recent results on the global dynamics of the two-dimensional Navier-Stokes equations. This system exhibits stable vortex solutions: the topic of Wayne's contribution is how solutions that start from arbitrary initial conditions evolve towards stable vortices. Weinstein considers the dynamics of localized states in nonlinear Schrodinger and Gross-Pitaevskii equations that describe many optical and quantum systems. In this contribution, Weinstein reviews recent bifurcations results of solitary waves, their linear and nonlinear stability properties, and results about radiation damping where waves lose energy through radiation.   The articles, written independently, are combined into one volume to showcase the tools of dynamical systems theory at work in explaining qualitative phenomena associated with two classes of partial differential equ...

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

Directory of Open Access Journals (Sweden)

Jan Awrejcewicz

2004-01-01

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

Surveys in differential-algebraic equations III

CERN Document Server

Reis, Timo

2015-01-01

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

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

Directory of Open Access Journals (Sweden)

Huiying Sun

2014-01-01

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

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

CERN Document Server

Shubin, M

1994-01-01

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

Generation and Identification of Ordinary Differential Equations of Maximal Symmetry Algebra

Directory of Open Access Journals (Sweden)

J. C. Ndogmo

2016-01-01

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

Mathematical problems in non-linear Physics: some results

International Nuclear Information System (INIS)

1979-01-01

The basic results presented in this report are the following: 1) Characterization of the range and Kernel of the variational derivative. 2) Determination of general conservation laws in linear evolution equations, as well as bounds for the number of polynomial conserved densities in non-linear evolution equations in two independent variables of even order. 3) Construction of the most general evolution equation which has a given family of conserved densities. 4) Regularity conditions for the validity of the Lie invariance method. 5) A simple class of perturbations in non-linear wave equations. 6) Soliton solutions in generalized KdV equations. (author)

Constructing general partial differential equations using polynomial and neural networks.

Science.gov (United States)

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. Copyright © 2015 Elsevier Ltd. All rights reserved.

Exponential stability in a scalar functional differential equation

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Pituk Mihály

2006-01-01

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

Self-oscillations of aircraft landing gear shock-strut at considerable non-linear friction

Directory of Open Access Journals (Sweden)

Б.М. Шифрин

2004-01-01

Full Text Available  The report considers self-oscillations at ε >1. The previous works were dedicated to the elastic frictional L.G. shock strut oscillations, the mathematical model of which is a non-linear differential equation with low ε parameter of its right-hand part.

Using system theory and energy methods to prove existence of non-linear PDE's

NARCIS (Netherlands)

Zwart, H.J.

2015-01-01

In this discussion paper we present an idea of combining techniques known from systems theory with energy estimates to show existence for a class of non-linear partial differential equations (PDE's). At the end of the paper a list of research questions with possible approaches is given.

Linearized gravity in terms of differential forms

Science.gov (United States)

Baykal, Ahmet; Dereli, Tekin

2017-01-01

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

Calculation model of non-linear dynamic deformation of composite multiphase rods

Directory of Open Access Journals (Sweden)

Mishchenko Andrey Viktorovich

2014-05-01

Full Text Available The method of formulating non-linear physical equations for multiphase rods is suggested in the article. Composite multiphase rods possess various structures, include shear, polar, radial and axial inhomogeneity. The Timoshenko’s hypothesis with the large rotation angles is used. The method is based on the approximation of longitudinal normal stress low by basic functions expansions regarding the linear viscosity low. The shear stresses are calculated with the equilibrium equation using the subsidiary function of the longitudinal shift force. The system of differential equations connecting the internal forces and temperature with abstract deformations are offered by the basic functions. The application of power functions with arbitrary index allows presenting the compact form equations. The functional coefficients in this system are the highest order rigidity characteristics. The whole multiphase cross-section rigidity characteristics are offered the sums of the rigidity characteristics of the same phases individually. The obtained system allows formulating the well-known particular cases. Among them: hard plasticity and linear elastic deformation, different module deformation and quadratic Gerstner’s low elastic deformation. The reform of differential equations system to the quasilinear is suggested. This system contains the secant variable rigidity characteristics depending on abstract deformations. This system includes the sum of the same uniform blocks of different order. The rods phases defined the various set of uniform blocks phase materials. The integration of dynamic, kinematic and physical equations taking into account initial and edge condition defines the full dynamical multiphase rods problem. The quasilinear physical equations allow getting the variable flexibility matrix of multiphase rod and rods system.

Oscillatory behaviour of solutions of linear neutral differential ...

African Journals Online (AJOL)

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

Growth of meromorphic solutions of delay differential equations

OpenAIRE

Halburd, Rod; Korhonen, Risto

2016-01-01

Necessary conditions are obtained for certain types of rational delay differential equations to admit a non-rational meromorphic solution of hyper-order less than one. The equations obtained include delay Painlev\\'e equations and equations solved by elliptic functions.

Engineering equations for characterizing non-linear laser intensity propagation in air with loss.

Science.gov (United States)

Karr, Thomas; Stotts, Larry B; Tellez, Jason A; Schmidt, Jason D; Mansell, Justin D

2018-02-19

The propagation of high peak-power laser beams in real atmospheres will be affected at long range by both linear and nonlinear effects contained therein. Arguably, J. H. Marburger is associated with the mathematical characterization of this phenomenon. This paper provides a validated set of engineering equations for characterizing the self-focusing distance from a laser beam propagating through non-turbulent air with, and without, loss as well as three source configurations: (1) no lens, (2) converging lens and (3) diverging lens. The validation was done against wave-optics simulation results. Some validated equations follow Marburger completely, but others do not, requiring modification of the original theory. Our results can provide a guide for numerical simulations and field experiments.

A textbook on ordinary differential equations

CERN Document Server

Ahmad, Shair

2015-01-01

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

Vibration suppression in ultrasonic machining described by non-linear differential equations

International Nuclear Information System (INIS)

Kamel, M. M.; El-Ganaini, W. A. A.; Hamed, Y. S.

2009-01-01

Vibrations are usually undesired phenomena as they may cause damage or destruction of the system. However, sometimes they are desirable, as in ultrasonic machining (USM). In such case, the problem is a complicated one, as it is required to reduce the vibration of the machine head and have reasonable amplitude for the tool. In the present work, the coupling of two non-linear oscillators of the tool holder and tool representing ultrasonic cutting process is investigated. This leads to a two-degree-of-freedom system subjected to multi-external excitation force. The aim of this work is to control the tool holder behavior at simultaneous primary and internal resonance condition and have high amplitude for the tool. Multiple scale perturbation method is applied to obtain a solution up to the second order approximations. Other different resonance cases are reported and studied numerically. The stability of the system is investigated applying both phase-plane and frequency response techniques. The effects of the different parameters of the tool on the system behavior are studied numerically. Comparison with the available published work is reported

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

NARCIS (Netherlands)

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

2016-01-01

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

Solution methods for large systems of linear equations in BACCHUS

International Nuclear Information System (INIS)

Homann, C.; Dorr, B.

1993-05-01

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

Impact of quadratic non-linearity on the dynamics of periodic solutions of a wave equation

International Nuclear Information System (INIS)

Kolesov, Andrei Yu; Rozov, Nikolai Kh

2002-01-01

For the non-linear telegraph equation with homogeneous Dirichlet or Neumann conditions at the end-points of a finite interval the question of the existence and the stability of time-periodic solutions bifurcating from the zero equilibrium state is considered. The dynamics of these solutions under a change of the diffusion coefficient (that is, the coefficient of the second derivative with respect to the space variable) is investigated. For the Dirichlet boundary conditions it is shown that this dynamics substantially depends on the presence - or the absence - of quadratic terms in the non-linearity. More precisely, it is shown that a quadratic non-linearity results in the occurrence, under an unbounded decrease of diffusion, of an infinite sequence of bifurcations of each periodic solution. En route, the related issue of the limits of applicability of Yu.S. Kolesov's method of quasinormal forms to the construction of self-oscillations in singularly perturbed hyperbolic boundary value problems is studied

Hartree Fock-type equations in relativistic quantum electrodynamics with non-linear gauge fixing

International Nuclear Information System (INIS)

Dietz, K.; Hess, B.A.

1990-08-01

Relativistic mean-field equations are obtained by minimizing the effective energy obtained from the gauge-invariant energy density by eliminating electro-magnetic degrees of freedom in certain characteristic non-linear gauges. It is shown that by an appropriate choice of gauge many-body correlations, e.g. screening, three-body 'forces' etc. can be included already at the mean-field level. The many-body perturbation theory built on the latter is then expected to show improved 'convergence'. (orig.)

Partial differential equations with numerical methods

CERN Document Server

Larsson, Stig

2003-01-01

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

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

DEFF Research Database (Denmark)

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

2008-01-01

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

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

KAUST Repository

Zygalakis, K. C.

2011-01-01

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

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

Science.gov (United States)

Tisdell, C. C.

2017-01-01

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

Efficient solution of the non-linear Reynolds equation for compressible fluid using the finite element method

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...

A new RBF-Trefftz meshless method for partial differential equations

International Nuclear Information System (INIS)

Cao Leilei; Zhao Ning; Qin Qinghua

2010-01-01

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

Rapid Fourier space solution of linear partial integro-differential equations in toroidal magnetic confinement geometries

International Nuclear Information System (INIS)

McMillan, B.F.; Jolliet, S.; Tran, T.M.; Villard, L.; Bottino, A.; Angelino, P.

2010-01-01

Fluctuating quantities in magnetic confinement geometries often inherit a strong anisotropy along the field lines. One technique for describing these structures is the use of a certain set of Fourier components on the tori of nested flux surfaces. We describe an implementation of this approach for solving partial differential equations, like Poisson's equation, where a different set of Fourier components may be chosen on each surface according to the changing safety factor profile. Allowing the resolved components to change to follow the anisotropy significantly reduces the total number of degrees of freedom in the description. This can permit large gains in computational performance. We describe, in particular, how this approach can be applied to rapidly solve the gyrokinetic Poisson equation in a particle code, ORB5 (Jolliet et al. (2007) [5]), with a regular (non-field-aligned) mesh. (authors)

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

Science.gov (United States)

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

2018-03-15

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

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

Science.gov (United States)

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

2018-03-01

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

Nonlinear differential equations

Energy Technology Data Exchange (ETDEWEB)

Dresner, L.

1988-01-01

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

Nonlinear differential equations

International Nuclear Information System (INIS)

Dresner, L.

1988-01-01

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

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

Science.gov (United States)

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

2002-01-01

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

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

Directory of Open Access Journals (Sweden)

Gemechis File

2012-01-01

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

Differential equations for dummies

CERN Document Server

Holzner, Steven

2008-01-01

The fun and easy way to understand and solve complex equations Many of the fundamental laws of physics, chemistry, biology, and economics can be formulated as differential equations. This plain-English guide explores the many applications of this mathematical tool and shows how differential equations can help us understand the world around us. Differential Equations For Dummies is the perfect companion for a college differential equations course and is an ideal supplemental resource for other calculus classes as well as science and engineering courses. It offers step-by-step techniques, practical tips, numerous exercises, and clear, concise examples to help readers improve their differential equation-solving skills and boost their test scores.

Existence of positive solutions for multi-term non-autonomous fractional differential equations with polynomial coefficients

Directory of Open Access Journals (Sweden)

Azizollah Babakhani

2006-10-01

Full Text Available In the present paper we discuss the existence of positive solutions in the case of multi-term non-autonomous fractional differential equations with polynomial coefficients; the constant coefficient case has been studied in [2]. We consider the equation $$ Big(D^{alpha_n} -sum_{j = 1}^{n - 1} p_j(xD^{alpha_{n - j}}Bigy = f(x, y. $$ We state various conditions on $f$ and $p_j$'s under which this equation has: positive solutions, a unique solution which is positive, and a unique solution which may not be positive.

Lie Group Classifications and Non-differentiable Solutions for Time-Fractional Burgers Equation

International Nuclear Information System (INIS)

Wu Guocheng

2011-01-01

Lie group method provides an efficient tool to solve nonlinear partial differential equations. This paper suggests Lie group method for fractional partial differential equations. A time-fractional Burgers equation is used as an example to illustrate the effectiveness of the Lie group method and some classes of exact solutions are obtained. (electromagnetism, optics, acoustics, heat transfer, classical mechanics, and fluid dynamics)

Resummation of the 1/N-expansion of the non-linear σ-model by Dyson-Schwinger equations

International Nuclear Information System (INIS)

Drouffe, J.M.; Flyvbjerg, H.

1988-02-01

Dyson-Schwinger equations for the O(N)-symmetric non-linear σ-model are derived and expanded in 1/N. A closed set of equations is obtained by keeping only the leading term and the first correction term in this expansion. These equations are solved numerically in 2 dimensions on square lattices of sizes 50x50 and 100x100. Results for the magnetic susceptibility and the mass gap are compared with predictions of the ordinary 1/N-expansion and with Monte Carlo results. The results obtained with the Dyson-Schwinger equations show the same scaling behavior as found in the Monte Carlo results. This is not the behavior predicted by the perturbative renormalization group. (orig.)

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

African Journals Online (AJOL)

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

Solving ordinary differential equations by electrical analogy: a multidisciplinary teaching tool

Science.gov (United States)

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.

Dual solutions of three-dimensional flow and heat transfer over a non-linearly stretching/shrinking sheet

Science.gov (United States)

Naganthran, Kohilavani; Nazar, Roslinda; Pop, Ioan

2018-05-01

This study investigated the influence of the non-linearly stretching/shrinking sheet on the boundary layer flow and heat transfer. A proper similarity transformation simplified the system of partial differential equations into a system of ordinary differential equations. This system of similarity equations is then solved numerically by using the bvp4c function in the MATLAB software. The generated numerical results presented graphically and discussed in the relevance of the governing parameters. Dual solutions found as the sheet stretched and shrunk in the horizontal direction. Stability analysis showed that the first solution is physically realizable whereas the second solution is not practicable.

An introduction to stochastic differential equations

CERN Document Server

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

Multi-matrix loop equations: algebraic and differential structures and an approximation based on deformation quantization

International Nuclear Information System (INIS)

Krishnaswami, Govind 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 regularized versions of the Yang-Mills, Chern-Simons and Gaussian actions. But the linear equations are underdetermined just as the loop equations were. For any particular solution, the shuffle reciprocal is explicitly inverted to get the zeroth order gluon correlations. To go beyond zeroth order, we find a Poisson bracket on the shuffle algebra and associative q-products interpolating between shuffle and concatenation. This method, and a complementary one of deforming annihilation rather than product are shown to give over and underestimates for correlations of a gaussian matrix model

Local energy decay for linear wave equations with variable coefficients

Science.gov (United States)

Ikehata, Ryo

2005-06-01

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

Non-Linear Dynamics of Saturn's Rings

Science.gov (United States)

Esposito, L. W.

2016-12-01

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. Stresses are strikingly inhomogeneous and fluctuations are large compared to equilibrium. 2. They are strongly forced by resonances: which drive a non-linear response, that push 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. 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. Summary of Halo Results: A predator-prey model for ring dynamics produces transient structures like `straw' that can explain the halo morphology 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).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 explains both small and large particles at resonances. We calculate the stationary size distribution using a cell-to-cell mapping procedure that converts the phase-plane trajectories to a Markov chain. Approximating it as an asymmetric random walk with reflecting boundaries

Pythagoras, Binomial, and de Moivre Revisited Through Differential Equations

OpenAIRE

Singh, Jitender; Bajaj, Renu

2018-01-01

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

Computation of a numerically satisfactory pair of solutions of the differential equation for conical functions of non-negative integer orders

NARCIS (Netherlands)

T.M. Dunster (Mark); A. Gil (Amparo); J. Segura (Javier); N.M. Temme (Nico)

2014-01-01

textabstractWe consider the problem of computing satisfactory pair of solutions of the differential equation for Legendre functions of non-negative integer order $\\mu$ and degree $-\\frac12+i\\tau$, where $\\tau$ is a non-negative real parameter. Solutions of this equation are the conical functions

The role of non-equilibrium fluxes in the relaxation processes of the linear chemical master equation.

Science.gov (United States)

de Oliveira, Luciana Renata; Bazzani, Armando; Giampieri, Enrico; Castellani, Gastone C

2014-08-14

We propose a non-equilibrium thermodynamical description in terms of the Chemical Master Equation (CME) to characterize the dynamics of a chemical cycle chain reaction among m different species. These systems can be closed or open for energy and molecules exchange with the environment, which determines how they relax to the stationary state. Closed systems reach an equilibrium state (characterized by the detailed balance condition (D.B.)), while open systems will reach a non-equilibrium steady state (NESS). The principal difference between D.B. and NESS is due to the presence of chemical fluxes. In the D.B. condition the fluxes are absent while for the NESS case, the chemical fluxes are necessary for the state maintaining. All the biological systems are characterized by their "far from equilibrium behavior," hence the NESS is a good candidate for a realistic description of the dynamical and thermodynamical properties of living organisms. In this work we consider a CME written in terms of a discrete Kolmogorov forward equation, which lead us to write explicitly the non-equilibrium chemical fluxes. For systems in NESS, we show that there is a non-conservative "external vector field" whose is linearly proportional to the chemical fluxes. We also demonstrate that the modulation of these external fields does not change their stationary distributions, which ensure us to study the same system and outline the differences in the system's behavior when it switches from the D.B. regime to NESS. We were interested to see how the non-equilibrium fluxes influence the relaxation process during the reaching of the stationary distribution. By performing analytical and numerical analysis, our central result is that the presence of the non-equilibrium chemical fluxes reduces the characteristic relaxation time with respect to the D.B. condition. Within a biochemical and biological perspective, this result can be related to the "plasticity property" of biological systems and to their

The role of non-equilibrium fluxes in the relaxation processes of the linear chemical master equation

International Nuclear Information System (INIS)

Oliveira, Luciana Renata de; Bazzani, Armando; Giampieri, Enrico; Castellani, Gastone C.

2014-01-01

We propose a non-equilibrium thermodynamical description in terms of the Chemical Master Equation (CME) to characterize the dynamics of a chemical cycle chain reaction among m different species. These systems can be closed or open for energy and molecules exchange with the environment, which determines how they relax to the stationary state. Closed systems reach an equilibrium state (characterized by the detailed balance condition (D.B.)), while open systems will reach a non-equilibrium steady state (NESS). The principal difference between D.B. and NESS is due to the presence of chemical fluxes. In the D.B. condition the fluxes are absent while for the NESS case, the chemical fluxes are necessary for the state maintaining. All the biological systems are characterized by their “far from equilibrium behavior,” hence the NESS is a good candidate for a realistic description of the dynamical and thermodynamical properties of living organisms. In this work we consider a CME written in terms of a discrete Kolmogorov forward equation, which lead us to write explicitly the non-equilibrium chemical fluxes. For systems in NESS, we show that there is a non-conservative “external vector field” whose is linearly proportional to the chemical fluxes. We also demonstrate that the modulation of these external fields does not change their stationary distributions, which ensure us to study the same system and outline the differences in the system's behavior when it switches from the D.B. regime to NESS. We were interested to see how the non-equilibrium fluxes influence the relaxation process during the reaching of the stationary distribution. By performing analytical and numerical analysis, our central result is that the presence of the non-equilibrium chemical fluxes reduces the characteristic relaxation time with respect to the D.B. condition. Within a biochemical and biological perspective, this result can be related to the “plasticity property” of biological

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

International Nuclear Information System (INIS)

Pantelis, G.

1995-05-01

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

A course in ordinary differential equations

CERN Document Server

Swift, Randall J

2014-01-01

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

Singular stochastic differential equations

CERN Document Server

Cherny, Alexander S

2005-01-01

The authors introduce, in this research monograph on stochastic differential equations, a class of points termed isolated singular points. Stochastic differential equations possessing such points (called singular stochastic differential equations here) arise often in theory and in applications. However, known conditions for the existence and uniqueness of a solution typically fail for such equations. The book concentrates on the study of the existence, the uniqueness, and, what is most important, on the qualitative behaviour of solutions of singular stochastic differential equations. This is done by providing a qualitative classification of isolated singular points, into 48 possible types.

Linear versus non-linear supersymmetry, in general

Energy Technology Data Exchange (ETDEWEB)

Ferrara, Sergio [Theoretical Physics Department, CERN,CH-1211 Geneva 23 (Switzerland); INFN - Laboratori Nazionali di Frascati,Via Enrico Fermi 40, I-00044 Frascati (Italy); Department of Physics and Astronomy, UniversityC.L.A.,Los Angeles, CA 90095-1547 (United States); Kallosh, Renata [SITP and Department of Physics, Stanford University,Stanford, California 94305 (United States); Proeyen, Antoine Van [Institute for Theoretical Physics, Katholieke Universiteit Leuven,Celestijnenlaan 200D, B-3001 Leuven (Belgium); Wrase, Timm [Institute for Theoretical Physics, Technische Universität Wien,Wiedner Hauptstr. 8-10, A-1040 Vienna (Austria)

2016-04-12

We study superconformal and supergravity models with constrained superfields. The underlying version of such models with all unconstrained superfields and linearly realized supersymmetry is presented here, in addition to the physical multiplets there are Lagrange multiplier (LM) superfields. Once the equations of motion for the LM superfields are solved, some of the physical superfields become constrained. The linear supersymmetry of the original models becomes non-linearly realized, its exact form can be deduced from the original linear supersymmetry. Known examples of constrained superfields are shown to require the following LM’s: chiral superfields, linear superfields, general complex superfields, some of them are multiplets with a spin.

Linear versus non-linear supersymmetry, in general

International Nuclear Information System (INIS)

Ferrara, Sergio; Kallosh, Renata; Proeyen, Antoine Van; Wrase, Timm

2016-01-01

We study superconformal and supergravity models with constrained superfields. The underlying version of such models with all unconstrained superfields and linearly realized supersymmetry is presented here, in addition to the physical multiplets there are Lagrange multiplier (LM) superfields. Once the equations of motion for the LM superfields are solved, some of the physical superfields become constrained. The linear supersymmetry of the original models becomes non-linearly realized, its exact form can be deduced from the original linear supersymmetry. Known examples of constrained superfields are shown to require the following LM’s: chiral superfields, linear superfields, general complex superfields, some of them are multiplets with a spin.

Variation formulae for the solutions of delay differential equations with discontinuous initial conditions

International Nuclear Information System (INIS)

Kharatishvili, G L; Tadumadze, T A

2005-01-01

Variation formulae are proved for solutions of non-linear differential equations with variable delays and discontinuous initial conditions. The discontinuity of the initial condition means that at the initial moment of time the values of the initial function and the trajectory, generally speaking, do not coincide. The formulae obtained contain a new summand connected with the discontinuity of the initial condition and the variation of the initial moment.

Galois Theory of Differential Equations, Algebraic Groups and Lie Algebras

NARCIS (Netherlands)

Put, Marius van der

1999-01-01

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

The 'strength' of a system of differential equations

International Nuclear Information System (INIS)

Hoenselaers, C.

1977-01-01

A review of Einstein's concept of ''strength'' of a system of differential equations is given. As an example the strength of the Einstein-Maxwell equations for non-null Maxwell field is calculated and shown to be the same as for the pure vacuum Einstein equations. (auth.)

Analysis of fractional non-linear diffusion behaviors based on Adomian polynomials

Directory of Open Access Journals (Sweden)

Wu Guo-Cheng

2017-01-01

Full Text Available A time-fractional non-linear diffusion equation of two orders is considered to investigate strong non-linearity through porous media. An equivalent integral equation is established and Adomian polynomials are adopted to linearize non-linear terms. With the Taylor expansion of fractional order, recurrence formulae are proposed and novel numerical solutions are obtained to depict the diffusion behaviors more accurately. The result shows that the method is suitable for numerical simulation of the fractional diffusion equations of multi-orders.

Stability test for a parabolic partial differential equation

NARCIS (Netherlands)

Vajta, Miklos

2001-01-01

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

GHM method for obtaining rationalsolutions of nonlinear differential equations.

Science.gov (United States)

Vazquez-Leal, Hector; Sarmiento-Reyes, Arturo

2015-01-01

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

Ordinary differential equations

CERN Document Server

Greenberg, Michael D

2014-01-01

Features a balance between theory, proofs, and examples and provides applications across diverse fields of study Ordinary Differential Equations presents a thorough discussion of first-order differential equations and progresses to equations of higher order. The book transitions smoothly from first-order to higher-order equations, allowing readers to develop a complete understanding of the related theory. Featuring diverse and interesting applications from engineering, bioengineering, ecology, and biology, the book anticipates potential difficulties in understanding the various solution steps

Ordinary differential equations

CERN Document Server

Miller, Richard K

1982-01-01

Ordinary Differential Equations is an outgrowth of courses taught for a number of years at Iowa State University in the mathematics and the electrical engineering departments. It is intended as a text for a first graduate course in differential equations for students in mathematics, engineering, and the sciences. Although differential equations is an old, traditional, and well-established subject, the diverse backgrounds and interests of the students in a typical modern-day course cause problems in the selection and method of presentation of material. In order to compensate for this diversity,

Uncertain differential equations

CERN Document Server

Yao, Kai

2016-01-01

This book introduces readers to the basic concepts of and latest findings in the area of differential equations with uncertain factors. It covers the analytic method and numerical method for solving uncertain differential equations, as well as their applications in the field of finance. Furthermore, the book provides a number of new potential research directions for uncertain differential equation. It will be of interest to researchers, engineers and students in the fields of mathematics, information science, operations research, industrial engineering, computer science, artificial intelligence, automation, economics, and management science.

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

Directory of Open Access Journals (Sweden)

Xiaoyan Deng

2009-01-01

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

Non-chaotic behaviour for a class of quadratic jerk equations

International Nuclear Information System (INIS)

Malasoma, J.-M.

2009-01-01

It is shown that a class constituted by 27 different types of non-linear third-order differential equations of the form x - =j(x,x . ,x), where j is a quadratic polynomial with only one or two terms, and for which ∂j(x,y,z)/∂z is not a constant function of time, does not exhibit chaos. The three-dimensional dynamical systems associated to these equations are not necessarily dissipative everywhere nor conservative everywhere in the corresponding phase spaces. Our results include and improve some recent results obtained by Yang and Chen who only considered the case where j was a homogeneous quadratic polynomial with two terms.

E11 and the non-linear dual graviton

Science.gov (United States)

Tumanov, Alexander G.; West, Peter

2018-04-01

The non-linear dual graviton equation of motion as well as the duality relation between the gravity and dual gravity fields are found in E theory by carrying out E11 variations of previously found equations of motion. As a result the equations of motion in E theory have now been found at the full non-linear level up to, and including, level three, which contains the dual graviton field. When truncated to contain fields at levels three and less, and the spacetime is restricted to be the familiar eleven dimensional space time, the equations are equivalent to those of eleven dimensional supergravity.

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

International Nuclear Information System (INIS)

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

2009-01-01

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

Linear superposition solutions to nonlinear wave equations

International Nuclear Information System (INIS)

Liu Yu

2012-01-01

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

From quantum stochastic differential equations to Gisin-Percival state diffusion

Science.gov (United States)

Parthasarathy, K. R.; Usha Devi, A. R.

2017-08-01

Starting from the quantum stochastic differential equations of Hudson and Parthasarathy [Commun. Math. Phys. 93, 301 (1984)] and exploiting the Wiener-Itô-Segal isomorphism between the boson Fock reservoir space Γ (L2(R+ ) ⊗(Cn⊕Cn ) ) and the Hilbert space L2(μ ) , where μ is the Wiener probability measure of a complex n-dimensional vector-valued standard Brownian motion {B (t ) ,t ≥0 } , we derive a non-linear stochastic Schrödinger equation describing a classical diffusion of states of a quantum system, driven by the Brownian motion B. Changing this Brownian motion by an appropriate Girsanov transformation, we arrive at the Gisin-Percival state diffusion equation [N. Gisin and J. Percival, J. Phys. A 167, 315 (1992)]. This approach also yields an explicit solution of the Gisin-Percival equation, in terms of the Hudson-Parthasarathy unitary process and a randomized Weyl displacement process. Irreversible dynamics of system density operators described by the well-known Gorini-Kossakowski-Sudarshan-Lindblad master equation is unraveled by coarse-graining over the Gisin-Percival quantum state trajectories.

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

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Cemil Tunç

2017-10-01

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

Representations of Lie algebras and partial differential equations

CERN Document Server

Xu, Xiaoping

2017-01-01

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

Linear and quasi-linear equations of parabolic type

CERN Document Server

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

1968-01-01

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