WorldWideScience

Sample records for non-linear differential-equation system

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

    Czech Academy of Sciences Publication Activity Database

    Dilna, N.; Rontó, András

    2010-01-01

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

  2. Oscillatory properties of solutions to certain two-dimensional systems of non-linear ordinary differential equations

    Czech Academy of Sciences Publication Activity Database

    Dosoudilová, M.; Lomtatidze, Alexander; Šremr, Jiří

    2015-01-01

    Roč. 120, June (2015), s. 57-75 ISSN 0362-546X Institutional support: RVO:67985840 Keywords : half-linear system * Hartman -Wintner theorem * Kamenev theorem Subject RIV: BA - General Mathematics Impact factor: 1.125, year: 2015 http://www.sciencedirect.com/science/article/pii/S0362546X15000620

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

    DEFF Research Database (Denmark)

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

    2004-01-01

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

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

    International Nuclear Information System (INIS)

    Plastino, A.; Rocca, M.C.

    2015-01-01

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

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

    Science.gov (United States)

    Gnoffo, Peter A.

    2015-01-01

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

  6. 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.

  7. 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.

  8. 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.

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

    Science.gov (United States)

    Zia, Haider

    2017-06-01

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

  10. ON DIFFERENTIAL EQUATIONS, INTEGRABLE SYSTEMS, AND GEOMETRY

    OpenAIRE

    Enrique Gonzalo Reyes Garcia

    2004-01-01

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

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

    Institute of Scientific and Technical Information of China (English)

    2008-01-01

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

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

    CERN Document Server

    Rosinger, Elemer E

    1990-01-01

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

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

    OpenAIRE

    Nakamura, Gen; Vashisth, Manmohan

    2017-01-01

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

  14. 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

  15. 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.

  16. 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.

  17. Particle Systems and Partial Differential Equations I

    CERN Document Server

    Gonçalves, Patricia

    2014-01-01

    This book presents the proceedings of the international conference Particle Systems and Partial Differential Equations I, which took place at the Centre of Mathematics of the University of Minho, Braga, Portugal, from the 5th to the 7th of December, 2012.  The purpose of the conference was to bring together world leaders to discuss their topics of expertise and to present some of their latest research developments in those fields. Among the participants were researchers in probability, partial differential equations and kinetics theory. The aim of the meeting was to present to a varied public the subject of interacting particle systems, its motivation from the viewpoint of physics and its relation with partial differential equations or kinetics theory, and to stimulate discussions and possibly new collaborations among researchers with different backgrounds.  The book contains lecture notes written by François Golse on the derivation of hydrodynamic equations (compressible and incompressible Euler and Navie...

  18. Numerical analysis of systems of ordinary and stochastic differential equations

    CERN Document Server

    Artemiev, S S

    1997-01-01

    This text deals with numerical analysis of systems of both ordinary and stochastic differential equations. It covers numerical solution problems of the Cauchy problem for stiff ordinary differential equations (ODE) systems by Rosenbrock-type methods (RTMs).

  19. 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...

  20. Algebraic limit cycles in polynomial systems of differential equations

    International Nuclear Information System (INIS)

    Llibre, Jaume; Zhao Yulin

    2007-01-01

    Using elementary tools we construct cubic polynomial systems of differential equations with algebraic limit cycles of degrees 4, 5 and 6. We also construct a cubic polynomial system of differential equations having an algebraic homoclinic loop of degree 3. Moreover, we show that there are polynomial systems of differential equations of arbitrary degree that have algebraic limit cycles of degree 3, as well as give an example of a cubic polynomial system of differential equations with two algebraic limit cycles of degree 4

  1. Non linear system become linear system

    Directory of Open Access Journals (Sweden)

    Petre Bucur

    2007-01-01

    Full Text Available The present paper refers to the theory and the practice of the systems regarding non-linear systems and their applications. We aimed the integration of these systems to elaborate their response as well as to highlight some outstanding features.

  2. Stochastic differential equations and a biological system

    DEFF Research Database (Denmark)

    Wang, Chunyan

    1994-01-01

    The purpose of this Ph.D. study is to explore the property of a growth process. The study includes solving and simulating of the growth process which is described in terms of stochastic differential equations. The identification of the growth and variability parameters of the process based...... on experimental data is considered. As an example, the growth of bacteria Pseudomonas fluorescens is taken. Due to the specific features of stochastic differential equations, namely that their solutions do not exist in the general sense, two new integrals - the Ito integral and the Stratonovich integral - have...... description. In order to identify the parameters, a Maximum likelihood estimation method is used together with a simplified truncated second order filter. Because of the continuity feature of the predictor equation, two numerical integration methods, called the Odeint and the Discretization method...

  3. Undergraduate Students' Mental Operations in Systems of Differential Equations

    Science.gov (United States)

    Whitehead, Karen; Rasmussen, Chris

    2003-01-01

    This paper reports on research conducted to understand undergraduate students' ways of reasoning about systems of differential equations (SDEs). As part of a semester long classroom teaching experiment in a first course in differential equations, we conducted task-based interviews with six students after their study of first order differential…

  4. Systems of Differential Equations with Skew-Symmetric, Orthogonal Matrices

    Science.gov (United States)

    Glaister, P.

    2008-01-01

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

  5. 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.

  6. FORSIM-6, Automatic Solution of Coupled Differential Equation System

    International Nuclear Information System (INIS)

    Carver, M.B.; Stewart, D.G.; Blair, J.M.; Selander, W.N.

    1983-01-01

    1 - Description of problem or function: The FORSIM program is a versatile package which automates the solution of coupled differential equation systems. The independent variables are time, and up to three space coordinates, and the equations may be any mixture of partial and/or ordinary differential equations. The philosophy of the program is to provide a tool which will solve a system of differential equations for a user who has basic but unspecialized knowledge of numerical analysis and FORTRAN. The equations to be solved, together with the initial conditions and any special instructions, may be specified by the user in a single FORTRAN subroutine, although he may write a number of routines if this is more suitable. These are then loaded with the control routines, which perform the solution and any requested input and output. 2 - Method of solution: Partial differential equations are automatically converted into sets of coupled ordinary differential equations by variable order discretization in the spatial dimensions. These and other ordinary differential equations are integrated continuously in time using efficient variable order, variable step, error-controlled algorithms

  7. 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.

  8. 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

  9. Convergence criteria for systems of nonlinear elliptic partial differential equations

    International Nuclear Information System (INIS)

    Sharma, R.K.

    1986-01-01

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

  10. Fully Digital Chaotic Differential Equation-based Systems And Methods

    KAUST Repository

    Radwan, Ahmed Gomaa Ahmed

    2012-09-06

    Various embodiments are provided for fully digital chaotic differential equation-based systems and methods. In one embodiment, among others, a digital circuit includes digital state registers and one or more digital logic modules configured to obtain a first value from two or more of the digital state registers; determine a second value based upon the obtained first values and a chaotic differential equation; and provide the second value to set a state of one of the plurality of digital state registers. In another embodiment, a digital circuit includes digital state registers, digital logic modules configured to obtain outputs from a subset of the digital shift registers and to provide the input based upon a chaotic differential equation for setting a state of at least one of the subset of digital shift registers, and a digital clock configured to provide a clock signal for operating the digital shift registers.

  11. Fully Digital Chaotic Differential Equation-based Systems And Methods

    KAUST Repository

    Radwan, Ahmed Gomaa Ahmed; Zidan, Mohammed A.; Salama, Khaled N.

    2012-01-01

    Various embodiments are provided for fully digital chaotic differential equation-based systems and methods. In one embodiment, among others, a digital circuit includes digital state registers and one or more digital logic modules configured to obtain a first value from two or more of the digital state registers; determine a second value based upon the obtained first values and a chaotic differential equation; and provide the second value to set a state of one of the plurality of digital state registers. In another embodiment, a digital circuit includes digital state registers, digital logic modules configured to obtain outputs from a subset of the digital shift registers and to provide the input based upon a chaotic differential equation for setting a state of at least one of the subset of digital shift registers, and a digital clock configured to provide a clock signal for operating the digital shift registers.

  12. 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.)

  13. Local first integrals for systems of differential equations

    International Nuclear Information System (INIS)

    Zhang Xiang

    2003-01-01

    The main purpose of this paper is to provide some sufficient conditions for a system of differential equations to have local first integrals in a certain neighbourhood of a singularity. Our results generalize those given in Kwek et al (2003 Z. Angew. Math. Phys. 54 26) and Li et al (2003 Z. Angew. Math. Phys. 54 235)

  14. 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

  15. Some overdetermined systems of complex partial differential equations

    International Nuclear Information System (INIS)

    Le Hung Son.

    1990-01-01

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

  16. Methodology for the hybrid solution of systems of differential equations

    International Nuclear Information System (INIS)

    Larrinaga, E.F.; Lopez, M.A.

    1993-01-01

    This work shows a general methodology of solution to systems of differential equations in hybrid computers. Taking into account this methodology, a mathematical model was elaborated. It offers wide possibilities of recording and handling the results on the basis of using the hybrid system IBM-VIDAC 1224 which the ISCTN has. It also presents the results gained when simulating a simple model of a nuclear reactor, which was used in the validation of the results of the computational model

  17. Differential equations, dynamical systems, and an introduction to chaos

    CERN Document Server

    Smale, Stephen; Devaney, Robert L

    2003-01-01

    Thirty years in the making, this revised text by three of the world''s leading mathematicians covers the dynamical aspects of ordinary differential equations. it explores the relations between dynamical systems and certain fields outside pure mathematics, and has become the standard textbook for graduate courses in this area. The Second Edition now brings students to the brink of contemporary research, starting from a background that includes only calculus and elementary linear algebra.The authors are tops in the field of advanced mathematics, including Steve Smale who is a recipient of the Field''s Medal for his work in dynamical systems.* Developed by award-winning researchers and authors* Provides a rigorous yet accessible introduction to differential equations and dynamical systems* Includes bifurcation theory throughout* Contains numerous explorations for students to embark uponNEW IN THIS EDITION* New contemporary material and updated applications* Revisions throughout the text, including simplification...

  18. Useful tools for non-linear systems: Several non-linear integral inequalities

    Czech Academy of Sciences Publication Activity Database

    Agahi, H.; Mohammadpour, A.; Mesiar, Radko; Vaezpour, M. S.

    2013-01-01

    Roč. 49, č. 1 (2013), s. 73-80 ISSN 0950-7051 R&D Projects: GA ČR GAP402/11/0378 Institutional support: RVO:67985556 Keywords : Monotone measure * Comonotone functions * Integral inequalities * Universal integral Subject RIV: BA - General Mathematics Impact factor: 3.058, year: 2013 http://library.utia.cas.cz/separaty/2013/E/mesiar-useful tools for non-linear systems several non-linear integral inequalities.pdf

  19. Methods of mathematical modelling continuous systems and differential equations

    CERN Document Server

    Witelski, Thomas

    2015-01-01

    This book presents mathematical modelling and the integrated process of formulating sets of equations to describe real-world problems. It describes methods for obtaining solutions of challenging differential equations stemming from problems in areas such as chemical reactions, population dynamics, mechanical systems, and fluid mechanics. Chapters 1 to 4 cover essential topics in ordinary differential equations, transport equations and the calculus of variations that are important for formulating models. Chapters 5 to 11 then develop more advanced techniques including similarity solutions, matched asymptotic expansions, multiple scale analysis, long-wave models, and fast/slow dynamical systems. Methods of Mathematical Modelling will be useful for advanced undergraduate or beginning graduate students in applied mathematics, engineering and other applied sciences.

  20. Advanced-Retarded Differential Equations in Quantum Photonic Systems

    Science.gov (United States)

    Alvarez-Rodriguez, Unai; Perez-Leija, Armando; Egusquiza, Iñigo L.; Gräfe, Markus; Sanz, Mikel; Lamata, Lucas; Szameit, Alexander; Solano, Enrique

    2017-01-01

    We propose the realization of photonic circuits whose dynamics is governed by advanced-retarded differential equations. Beyond their mathematical interest, these photonic configurations enable the implementation of quantum feedback and feedforward without requiring any intermediate measurement. We show how this protocol can be applied to implement interesting delay effects in the quantum regime, as well as in the classical limit. Our results elucidate the potential of the protocol as a promising route towards integrated quantum control systems on a chip. PMID:28230090

  1. 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).

  2. 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...

  3. Poincare map for some polynomial systems of differential equations

    International Nuclear Information System (INIS)

    Varin, V P

    2004-01-01

    One approach to the classical problem of distinguishing between a centre and a focus for a system of differential equations with polynomial right-hand sides in the plane is discussed. For a broad class of such systems necessary and sufficient conditions for a centre are expressed in terms of equations in variations of higher order. By contrast with the existing methods of investigation, attention is concentrated on the explicit calculation of the asymptotic behaviour of the Poincare map rather than on finding sufficient centre conditions as such; this also enables one to study bifurcations of birth of arbitrarily strongly degenerate cycles.

  4. 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.

  5. Modelling biochemical reaction systems by stochastic differential equations with reflection.

    Science.gov (United States)

    Niu, Yuanling; Burrage, Kevin; Chen, Luonan

    2016-05-07

    In this paper, we gave a new framework for modelling and simulating biochemical reaction systems by stochastic differential equations with reflection not in a heuristic way but in a mathematical way. The model is computationally efficient compared with the discrete-state Markov chain approach, and it ensures that both analytic and numerical solutions remain in a biologically plausible region. Specifically, our model mathematically ensures that species numbers lie in the domain D, which is a physical constraint for biochemical reactions, in contrast to the previous models. The domain D is actually obtained according to the structure of the corresponding chemical Langevin equations, i.e., the boundary is inherent in the biochemical reaction system. A variant of projection method was employed to solve the reflected stochastic differential equation model, and it includes three simple steps, i.e., Euler-Maruyama method was applied to the equations first, and then check whether or not the point lies within the domain D, and if not perform an orthogonal projection. It is found that the projection onto the closure D¯ is the solution to a convex quadratic programming problem. Thus, existing methods for the convex quadratic programming problem can be employed for the orthogonal projection map. Numerical tests on several important problems in biological systems confirmed the efficiency and accuracy of this approach. Copyright © 2016 Elsevier Ltd. All rights reserved.

  6. The action principle for a system of differential equations

    Energy Technology Data Exchange (ETDEWEB)

    Gitman, D M [Instituto de FIsica, Universidade de Sao Paulo (Brazil); Kupriyanov, V G [Instituto de FIsica, Universidade de Sao Paulo (Brazil)

    2007-08-17

    We consider the problem of constructing an action functional for physical systems whose classical equations of motion cannot be directly identified with Euler-Lagrange equations for an action principle. Two ways of constructing the action principle are presented. From simple consideration, we derive the necessary and sufficient conditions for the existence of a multiplier matrix which can endow a prescribed set of second-order differential equations with the structure of the Euler-Lagrange equations. An explicit form of the action is constructed if such a multiplier exists. If a given set of differential equations cannot be derived from an action principle, one can reformulate such a set in an equivalent first-order form which can always be treated as the Euler-Lagrange equations of a certain action. We construct such an action explicitly. There exists an ambiguity (not reduced to a total time derivative) in associating a Lagrange function with a given set of equations. We present a complete description of this ambiguity. The general procedure is illustrated by several examples.

  7. The action principle for a system of differential equations

    International Nuclear Information System (INIS)

    Gitman, D M; Kupriyanov, V G

    2007-01-01

    We consider the problem of constructing an action functional for physical systems whose classical equations of motion cannot be directly identified with Euler-Lagrange equations for an action principle. Two ways of constructing the action principle are presented. From simple consideration, we derive the necessary and sufficient conditions for the existence of a multiplier matrix which can endow a prescribed set of second-order differential equations with the structure of the Euler-Lagrange equations. An explicit form of the action is constructed if such a multiplier exists. If a given set of differential equations cannot be derived from an action principle, one can reformulate such a set in an equivalent first-order form which can always be treated as the Euler-Lagrange equations of a certain action. We construct such an action explicitly. There exists an ambiguity (not reduced to a total time derivative) in associating a Lagrange function with a given set of equations. We present a complete description of this ambiguity. The general procedure is illustrated by several examples

  8. INTERVAL STATE ESTIMATION FOR SINGULAR DIFFERENTIAL EQUATION SYSTEMS WITH DELAYS

    Directory of Open Access Journals (Sweden)

    T. A. Kharkovskaia

    2016-07-01

    Full Text Available The paper deals with linear differential equation systems with algebraic restrictions (singular systems and a method of interval observer design for this kind of systems. The systems contain constant time delay, measurement noise and disturbances. Interval observer synthesis is based on monotone and cooperative systems technique, linear matrix inequations, Lyapunov function theory and interval arithmetic. The set of conditions that gives the possibility for interval observer synthesis is proposed. Results of synthesized observer operation are shown on the example of dynamical interindustry balance model. The advantages of proposed method are that it is adapted to observer design for uncertain systems, if the intervals of admissible values for uncertain parameters are given. The designed observer is capable to provide asymptotically definite limits on the estimation accuracy, since the interval of admissible values for the object state is defined at every instant. The obtained result provides an opportunity to develop the interval estimation theory for complex systems that contain parametric uncertainty, varying delay and nonlinear elements. Interval observers increasingly find applications in economics, electrical engineering, mechanical systems with constraints and optimal flow control.

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

    African Journals Online (AJOL)

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

  10. 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...

  11. Adams Predictor-Corrector Systems for Solving Fuzzy Differential Equations

    Directory of Open Access Journals (Sweden)

    Dequan Shang

    2013-01-01

    Full Text Available A predictor-corrector algorithm and an improved predictor-corrector (IPC algorithm based on Adams method are proposed to solve first-order differential equations with fuzzy initial condition. These algorithms are generated by updating the Adams predictor-corrector method and their convergence is also analyzed. Finally, the proposed methods are illustrated by solving an example.

  12. Structure Learning in Stochastic Non-linear Dynamical Systems

    Science.gov (United States)

    Morris, R. D.; Smelyanskiy, V. N.; Luchinsky, D. G.

    2005-12-01

    A great many systems can be modeled in the non-linear dynamical systems framework, as x˙ = f(x) + ξ(t), where f(x) is the potential function for the system, and ξ(t) is the driving noise. Modeling the potential using a set of basis functions, we derive the posterior for the basis coefficients. A more challenging problem is to determine the set of basis functions that are required to model a particular system. We show that using the Bayesian Information Criteria (BIC) to rank models, and the beam search technique, that we can accurately determine the structure of simple non-linear dynamical system models, and the structure of the coupling between non-linear dynamical systems where the individual systems are known. This last case has important ecological applications, for example in predator-prey systems, where the very structure of the coupling between predator-prey pairs can have great ecological significance.

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

    NARCIS (Netherlands)

    van der Schaft, Arjan

    1987-01-01

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

  14. ODEPACK, Initial Value Problems of Ordinary Differential Equation System

    International Nuclear Information System (INIS)

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

    2005-01-01

    I - Description of program or function: ODEPACK is a collection of Fortran solvers for the initial value problem for ordinary differential equation systems. It consists of nine solvers, namely a basic solver called LSODE and eight variants of it -- LSODES, LSODA, LSODAR, LSODPK, LSODKR, LSODI, LSOIBT, and LSODIS. The collection is suitable for both stiff and non-stiff systems. It includes solvers for systems given in explicit form, dy/dt = f(t,y), and also solvers for systems given in linearly implicit form, A(t,y) dy/dt = g(t,y). Two of the solvers use general sparse matrix solvers for the linear systems that arise. Two others use iterative (preconditioned Krylov) methods instead of direct methods for these linear systems. The most recent addition is LSODIS, which solves implicit problems with general sparse treatment of all matrices involved. The ODEPACK solvers are written in standard Fortran 77, with a few exceptions, and with minimal machine dependencies. There are separate double and single precision versions of ODEPACK. The actual solver names are those given above with a prefix of D- or S- for the double or single precision version, respectively, i.e. DLSODE/SLSODE, etc. Each solver consists of a main driver subroutine having the same name as the solver and some number of subordinate routines. For each solver, there is also a demonstration program, which solves one or two simple problems in a somewhat self-checking manner. A. Solvers for explicitly given systems. For each of the following solvers, 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. 1. LSODE (Livermore Solver for Ordinary Differential Equations) is the basic solver of the collection. It 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

  15. On the stability of non-linear systems

    International Nuclear Information System (INIS)

    Guelman, M.

    1968-09-01

    A study is made of the absolute stability of nonlinear systems, using Liapounov's second method and taking into account the results obtained from V.M. Popov's work. The results already established are first presented, in particular concerning the frequency domain criterions for absolute stability of automatic control systems containing one single non linearity. The results have been extended to show the existence of a limiting parabola. New use is then made of the methods studied for deriving absolute stability criterions for a system containing a different type of non linearity. Finally, the results obtained are considered from the point of view of Aizerman's conjecture. (author) [fr

  16. 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 ...

  17. 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....

  18. Non-linear phenomena in electronic systems consisting of coupled single-electron oscillators

    International Nuclear Information System (INIS)

    Kikombo, Andrew Kilinga; Hirose, Tetsuya; Asai, Tetsuya; Amemiya, Yoshihito

    2008-01-01

    This paper describes non-linear dynamics of electronic systems consisting of single-electron oscillators. A single-electron oscillator is a circuit made up of a tunneling junction and a resistor, and produces simple relaxation oscillation. Coupled with another, single electron oscillators exhibit complex behavior described by a combination of continuous differential equations and discrete difference equations. Computer simulation shows that a double-oscillator system consisting of two coupled oscillators produces multi-periodic oscillation with a single attractor, and that a quadruple-oscillator system consisting of four oscillators also produces multi-periodic oscillation but has a number of possible attractors and takes one of them determined by initial conditions

  19. Consistency of direct integral estimator for partially observed systems of ordinary differential equations

    NARCIS (Netherlands)

    Vujačić, Ivan; Dattner, Itai

    In this paper we use the sieve framework to prove consistency of the ‘direct integral estimator’ of parameters for partially observed systems of ordinary differential equations, which are commonly used for modeling dynamic processes.

  20. 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.

  1. 3rd International Conference on Particle Systems and Partial Differential Equations

    CERN Document Server

    Soares, Ana

    2016-01-01

    The main focus of this book is on different topics in probability theory, partial differential equations and kinetic theory, presenting some of the latest developments in these fields. It addresses mathematical problems concerning applications in physics, engineering, chemistry and biology that were presented at the Third International Conference on Particle Systems and Partial Differential Equations, held at the University of Minho, Braga, Portugal in December 2014. The purpose of the conference was to bring together prominent researchers working in the fields of particle systems and partial differential equations, providing a venue for them to present their latest findings and discuss their areas of expertise. Further, it was intended to introduce a vast and varied public, including young researchers, to the subject of interacting particle systems, its underlying motivation, and its relation to partial differential equations. This book will appeal to probabilists, analysts and those mathematicians whose wor...

  2. Integrator Performance Analysis In Solving Stiff Differential Equation System

    International Nuclear Information System (INIS)

    B, Alhadi; Basaruddin, T.

    2001-01-01

    In this paper we discuss the four-stage index-2 singly diagonally implicit Runge-Kutta method, which is used to solve stiff ordinary differential equations (SODE). Stiff problems require a method where step size is not restricted by the method's stability. We desire SDIRK to be A-stable that has no stability restrictions when solving y'= λy with Reλ>0 and h>0, so by choosing suitable stability function we can determine appropriate constant g) to formulate SDIRK integrator to solve SODE. We select the second stage of the internal stage as embedded method to perform low order estimate for error predictor. The strategy for choosing the step size is adopted from the strategy proposed by Hall(1996:6). And the algorithm that is developed in this paper is implemented using MATLAB 5.3, which is running on Window's 95 environment. Our performance measurement's local truncation error accuracy, and efficiency were evaluated by statistical results of sum of steps, sum of calling functions, average of Newton iterations and elapsed times.As the results, our numerical experiment show that SDIRK is unconditionally stable. By using Hall's step size strategy, the method can be implemented efficiently, provided that suitable parameters are used

  3. 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.

  4. Modeling imperfectly repaired system data via grey differential equations with unequal-gapped times

    International Nuclear Information System (INIS)

    Guo Renkuan

    2007-01-01

    In this paper, we argue that grey differential equation models are useful in repairable system modeling. The arguments starts with the review on GM(1,1) model with equal- and unequal-spaced stopping time sequence. In terms of two-stage GM(1,1) filtering, system stopping time can be partitioned into system intrinsic function and repair effect. Furthermore, we propose an approach to use grey differential equation to specify a semi-statistical membership function for system intrinsic function times. Also, we engage an effort to use GM(1,N) model to model system stopping times and the associated operating covariates and propose an unequal-gapped GM(1,N) model for such analysis. Finally, we investigate the GM(1,1)-embed systematic grey equation system modeling of imperfectly repaired system operating data. Practical examples are given in step-by-step manner to illustrate the grey differential equation modeling of repairable system data

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

    OpenAIRE

    Nair, C. Radhakrishnan

    2004-01-01

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

  6. Solutions of system of P1 equations without use of auxiliary differential equations coupled

    International Nuclear Information System (INIS)

    Martinez, Aquilino Senra; Silva, Fernando Carvalho da; Cardoso, Carlos Eduardo Santos

    2000-01-01

    The system of P1 equations is composed by two equations coupled itself one for the neutron flux and other for the current. Usually this system is solved by definitions of two integrals parameters, which are named slowing down densities of the flux and the current. Hence, the system P1 can be change from integral to only two differential equations. However, there are two new differentials equations that may be solved with the initial system. The present work analyzes this procedure and studies a method, which solve the P1 equations directly, without definitions of slowing down densities. (author)

  7. A New Numerical Technique for Solving Systems Of Nonlinear Fractional Partial Differential Equations

    Directory of Open Access Journals (Sweden)

    Mountassir Hamdi Cherif

    2017-11-01

    Full Text Available In this paper, we apply an efficient method called the Aboodh decomposition method to solve systems of nonlinear fractional partial differential equations. This method is a combined form of Aboodh transform with Adomian decomposition method. The theoretical analysis of this investigated for systems of nonlinear fractional partial differential equations is calculated in the explicit form of a power series with easily computable terms. Some examples are given to shows that this method is very efficient and accurate. This method can be applied to solve others nonlinear systems problems.

  8. Numerical solution of stiff systems of ordinary differential equations with applications to electronic circuits

    Science.gov (United States)

    Rosenbaum, J. S.

    1971-01-01

    Systems of ordinary differential equations in which the magnitudes of the eigenvalues (or time constants) vary greatly are commonly called stiff. Such systems of equations arise in nuclear reactor kinetics, the flow of chemically reacting gas, dynamics, control theory, circuit analysis and other fields. The research reported develops an A-stable numerical integration technique for solving stiff systems of ordinary differential equations. The method, which is called the generalized trapezoidal rule, is a modification of the trapezoidal rule. However, the method is computationally more efficient than the trapezoidal rule when the solution of the almost-discontinuous segments is being calculated.

  9. Existence of a coupled system of fractional differential equations

    International Nuclear Information System (INIS)

    Ibrahim, Rabha W.; Siri, Zailan

    2015-01-01

    We manage the existence and uniqueness of a fractional coupled system containing Schrödinger equations. Such a system appears in quantum mechanics. We confirm that the fractional system under consideration admits a global solution in appropriate functional spaces. The solution is shown to be unique. The method is based on analytic technique of the fixed point theory. The fractional differential operator is considered from the virtue of the Riemann-Liouville differential operator

  10. Existence of a coupled system of fractional differential equations

    Energy Technology Data Exchange (ETDEWEB)

    Ibrahim, Rabha W. [Multimedia unit, Department of Computer System and Technology Faculty of Computer Science & IT, University of Malaya, 50603 Kuala Lumpur (Malaysia); Siri, Zailan [Institute of Mathematical Sciences, University of Malaya, 50603 Kuala Lumpur (Malaysia)

    2015-10-22

    We manage the existence and uniqueness of a fractional coupled system containing Schrödinger equations. Such a system appears in quantum mechanics. We confirm that the fractional system under consideration admits a global solution in appropriate functional spaces. The solution is shown to be unique. The method is based on analytic technique of the fixed point theory. The fractional differential operator is considered from the virtue of the Riemann-Liouville differential operator.

  11. Multiple positive solutions to a coupled systems of nonlinear fractional differential equations.

    Science.gov (United States)

    Shah, Kamal; Khan, Rahmat Ali

    2016-01-01

    In this article, we study existence, uniqueness and nonexistence of positive solution to a highly nonlinear coupled system of fractional order differential equations. Necessary and sufficient conditions for the existence and uniqueness of positive solution are developed by using Perov's fixed point theorem for the considered problem. Further, we also established sufficient conditions for existence of multiplicity results for positive solutions. Also, we developed some conditions under which the considered coupled system of fractional order differential equations has no positive solution. Appropriate examples are also provided which demonstrate our results.

  12. On Critical Behaviour in Systems of Hamiltonian Partial Differential Equations.

    Science.gov (United States)

    Dubrovin, Boris; Grava, Tamara; Klein, Christian; Moro, Antonio

    2015-01-01

    We study the critical behaviour of solutions to weakly dispersive Hamiltonian systems considered as perturbations of elliptic and hyperbolic systems of hydrodynamic type with two components. We argue that near the critical point of gradient catastrophe of the dispersionless system, the solutions to a suitable initial value problem for the perturbed equations are approximately described by particular solutions to the Painlevé-I (P[Formula: see text]) equation or its fourth-order analogue P[Formula: see text]. As concrete examples, we discuss nonlinear Schrödinger equations in the semiclassical limit. A numerical study of these cases provides strong evidence in support of the conjecture.

  13. Symmetric positive differential equations and first order hyperbolic systems

    International Nuclear Information System (INIS)

    Tangmanee, S.

    1981-12-01

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

  14. Considering system non-linearity in transmission pricing

    International Nuclear Information System (INIS)

    Oloomi-Buygi, M.; Salehizadeh, M. Reza

    2008-01-01

    In this paper a new approach for transmission pricing is presented. The contribution of a contract on power flow of a transmission line is used as extent-of-use criterion for transmission pricing. In order to determine the contribution of each contract on power flow of each transmission line, first the contribution of each contract on each voltage angle is determined, which is called voltage angle decomposition. To this end, DC power flow is used to compute a primary solution for voltage angle decomposition. To consider the impacts of system non-linearity on voltage angle decomposition, a method is presented to determine the share of different terms of sine argument in sine value. Then the primary solution is corrected in different iterations of decoupled Newton-Raphson power flow using the presented sharing method. The presented approach is applied to a 4-bus test system and IEEE 30-bus test system and the results are analyzed. (author)

  15. Fractal differential equations and fractal-time dynamical systems

    Indian Academy of Sciences (India)

    like fractal subsets of the real line may be termed as fractal-time dynamical systems. Formulation ... involving scaling and memory effects. But most of ..... begin by recalling the definition of the Riemann integral in ordinary calculus [33]. Let g: [a ...

  16. 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.

  17. Nonlinear perturbations of systems of partial differential equations with constant coefficients

    Directory of Open Access Journals (Sweden)

    Carmen J. Vanegas

    2000-01-01

    Full Text Available In this article, we show the existence of solutions to boundary-value problems, consisting of nonlinear systems of partial differential equations with constant coefficients. For this purpose, we use the right inverse of an associated operator and a fix point argument. As illustrations, we apply this method to Helmholtz equations and to second order systems of elliptic equations.

  18. Exploring the Phase Space of a System of Differential Equations: Different Mathematical Registers

    Science.gov (United States)

    Dana-Picard, Thierry; Kidron, Ivy

    2008-01-01

    We describe and analyze a situation involving symbolic representation and graphical visualization of the solution of a system of two linear differential equations, using a computer algebra system. Symbolic solution and graphical representation complement each other. Graphical representation helps to understand the behavior of the symbolic…

  19. On the coupling of systems of hyperbolic conservation laws with ordinary differential equations

    International Nuclear Information System (INIS)

    Borsche, Raul; Colombo, Rinaldo M; Garavello, Mauro

    2010-01-01

    Motivated by applications to the piston problem, to a manhole model, to blood flow and to supply chain dynamics, this paper deals with a system of conservation laws coupled with a system of ordinary differential equations. The former is defined on a domain with boundary and the coupling is provided by the boundary condition. For each of the examples considered, numerical integrations are provided

  20. The Mathlet Toolkit: Creating Dynamic Applets for Differential Equations and Dynamical Systems

    Science.gov (United States)

    Decker, Robert

    2011-01-01

    Dynamic/interactive graphing applets can be used to supplement standard computer algebra systems such as Maple, Mathematica, Derive, or TI calculators, in courses such as Calculus, Differential Equations, and Dynamical Systems. The addition of this type of software can lead to discovery learning, with students developing their own conjectures, and…

  1. 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.

  2. Cross Coursing in Mathematics: Physical Modelling in Differential Equations Crossing to Discrete Dynamical Systems

    Science.gov (United States)

    Winkel, Brian

    2012-01-01

    We give an example of cross coursing in which a subject or approach in one course in undergraduate mathematics is used in a completely different course. This situation crosses falling body modelling in an upper level differential equations course into a modest discrete dynamical systems unit of a first-year mathematics course. (Contains 1 figure.)

  3. 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

  4. Positive Solutions for System of Nonlinear Fractional Differential Equations in Two Dimensions with Delay

    Directory of Open Access Journals (Sweden)

    Azizollah Babakhani

    2010-01-01

    Full Text Available We investigate the existence and uniqueness of positive solution for system of nonlinear fractional differential equations in two dimensions with delay. Our analysis relies on a nonlinear alternative of Leray-Schauder type and Krasnoselskii's fixed point theorem in a cone.

  5. Biorthogonal Systems Approximating the Solution of the Nonlinear Volterra Integro-Differential Equation

    Directory of Open Access Journals (Sweden)

    Berenguer MI

    2010-01-01

    Full Text Available This paper deals with obtaining a numerical method in order to approximate the solution of the nonlinear Volterra integro-differential equation. We define, following a fixed-point approach, a sequence of functions which approximate the solution of this type of equation, due to some properties of certain biorthogonal systems for the Banach spaces and .

  6. Exploring Students' Understanding of Ordinary Differential Equations Using Computer Algebraic System (CAS)

    Science.gov (United States)

    Maat, Siti Mistima; Zakaria, Effandi

    2011-01-01

    Ordinary differential equations (ODEs) are one of the important topics in engineering mathematics that lead to the understanding of technical concepts among students. This study was conducted to explore the students' understanding of ODEs when they solve ODE questions using a traditional method as well as a computer algebraic system, particularly…

  7. 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.

  8. Periodic Solutions of a System of Delay Differential Equations for a Small Delay

    Directory of Open Access Journals (Sweden)

    Adu A.M. Wasike

    2002-06-01

    Full Text Available We prove the existence of an asymptotically stable periodic solution of a system of delay differential equations with a small time delay t > 0. To achieve this, we transform the system of equations into a system of perturbed ordinary differential equations and then use perturbation results to show the existence of an asymptotically stable periodic solution. This approach is contingent on the fact that the system of equations with t = 0 has a stable limit cycle. We also provide a comparative study of the solutions of the original system and the perturbed system.  This comparison lays the ground for proving the existence of periodic solutions of the original system by Schauder's fixed point theorem.

  9. Conservation laws for certain time fractional nonlinear systems of partial differential equations

    Science.gov (United States)

    Singla, Komal; Gupta, R. K.

    2017-12-01

    In this study, an extension of the concept of nonlinear self-adjointness and Noether operators is proposed for calculating conserved vectors of the time fractional nonlinear systems of partial differential equations. In our recent work (J Math Phys 2016; 57: 101504), by proposing the symmetry approach for time fractional systems, the Lie symmetries for some fractional nonlinear systems have been derived. In this paper, the obtained infinitesimal generators are used to find conservation laws for the corresponding fractional systems.

  10. Identification of Nonlinear Dynamic Systems Possessing Some Non-linearities

    Directory of Open Access Journals (Sweden)

    Y. N. Pavlov

    2015-01-01

    Full Text Available The subject of this work is the problem of identification of nonlinear dynamic systems based on the experimental data obtained by applying test signals to the system. The goal is to determinate coefficients of differential equations of systems by experimental frequency hodographs and separate similar, but different, in essence, forces: dissipative forces with the square of the first derivative in the motion equations and dissipative force from the action of dry friction. There was a proposal to use the harmonic linearization method to approximate each of the nonlinearity of "quadratic friction" and "dry friction" by linear friction with the appropriate harmonic linearization coefficient.Assume that a frequency transfer function of the identified system has a known form. Assume as well that there are disturbances while obtaining frequency characteristics of the realworld system. As a result, the points of experimentally obtained hodograph move randomly. Searching for solution of the identification problem was in the hodograph class, specified by the system model, which has the form of the frequency transfer function the same as the form of the frequency transfer function of the system identified. Minimizing a proximity criterion (measure of the experimentally obtained system hodograph and the system hodograph model for all the experimental points described and previously published by one of the authors allowed searching for the unknown coefficients of the frequenc ransfer function of the system model. The paper shows the possibility to identify a nonlinear dynamic system with multiple nonlinearities, obtained on the experimental samples of the frequency system hodograph. The proposed algorithm allows to select the nonlinearity of the type "quadratic friction" and "dry friction", i.e. also in the case where the nonlinearity is dependent on the same dynamic parameter, in particular, on the derivative of the system output value. For the dynamic

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

    International Nuclear Information System (INIS)

    Valat, J.

    1960-12-01

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

  12. Cracking chaos-based encryption systems ruled by nonlinear time delay differential equations

    International Nuclear Information System (INIS)

    Udaltsov, Vladimir S.; Goedgebuer, Jean-Pierre; Larger, Laurent; Cuenot, Jean-Baptiste; Levy, Pascal; Rhodes, William T.

    2003-01-01

    We report that signal encoding with high-dimensional chaos produced by delayed feedback systems with a strong nonlinearity can be broken. We describe the procedure and illustrate the method with chaotic waveforms obtained from a strongly nonlinear optical system that we used previously to demonstrate signal encryption/decryption with chaos in wavelength. The method can be extended to any systems ruled by nonlinear time-delayed differential equations

  13. 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.

  14. A semi-analytical approach for solving of nonlinear systems of functional differential equations with delay

    Science.gov (United States)

    Rebenda, Josef; Šmarda, Zdeněk

    2017-07-01

    In the paper, we propose a correct and efficient semi-analytical approach to solve initial value problem for systems of functional differential equations with delay. The idea is to combine the method of steps and differential transformation method (DTM). In the latter, formulas for proportional arguments and nonlinear terms are used. An example of using this technique for a system with constant and proportional delays is presented.

  15. Application of the variational iteration method for system of initial value problems delay differential equations

    Science.gov (United States)

    Yousef, Hamood. M.; Ismail, A. I. B. MD.

    2017-08-01

    Many attempts have been presented to solve the system of Delay Differential Equations (DDE) with Initial Value Problem. As a result, it has shown difficulties when getting the solution or cannot be solved. In this paper, a Variational Iteration Method is employed to find out an approximate solution for the system of DDE with initial value problems. The example illustrates convenient and an efficiency comparison with the exact solution.

  16. Baecklund transformations and zero-curvature representations of systems of partial differential equations

    International Nuclear Information System (INIS)

    Brandt, F.

    1993-01-01

    It is shown that Baecklund transformations (BTs) and zero-curvature representations (ZCRs) of systems of partial differential equations (PDEs) are closely related. The connection is established by nonlinear representations of the symmetry group underlying the ZCR which induce gauge transformations relating different BTs. This connection is used to construct BTs from ZCRs (and vice versa). Furthermore a procedure is outlined which allows a systematic search for ZCRs of a given system of PDEs. (orig.)

  17. 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

  18. 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.

  19. Exact differential equation for the density and ionization energy of a many-particle system

    Science.gov (United States)

    Levy, M.; Perdew, J. P.; Sahni, V.

    1984-01-01

    The present investigation is concerned with relations studied by Hohenberg and Kohn (1964) and Kohn and Sham (1965). The properties of a ground-state many-electron system are determined by the electron density. The correct differential equation for the density, as dictated by density-functional theory, is presented. It is found that the ground-state density n of a many-electron system obeys a Schroedinger-like differential equation which may be solved by standard Kohn-Sham programs. Results are connected to the traditional exact Kohn-Sham theory. It is pointed out that the results of the current investigations are readily extended to spin-density functional theory.

  20. Systems-based decomposition schemes for the approximate solution of multi-term fractional differential equations

    Science.gov (United States)

    Ford, Neville J.; Connolly, Joseph A.

    2009-07-01

    We give a comparison of the efficiency of three alternative decomposition schemes for the approximate solution of multi-term fractional differential equations using the Caputo form of the fractional derivative. The schemes we compare are based on conversion of the original problem into a system of equations. We review alternative approaches and consider how the most appropriate numerical scheme may be chosen to solve a particular equation.

  1. Smoothing identification of systems with small non-linearities

    Czech Academy of Sciences Publication Activity Database

    Kozánek, Jan; Piranda, J.

    2003-01-01

    Roč. 38, č. 1 (2003), s. 71-84 ISSN 0025-6455 R&D Projects: GA ČR GA101/00/1471 Institutional research plan: CEZ:AV0Z2076919 Keywords : identification * small non-linearities * smoothing methods Subject RIV: BI - Acoustics Impact factor: 0.237, year: 2003

  2. A method for exponential propagation of large systems of stiff nonlinear differential equations

    Science.gov (United States)

    Friesner, Richard A.; Tuckerman, Laurette S.; Dornblaser, Bright C.; Russo, Thomas V.

    1989-01-01

    A new time integrator for large, stiff systems of linear and nonlinear coupled differential equations is described. For linear systems, the method consists of forming a small (5-15-term) Krylov space using the Jacobian of the system and carrying out exact exponential propagation within this space. Nonlinear corrections are incorporated via a convolution integral formalism; the integral is evaluated via approximate Krylov methods as well. Gains in efficiency ranging from factors of 2 to 30 are demonstrated for several test problems as compared to a forward Euler scheme and to the integration package LSODE.

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

    Directory of Open Access Journals (Sweden)

    Hiroshi Yamazawa

    2015-01-01

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

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

    Science.gov (United States)

    Rosenbaum, J. S.

    1976-01-01

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

  5. Numerical Oscillations Analysis for Nonlinear Delay Differential Equations in Physiological Control Systems

    Directory of Open Access Journals (Sweden)

    Qi Wang

    2012-01-01

    Full Text Available This paper deals with the oscillations of numerical solutions for the nonlinear delay differential equations in physiological control systems. The exponential θ-method is applied to p′(t=β0ωμp(t−τ/(ωμ+pμ(t−τ−γp(t and it is shown that the exponential θ-method has the same order of convergence as that of the classical θ-method. Several conditions under which the numerical solutions oscillate are derived. Moreover, it is proven that every nonoscillatory numerical solution tends to positive equilibrium of the continuous system. Finally, the main results are illustrated with numerical examples.

  6. Geometric methods of global attraction in systems of delay differential equations

    Science.gov (United States)

    El-Morshedy, Hassan A.; Ruiz-Herrera, Alfonso

    2017-11-01

    In this paper we deduce criteria of global attraction in systems of delay differential equations. Our methodology is new and consists in "dominating" the nonlinear terms of the system by a scalar function and then studying some dynamical properties of that function. One of the crucial benefits of our approach is that we obtain delay-dependent results of global attraction that cover the best delay-independent conditions. We apply our results in a gene regulatory model and the classical Nicholson's blowfly equation with patch structure.

  7. On non-linear dynamics of coupled 1+1DOF versus 1+1/2DOF Electro-Mechanical System

    DEFF Research Database (Denmark)

    Darula, Radoslav; Sorokin, Sergey

    2014-01-01

    The electro-mechanical systems (EMS) are used from nano-/micro-scale (NEMS/MEMS) up to macro-scale applications. From mathematical view point, they are modelled with the second order differential equation (or a set of equations) for mechanical system, which is nonlinearly coupled with the second...... or the first order differential equation (or a set of equations) for electrical system, depending on properties of the electrical circuit. For the sake of brevity, we assume a 1DOF mechanical system, coupled to 1 or 1/2DOF electrical system (depending whether the capacitance is, or is not considered......). In the paper, authors perform a parametric study to identify operation regimes, where the capacitance term contributes to the non-linear behaviour of the coupled system. To accomplish this task, the classical method of multiple scales is used. The parametric study allows us to assess for which applications...

  8. Attractor reconstruction for non-linear systems: a methodological note

    Science.gov (United States)

    Nichols, J.M.; Nichols, J.D.

    2001-01-01

    Attractor reconstruction is an important step in the process of making predictions for non-linear time-series and in the computation of certain invariant quantities used to characterize the dynamics of such series. The utility of computed predictions and invariant quantities is dependent on the accuracy of attractor reconstruction, which in turn is determined by the methods used in the reconstruction process. This paper suggests methods by which the delay and embedding dimension may be selected for a typical delay coordinate reconstruction. A comparison is drawn between the use of the autocorrelation function and mutual information in quantifying the delay. In addition, a false nearest neighbor (FNN) approach is used in minimizing the number of delay vectors needed. Results highlight the need for an accurate reconstruction in the computation of the Lyapunov spectrum and in prediction algorithms.

  9. Pod systems: an equivariant ordinary differential equation approach to dynamical systems on a spatial domain

    International Nuclear Information System (INIS)

    Elmhirst, Toby; Stewart, Ian; Doebeli, Michael

    2008-01-01

    We present a class of systems of ordinary differential equations (ODEs), which we call 'pod systems', that offers a new perspective on dynamical systems defined on a spatial domain. Such systems are typically studied as partial differential equations, but pod systems bring the analytic techniques of ODE theory to bear on the problems, and are thus able to study behaviours and bifurcations that are not easily accessible to the standard methods. In particular, pod systems are specifically designed to study spatial dynamical systems that exhibit multi-modal solutions. A pod system is essentially a linear combination of parametrized functions in which the coefficients and parameters are variables whose dynamics are specified by a system of ODEs. That is, pod systems are concerned with the dynamics of functions of the form Ψ(s, t) = y 1 (t) φ(s; x 1 (t)) + ··· + y N (t) φ(s; x N (t)), where s in R n is the spatial variable and φ: R n × R d → R. The parameters x i in R d and coefficients y i in R are dynamic variables which evolve according to some system of ODEs, x-dot i = G i (x, y) and y-dot i = H i (x, y), for i = 1, ..., N. The dynamics of Ψ in function space can then be studied through the dynamics of the x and y in finite dimensions. A vital feature of pod systems is that the ODEs that specify the dynamics of the x and y variables are not arbitrary; restrictions on G i and H i are required to guarantee that the dynamics of Ψ in function space are well defined (that is, that trajectories are unique). One important restriction is symmetry in the ODEs which arises because Ψ is invariant under permutations of the indices of the (x i , y i ) pairs. However, this is not the whole story, and the primary goal of this paper is to determine the necessary structure of the ODEs explicitly to guarantee that the dynamics of Ψ are well defined

  10. Numerical solution of ordinary differential equations. For classical, relativistic and nano systems

    International Nuclear Information System (INIS)

    Greenspan, D.

    2006-01-01

    An up-to-date survey on numerical solutions with theory, intuition and applications. Ordinary differential equations (ODE) play a significant role in mathematics, physics and engineering sciences, and thus are part of relevant college and university courses. Many problems, however, both traditional and modern, do not possess exact solutions, and must be treated numerically. Usually this is done with software packages, but for this to be efficient requires a sound understanding of the mathematics involved. This work meets the need for an affordable textbook that helps in understanding numerical solutions of ODE. Carefully structured by an experienced textbook author, it provides a survey of ODE for various applications, both classical and modern, including such special applications as relativistic and nano systems. The examples are carefully explained and compiled into an algorithm, each of which is presented generically, independent of a specific programming language, while each chapter is rounded off with exercises. The text meets the demands of MA200 courses and of the newly created Numerical Solution of Differential Equations courses, making it ideal for both students and lecturers in physics, mathematics, mechanical engineering, electrical engineering, as well as for physicists, mathematicians, engineers, and electrical engineers. From the Contents - Euler's Method - Runge-Kutta Methods - The Method of Taylor Expansions - Large Second Order Systems with Application to Nano Systems - Completely Conservative, Covariant Numerical Methodology - Instability - Numerical Solution of Tridiagonal Linear Algebraic Systems and Related Nonlinear Systems - Approximate Solution of Boundary Value Problems - Special Relativistic Motion - Special Topics - Appendix: Basic Matrix Operations - Bibliography. (orig.) (orig.)

  11. Mathematical models of non-linear phenomena, processes and systems: from molecular scale to planetary atmosphere

    CERN Document Server

    2013-01-01

    This book consists of twenty seven chapters, which can be divided into three large categories: articles with the focus on the mathematical treatment of non-linear problems, including the methodologies, algorithms and properties of analytical and numerical solutions to particular non-linear problems; theoretical and computational studies dedicated to the physics and chemistry of non-linear micro-and nano-scale systems, including molecular clusters, nano-particles and nano-composites; and, papers focused on non-linear processes in medico-biological systems, including mathematical models of ferments, amino acids, blood fluids and polynucleic chains.

  12. 4th International Conference on Particle Systems and Partial Differential Equations

    CERN Document Server

    Soares, Ana

    2017-01-01

    'This book addresses mathematical problems motivated by various applications in physics, engineering, chemistry and biology. It gathers the lecture notes from the mini-course presented by Jean-Christophe Mourrat on the construction of the various stochastic “basic” terms involved in the formulation of the dynamic Ö4  theory in three space dimensions, as well as selected contributions presented at the fourth meeting on Particle Systems and PDEs, which was held at the University of Minho’s Centre of Mathematics in December 2015. The purpose of the conference was to bring together prominent researchers working in the fields of particle systems and partial differential equations, offering them a forum to present their recent results and discuss their topics of expertise. The meeting was also intended to present to a vast and varied public, including young researchers, the area of interacting particle systems, its underlying motivation, and its relation to partial differential equations.  The book w...

  13. 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

  14. DISPL-1, 2. Order Nonlinear Partial Differential Equation System Solution for Kinetics Diffusion Problems

    International Nuclear Information System (INIS)

    Leaf, G.K.; Minkoff, M.

    1982-01-01

    1 - Description of problem or function: DISPL1 is a software package for solving second-order nonlinear systems of partial differential equations including parabolic, elliptic, hyperbolic, and some mixed types. The package is designed primarily for chemical kinetics- diffusion problems, although not limited to these problems. Fairly general nonlinear boundary conditions are allowed as well as inter- face conditions for problems in an inhomogeneous medium. The spatial domain is one- or two-dimensional with rectangular Cartesian, cylindrical, or spherical (in one dimension only) geometry. 2 - Method of solution: The numerical method is based on the use of Galerkin's procedure combined with the use of B-Splines (C.W.R. de-Boor's B-spline package) to generate a system of ordinary differential equations. These equations are solved by a sophisticated ODE software package which is a modified version of Hindmarsh's GEAR package, NESC Abstract 592. 3 - Restrictions on the complexity of the problem: The spatial domain must be rectangular with sides parallel to the coordinate geometry. Cross derivative terms are not permitted in the PDE. The order of the B-Splines is at most 12. Other parameters such as the number of mesh points in each coordinate direction, the number of PDE's etc. are set in a macro table used by the MORTRAn2 preprocessor in generating the object code

  15. Strongly increasing solutions of cyclic systems of second order differential equations with power-type nonlinearities

    Directory of Open Access Journals (Sweden)

    Jaroslav Jaroš

    2015-01-01

    Full Text Available We consider \\(n\\-dimensional cyclic systems of second order differential equations \\[(p_i(t|x_{i}'|^{\\alpha_i -1}x_{i}'' = q_{i}(t|x_{i+1}|^{\\beta_i-1}x_{i+1},\\] \\[\\quad i = 1,\\ldots,n, \\quad (x_{n+1} = x_1 \\tag{\\(\\ast\\}\\] under the assumption that the positive constants \\(\\alpha_i\\ and \\(\\beta_i\\ satisfy \\(\\alpha_1{\\ldots}\\alpha_n \\gt \\beta_1{\\ldots}\\beta_n\\ and \\(p_i(t\\ and \\(q_i(t\\ are regularly varying functions, and analyze positive strongly increasing solutions of system (\\(\\ast\\ in the framework of regular variation. We show that the situation for the existence of regularly varying solutions of positive indices for (\\(\\ast\\ can be characterized completely, and moreover that the asymptotic behavior of such solutions is governed by the unique formula describing their order of growth precisely. We give examples demonstrating that the main results for (\\(\\ast\\ can be applied to some classes of partial differential equations with radial symmetry to acquire accurate information about the existence and the asymptotic behavior of their radial positive strongly increasing solutions.

  16. Transforming parts of a differential equations system to difference equations as a method for run-time savings in NONMEM.

    Science.gov (United States)

    Petersson, K J F; Friberg, L E; Karlsson, M O

    2010-10-01

    Computer models of biological systems grow more complex as computing power increase. Often these models are defined as differential equations and no analytical solutions exist. Numerical integration is used to approximate the solution; this can be computationally intensive, time consuming and be a large proportion of the total computer runtime. The performance of different integration methods depend on the mathematical properties of the differential equations system at hand. In this paper we investigate the possibility of runtime gains by calculating parts of or the whole differential equations system at given time intervals, outside of the differential equations solver. This approach was tested on nine models defined as differential equations with the goal to reduce runtime while maintaining model fit, based on the objective function value. The software used was NONMEM. In four models the computational runtime was successfully reduced (by 59-96%). The differences in parameter estimates, compared to using only the differential equations solver were less than 12% for all fixed effects parameters. For the variance parameters, estimates were within 10% for the majority of the parameters. Population and individual predictions were similar and the differences in OFV were between 1 and -14 units. When computational runtime seriously affects the usefulness of a model we suggest evaluating this approach for repetitive elements of model building and evaluation such as covariate inclusions or bootstraps.

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

    International Nuclear Information System (INIS)

    Martins, Alisson Xavier; Rocha Filho, Tarcisio Marciano da

    2011-01-01

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

  18. Converting differential-equation models of biological systems to membrane computing.

    Science.gov (United States)

    Muniyandi, Ravie Chandren; Zin, Abdullah Mohd; Sanders, J W

    2013-12-01

    This paper presents a method to convert the deterministic, continuous representation of a biological system by ordinary differential equations into a non-deterministic, discrete membrane computation. The dynamics of the membrane computation is governed by rewrite rules operating at certain rates. That has the advantage of applying accurately to small systems, and to expressing rates of change that are determined locally, by region, but not necessary globally. Such spatial information augments the standard differentiable approach to provide a more realistic model. A biological case study of the ligand-receptor network of protein TGF-β is used to validate the effectiveness of the conversion method. It demonstrates the sense in which the behaviours and properties of the system are better preserved in the membrane computing model, suggesting that the proposed conversion method may prove useful for biological systems in particular. Copyright © 2013 Elsevier Ireland Ltd. All rights reserved.

  19. Multifractal chaotic attractors in a system of delay-differential equations modeling road traffic.

    Science.gov (United States)

    Safonov, Leonid A.; Tomer, Elad; Strygin, Vadim V.; Ashkenazy, Yosef; Havlin, Shlomo

    2002-12-01

    We study a system of delay-differential equations modeling single-lane road traffic. The cars move in a closed circuit and the system's variables are each car's velocity and the distance to the car ahead. For low and high values of traffic density the system has a stable equilibrium solution, corresponding to the uniform flow. Gradually decreasing the density from high to intermediate values we observe a sequence of supercritical Hopf bifurcations forming multistable limit cycles, corresponding to flow regimes with periodically moving traffic jams. Using an asymptotic technique we find approximately small limit cycles born at Hopf bifurcations and numerically preform their global continuations with decreasing density. For sufficiently large delay the system passes to chaos following the Ruelle-Takens-Newhouse scenario (limit cycles-two-tori-three-tori-chaotic attractors). We find that chaotic and nonchaotic attractors coexist for the same parameter values and that chaotic attractors have a broad multifractal spectrum. (c) 2002 American Institute of Physics.

  20. Modeling real-time balancing power demands in wind power systems using stochastic differential equations

    International Nuclear Information System (INIS)

    Olsson, Magnus; Perninge, Magnus; Soeder, Lennart

    2010-01-01

    The inclusion of wind power into power systems has a significant impact on the demand for real-time balancing power due to the stochastic nature of wind power production. The overall aim of this paper is to present probabilistic models of the impact of large-scale integration of wind power on the continuous demand in MW for real-time balancing power. This is important not only for system operators, but also for producers and consumers since they in most systems through various market solutions provide balancing power. Since there can occur situations where the wind power variations cancel out other types of deviations in the system, models on an hourly basis are not sufficient. Therefore the developed model is in continuous time and is based on stochastic differential equations (SDE). The model can be used within an analytical framework or in Monte Carlo simulations. (author)

  1. Non-linear dynamical classification of short time series of the rössler system in high noise regimes.

    Science.gov (United States)

    Lainscsek, Claudia; Weyhenmeyer, Jonathan; Hernandez, Manuel E; Poizner, Howard; Sejnowski, Terrence J

    2013-01-01

    Time series analysis with delay differential equations (DDEs) reveals non-linear properties of the underlying dynamical system and can serve as a non-linear time-domain classification tool. Here global DDE models were used to analyze short segments of simulated time series from a known dynamical system, the Rössler system, in high noise regimes. In a companion paper, we apply the DDE model developed here to classify short segments of encephalographic (EEG) data recorded from patients with Parkinson's disease and healthy subjects. Nine simulated subjects in each of two distinct classes were generated by varying the bifurcation parameter b and keeping the other two parameters (a and c) of the Rössler system fixed. All choices of b were in the chaotic parameter range. We diluted the simulated data using white noise ranging from 10 to -30 dB signal-to-noise ratios (SNR). Structure selection was supervised by selecting the number of terms, delays, and order of non-linearity of the model DDE model that best linearly separated the two classes of data. The distances d from the linear dividing hyperplane was then used to assess the classification performance by computing the area A' under the ROC curve. The selected model was tested on untrained data using repeated random sub-sampling validation. DDEs were able to accurately distinguish the two dynamical conditions, and moreover, to quantify the changes in the dynamics. There was a significant correlation between the dynamical bifurcation parameter b of the simulated data and the classification parameter d from our analysis. This correlation still held for new simulated subjects with new dynamical parameters selected from each of the two dynamical regimes. Furthermore, the correlation was robust to added noise, being significant even when the noise was greater than the signal. We conclude that DDE models may be used as a generalizable and reliable classification tool for even small segments of noisy data.

  2. 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...

  3. 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.

  4. 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...

  5. Linear and non-linear energy barriers in systems of interacting single-domain ferromagnetic particles

    International Nuclear Information System (INIS)

    Petrila, Iulian; Bodale, Ilie; Rotarescu, Cristian; Stancu, Alexandru

    2011-01-01

    A comparative analysis between linear and non-linear energy barriers used for modeling statistical thermally-excited ferromagnetic systems is presented. The linear energy barrier is obtained by new symmetry considerations about the anisotropy energy and the link with the non-linear energy barrier is also presented. For a relevant analysis we compare the effects of linear and non-linear energy barriers implemented in two different models: Preisach-Neel and Ising-Metropolis. The differences between energy barriers which are reflected in different coercive field dependence of the temperature are also presented. -- Highlights: → The linear energy barrier is obtained from symmetry considerations. → The linear and non-linear energy barriers are calibrated and implemented in Preisach-Neel and Ising-Metropolis models. → The temperature and time effects of the linear and non-linear energy barriers are analyzed.

  6. Boundedness of the solutions for certain classes of fractional differential equations with application to adaptive systems.

    Science.gov (United States)

    Aguila-Camacho, Norelys; Duarte-Mermoud, Manuel A

    2016-01-01

    This paper presents the analysis of three classes of fractional differential equations appearing in the field of fractional adaptive systems, for the case when the fractional order is in the interval α ∈(0,1] and the Caputo definition for fractional derivatives is used. The boundedness of the solutions is proved for all three cases, and the convergence to zero of the mean value of one of the variables is also proved. Applications of the obtained results to fractional adaptive schemes in the context of identification and control problems are presented at the end of the paper, including numerical simulations which support the analytical results. Copyright © 2015 ISA. Published by Elsevier Ltd. All rights reserved.

  7. Dynamics of excited instantons in the system of forced Gursey nonlinear differential equations

    Energy Technology Data Exchange (ETDEWEB)

    Aydogmus, F., E-mail: fatma.aydogmus@gmail.com [Istanbul University, Department of Physics, Faculty of Science (Turkey)

    2015-02-15

    The Gursey model is a 4D conformally invariant pure fermionic model with a nonlinear spinor self-coupled term. Gursey proposed his model as a possible basis for a unitary description of elementary particles following the “Heisenberg dream.” In this paper, we consider the system of Gursey nonlinear differential equations (GNDEs) formed by using the Heisenberg ansatz. We use it to understand how the behavior of spinor-type Gursey instantons can be affected by excitations. For this, the regular and chaotic numerical solutions of forced GNDEs are investigated by constructing their Poincaré sections in phase space. A hierarchical cluster analysis method for investigating the forced GNDEs is also presented.

  8. Method of Lyapunov functions in problems of stability of solutions of systems of differential equations with impulse action

    International Nuclear Information System (INIS)

    Ignat'yev, A O

    2003-01-01

    A system of ordinary differential equations with impulse action at fixed moments of time is considered. The system is assumed to have the zero solution. It is shown that the existence of a corresponding Lyapunov function is a necessary and sufficient condition for the uniform asymptotic stability of the zero solution. Restrictions on perturbations of the right-hand sides of differential equations and impulse actions are obtained under which the uniform asymptotic stability of the zero solution of the 'unperturbed' system implies the uniform asymptotic stability of the zero solution of the 'perturbed' system

  9. Punctuated equilibrium in a non-linear system of action

    NARCIS (Netherlands)

    J.S. Timmermans (Jos)

    2008-01-01

    textabstractColeman's equilibrium model of social development, the Linear System of Action, is extended to cover the dynamics of societal transitions. The model implemented has the characteristics of a dissipative system. A variation and selection algorithm favoring the retention of relatively

  10. Control of Non-linear Marine Cooling System

    DEFF Research Database (Denmark)

    Hansen, Michael; Stoustrup, Jakob; Bendtsen, Jan Dimon

    2011-01-01

    We consider the problem of designing control laws for a marine cooling system used for cooling the main engine and auxiliary components aboard several classes of container vessels. We focus on achieving simple set point control for the system and do not consider compensation of the non-linearitie......-linearities, closed circuit flow dynamics or transport delays that are present in the system. Control laws are therefore designed using classical control theory and the performance of the design is illustrated through two simulation examples....

  11. Adaptive Non-linear Control of Hydraulic Actuator Systems

    DEFF Research Database (Denmark)

    Hansen, Poul Erik; Conrad, Finn

    1998-01-01

    Presentation of two new developed adaptive non-liner controllers for hydraulic actuator systems to give stable operation and improved performance.Results from the IMCIA project supported by the Danish Technical Research Council (STVF).......Presentation of two new developed adaptive non-liner controllers for hydraulic actuator systems to give stable operation and improved performance.Results from the IMCIA project supported by the Danish Technical Research Council (STVF)....

  12. Biometric Authentication System using Non-Linear Chaos

    OpenAIRE

    Dr.N.Krishnan; A.Senthil Arumugam,

    2010-01-01

    A major concern nowadays for any Biometric Credential Management System is its potential vulnerability to protect its information sources; i.e. protecting a genuine user’s template from both internal and external threats. These days’ biometric authentication systems face various risks. One of the most serious threats is the ulnerability of the template's database. An attacker with access to a reference template could try to impersonate a legitimate user by reconstructing the biometric sample...

  13. Controllability of non-linear systems: generic singularities and their stability

    International Nuclear Information System (INIS)

    Davydov, Alexey A; Zakalyukin, Vladimir M

    2012-01-01

    This paper presents an overview of the state of the art in applications of singularity theory to the analysis of generic singularities of controllability of non-linear systems on manifolds. Bibliography: 40 titles.

  14. Non-linear and adaptive control of a refrigeration system

    DEFF Research Database (Denmark)

    Rasmussen, Henrik; Larsen, Lars F. S.

    2011-01-01

    are capable of adapting to variety of systems. This paper proposes a novel method for superheat and capacity control of refrigeration systems; namely by controlling the superheat by the compressor speed and capacity by the refrigerant flow. A new low order nonlinear model of the evaporator is developed......In a refrigeration process heat is absorbed in an evaporator by evaporating a flow of liquid refrigerant at low pressure and temperature. Controlling the evaporator inlet valve and the compressor in such a way that a high degree of liquid filling in the evaporator is obtained at all compressor...... capacities ensures a high energy efficiency. The level of liquid filling is indirectly measured by the superheat. Introduction of variable speed compressors and electronic expansion valves enables the use of more sophisticated control algorithms, giving a higher degree of performance and just as important...

  15. Energy Recovery from a Non-Linear Electromagnetic System

    Directory of Open Access Journals (Sweden)

    Kęcik Krzysztof

    2018-03-01

    Full Text Available The paper presents study of a pseudo-magnetic levitation system (pseudo-maglev dedicated for energy harvesting. The idea rely on motion of a pseudo-levitating magnet in a coil’s terminal. The study based on real prototype harvester system, which in the pendulum dynamic vibration absorber is applied. For some parameters, the stability loss caused by the period doubling bifurcation is detected. The coexistence of two stable solutions, one of which is much better for energy harvesting is observed. The influence of the pseudo-maglev parameters on the recovered current and stability of the periodic solutions is presented in detail. The obtained results show, that the best energy recovery occurs for the high pseudo-maglev stiffness and close to the coil resistance. The amplitude’s excitation, the load resistances and the coupling coefficient strongly influence on the system’s response.

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2016-05-15

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

  17. Non-linear feedback control of the p53 protein-mdm2 inhibitor system using the derivative-free non-linear Kalman filter.

    Science.gov (United States)

    Rigatos, Gerasimos G

    2016-06-01

    It is proven that the model of the p53-mdm2 protein synthesis loop is a differentially flat one and using a diffeomorphism (change of state variables) that is proposed by differential flatness theory it is shown that the protein synthesis model can be transformed into the canonical (Brunovsky) form. This enables the design of a feedback control law that maintains the concentration of the p53 protein at the desirable levels. To estimate the non-measurable elements of the state vector describing the p53-mdm2 system dynamics, the derivative-free non-linear Kalman filter is used. Moreover, to compensate for modelling uncertainties and external disturbances that affect the p53-mdm2 system, the derivative-free non-linear Kalman filter is re-designed as a disturbance observer. The derivative-free non-linear Kalman filter consists of the Kalman filter recursion applied on the linearised equivalent of the protein synthesis model together with an inverse transformation based on differential flatness theory that enables to retrieve estimates for the state variables of the initial non-linear model. The proposed non-linear feedback control and perturbations compensation method for the p53-mdm2 system can result in more efficient chemotherapy schemes where the infusion of medication will be better administered.

  18. 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.

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

    Science.gov (United States)

    Gainetdinova, A A; Gazizov, R K

    2017-01-01

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

  20. 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.

  1. 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.

  2. Dynamics of unsymmetric piecewise-linear/non-linear systems using finite elements in time

    Science.gov (United States)

    Wang, Yu

    1995-08-01

    The dynamic response and stability of a single-degree-of-freedom system with unsymmetric piecewise-linear/non-linear stiffness are analyzed using the finite element method in the time domain. Based on a Hamilton's weak principle, this method provides a simple and efficient approach for predicting all possible fundamental and sub-periodic responses. The stability of the steady state response is determined by using Floquet's theory without any special effort for calculating transition matrices. This method is applied to a number of examples, demonstrating its effectiveness even for a strongly non-linear problem involving both clearance and continuous stiffness non-linearities. Close agreement is found between available published findings and the predictions of the finite element in time approach, which appears to be an efficient and reliable alternative technique for non-linear dynamic response and stability analysis of periodic systems.

  3. 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.

  4. An analytical study of non-linear behaviour of coupled 2+2x0.5 DOF electro-magneto-mechanical system by a method of multiple scales

    DEFF Research Database (Denmark)

    Darula, Radoslav; Sorokin, Sergey

    2013-01-01

    An electro-magneto-mechanical system combines three physical domains - a mechanical structure, a magnetic field and an electric circuit. The interaction between these domains is analysed for a structure with two degrees of freedom (translational and rotational) and two electrical circuits. Each...... electrical circuit is described by a differential equation of the 1st order, which is considered to contribute to the coupled system by 0.5 DOF. The electrical and mechanical systems are coupled via a magnetic circuit, which is inherently non-linear, due to a non-linear nature of the electro-magnetic force...

  5. SIMULTANEOUS DIFFERENTIAL EQUATION COMPUTER

    Science.gov (United States)

    Collier, D.M.; Meeks, L.A.; Palmer, J.P.

    1960-05-10

    A description is given for an electronic simulator for a system of simultaneous differential equations, including nonlinear equations. As a specific example, a homogeneous nuclear reactor system including a reactor fluid, heat exchanger, and a steam boiler may be simulated, with the nonlinearity resulting from a consideration of temperature effects taken into account. The simulator includes three operational amplifiers, a multiplier, appropriate potential sources, and interconnecting R-C networks.

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

    Directory of Open Access Journals (Sweden)

    Aleksandr Alekseev

    2015-07-01

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

  7. EXISTENCE OF POSITIVE SOLUTION TO TWO-POINT BOUNDARY VALUE PROBLEM FOR A SYSTEM OF SECOND ORDER ORDINARY DIFFERENTIAL EQUATIONS

    Institute of Scientific and Technical Information of China (English)

    2009-01-01

    In this paper, we consider a two-point boundary value problem for a system of second order ordinary differential equations. Under some conditions, we show the existence of positive solution to the system of second order ordinary differential equa-tions.

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

    DEFF Research Database (Denmark)

    Krenk, Steen

    2015-01-01

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

  9. Fun with Differential Equations

    Indian Academy of Sciences (India)

    IAS Admin

    tion of ® with ¼=2. One can use the uniqueness of solutions of differential equations to prove the addition formulae for sin(t1 +t2), etc. But instead of continuing with this thought process, let us do something more interesting. Now we shall consider another system. Fix 0 < < 1. I am looking for three real-valued functions x(t), ...

  10. Algorithms to solve coupled systems of differential equations in terms of power series

    International Nuclear Information System (INIS)

    Ablinger, Jakob; Schneider, Carsten

    2016-08-01

    Using integration by parts relations, Feynman integrals can be represented in terms of coupled systems of differential equations. In the following we suppose that the unknown Feynman integrals can be given in power series representations, and that sufficiently many initial values of the integrals are given. Then there exist algorithms that decide constructively if the coefficients of their power series representations can be given within the class of nested sums over hypergeometric products. In this article we work out the calculation steps that solve this problem. First, we present a successful tactic that has been applied recently to challenging problems coming from massive 3-loop Feynman integrals. Here our main tool is to solve scalar linear recurrences within the class of nested sums over hypergeometric products. Second, we will present a new variation of this tactic which relies on more involved summation technologies but succeeds in reducing the problem to solve scalar recurrences with lower recurrence orders. The article works out the different challenges of this new tactic and demonstrates how they can be treated efficiently with our existing summation technologies.

  11. Particle Swarm Optimization Based on Local Attractors of Ordinary Differential Equation System

    Directory of Open Access Journals (Sweden)

    Wenyu Yang

    2014-01-01

    Full Text Available Particle swarm optimization (PSO is inspired by sociological behavior. In this paper, we interpret PSO as a finite difference scheme for solving a system of stochastic ordinary differential equations (SODE. In this framework, the position points of the swarm converge to an equilibrium point of the SODE and the local attractors, which are easily defined by the present position points, also converge to the global attractor. Inspired by this observation, we propose a class of modified PSO iteration methods (MPSO based on local attractors of the SODE. The idea of MPSO is to choose the next update state near the present local attractor, rather than the present position point as in the original PSO, according to a given probability density function. In particular, the quantum-behaved particle swarm optimization method turns out to be a special case of MPSO by taking a special probability density function. The MPSO methods with six different probability density functions are tested on a few benchmark problems. These MPSO methods behave differently for different problems. Thus, our framework not only gives an interpretation for the ordinary PSO but also, more importantly, provides a warehouse of PSO-like methods to choose from for solving different practical problems.

  12. Issues in developing parallel iterative algorithms for solving partial differential equations on a (transputer-based) distributed parallel computing system

    International Nuclear Information System (INIS)

    Rajagopalan, S.; Jethra, A.; Khare, A.N.; Ghodgaonkar, M.D.; Srivenkateshan, R.; Menon, S.V.G.

    1990-01-01

    Issues relating to implementing iterative procedures, for numerical solution of elliptic partial differential equations, on a distributed parallel computing system are discussed. Preliminary investigations show that a speed-up of about 3.85 is achievable on a four transputer pipeline network. (author). 2 figs., 3 a ppendixes., 7 refs

  13. Solvability conditions of the Cauchy problem for two-dimensional systems of linear functional differential equations with monotone operators

    Czech Academy of Sciences Publication Activity Database

    Šremr, Jiří

    2007-01-01

    Roč. 132, č. 3 (2007), s. 263-295 ISSN 0862-7959 R&D Projects: GA ČR GP201/04/P183 Institutional research plan: CEZ:AV0Z10190503 Keywords : system of functional differential equations with monotone operators * initial value problem * unique solvability Subject RIV: BA - General Mathematics

  14. 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.

  15. 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

  16. Singular Initial Value Problem for Certain Classes of Systems of Ordinary Differential Equations

    Directory of Open Access Journals (Sweden)

    Josef Diblík

    2013-01-01

    dimension of the set of initial data generating such solutions is estimated. An asymptotic behavior of solutions is determined as well and relevant asymptotic formulas are derived. The method of functions defined implicitly and the topological method (Ważewski's method are used in the proofs. The results generalize some previous ones on singular initial value problems for differential equations.

  17. Iterative Observer-based Estimation Algorithms for Steady-State Elliptic Partial Differential Equation Systems

    KAUST Repository

    Majeed, Muhammad Usman

    2017-07-19

    Steady-state elliptic partial differential equations (PDEs) are frequently used to model a diverse range of physical phenomena. The source and boundary data estimation problems for such PDE systems are of prime interest in various engineering disciplines including biomedical engineering, mechanics of materials and earth sciences. Almost all existing solution strategies for such problems can be broadly classified as optimization-based techniques, which are computationally heavy especially when the problems are formulated on higher dimensional space domains. However, in this dissertation, feedback based state estimation algorithms, known as state observers, are developed to solve such steady-state problems using one of the space variables as time-like. In this regard, first, an iterative observer algorithm is developed that sweeps over regular-shaped domains and solves boundary estimation problems for steady-state Laplace equation. It is well-known that source and boundary estimation problems for the elliptic PDEs are highly sensitive to noise in the data. For this, an optimal iterative observer algorithm, which is a robust counterpart of the iterative observer, is presented to tackle the ill-posedness due to noise. The iterative observer algorithm and the optimal iterative algorithm are then used to solve source localization and estimation problems for Poisson equation for noise-free and noisy data cases respectively. Next, a divide and conquer approach is developed for three-dimensional domains with two congruent parallel surfaces to solve the boundary and the source data estimation problems for the steady-state Laplace and Poisson kind of systems respectively. Theoretical results are shown using a functional analysis framework, and consistent numerical simulation results are presented for several test cases using finite difference discretization schemes.

  18. Differential equations extended to superspace

    Energy Technology Data Exchange (ETDEWEB)

    Torres, J. [Instituto de Fisica, Universidad de Guanajuato, A.P. E-143, Leon, Guanajuato (Mexico); Rosu, H.C. [Instituto Potosino de Investigacion Cientifica y Tecnologica, A.P. 3-74, Tangamanga, San Luis Potosi (Mexico)

    2003-07-01

    We present a simple SUSY Ns = 2 superspace extension of the differential equations in which the sought solutions are considered to be real superfields but maintaining the common derivative operators and the coefficients of the differential equations unaltered. In this way, we get self consistent systems of coupled differential equations for the components of the superfield. This procedure is applied to the Riccati equation, for which we obtain in addition the system of coupled equations corresponding to the components of the general superfield solution. (Author)

  19. Differential equations extended to superspace

    International Nuclear Information System (INIS)

    Torres, J.; Rosu, H.C.

    2003-01-01

    We present a simple SUSY Ns = 2 superspace extension of the differential equations in which the sought solutions are considered to be real superfields but maintaining the common derivative operators and the coefficients of the differential equations unaltered. In this way, we get self consistent systems of coupled differential equations for the components of the superfield. This procedure is applied to the Riccati equation, for which we obtain in addition the system of coupled equations corresponding to the components of the general superfield solution. (Author)

  20. PWR control system design using advanced linear and non-linear methodologies

    International Nuclear Information System (INIS)

    Rabindran, N.; Whitmarsh-Everiss, M.J.

    2004-01-01

    Consideration is here given to the methodology deployed for non-linear heuristic analysis in the time domain supported by multi-variable linear control system design methods for the purposes of operational dynamics and control system analysis. This methodology is illustrated by the application of structural singular value μ analysis to Pressurised Water Reactor control system design. (author)

  1. Comparison of modal spectral and non-linear time history analysis of a piping system

    International Nuclear Information System (INIS)

    Gerard, R.; Aelbrecht, D.; Lafaille, J.P.

    1987-01-01

    A typical piping system of the discharge line of the chemical and volumetric control system, outside the containment, between the penetration and the heat exchanger, an operating power plant was analyzed using four different methods: Modal spectral analysis with 2% constant damping, modal spectral analysis using ASME Code Case N411 (PVRC damping), linear time history analysis, non-linear time history analysis. This paper presents an estimation of the conservatism of the linear methods compared to the non-linear analysis. (orig./HP)

  2. Elements of partial differential equations

    CERN Document Server

    Sneddon, Ian Naismith

    1957-01-01

    Geared toward students of applied rather than pure mathematics, this volume introduces elements of partial differential equations. Its focus is primarily upon finding solutions to particular equations rather than general theory.Topics include ordinary differential equations in more than two variables, partial differential equations of the first and second orders, Laplace's equation, the wave equation, and the diffusion equation. A helpful Appendix offers information on systems of surfaces, and solutions to the odd-numbered problems appear at the end of the book. Readers pursuing independent st

  3. Differential Equations as Actions

    DEFF Research Database (Denmark)

    Ronkko, Mauno; Ravn, Anders P.

    1997-01-01

    We extend a conventional action system with a primitive action consisting of a differential equation and an evolution invariant. The semantics is given by a predicate transformer. The weakest liberal precondition is chosen, because it is not always desirable that steps corresponding to differential...... actions shall terminate. It is shown that the proposed differential action has a semantics which corresponds to a discrete approximation when the discrete step size goes to zero. The extension gives action systems the power to model real-time clocks and continuous evolutions within hybrid systems....

  4. A new active absorption system and its performance to linear and non-linear waves

    DEFF Research Database (Denmark)

    Andersen, Thomas Lykke; Clavero, M.; Frigaard, Peter Bak

    2016-01-01

    Highlights •An active absorption system for wavemakers has been developed. •The theory for flush mounted gauges has been extended to cover also small gaps. •The new system has been validated in a wave flume with wavemakers in both ends. •A generation and absorption procedure for highly non-linear...

  5. Dynamic Response of Non-Linear Inelsatic Systems to Poisson-Driven Stochastic Excitations

    DEFF Research Database (Denmark)

    Nielsen, Søren R. K.; Iwankiewicz, R.

    of an equivalent linearization techni que and substituting the non-analytical non-linearity in the original system by the cubic form in the pertinent state variables. The response moments are evaluated for the equivalent systems with the help of a generalized Ito's differential rule. The analytical results...

  6. Optical solver for a system of ordinary differential equations based on an external feedback assisted microring resonator.

    Science.gov (United States)

    Hou, Jie; Dong, Jianji; Zhang, Xinliang

    2017-06-15

    Systems of ordinary differential equations (SODEs) are crucial for describing the dynamic behaviors in various systems such as modern control systems which require observability and controllability. In this Letter, we propose and experimentally demonstrate an all-optical SODE solver based on the silicon-on-insulator platform. We use an add/drop microring resonator to construct two different ordinary differential equations (ODEs) and then introduce two external feedback waveguides to realize the coupling between these ODEs, thus forming the SODE solver. A temporal coupled mode theory is used to deduce the expression of the SODE. A system experiment is carried out for further demonstration. For the input 10 GHz NRZ-like pulses, the measured output waveforms of the SODE solver agree well with the calculated results.

  7. A Solution Space for a System of Null-State Partial Differential Equations: Part 3

    Science.gov (United States)

    Flores, Steven M.; Kleban, Peter

    2015-01-01

    This article is the third of four that completely and rigorously characterize a solution space for a homogeneous system of 2 N + 3 linear partial differential equations (PDEs) in 2 N variables that arises in conformal field theory (CFT) and multiple Schramm-Löwner evolution (SLE κ ). The system comprises 2 N null-state equations and three conformal Ward identities that govern CFT correlation functions of 2 N one-leg boundary operators. In the first two articles (Flores and Kleban, in Commun Math Phys, arXiv:1212.2301, 2012; Commun Math Phys, arXiv:1404.0035, 2014), we use methods of analysis and linear algebra to prove that dim , with C N the Nth Catalan number. Extending these results, we prove in this article that dim and entirely consists of (real-valued) solutions constructed with the CFT Coulomb gas (contour integral) formalism. In order to prove this claim, we show that a certain set of C N such solutions is linearly independent. Because the formulas for these solutions are complicated, we prove linear independence indirectly. We use the linear injective map of Lemma 15 in Flores and Kleban (Commun Math Phys, arXiv:1212.2301, 2012) to send each solution of the mentioned set to a vector in , whose components we find as inner products of elements in a Temperley-Lieb algebra. We gather these vectors together as columns of a symmetric matrix, with the form of a meander matrix. If the determinant of this matrix does not vanish, then the set of C N Coulomb gas solutions is linearly independent. And if this determinant does vanish, then we construct an alternative set of C N Coulomb gas solutions and follow a similar procedure to show that this set is linearly independent. The latter situation is closely related to CFT minimal models. We emphasize that, although the system of PDEs arises in CFT in away that is typically non-rigorous, our treatment of this system here and in Flores and Kleban (Commun Math Phys, arXiv:1212.2301, 2012; Commun Math Phys, arXiv:1404

  8. Workshop on quantum stochastic differential equations for the quantum simulation of physical systems

    Science.gov (United States)

    2016-09-22

    that would be complimentary to the efforts at ARL. One the other hand, topological quantum field theories have a dual application to topological...Witten provided a path-integral definition of the Jones polynomial using a three-dimensional Chern-Simons quantum field theory (QFT) based on a non...topology, quantum field theory , quantum stochastic differential equations, quantum computing REPORT DOCUMENTATION PAGE 11. SPONSOR/MONITOR’S REPORT

  9. 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.

  10. A Solution Space for a System of Null-State Partial Differential Equations: Part 1

    Science.gov (United States)

    Flores, Steven M.; Kleban, Peter

    2015-01-01

    This article is the first of four that completely and rigorously characterize a solution space for a homogeneous system of 2 N + 3 linear partial differential equations (PDEs) in 2 N variables that arises in conformal field theory (CFT) and multiple Schramm-Löwner evolution (SLE). In CFT, these are null-state equations and conformal Ward identities. They govern partition functions for the continuum limit of a statistical cluster or loop-gas model, such as percolation, or more generally the Potts models and O( n) models, at the statistical mechanical critical point. (SLE partition functions also satisfy these equations.) For such a lattice model in a polygon with its 2 N sides exhibiting a free/fixed side-alternating boundary condition , this partition function is proportional to the CFT correlation function where the w i are the vertices of and where is a one-leg corner operator. (Partition functions for "crossing events" in which clusters join the fixed sides of in some specified connectivity are linear combinations of such correlation functions.) When conformally mapped onto the upper half-plane, methods of CFT show that this correlation function satisfies the system of PDEs that we consider. In this first article, we use methods of analysis to prove that the dimension of this solution space is no more than C N , the Nth Catalan number. While our motivations are based in CFT, our proofs are completely rigorous. This proof is contained entirely within this article, except for the proof of Lemma 14, which constitutes the second article (Flores and Kleban, in Commun Math Phys, arXiv:1404.0035, 2014). In the third article (Flores and Kleban, in Commun Math Phys, arXiv:1303.7182, 2013), we use the results of this article to prove that the solution space of this system of PDEs has dimension C N and is spanned by solutions constructed with the CFT Coulomb gas (contour integral) formalism. In the fourth article (Flores and Kleban, in Commun Math Phys, arXiv:1405

  11. A Solution Space for a System of Null-State Partial Differential Equations: Part 4

    Science.gov (United States)

    Flores, Steven M.; Kleban, Peter

    2015-01-01

    This article is the last of four that completely and rigorously characterize a solution space for a homogeneous system of 2 N + 3 linear partial differential equations in 2 N variables that arises in conformal field theory (CFT) and multiple Schramm-Löwner evolution (SLE). The system comprises 2 N null-state equations and three conformal Ward identities that govern CFT correlation functions of 2 N one-leg boundary operators. In the first two articles (Flores and Kleban in Commun Math Phys, 2012; Flores and Kleban, in Commun Math Phys, 2014), we use methods of analysis and linear algebra to prove that dim , with C N the Nth Catalan number. Using these results in the third article (Flores and Kleban, in Commun Math Phys, 2013), we prove that dim and is spanned by (real-valued) solutions constructed with the Coulomb gas (contour integral) formalism of CFT. In this article, we use these results to prove some facts concerning the solution space . First, we show that each of its elements equals a sum of at most two distinct Frobenius series in powers of the difference between two adjacent points (unless is odd, in which case a logarithmic term may appear). This establishes an important element in the operator product expansion for one-leg boundary operators, assumed in CFT. We also identify particular elements of , which we call connectivity weights, and exploit their special properties to conjecture a formula for the probability that the curves of a multiple-SLE process join in a particular connectivity. This leads to new formulas for crossing probabilities of critical lattice models inside polygons with a free/fixed side-alternating boundary condition, which we derive in Flores et al. (Partition functions and crossing probabilities for critical systems inside polygons, in preparation). Finally, we propose a reason for why the exceptional speeds [certain values that appeared in the analysis of the Coulomb gas solutions in Flores and Kleban (Commun Math Phys, 2013)] and

  12. A Solution Space for a System of Null-State Partial Differential Equations: Part 2

    Science.gov (United States)

    Flores, Steven M.; Kleban, Peter

    2015-01-01

    This article is the second of four that completely and rigorously characterize a solution space for a homogeneous system of 2 N + 3 linear partial differential equations in 2 N variables that arises in conformal field theory (CFT) and multiple Schramm-Löwner evolution (SLE). The system comprises 2 N null-state equations and three conformal Ward identities which govern CFT correlation functions of 2 N one-leg boundary operators. In the first article (Flores and Kleban, Commun Math Phys, arXiv:1212.2301, 2012), we use methods of analysis and linear algebra to prove that dim , with C N the Nth Catalan number. The analysis of that article is complete except for the proof of a lemma that it invokes. The purpose of this article is to provide that proof. The lemma states that if every interval among ( x 2, x 3), ( x 3, x 4),…,( x 2 N-1, x 2 N ) is a two-leg interval of (defined in Flores and Kleban, Commun Math Phys, arXiv:1212.2301, 2012), then F vanishes. Proving this lemma by contradiction, we show that the existence of such a nonzero function implies the existence of a non-vanishing CFT two-point function involving primary operators with different conformal weights, an impossibility. This proof (which is rigorous in spite of our occasional reference to CFT) involves two different types of estimates, those that give the asymptotic behavior of F as the length of one interval vanishes, and those that give this behavior as the lengths of two intervals vanish simultaneously. We derive these estimates by using Green functions to rewrite certain null-state PDEs as integral equations, combining other null-state PDEs to obtain Schauder interior estimates, and then repeatedly integrating the integral equations with these estimates until we obtain optimal bounds. Estimates in which two interval lengths vanish simultaneously divide into two cases: two adjacent intervals and two non-adjacent intervals. The analysis of the latter case is similar to that for one vanishing

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

    Indian Academy of Sciences (India)

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

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

    Indian Academy of Sciences (India)

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

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

  15. The non-linear paradigm: The climate system as an egg box''

    International Nuclear Information System (INIS)

    Iversen, Trond

    2000-01-01

    The article is the last of three dealing with the problems of climatic forecasting. It presents various ways of applying models and points out that regarding the climate system as non-linear and chaotic may be useful for interpreting observations and models. Some applications of the paradigm are presented. The emphasis is on climatic changes due to energy and human activities

  16. Gain scheduling for non-linear time-delay systems using approximated model

    NARCIS (Netherlands)

    Pham, H.T.; Lim, J.T

    2012-01-01

    The authors investigate a regulation problem of non-linear systems driven by an exogenous signal and time-delay in the input. In order to compensate for the input delay, they propose a reduction transformation containing the past information of the control input. Then, by utilising the Euler

  17. 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

  18. Composition between mecd and runge-Kutta algorithm method for large system of second order differential equations

    International Nuclear Information System (INIS)

    Supriyono; Miyoshi, T.

    1997-01-01

    NECD Method and runge-Kutta method for large system of second order ordinary differential equations in comparing algorithm. The paper introduce a extrapolation method used for solving the large system of second order ordinary differential equation. We call this method the modified extrapolated central difference (MECD) method. for the accuracy and efficiency MECD method. we compare the method with 4-th order runge-Kutta method. The comparison results show that, this method has almost the same accuracy as the 4-th order runge-Kutta method, but the computation time is about half of runge-Kutta. The MECD was declare by the author and Tetsuhiko Miyoshi of the Dept. Applied Science Yamaguchi University Japan

  19. On the stability of non-linear systems; Sur la stabilite des systemes non-lineaires

    Energy Technology Data Exchange (ETDEWEB)

    Guelman, M [Commissariat a l' Energie Atomique, 91 - Saclay (France). Centre d' Etudes Nucleaires, services scientifiques

    1968-09-01

    A study is made of the absolute stability of nonlinear systems, using Liapounov's second method and taking into account the results obtained from V.M. Popov's work. The results already established are first presented, in particular concerning the frequency domain criterions for absolute stability of automatic control systems containing one single non linearity. The results have been extended to show the existence of a limiting parabola. New use is then made of the methods studied for deriving absolute stability criterions for a system containing a different type of non linearity. Finally, the results obtained are considered from the point of view of Aizerman's conjecture. (author) [French] Dans ce travail, on etudie la stabilite absolue des systemes non lineaires utilisant la deuxieme methode de Liapounov en tenant compte des resultats acquis a partir des travaux de V.M. Popov. On fait d'abord un expose des resultats deja etablis, en particulier en ce qui concerne les criteres frequentiels de stabilite absolue pour le cas d'un systeme de commande automatique comportant une seule non linearite. On a prolonge ces resultats jusqu'a l'etablissement de l'existence d'une parabole limite. On fait ensuite une nouvelle utilisation des methodes etudiees, etablissant des criteres de stabilite absolue pour un systeme comportant un type different de non linearite. On etudie enfin les resultats obtenus, dans l'optique de la conjecture de Aizerman. (auteur)

  20. Solution of differential equations by application of transformation groups

    Science.gov (United States)

    Driskell, C. N., Jr.; Gallaher, L. J.; Martin, R. H., Jr.

    1968-01-01

    Report applies transformation groups to the solution of systems of ordinary differential equations and partial differential equations. Lies theorem finds an integrating factor for appropriate invariance group or groups can be found and can be extended to partial differential equations.

  1. 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.

  2. Dynamic stability of a vertically excited non-linear continuous system

    Czech Academy of Sciences Publication Activity Database

    Náprstek, Jiří; Fischer, Cyril

    2015-01-01

    Roč. 155, July (2015), s. 106-114 ISSN 0045-7949 R&D Projects: GA ČR(CZ) GA15-01035S Institutional support: RVO:68378297 Keywords : non-linear systems * auto-parametric systems * semi-trivial solution * dynamic stability * system recovery * post- critical response Subject RIV: JM - Building Engineering Impact factor: 2.425, year: 2015 http://www.sciencedirect.com/science/article/pii/S0045794915000024

  3. 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...

  4. 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

  5. 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.

  6. Recent topics in non-linear partial differential equations 4

    CERN Document Server

    Mimura, M

    1989-01-01

    This fourth volume concerns the theory and applications of nonlinear PDEs in mathematical physics, reaction-diffusion theory, biomathematics, and in other applied sciences. Twelve papers present recent work in analysis, computational analysis of nonlinear PDEs and their applications.

  7. Modeling of non-linear CHP efficiency curves in distributed energy systems

    DEFF Research Database (Denmark)

    Milan, Christian; Stadler, Michael; Cardoso, Gonçalo

    2015-01-01

    Distributed energy resources gain an increased importance in commercial and industrial building design. Combined heat and power (CHP) units are considered as one of the key technologies for cost and emission reduction in buildings. In order to make optimal decisions on investment and operation...... for these technologies, detailed system models are needed. These models are often formulated as linear programming problems to keep computational costs and complexity in a reasonable range. However, CHP systems involve variations of the efficiency for large nameplate capacity ranges and in case of part load operation......, which can be even of non-linear nature. Since considering these characteristics would turn the models into non-linear problems, in most cases only constant efficiencies are assumed. This paper proposes possible solutions to address this issue. For a mixed integer linear programming problem two...

  8. Non-linear operation of nanomechnical systems combining photothermal excitation and magneto-motive detection

    International Nuclear Information System (INIS)

    Koenig, Daniel R; Metzger, Constanze; Camerer, Stephan; Kotthaus, Joerg P

    2006-01-01

    We present a non-linear operation of a nanomechanical beam resonator by photothermal excitation at 4 K. The resonators dimensions are 10 μm in length, 200 nm in width, and 200 nm in height. The actuation mechanism is based on a pulsed diode laser focused onto the centre of the beam resonator. Thermally induced stress caused by the different thermal expansion coefficients of the bi-layer system periodically deflects the resonator. Magnetomotively detected amplitudes up to 150 nm are reached at the fundamental resonance mode at a frequency of 8.9 MHz. Furthermore, the third eigenmode of the resonator at a frequency 36 MHz is also excited. We conclude that the photothermal excitation at 4 K should be applicable up to the GHz regime, the operation in the non-linear regime can be used for performance enhancement of nanomechanical systems, and the combination of photothermal excitation and magneto-motive detection avoids undesired cross talk

  9. 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.

  10. Technology of Synergy Manifestation in the Research of Solution's Stability of Differential Equations System

    Science.gov (United States)

    Dvoryatkina, Svetlana N.; Melnikov, Roman A. M.; Smirnov, Eugeny I.

    2017-01-01

    Effectiveness of mathematical education as non-linear, composite and open system, formation and development of cognitive abilities of the trainee are wholly defined in the solution of complex tasks by means of modern achievements in science to high school practice adaptation. The possibility of complex tasks solution arises at identification of…

  11. Response of Non-Linear Systems to Renewal Impulses by Path Integration

    DEFF Research Database (Denmark)

    Nielsen, Søren R.K.; Iwankiewicz, R.

    The cell-to-cell mapping (path integration) technique has been devised for MDOF non-linear and non-hysteretic systems subjected to random trains of impulses driven by an ordinary renewal point process with gamma-distributed integer parameter interarrival times (an Erlang process). Since the renewal...... point process has not independent increments the state vector of the system, consisting of the generalized displacements and velocities, is not a Markov process. Initially it is shown how the indicated systems can be converted to an equivalent Poisson driven system at the expense of introducing...... additional discrete-valued state variables for which the stochastic equations are also formulated....

  12. Scaling of differential equations

    CERN Document Server

    Langtangen, Hans Petter

    2016-01-01

    The book serves both as a reference for various scaled models with corresponding dimensionless numbers, and as a resource for learning the art of scaling. A special feature of the book is the emphasis on how to create software for scaled models, based on existing software for unscaled models. Scaling (or non-dimensionalization) is a mathematical technique that greatly simplifies the setting of input parameters in numerical simulations. Moreover, scaling enhances the understanding of how different physical processes interact in a differential equation model. Compared to the existing literature, where the topic of scaling is frequently encountered, but very often in only a brief and shallow setting, the present book gives much more thorough explanations of how to reason about finding the right scales. This process is highly problem dependent, and therefore the book features a lot of worked examples, from very simple ODEs to systems of PDEs, especially from fluid mechanics. The text is easily accessible and exam...

  13. Damping characteristic identification of non-linear soil-structural system interaction by phase resonance

    International Nuclear Information System (INIS)

    Poterasu, V.F.

    1984-01-01

    It is presented a method and the phase resonance for damping characteristic identification of non-linear soil-structural interaction. The algorithm can be applied in case of any, not necessarily, damping characteristic of the system examined. For the identification, the system is harmonically excited and are considered the super-harmonic amplitudes for odd and even powers of the x. The response of shear beam system for different levels of base excitation and for different locations of the load is considered. (Author) [pt

  14. Hyperbolic partial differential equations

    CERN Document Server

    Witten, Matthew

    1986-01-01

    Hyperbolic Partial Differential Equations III is a refereed journal issue that explores the applications, theory, and/or applied methods related to hyperbolic partial differential equations, or problems arising out of hyperbolic partial differential equations, in any area of research. This journal issue is interested in all types of articles in terms of review, mini-monograph, standard study, or short communication. Some studies presented in this journal include discretization of ideal fluid dynamics in the Eulerian representation; a Riemann problem in gas dynamics with bifurcation; periodic M

  15. Differential equations problem solver

    CERN Document Server

    Arterburn, David R

    2012-01-01

    REA's Problem Solvers is a series of useful, practical, and informative study guides. Each title in the series is complete step-by-step solution guide. The Differential Equations Problem Solver enables students to solve difficult problems by showing them step-by-step solutions to Differential Equations problems. The Problem Solvers cover material ranging from the elementary to the advanced and make excellent review books and textbook companions. They're perfect for undergraduate and graduate studies.The Differential Equations Problem Solver is the perfect resource for any class, any exam, and

  16. Beginning partial differential equations

    CERN Document Server

    O'Neil, Peter V

    2011-01-01

    A rigorous, yet accessible, introduction to partial differential equations-updated in a valuable new edition Beginning Partial Differential Equations, Second Edition provides a comprehensive introduction to partial differential equations (PDEs) with a special focus on the significance of characteristics, solutions by Fourier series, integrals and transforms, properties and physical interpretations of solutions, and a transition to the modern function space approach to PDEs. With its breadth of coverage, this new edition continues to present a broad introduction to the field, while also addres

  17. 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,

  18. 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.

  19. Intelligent control of non-linear dynamical system based on the adaptive neurocontroller

    Science.gov (United States)

    Engel, E.; Kovalev, I. V.; Kobezhicov, V.

    2015-10-01

    This paper presents an adaptive neuro-controller for intelligent control of non-linear dynamical system. The formed as the fuzzy selective neural net the adaptive neuro-controller on the base of system's state, creates the effective control signal under random perturbations. The validity and advantages of the proposed adaptive neuro-controller are demonstrated by numerical simulations. The simulation results show that the proposed controller scheme achieves real-time control speed and the competitive performance, as compared to PID, fuzzy logic controllers.

  20. 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. .

  1. 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.

  2. Problems in differential equations

    CERN Document Server

    Brenner, J L

    2013-01-01

    More than 900 problems and answers explore applications of differential equations to vibrations, electrical engineering, mechanics, and physics. Problem types include both routine and nonroutine, and stars indicate advanced problems. 1963 edition.

  3. 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

  4. Analyzing systemic risk using non-linear marginal expected shortfall and its minimum spanning tree

    Science.gov (United States)

    Song, Jae Wook; Ko, Bonggyun; Chang, Woojin

    2018-02-01

    The aim of this paper is to propose a new theoretical framework for analyzing the systemic risk using the marginal expected shortfall (MES) and its correlation-based minimum spanning tree (MST). At first, we develop two parametric models of MES with their closed-form solutions based on the Capital Asset Pricing Model. Our models are derived from the non-symmetric quadratic form, which allows them to consolidate the non-linear relationship between the stock and market returns. Secondly, we discover the evidences related to the utility of our models and the possible association in between the non-linear relationship and the emergence of severe systemic risk by considering the US financial system as a benchmark. In this context, the evolution of MES also can be regarded as a reasonable proxy of systemic risk. Lastly, we analyze the structural properties of the systemic risk using the MST based on the computed series of MES. The topology of MST conveys the presence of sectoral clustering and strong co-movements of systemic risk leaded by few hubs during the crisis. Specifically, we discover that the Depositories are the majority sector leading the connections during the Non-Crisis period, whereas the Broker-Dealers are majority during the Crisis period.

  5. Solving Ordinary Differential Equations

    Science.gov (United States)

    Krogh, F. T.

    1987-01-01

    Initial-value ordinary differential equation solution via variable order Adams method (SIVA/DIVA) package is collection of subroutines for solution of nonstiff ordinary differential equations. There are versions for single-precision and double-precision arithmetic. Requires fewer evaluations of derivatives than other variable-order Adams predictor/ corrector methods. Option for direct integration of second-order equations makes integration of trajectory problems significantly more efficient. Written in FORTRAN 77.

  6. 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

  7. Beginning partial differential equations

    CERN Document Server

    O'Neil, Peter V

    2014-01-01

    A broad introduction to PDEs with an emphasis on specialized topics and applications occurring in a variety of fields Featuring a thoroughly revised presentation of topics, Beginning Partial Differential Equations, Third Edition provides a challenging, yet accessible,combination of techniques, applications, and introductory theory on the subjectof partial differential equations. The new edition offers nonstandard coverageon material including Burger's equation, the telegraph equation, damped wavemotion, and the use of characteristics to solve nonhomogeneous problems. The Third Edition is or

  8. Non-parametric system identification from non-linear stochastic response

    DEFF Research Database (Denmark)

    Rüdinger, Finn; Krenk, Steen

    2001-01-01

    An estimation method is proposed for identification of non-linear stiffness and damping of single-degree-of-freedom systems under stationary white noise excitation. Non-parametric estimates of the stiffness and damping along with an estimate of the white noise intensity are obtained by suitable...... of the energy at mean-level crossings, which yields the damping relative to white noise intensity. Finally, an estimate of the noise intensity is extracted by estimating the absolute damping from the autocovariance functions of a set of modified phase plane variables at different energy levels. The method...

  9. Seismic analysis of equipment system with non-linearities such as gap and friction using equivalent linearization method

    International Nuclear Information System (INIS)

    Murakami, H.; Hirai, T.; Nakata, M.; Kobori, T.; Mizukoshi, K.; Takenaka, Y.; Miyagawa, N.

    1989-01-01

    Many of the equipment systems of nuclear power plants contain a number of non-linearities, such as gap and friction, due to their mechanical functions. It is desirable to take such non-linearities into account appropriately for the evaluation of the aseismic soundness. However, in usual design works, linear analysis method with rough assumptions is applied from engineering point of view. An equivalent linearization method is considered to be one of the effective analytical techniques to evaluate non-linear responses, provided that errors to a certain extent are tolerated, because it has greater simplicity in analysis and economization in computing time than non-linear analysis. The objective of this paper is to investigate the applicability of the equivalent linearization method to evaluate the maximum earthquake response of equipment systems such as the CANDU Fuelling Machine which has multiple non- linearities

  10. A review on prognostic techniques for non-stationary and non-linear rotating systems

    Science.gov (United States)

    Kan, Man Shan; Tan, Andy C. C.; Mathew, Joseph

    2015-10-01

    The field of prognostics has attracted significant interest from the research community in recent times. Prognostics enables the prediction of failures in machines resulting in benefits to plant operators such as shorter downtimes, higher operation reliability, reduced operations and maintenance cost, and more effective maintenance and logistics planning. Prognostic systems have been successfully deployed for the monitoring of relatively simple rotating machines. However, machines and associated systems today are increasingly complex. As such, there is an urgent need to develop prognostic techniques for such complex systems operating in the real world. This review paper focuses on prognostic techniques that can be applied to rotating machinery operating under non-linear and non-stationary conditions. The general concept of these techniques, the pros and cons of applying these methods, as well as their applications in the research field are discussed. Finally, the opportunities and challenges in implementing prognostic systems and developing effective techniques for monitoring machines operating under non-stationary and non-linear conditions are also discussed.

  11. Non-linear optical techniques and optical properties of condensed molecular systems

    Science.gov (United States)

    Citroni, Margherita

    2013-06-01

    Structure, dynamics, and optical properties of molecular systems can be largely modified by the applied pressure, with remarkable consequences on their chemical stability. Several examples of selective reactions yielding technologically attractive products can be cited, which are particularly efficient when photochemical effects are exploited in conjunction with the structural conditions attained at high density. Non-linear optical techniques are a basic tool to unveil key aspects of the chemical reactivity and dynamic properties of molecules. Their application to high-pressure samples is experimentally challenging, mainly because of the small sample dimensions and of the non-linear effects generated in the anvil materials. In this talk I will present results on the electronic spectra of several aromatic crystals obtained through two-photon induced fluorescence and two-photon excitation profiles measured as a function of pressure (typically up to about 25 GPa), and discuss the relationship between the pressure-induced modifications of the electronic structure and the chemical reactivity at high pressure. I will also present the first successful pump-probe infrared measurement performed as a function of pressure on a condensed molecular system. The system under examination is liquid water, in a sapphire anvil cell, up to 1 GPa along isotherms at 298 and 363 K. These measurements give a new enlightening insight into the dynamical properties of low- and high-density water allowing a definition of the two structures.

  12. Solving Nonlinear Coupled Differential Equations

    Science.gov (United States)

    Mitchell, L.; David, J.

    1986-01-01

    Harmonic balance method developed to obtain approximate steady-state solutions for nonlinear coupled ordinary differential equations. Method usable with transfer matrices commonly used to analyze shaft systems. Solution to nonlinear equation, with periodic forcing function represented as sum of series similar to Fourier series but with form of terms suggested by equation itself.

  13. Efficient Non Linear Loudspeakers

    DEFF Research Database (Denmark)

    Petersen, Bo R.; Agerkvist, Finn T.

    2006-01-01

    Loudspeakers have traditionally been designed to be as linear as possible. However, as techniques for compensating non linearities are emerging, it becomes possible to use other design criteria. This paper present and examines a new idea for improving the efficiency of loudspeakers at high levels...... by changing the voice coil layout. This deliberate non-linear design has the benefit that a smaller amplifier can be used, which has the benefit of reducing system cost as well as reducing power consumption....

  14. Modelling the heat dynamics of a monitored Test Reference Environment for Building Integrated Photovoltaic systems using stochastic differential equations

    DEFF Research Database (Denmark)

    Lodi, C.; Bacher, Peder; Cipriano, J.

    2012-01-01

    reduce the ventilation thermal losses of the building by pre-heating the fresh air. Furthermore, by decreasing PV module temperature, the ventilation air heat extraction can simultaneously increase electrical and thermal energy production of the building. A correct prediction of the PV module temperature...... and heat transfer coefficients is fundamental in order to improve the thermo-electrical production.The considered grey-box models are composed of a set of continuous time stochastic differential equations, holding the physical description of the system, combined with a set of discrete time measurement......This paper deals with grey-box modelling of the energy transfer of a double skin Building Integrated Photovoltaic (BIPV) system. Grey-box models are based on a combination of prior physical knowledge and statistics, which enable identification of the unknown parameters in the system and accurate...

  15. Periodic solutions for a non-monotone family of delayed differential equations with applications to Nicholson systems

    Science.gov (United States)

    Faria, Teresa

    2017-07-01

    For a family of n-dimensional periodic delay differential equations which encompasses a broad set of models used in structured population dynamics, the existence of a positive periodic solution is obtained under very mild conditions. The proof uses the Schauder fixed point theorem and relies on the permanence of the system. A general criterion for the existence of a positive periodic solution for Nicholson's blowflies periodic systems (with both distributed and discrete time-varying delays) is derived as a simple application of our main result, generalizing the few existing results concerning multi-dimensional Nicholson models. In the case of a Nicholson system with discrete delays all multiples of the period, the global attractivity of the positive periodic solution is further analyzed, improving results in recent literature.

  16. Partial differential equations for scientists and engineers

    CERN Document Server

    Farlow, Stanley J

    1993-01-01

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

  17. Solution of system of multidimensional differential equations in X for identification of gold nanoparticles on fibers with elimination of uncertainty

    Science.gov (United States)

    Dobrovolskaya, T. A.; Emelyanov, V. M.; Emelyanov, V. V.

    2018-05-01

    There are the results of the compilation and solution of a system of multidimensional differential correlation equations of distribution ellipses in the identification of colloidal gold nanoparticles on polyester fibers with multi-dimensional correlation components of Raman polarization spectra. A proposed method is to increase the accuracy and speed of identification of silver nanoparticles on polyester fibers, taking into account the longitudinal and transverse polarization of laser radiation over the entire spectral range, analyzing in sequence and in order simultaneously two peaks along the X-transverse and along the Y-along the fibers. During a solution of the system using a nonlinear quadratic and differential equation with respect to X, an uncertainty arises, the elimination of which is numerical addition Δ = + 0.02985

  18. Feedback control systems for non-linear simulation of operational transients in LMFBRs

    International Nuclear Information System (INIS)

    Khatib-Rahbar, M.; Agrawal, A.K.; Srinivasan, E.S.

    1979-01-01

    Feedback control systems for non-linear simulation of operational transients in LMFBRs are developed. The models include (1) the reactor power control and rod drive mechanism, (2) sodium flow control and pump drive system, (3) steam generator flow control and valve actuator dynamics, and (4) the supervisory control. These models have been incorporated into the SSC code using a flexible approach, in order to accommodate some design dependent variations. The impact of system nonlinearity on the control dynamics is shown to be significant for severe perturbations. Representative result for a 10 cent and 25 cent step insertion of reactivity and a 10% ramp change in load in 40 seconds demonstrate the suitability of this model for study of operational transients without scram in LMFBRs

  19. 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.

  20. 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...

  1. 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

  2. Stochastic Parameter Estimation of Non-Linear Systems Using Only Higher Order Spectra of the Measured Response

    Science.gov (United States)

    Vasta, M.; Roberts, J. B.

    1998-06-01

    Methods for using fourth order spectral quantities to estimate the unknown parameters in non-linear, randomly excited dynamic systems are developed. Attention is focused on the case where only the response is measurable and the excitation is unmeasurable and known only in terms of a stochastic process model. The approach is illustrated through application to a non-linear oscillator with both non-linear damping and stiffness and with excitation modelled as a stationary Gaussian white noise process. The methods have applications in studies of the response of structures to random environmental loads, such as wind and ocean wave forces.

  3. Interaction between mantle and crustal detachments: a non-linear system controlling lithospheric extension

    Science.gov (United States)

    Rosenbaum, G.; Regenauer-Lieb, K.; Weinberg, R. F.

    2009-12-01

    We use numerical modelling to investigate the development of crustal and mantle detachment faults during lithospheric extension. Our models simulate a wide range of rift systems with varying values of crustal thickness and heat flow, showing how strain localization in the mantle interacts with localization in the upper crust and controls the evolution of extensional systems. Model results reveal a richness of structures and deformation styles, which grow in response to a self-organized mechanism that minimizes the internal stored energy of the system by localizing deformation at different levels of the lithosphere. Crustal detachment faults are well developed during extension of overthickened (60 km) continental crust, even when the initial heat flow is relatively low (50 mW/m2). In contrast, localized mantle deformation is most pronounced when the extended lithosphere has a normal crustal thickness (30-40 km) and an intermediate (60-70 mW/m2) heat flow. Results show a non-linear response to subtle changes in crustal thickness or heat flow, characterized by abrupt and sometime unexpected switches in extension modes (e.g. from diffuse rifting to effective lithospheric-scale rupturing) or from mantle- to crust-dominated strain localization. We interpret this non-linearity to result from the interference of doming wavelengths. Disharmony of crust and mantle doming wavelengths results in efficient communication between shear zones at different lithospheric levels, leading to rupturing of the whole lithosphere. In contrast, harmonious crust and mantle doming inhibits interaction of shear zones across the lithosphere and results in a prolonged rifting history prior to continental breakup.

  4. Non linear Euler-Poisson system. Part 1: global existence of low entropy solutions

    International Nuclear Information System (INIS)

    Cordier, S.

    1995-05-01

    In this work a 1-D model of electrons and ions plasma is considered. Electrons are supposed to be in Maxwell-Boltzmann thermodynamic equilibrium while ions are described with an isothermal flow model of charged particles submitted to a self-consistent electric field. A collision term between neutral particles and ions simulates the presence of neutral particles. This work demonstrates the existence of low entropy solutions for this simple model with arbitrary initial conditions. Most of the paper is devoted to the demonstration of this theorem and follows the successive steps: construction of a numerical scheme, recall of the classical properties of Riemann problem solutions using Glimm method, uniform estimations for the whole variation norm, and finally, convergence of the constructed solutions towards a low entropy solution for the non-linear Euler/Poisson system. Domains of application for this type of model are listed in the conclusion. (J.S.). 18 refs

  5. Special solutions of neutral functional differential equations

    Directory of Open Access Journals (Sweden)

    Győri István

    2001-01-01

    Full Text Available For a system of nonlinear neutral functional differential equations we prove the existence of an -parameter family of "special solutions" which characterize the asymptotic behavior of all solutions at infinity. For retarded functional differential equations the special solutions used in this paper were introduced by Ryabov.

  6. Lie algebras and linear differential equations.

    Science.gov (United States)

    Brockett, R. W.; Rahimi, A.

    1972-01-01

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

  7. Robust intelligent backstepping tracking control for uncertain non-linear chaotic systems using H∞ control technique

    International Nuclear Information System (INIS)

    Peng, Y.-F.

    2009-01-01

    The cerebellar model articulation controller (CMAC) is a non-linear adaptive system with built-in simple computation, good generalization capability and fast learning property. In this paper, a robust intelligent backstepping tracking control (RIBTC) system combined with adaptive CMAC and H ∞ control technique is proposed for a class of chaotic systems with unknown system dynamics and external disturbance. In the proposed control system, an adaptive backstepping cerebellar model articulation controller (ABCMAC) is used to mimic an ideal backstepping control (IBC), and a robust H ∞ controller is designed to attenuate the effect of the residual approximation errors and external disturbances with desired attenuation level. Moreover, the all adaptation laws of the RIBTC system are derived based on the Lyapunov stability analysis, the Taylor linearization technique and H ∞ control theory, so that the stability of the closed-loop system and H ∞ tracking performance can be guaranteed. Finally, three application examples, including a Duffing-Holmes chaotic system, a Genesio chaotic system and a Sprott circuit system, are used to demonstrate the effectiveness and performance of proposed robust control technique.

  8. Calculus & ordinary differential equations

    CERN Document Server

    Pearson, David

    1995-01-01

    Professor Pearson's book starts with an introduction to the area and an explanation of the most commonly used functions. It then moves on through differentiation, special functions, derivatives, integrals and onto full differential equations. As with other books in the series the emphasis is on using worked examples and tutorial-based problem solving to gain the confidence of students.

  9. Differential Equation of Equilibrium

    African Journals Online (AJOL)

    user

    ABSTRACT. Analysis of underground circular cylindrical shell is carried out in this work. The forth order differential equation of equilibrium, comparable to that of beam on elastic foundation, was derived from static principles on the assumptions of P. L Pasternak. Laplace transformation was used to solve the governing ...

  10. 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.

  11. From non-linear magnetoacoustics and spin reorientation transition to magnetoelectric micro/nano-systems

    Science.gov (United States)

    Tiercelin, Nicolas; Preobrazhensky, Vladimir; BouMatar, Olivier; Talbi, Abdelkrim; Giordano, Stefano; Dusch, Yannick; Klimov, Alexey; Mathurin, Théo.; Elmazria, Omar; Hehn, Michel; Pernod, Philippe

    2017-09-01

    The interaction of a strongly nonlinear spin system with a crystalline lattice through magnetoelastic coupling results in significant modifications of the acoustic properties of magnetic materials, especially in the vicinity of magnetic instabilities associated with the spin-reorientation transition (SRT). The magnetoelastic coupling transfers the critical properties of the magnetic subsystem to the elastic one, which leads to a strong decrease of the sound velocity in the vicinity of the SRT, and allows a large control over acoustic nonlinearities. The general principles of the non-linear magneto-acoustics (NMA) will be introduced and illustrated in `bulk' applications such as acoustic wave phase conjugation, multi-phonon coupling, explosive instability of magneto-elastic vibrations, etc. The concept of the SRT coupled to magnetoelastic interaction has been transferred into nanostructured magnetoelastic multilayers with uni-axial anisotropy. The high sensitivity and the non-linear properties have been demonstrated in cantilever type actuators, and phenomena such as magneto-mechanical RF demodulation have been observed. The combination of the magnetic layers with piezoelectric materials also led to stress-mediated magnetoelectric (ME) composites with high ME coefficients, thanks to the SRT. The magnetoacoustic effects of the SRT have also been studied for surface acoustic waves propagating in the magnetoelastic layers and found to be promising for highly sensitive magnetic field sensors working at room temperature. On the other hand, mechanical stress is a very efficient way to control the magnetic subsystem. The principle of a very energy efficient stress-mediated magnetoelectric writing and reading in a magnetic memory is described.

  12. The Semianalytical Solutions for Stiff Systems of Ordinary Differential Equations by Using Variational Iteration Method and Modified Variational Iteration Method with Comparison to Exact Solutions

    Directory of Open Access Journals (Sweden)

    Mehmet Tarik Atay

    2013-01-01

    Full Text Available The Variational Iteration Method (VIM and Modified Variational Iteration Method (MVIM are used to find solutions of systems of stiff ordinary differential equations for both linear and nonlinear problems. Some examples are given to illustrate the accuracy and effectiveness of these methods. We compare our results with exact results. In some studies related to stiff ordinary differential equations, problems were solved by Adomian Decomposition Method and VIM and Homotopy Perturbation Method. Comparisons with exact solutions reveal that the Variational Iteration Method (VIM and the Modified Variational Iteration Method (MVIM are easier to implement. In fact, these methods are promising methods for various systems of linear and nonlinear stiff ordinary differential equations. Furthermore, VIM, or in some cases MVIM, is giving exact solutions in linear cases and very satisfactory solutions when compared to exact solutions for nonlinear cases depending on the stiffness ratio of the stiff system to be solved.

  13. Linear and non-linear systems identification for adaptive control in mechanical applications vibration suppression

    Science.gov (United States)

    Cazzulani, Gabriele; Resta, Ferruccio; Ripamonti, Francesco

    2012-04-01

    During the last years, more and more mechanical applications saw the introduction of active control strategies. In particular, the need of improving the performances and/or the system health is very often associated to vibration suppression. This goal can be achieved considering both passive and active solutions. In this sense, many active control strategies have been developed, such as the Independent Modal Space Control (IMSC) or the resonant controllers (PPF, IRC, . . .). In all these cases, in order to tune and optimize the control strategy, the knowledge of the system dynamic behaviour is very important and it can be achieved both considering a numerical model of the system or through an experimental identification process. Anyway, dealing with non-linear or time-varying systems, a tool able to online identify the system parameters becomes a key-point for the control logic synthesis. The aim of the present work is the definition of a real-time technique, based on ARMAX models, that estimates the system parameters starting from the measurements of piezoelectric sensors. These parameters are returned to the control logic, that automatically adapts itself to the system dynamics. The problem is numerically investigated considering a carbon-fiber plate model forced through a piezoelectric patch.

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

    Directory of Open Access Journals (Sweden)

    Ahmad Bashir

    2010-01-01

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

  15. Integrable systems of partial differential equations determined by structure equations and Lax pair

    International Nuclear Information System (INIS)

    Bracken, Paul

    2010-01-01

    It is shown how a system of evolution equations can be developed both from the structure equations of a submanifold embedded in three-space as well as from a matrix SO(6) Lax pair. The two systems obtained this way correspond exactly when a constraint equation is selected and imposed on the system of equations. This allows for the possibility of selecting the coefficients in the second fundamental form in a general way.

  16. Integro-differential equation analysis and radioisotope imaging systems. Research proposal

    International Nuclear Information System (INIS)

    Hart, H.

    1976-01-01

    Design modifications of a five-probe focusing collimator coincidence radioisotope scanning system are described. Clinical applications of the system were tested in phantoms using radioisotopes with short biological half-lives, including 75 Se, 192 Ir, 43 K, 130 I, and 82 Br. Data processing methods are also described

  17. Application of the comparison principle to analysis of nonlinear systems. [using Lipschitz condition and differential equations

    Science.gov (United States)

    Gunderson, R. W.

    1975-01-01

    A comparison principle based on a Kamke theorem and Lipschitz conditions is presented along with its possible applications and modifications. It is shown that the comparison lemma can be used in the study of such areas as classical stability theory, higher order trajectory derivatives, Liapunov functions, boundary value problems, approximate dynamic systems, linear and nonlinear systems, and bifurcation analysis.

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2012-09-15

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

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

    International Nuclear Information System (INIS)

    Basharov, A. M.

    2012-01-01

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

  20. The core spline method for solution of quantum-mechanical systems of differential equations for bound states

    International Nuclear Information System (INIS)

    Aleksandrov, L.; Drenska, M.; Karadzhov, D.

    1986-01-01

    A generalization of the core spline method is given in the case of solution of the general bound state problem for a system of M linear differential equations with coefficients depending on the spectral parameter. The recursion scheme for construction of basic splines is described. The wave functions are expressed as linear combinations of basic splines, which are approximate partial solutions of the system. The spectral parameter (the eigenvalue) is determined from the condition for existence of a nontrivial solution of a (MxM) linear algebraic system at the last collocation point. The nontrivial solutions of this system determine (M - 1) coefficients of the linear spans, expressing the wave functions. The last unknown coefficient is determined from a boundary (or normalization) condition for the system. The computational aspects of the method are discussed, in particular, its concrete algorithmic realization used in the RODSOL program. The numerical solution of the Dirac system for the bound states of a hydrogen atom is given is an example

  1. 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.

  2. A model-based initial guess for estimating parameters in systems of ordinary differential equations.

    Science.gov (United States)

    Dattner, Itai

    2015-12-01

    The inverse problem of parameter estimation from noisy observations is a major challenge in statistical inference for dynamical systems. Parameter estimation is usually carried out by optimizing some criterion function over the parameter space. Unless the optimization process starts with a good initial guess, the estimation may take an unreasonable amount of time, and may converge to local solutions, if at all. In this article, we introduce a novel technique for generating good initial guesses that can be used by any estimation method. We focus on the fairly general and often applied class of systems linear in the parameters. The new methodology bypasses numerical integration and can handle partially observed systems. We illustrate the performance of the method using simulations and apply it to real data. © 2015, The International Biometric Society.

  3. Contribution to the minimization of time for the solution of algebraic differential equations system

    International Nuclear Information System (INIS)

    Michael, Samir.

    1982-11-01

    This note deals with the solution of large algebraic-differential systems involved in physical sciences specially in electronics and nuclear physics. The theoretical aspects for the stability of multistep methods is presented in detail. The stability condition is developed and we present our own conditions of stability. These conditions give rise to many new formulae that have very small truncation error. However for a real time simulation, it is necessary to obtain a very high computation speed. For this purpose, we have considered a multiprocessor machine and we have investigated the parallelization of the algorithm of generalized GEAR method. For a linear system, the method of GAUSS-JORDAN is used with some modifications. A new algorithm is presented for parallel matrix multiplication. This research work has been applied to the resolution of a system of equations corresponding to an experiment of gamma thermometry in a nuclear reactor (four thermometers in this case) [fr

  4. Non-linear quenching of current fluctuations in a self-exciting homopolar dynamo, proved by feedback system theory

    Science.gov (United States)

    de Paor, A. M.

    Hide (Nonlinear Processes in Geophysics, 1998) has produced a new mathematical model of a self-exciting homopolar dynamo driving a series- wound motor, as a continuing contribution to the theory of the geomagnetic field. By a process of exact perturbation analysis, followed by combination and partial solution of differential equations, the complete nonlinear quenching of current fluctuations reported by Hide in the case that a parameter ɛ has the value 1 is proved via the Popov theorem from feedback system stability theory.

  5. LSODKR, Stiff Ordinary Differential Equations (ODE) System Solver with Krylov Iteration and Root-finding

    International Nuclear Information System (INIS)

    Hindmarsh, A.D.; Brown, P.N.

    1996-01-01

    1 - Description of program or function: LSODKR is a new initial value ODE solver for stiff and non-stiff systems. It is a variant of the LSODPK and LSODE solvers, intended mainly for large stiff systems. The main differences between LSODKR and LSODE are the following: a) for stiff systems, LSODKR uses a corrector iteration composed of Newton iteration and one of four preconditioned Krylov subspace iteration methods. The user must supply routines for the preconditioning operations, b) within the corrector iteration, LSODKR does automatic switching between functional (fix point) iteration and modified Newton iteration, c) LSODKR includes the ability to find roots of given functions of the solution during the integration. 2 - Method of solution: Integration is by Adams or BDF (Backward Differentiation Formula) methods, at user option. Corrector iteration is by Newton or fix point iteration, determined dynamically. Linear system solution is by a preconditioned Krylov iteration, selected by user from Incomplete Orthogonalization Method, Generalized Minimum Residual Method, and two variants of Preconditioned Conjugate Gradient Method. Preconditioning is to be supplied by the user. 3 - Restrictions on the complexity of the problem: None

  6. LSODKR, Stiff Ordinary Differential Equations (ODE) System Solver with Krylov Iteration with Root-finding

    International Nuclear Information System (INIS)

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

    2005-01-01

    1 - Description of program or function: LSODKR is a new initial value ODE solver for stiff and non-stiff systems. It is a variant of the LSODPK and LSODE solvers, intended mainly for large stiff systems. The main differences between LSODKR and LSODE are the following: a) for stiff systems, LSODKR uses a corrector iteration composed of Newton iteration and one of four preconditioned Krylov subspace iteration methods. The user must supply routines for the preconditioning operations, b) within the corrector iteration, LSODKR does automatic switching between functional (fix point) iteration and modified Newton iteration, The nonlinear iteration method-switching differs from the method-switching in LSODA and LSODAR, but provides similar savings by using the cheaper method in the non-stiff regions of the problem. c) LSODKR includes the ability to find roots of given functions of the solution during the integration. d) LSODKR also improves on the Krylov methods in LSODPK by offering the option to save and reuse the approximate Jacobian data underlying the pre-conditioner. The LSODKR 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. Integration is by Adams or BDF (Backward Differentiation Formula) methods, at user option. Corrector iteration is by Newton or fix point iteration, determined dynamically. Linear system solution is by a preconditioned Krylov iteration, selected by user from Incomplete Orthogonalization Method, Generalized Minimum Residual Method, and two variants of Preconditioned Conjugate Gradient Method. Preconditioning is to be supplied by the user

  7. Model Selection and Risk Estimation with Applications to Nonlinear Ordinary Differential Equation Systems

    DEFF Research Database (Denmark)

    Mikkelsen, Frederik Vissing

    eective computational tools for estimating unknown structures in dynamical systems, such as gene regulatory networks, which may be used to predict downstream eects of interventions in the system. A recommended algorithm based on the computational tools is presented and thoroughly tested in various......Broadly speaking, this thesis is devoted to model selection applied to ordinary dierential equations and risk estimation under model selection. A model selection framework was developed for modelling time course data by ordinary dierential equations. The framework is accompanied by the R software...... package, episode. This package incorporates a collection of sparsity inducing penalties into two types of loss functions: a squared loss function relying on numerically solving the equations and an approximate loss function based on inverse collocation methods. The goal of this framework is to provide...

  8. Lyapunov stability and its application to systems of ordinary differential equations

    Science.gov (United States)

    Kennedy, E. W.

    1979-01-01

    An outline and a brief introduction to some of the concepts and implications of Lyapunov stability theory are presented. Various aspects of the theory are illustrated by the inclusion of eight examples, including the Cartesian coordinate equations of the two-body problem, linear and nonlinear (Van der Pol's equation) oscillatory systems, and the linearized Kustaanheimo-Stiefel element equations for the unperturbed two-body problem.

  9. The Faddeev-Merkuriev Differential Equations (MFE and Multichannel 3-Body Scattering Systems

    Directory of Open Access Journals (Sweden)

    Chi Yu Hu

    2016-05-01

    Full Text Available Numerical implementation of the modified Faddeev Equation (MFE is presented in some detail. The Faddeev channel wave function displays unique properties of each and every open channel, respectively. In particular, near resonant energies, the structures of the resonances are beautifully displayed, from which, the life-time of the resonances can be determined by simply using the uncertainty principle. The phase shift matrix, or the K-matrix, provides unique information for each and every resonance. This information enables the identification of the physical formation mechanism of the Gailitis resonances. A few of these resonances, previously known as the mysterious shape resonances, have occurred in a number of different collision systems. The Gailitis resonances are actually produced by a quantized Stark-effect within the various collision systems. Since the Stark-effect is a universal phenomenon, the Gailitis resonances are expected to occur in much broader classes of collision systems. We will present the results of a precision calculation using the MFE method in sufficient detail for interested students who wish to explore the mysteries of nature with a powerful theoretical tool.

  10. Differential equations with Mathematica

    CERN Document Server

    Abell, Martha L

    2004-01-01

    The Third Edition of the Differential Equations with Mathematica integrates new applications from a variety of fields,especially biology, physics, and engineering. The new handbook is also completely compatible with recent versions of Mathematica and is a perfect introduction for Mathematica beginners.* Focuses on the most often used features of Mathematica for the beginning Mathematica user* New applications from a variety of fields, including engineering, biology, and physics* All applications were completed using recent versions of Mathematica

  11. 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.

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

    Directory of Open Access Journals (Sweden)

    M. P. Markakis

    2010-01-01

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

  13. On a system of differential equations with fractional derivatives arising in rod theory

    International Nuclear Information System (INIS)

    Atanackovic, Teodor M; Stankovic, Bogoljub

    2004-01-01

    We study a system of equations with fractional derivatives, that arises in the analysis of the lateral motion of an elastic column fixed at one end and loaded by a concentrated follower force at the other end. We assume that the column is positioned on a viscoelastic foundation described by a constitutive equation of fractional derivative type. The stability boundary is determined. It is shown that as in the case of an elastic (Winkler) type of foundation the stability boundary remains the same as for the column without a foundation! Thus, with the solution analysed here, the column exhibits the so-called Hermann-Smith paradox

  14. A new high precision energy-preserving integrator for system of oscillatory second-order differential equations

    Energy Technology Data Exchange (ETDEWEB)

    Wang, Bin, E-mail: wangbinmaths@gmail.com [Department of Mathematics, Nanjing University, State Key Laboratory for Novel Software Technology at Nanjing University, Nanjing 210093 (China); Wu, Xinyuan, E-mail: xywu@nju.edu.cn [Department of Mathematics, Nanjing University, State Key Laboratory for Novel Software Technology at Nanjing University, Nanjing 210093 (China)

    2012-03-05

    This Letter proposes a new high precision energy-preserving integrator for system of oscillatory second-order differential equations q{sup ″}(t)+Mq(t)=f(q(t)) with a symmetric and positive semi-definite matrix M and f(q)=−∇U(q). The system is equivalent to a separable Hamiltonian system with Hamiltonian H(p,q)=1/2 p{sup T}p+1/2 q{sup T}Mq+U(q). The properties of the new energy-preserving integrator are analyzed. The well-known Fermi–Pasta–Ulam problem is performed numerically to show that the new integrator preserves the energy integral with higher accuracy than Average Vector Field (AVF) method and an energy-preserving collocation method. -- Highlights: ► A novel high order energy-preserving integrator AAVF-GL is proposed. ► The important properties of the new integrator AAVF-GL are shown. ► Numerical experiment is carried out compared with AVF method etc. appeared recently.

  15. OSIRIS: a runge kutta solver of systems of ordinary differential equations

    International Nuclear Information System (INIS)

    Collin, M.; Schett, A.

    1983-12-01

    The Code OSIRIS (Order and Step Idently Adjusting Runge-Kutta Integrator of Systems) has been developed on the basis of both explicit as well as implicit Runge-Kutta processes of various orders: 4(5), 7(8), 8(9), 10 for explicit processes and 4 and 6 for implicit processes of the Rosenbrock type. This permits an optimization of the integration procedure by choosing the appropriate type of Runge-Kutta methods (explicit or implicit) and by adjusting dynamically the order of the process as well as the step-size. The performance of the Code OSIRIS is demonstrated by some representative examples and is compared with the Code GEAR which is applying multistep methods

  16. Existence of solutions for second-order differential equations and systems on infinite intervals

    Directory of Open Access Journals (Sweden)

    Toufik Moussaoui

    2009-08-01

    Full Text Available We study the existence of nontrivial solutions to the boundary-value problem $$displaylines{ -u''+cu'+lambda u = f(x,u,quad -infty system $$displaylines{ -u''+c_1u'+lambda _1u = f(x,u,v,quad -infty

  17. Multiple positive solutions to nonlinear boundary value problems of a system for fractional differential equations.

    Science.gov (United States)

    Zhai, Chengbo; Hao, Mengru

    2014-01-01

    By using Krasnoselskii's fixed point theorem, we study the existence of at least one or two positive solutions to a system of fractional boundary value problems given by -D(0+)(ν1)y1(t) = λ1a1(t)f(y1(t), y2(t)), - D(0+)(ν2)y2(t) = λ2a2(t)g(y1(t), y2(t)), where D(0+)(ν) is the standard Riemann-Liouville fractional derivative, ν1, ν2 ∈ (n - 1, n] for n > 3 and n ∈ N, subject to the boundary conditions y1((i))(0) = 0 = y ((i))(0), for 0 ≤ i ≤ n - 2, and [D(0+)(α)y1(t)] t=1 = 0 = [D(0+ (α)y2(t)] t=1, for 1 ≤ α ≤ n - 2, or y1((i))(0) = 0 = y ((i))(0), for 0 ≤ i ≤ n - 2, and [D(0+)(α)y1(t)] t=1 = ϕ1(y1), [D(0+)(α)y2(t)] t=1 = ϕ2(y2), for 1 ≤ α ≤ n - 2, ϕ1, ϕ2 ∈ C([0,1], R). Our results are new and complement previously known results. As an application, we also give an example to demonstrate our result.

  18. Ghosts in high dimensional non-linear dynamical systems: The example of the hypercycle

    International Nuclear Information System (INIS)

    Sardanyes, Josep

    2009-01-01

    Ghost-induced delayed transitions are analyzed in high dimensional non-linear dynamical systems by means of the hypercycle model. The hypercycle is a network of catalytically-coupled self-replicating RNA-like macromolecules, and has been suggested to be involved in the transition from non-living to living matter in the context of earlier prebiotic evolution. It is demonstrated that, in the vicinity of the saddle-node bifurcation for symmetric hypercycles, the persistence time before extinction, T ε , tends to infinity as n→∞ (being n the number of units of the hypercycle), thus suggesting that the increase in the number of hypercycle units involves a longer resilient time before extinction because of the ghost. Furthermore, by means of numerical analysis the dynamics of three large hypercycle networks is also studied, focusing in their extinction dynamics associated to the ghosts. Such networks allow to explore the properties of the ghosts living in high dimensional phase space with n = 5, n = 10 and n = 15 dimensions. These hypercyclic networks, in agreement with other works, are shown to exhibit self-maintained oscillations governed by stable limit cycles. The bifurcation scenarios for these hypercycles are analyzed, as well as the effect of the phase space dimensionality in the delayed transition phenomena and in the scaling properties of the ghosts near bifurcation threshold

  19. The instantaneous local transition of a stable equilibrium to a chaotic attractor in piecewise-smooth systems of differential equations

    Energy Technology Data Exchange (ETDEWEB)

    Simpson, D.J.W., E-mail: d.j.w.simpson@massey.ac.nz

    2016-09-07

    An attractor of a piecewise-smooth continuous system of differential equations can bifurcate from a stable equilibrium to a more complicated invariant set when it collides with a switching manifold under parameter variation. Here numerical evidence is provided to show that this invariant set can be chaotic. The transition occurs locally (in a neighbourhood of a point) and instantaneously (for a single critical parameter value). This phenomenon is illustrated for the normal form of a boundary equilibrium bifurcation in three dimensions using parameter values adapted from of a piecewise-linear model of a chaotic electrical circuit. The variation of a secondary parameter reveals a period-doubling cascade to chaos with windows of periodicity. The dynamics is well approximated by a one-dimensional unimodal map which explains the bifurcation structure. The robustness of the attractor is also investigated by studying the influence of nonlinear terms. - Highlights: • A boundary equilibrium bifurcation involving stable and saddle foci is considered. • A two-dimensional return map is constructed and approximated by a one-dimensional map. • A trapping region and Smale horseshoe are identified for a Rössler-like attractor. • Bifurcation diagrams reveal period-doubling cascades and windows of periodicity.

  20. THREE-POINT BACKWARD FINITE DIFFERENCE METHOD FOR SOLVING A SYSTEM OF MIXED HYPERBOLIC-PARABOLIC PARTIAL DIFFERENTIAL EQUATIONS. (R825549C019)

    Science.gov (United States)

    A three-point backward finite-difference method has been derived for a system of mixed hyperbolic¯¯parabolic (convection¯¯diffusion) partial differential equations (mixed PDEs). The method resorts to the three-point backward differenci...

  1. Theory of collisions between an atom and a diatomic molecule in the body-fixed coordinate system.)/sup a/ I. Coupled differential equation and asymptotic boundary conditions

    International Nuclear Information System (INIS)

    Choi, B.H.; Poe, R.T.; Tang, K.T.

    1978-01-01

    The body-fixed (BF) formulation for atom--diatom scatterings is developed to the extent that one can use it to perform accurate close-coupling calculation, without introducing further approximation except truncating a finite basis set of the target molecular wave function, on the same ground as one use the space-fixed (SF) formulation. In this formulation, the coupled differential equations are solved an the boundary conditions matched entirely in the BF coordinate system. A unitary transformation is used to obtain both the coupled differential equation and the boundary condition in BF system system from SF system. All properties of the solution with respect to parity are derived entirely from the transformation, without using the parity eignfunctions of the BF frame. Boundary conditions that yield the scattering (S) matrix and the reactance (R) matrix are presented for each parity in both the far asymptotic region (where the interaction and the centrifugal potentials are both negligible) and the near asymptotic region (where the interaction potential is negligible but the centrifugal potential is not). While our differential equations are the same as those derived by others with different methods, our asymptotic boundary conditions disagree with some existing ones. With a given form of the BF coupled differential equations, the acceptable boundary conditions are discussed

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

    Science.gov (United States)

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

    1981-01-01

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

  3. 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

  4. Partial differential equations

    CERN Document Server

    Levine, Harold

    1997-01-01

    The subject matter, partial differential equations (PDEs), has a long history (dating from the 18th century) and an active contemporary phase. An early phase (with a separate focus on taut string vibrations and heat flow through solid bodies) stimulated developments of great importance for mathematical analysis, such as a wider concept of functions and integration and the existence of trigonometric or Fourier series representations. The direct relevance of PDEs to all manner of mathematical, physical and technical problems continues. This book presents a reasonably broad introductory account of the subject, with due regard for analytical detail, applications and historical matters.

  5. Ordinary differential equations

    CERN Document Server

    Cox, William

    1995-01-01

    Building on introductory calculus courses, this text provides a sound foundation in the underlying principles of ordinary differential equations. Important concepts, including uniqueness and existence theorems, are worked through in detail and the student is encouraged to develop much of the routine material themselves, thus helping to ensure a solid understanding of the fundamentals required.The wide use of exercises, problems and self-assessment questions helps to promote a deeper understanding of the material and it is developed in such a way that it lays the groundwork for further

  6. Partial differential equations

    CERN Document Server

    Sloan, D; Süli, E

    2001-01-01

    /homepage/sac/cam/na2000/index.html7-Volume Set now available at special set price ! Over the second half of the 20th century the subject area loosely referred to as numerical analysis of partial differential equations (PDEs) has undergone unprecedented development. At its practical end, the vigorous growth and steady diversification of the field were stimulated by the demand for accurate and reliable tools for computational modelling in physical sciences and engineering, and by the rapid development of computer hardware and architecture. At the more theoretical end, the analytical insight in

  7. Elliptic partial differential equations

    CERN Document Server

    Han, Qing

    2011-01-01

    Elliptic Partial Differential Equations by Qing Han and FangHua Lin is one of the best textbooks I know. It is the perfect introduction to PDE. In 150 pages or so it covers an amazing amount of wonderful and extraordinary useful material. I have used it as a textbook at both graduate and undergraduate levels which is possible since it only requires very little background material yet it covers an enormous amount of material. In my opinion it is a must read for all interested in analysis and geometry, and for all of my own PhD students it is indeed just that. I cannot say enough good things abo

  8. 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

  9. 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

  10. Exponentially Convergent Algorithms for Abstract Differential Equations

    CERN Document Server

    Gavrilyuk, Ivan; Vasylyk, Vitalii

    2011-01-01

    This book presents new accurate and efficient exponentially convergent methods for abstract differential equations with unbounded operator coefficients in Banach space. These methods are highly relevant for the practical scientific computing since the equations under consideration can be seen as the meta-models of systems of ordinary differential equations (ODE) as well as the partial differential equations (PDEs) describing various applied problems. The framework of functional analysis allows one to obtain very general but at the same time transparent algorithms and mathematical results which

  11. Designing and optimising anaerobic digestion systems: A multi-objective non-linear goal programming approach

    International Nuclear Information System (INIS)

    Nixon, J.D.

    2016-01-01

    This paper presents a method for optimising the design parameters of an anaerobic digestion (AD) system by using first-order kinetics and multi-objective non-linear goal programming. A model is outlined that determines the ideal operating tank temperature and hydraulic retention time, based on objectives for minimising levelised cost of electricity, and maximising energy potential and feedstock mass reduction. The model is demonstrated for a continuously stirred tank reactor processing food waste in two case study locations. These locations are used to investigate the influence of different environmental and economic climates on optimal conditions. A sensitivity analysis is performed to further examine the variation in optimal results for different financial assumptions and objective weightings. The results identify the conditions for the preferred tank temperature to be in the psychrophilic, mesophilic or thermophilic range. For a tank temperature of 35 °C, ideal hydraulic retention times, in terms of achieving a minimum levelised electricity cost, were found to range from 29.9 to 33 days. Whilst there is a need for more detailed information on rate constants for use in first-order models, multi-objective optimisation modelling is considered to be a promising option for AD design. - Highlights: • Nonlinear goal programming is used to optimise anaerobic digestion systems. • Multiple objectives are set including minimising the levelised cost of electricity. • A model is developed and applied to case studies for the UK and India. • Optimal decisions are made for tank temperature and retention time. • A sensitivity analysis is carried out to investigate different model objectives.

  12. 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.

  13. 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

  14. A simple chaotic delay differential equation

    International Nuclear Information System (INIS)

    Sprott, J.C.

    2007-01-01

    The simplest chaotic delay differential equation with a sinusoidal nonlinearity is described, including the route to chaos, Lyapunov exponent spectrum, and chaotic diffusion. It is prototypical of many other high-dimensional chaotic systems

  15. Some examples of non-linear systems and characteristics of their solutions

    CSIR Research Space (South Africa)

    Greben, JM

    2006-07-01

    Full Text Available . In contrast to certain other applications in complexity theory, these non-linear solutions are characterized by great stability. To go beyond the dominant non-perturbative solution one has to consider the source term as well. The parameter freedom...

  16. Using a system of differential equations that models cattle growth to uncover the genetic basis of complex traits.

    Science.gov (United States)

    Freua, Mateus Castelani; Santana, Miguel Henrique de Almeida; Ventura, Ricardo Vieira; Tedeschi, Luis Orlindo; Ferraz, José Bento Sterman

    2017-08-01

    The interplay between dynamic models of biological systems and genomics is based on the assumption that genetic variation of the complex trait (i.e., outcome of model behavior) arises from component traits (i.e., model parameters) in lower hierarchical levels. In order to provide a proof of concept of this statement for a cattle growth model, we ask whether model parameters map genomic regions that harbor quantitative trait loci (QTLs) already described for the complex trait. We conducted a genome-wide association study (GWAS) with a Bayesian hierarchical LASSO method in two parameters of the Davis Growth Model, a system of three ordinary differential equations describing DNA accretion, protein synthesis and degradation, and fat synthesis. Phenotypic and genotypic data were available for 893 Nellore (Bos indicus) cattle. Computed values for parameter k 1 (DNA accretion rate) ranged from 0.005 ± 0.003 and for α (constant for energy for maintenance requirement) 0.134 ± 0.024. The expected biological interpretation of the parameters is confirmed by QTLs mapped for k 1 and α. QTLs within genomic regions mapped for k 1 are expected to be correlated with the DNA pool: body size and weight. Single nucleotide polymorphisms (SNPs) which were significant for α mapped QTLs that had already been associated with residual feed intake, feed conversion ratio, average daily gain (ADG), body weight, and also dry matter intake. SNPs identified for k 1 were able to additionally explain 2.2% of the phenotypic variability of the complex ADG, even when SNPs for k 1 did not match the genomic regions associated with ADG. Although improvements are needed, our findings suggest that genomic analysis on component traits may help to uncover the genetic basis of more complex traits, particularly when lower biological hierarchies are mechanistically described by mathematical simulation models.

  17. Partial Differential Equations Modeling and Numerical Simulation

    CERN Document Server

    Glowinski, Roland

    2008-01-01

    This book is dedicated to Olivier Pironneau. For more than 250 years partial differential equations have been clearly the most important tool available to mankind in order to understand a large variety of phenomena, natural at first and then those originating from human activity and technological development. Mechanics, physics and their engineering applications were the first to benefit from the impact of partial differential equations on modeling and design, but a little less than a century ago the Schrödinger equation was the key opening the door to the application of partial differential equations to quantum chemistry, for small atomic and molecular systems at first, but then for systems of fast growing complexity. Mathematical modeling methods based on partial differential equations form an important part of contemporary science and are widely used in engineering and scientific applications. In this book several experts in this field present their latest results and discuss trends in the numerical analy...

  18. 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

  19. A non-linear discrete transform for pattern recognition of discrete chaotic systems

    International Nuclear Information System (INIS)

    Karanikas, C.; Proios, G.

    2003-01-01

    It is shown, by an invertible non-linear discrete transform that any finite sequence or any collection of strings of any length can be presented as a random walk on trees. These transforms create the mathematical background for coding any information, for exploring its local variability and diversity. With the underlying computational algorithms, with several examples and applications we propose that these transforms can be used for pattern recognition of immune type. In other words we propose a mathematical platform for detecting self and non-self strings of any alphabet, based on a negative selection algorithms, for scouting data's periodicity and self-similarity and for measuring the diversity of chaotic strings with fractal dimension methods. In particular we estimate successfully the entropy and the ratio of chaotic data with self similarity. Moreover we give some applications of a non-linear denoising filter

  20. A non-linear discrete transform for pattern recognition of discrete chaotic systems

    CERN Document Server

    Karanikas, C

    2003-01-01

    It is shown, by an invertible non-linear discrete transform that any finite sequence or any collection of strings of any length can be presented as a random walk on trees. These transforms create the mathematical background for coding any information, for exploring its local variability and diversity. With the underlying computational algorithms, with several examples and applications we propose that these transforms can be used for pattern recognition of immune type. In other words we propose a mathematical platform for detecting self and non-self strings of any alphabet, based on a negative selection algorithms, for scouting data's periodicity and self-similarity and for measuring the diversity of chaotic strings with fractal dimension methods. In particular we estimate successfully the entropy and the ratio of chaotic data with self similarity. Moreover we give some applications of a non-linear denoising filter.

  1. Iterative Splitting Methods for Differential Equations

    CERN Document Server

    Geiser, Juergen

    2011-01-01

    Iterative Splitting Methods for Differential Equations explains how to solve evolution equations via novel iterative-based splitting methods that efficiently use computational and memory resources. It focuses on systems of parabolic and hyperbolic equations, including convection-diffusion-reaction equations, heat equations, and wave equations. In the theoretical part of the book, the author discusses the main theorems and results of the stability and consistency analysis for ordinary differential equations. He then presents extensions of the iterative splitting methods to partial differential

  2. Post Critical Behaviour of a Simple Non-Linear System in a Cross Wind

    Czech Academy of Sciences Publication Activity Database

    Náprstek, Jiří; Pospíšil, Stanislav

    2011-01-01

    Roč. 18, 3/4 (2011), s. 193-201 ISSN 1802-1484 R&D Projects: GA AV ČR(CZ) IAA200710902; GA ČR(CZ) GA103/09/0094 Institutional research plan: CEZ:AV0Z20710524 Keywords : limit cycles * dynamic stability * post-critical effects * non-linear dynamics Subject RIV: JN - Civil Engineering

  3. 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.

  4. Applied partial differential equations

    CERN Document Server

    Logan, J David

    2004-01-01

    This primer on elementary partial differential equations presents the standard material usually covered in a one-semester, undergraduate course on boundary value problems and PDEs. What makes this book unique is that it is a brief treatment, yet it covers all the major ideas: the wave equation, the diffusion equation, the Laplace equation, and the advection equation on bounded and unbounded domains. Methods include eigenfunction expansions, integral transforms, and characteristics. Mathematical ideas are motivated from physical problems, and the exposition is presented in a concise style accessible to science and engineering students; emphasis is on motivation, concepts, methods, and interpretation, rather than formal theory. This second edition contains new and additional exercises, and it includes a new chapter on the applications of PDEs to biology: age structured models, pattern formation; epidemic wave fronts, and advection-diffusion processes. The student who reads through this book and solves many of t...

  5. Non-linear quenching of current fluctuations in a self-exciting homopolar dynamo, proved by feedback system theory

    Directory of Open Access Journals (Sweden)

    A. M. de Paor

    1998-01-01

    Full Text Available Hide (Nonlinear Processes in Geophysics, 1998 has produced a new mathematical model of a self-exciting homopolar dynamo driving a series- wound motor, as a continuing contribution to the theory of the geomagnetic field. By a process of exact perturbation analysis, followed by combination and partial solution of differential equations, the complete nonlinear quenching of current fluctuations reported by Hide in the case that a parameter ε has the value 1 is proved via the Popov theorem from feedback system stability theory.

  6. 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...

  7. 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...

  8. Supersymmetric Yang-Mills fields as an integrable system and connections with other non-linear systems

    International Nuclear Information System (INIS)

    Chau, L.L.

    1983-01-01

    Integrable properties, i.e., existence of linear systems, infinite number of conservation laws, Reimann-Hilbert transforms, affine Lie algebra of Kac-Moody, and Bianchi-Baecklund transformation, are discussed for the constraint equations of the supersymmetric Yang-Mills fields. For N greater than or equal to 3 these constraint equations give equations of motion of the fields. These equations of motion reduce to the ordinary Yang-Mills equations as the spinor and scalar fields are eliminated. These understandings provide a possible method to solve the full Yang-Mills equations. Connections with other non-linear systems are also discussed. 53 references

  9. A novel methodology for non-linear system identification of battery cells used in non-road hybrid electric vehicles

    Science.gov (United States)

    Unger, Johannes; Hametner, Christoph; Jakubek, Stefan; Quasthoff, Marcus

    2014-12-01

    An accurate state of charge (SoC) estimation of a traction battery in hybrid electric non-road vehicles, which possess higher dynamics and power densities than on-road vehicles, requires a precise battery cell terminal voltage model. This paper presents a novel methodology for non-linear system identification of battery cells to obtain precise battery models. The methodology comprises the architecture of local model networks (LMN) and optimal model based design of experiments (DoE). Three main novelties are proposed: 1) Optimal model based DoE, which aims to high dynamically excite the battery cells at load ranges frequently used in operation. 2) The integration of corresponding inputs in the LMN to regard the non-linearities SoC, relaxation, hysteresis as well as temperature effects. 3) Enhancements to the local linear model tree (LOLIMOT) construction algorithm, to achieve a physical appropriate interpretation of the LMN. The framework is applicable for different battery cell chemistries and different temperatures, and is real time capable, which is shown on an industrial PC. The accuracy of the obtained non-linear battery model is demonstrated on cells with different chemistries and temperatures. The results show significant improvement due to optimal experiment design and integration of the battery non-linearities within the LMN structure.

  10. Beyer's non-linearity parameter (B/A) in benzylidene aniline Schiff base liquid crystalline systems

    International Nuclear Information System (INIS)

    Nagi Reddy, M.V.V.; Pisipati, V.G.K.M.; Madhavi Latha, D.; Datta Prasad, P.V.

    2011-01-01

    The non-linearity parameter B/A is estimated for a number of liquid crystal materials of the type N-(p-n-alkoxy benzylidene)-p-n-alkyl anilines, popularly known as nO.m, where n and m are the aliphatic chains on either side of the rigid core, which can be varied from 1 to 18 to realize a number of LC materials with a variety LC phase variants. The B/A values are computed from both density and sound velocity data following standard relations reported in literature. This systematic study in a homologous series provides an opportunity to study how this parameter behaves with (1) either the alkoxy and/or alkyl chain number, (2) with the total chain number (n+m), (3) with increase in molecular weight and (4) whether the linear relations reported in literature either with αT [thermal expansion coefficient (α) and temperature (T)] and sound velocity (u) will hold good or not and if so to what extent. The results are discussed with the body of data available in literature on liquids, liquid mixtures and other LC materials. -- Research highlights: → The Bayer's non-linearity parameter (B/A) is estimated for the first time for a number liquid crystal materials of the type N-(p-n-alkoxy benzylidene)-p-nalkyl anilines. → The magnitude of B/A estimated from sound velocity data is higher compared to that estimated thermal expansion data. → The B/A value decreases with increase in molecular weight with an even odd fashion and reaches a minimum value and saturates. → These studies reveal that both the thermal expansion coefficient and sound velocity are the tools to estimate the non-linear parameter B/A in the case of liquid crystals.

  11. 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 ...

  12. Non-Linear Detection for Joint Space-Frequency Block Coding and Spatial Multiplexing in OFDM-MIMO Systems

    DEFF Research Database (Denmark)

    Rahman, Imadur Mohamed; Marchetti, Nicola; Fitzek, Frank

    2005-01-01

    (SIC) receiver where the detection is done on subcarrier by sub-carrier basis based on both Zero Forcing (ZF) and Minimum Mean Square Error (MMSE) nulling criterion for the system. In terms of Frame Error Rate (FER), MMSE based SIC receiver performs better than all other receivers compared......In this work, we have analyzed a joint spatial diversity and multiplexing transmission structure for MIMO-OFDM system, where Orthogonal Space-Frequency Block Coding (OSFBC) is used across all spatial multiplexing branches. We have derived a BLAST-like non-linear Successive Interference Cancellation...... in this paper. We have found that a linear two-stage receiver for the proposed system [1] performs very close to the non-linear receiver studied in this work. Finally, we compared the system performance in spatially correlated scenario. It is found that higher amount of spatial correlation at the transmitter...

  13. Neural network-based robust actuator fault diagnosis for a non-linear multi-tank system.

    Science.gov (United States)

    Mrugalski, Marcin; Luzar, Marcel; Pazera, Marcin; Witczak, Marcin; Aubrun, Christophe

    2016-03-01

    The paper is devoted to the problem of the robust actuator fault diagnosis of the dynamic non-linear systems. In the proposed method, it is assumed that the diagnosed system can be modelled by the recurrent neural network, which can be transformed into the linear parameter varying form. Such a system description allows developing the designing scheme of the robust unknown input observer within H∞ framework for a class of non-linear systems. The proposed approach is designed in such a way that a prescribed disturbance attenuation level is achieved with respect to the actuator fault estimation error, while guaranteeing the convergence of the observer. The application of the robust unknown input observer enables actuator fault estimation, which allows applying the developed approach to the fault tolerant control tasks. Copyright © 2016 ISA. Published by Elsevier Ltd. All rights reserved.

  14. Introduction to partial differential equations

    CERN Document Server

    Greenspan, Donald

    2000-01-01

    Designed for use in a one-semester course by seniors and beginning graduate students, this rigorous presentation explores practical methods of solving differential equations, plus the unifying theory underlying the mathematical superstructure. Topics include basic concepts, Fourier series, second-order partial differential equations, wave equation, potential equation, heat equation, approximate solution of partial differential equations, and more. Exercises appear at the ends of most chapters. 1961 edition.

  15. 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

  16. 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.)

  17. Numerical analysis of non-linear vibrations of a fractionally damped cylindrical shell under the conditions of combinational internal resonance

    Directory of Open Access Journals (Sweden)

    Rossikhin Yury A.

    2018-01-01

    Full Text Available Non-linear damped vibrations of a cylindrical shell embedded into a fractional derivative medium are investigated for the case of the combinational internal resonance, resulting in modal interaction, using two different numerical methods with further comparison of the results obtained. The damping properties of the surrounding medium are described by the fractional derivative Kelvin-Voigt model utilizing the Riemann-Liouville fractional derivatives. Within the first method, the generalized displacements of a coupled set of nonlinear ordinary differential equations of the second order are estimated using numerical solution of nonlinear multi-term fractional differential equations by the procedure based on the reduction of the problem to a system of fractional differential equations. According to the second method, the amplitudes and phases of nonlinear vibrations are estimated from the governing nonlinear differential equations describing amplitude-and-phase modulations for the case of the combinational internal resonance. A good agreement in results is declared.

  18. Thresholds, switches and hysteresis in hydrology from the pedon to the catchment scale: a non-linear systems theory

    Directory of Open Access Journals (Sweden)

    2007-01-01

    Full Text Available Hysteresis is a rate-independent non-linearity that is expressed through thresholds, switches, and branches. Exceedance of a threshold, or the occurrence of a turning point in the input, switches the output onto a particular output branch. Rate-independent branching on a very large set of switches with non-local memory is the central concept in the new definition of hysteresis. Hysteretic loops are a special case. A self-consistent mathematical description of hydrological systems with hysteresis demands a new non-linear systems theory of adequate generality. The goal of this paper is to establish this and to show how this may be done. Two results are presented: a conceptual model for the hysteretic soil-moisture characteristic at the pedon scale and a hysteretic linear reservoir at the catchment scale. Both are based on the Preisach model. A result of particular significance is the demonstration that the independent domain model of the soil moisture characteristic due to Childs, Poulavassilis, Mualem and others, is equivalent to the Preisach hysteresis model of non-linear systems theory, a result reminiscent of the reduction of the theory of the unit hydrograph to linear systems theory in the 1950s. A significant reduction in the number of model parameters is also achieved. The new theory implies a change in modelling paradigm.

  19. 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...

  20. Comparison of linear, mixed integer and non-linear programming methods in energy system dispatch modelling

    DEFF Research Database (Denmark)

    Ommen, Torben Schmidt; Markussen, Wiebke Brix; Elmegaard, Brian

    2014-01-01

    In the paper, three frequently used operation optimisation methods are examined with respect to their impact on operation management of the combined utility technologies for electric power and DH (district heating) of eastern Denmark. The investigation focusses on individual plant operation...... differences and differences between the solution found by each optimisation method. One of the investigated approaches utilises LP (linear programming) for optimisation, one uses LP with binary operation constraints, while the third approach uses NLP (non-linear programming). The LP model is used...... as a benchmark, as this type is frequently used, and has the lowest amount of constraints of the three. A comparison of the optimised operation of a number of units shows significant differences between the three methods. Compared to the reference, the use of binary integer variables, increases operation...

  1. Chaotic behaviour in the non-linear optimal control of unilaterally contacting building systems during earthquakes

    CERN Document Server

    Liolios, A

    2003-01-01

    The paper presents a new numerical approach for a non-linear optimal control problem arising in earthquake civil engineering. This problem concerns the elastoplastic softening-fracturing unilateral contact between neighbouring buildings during earthquakes when Coulomb friction is taken into account under second-order instabilizing effects. So, the earthquake response of the adjacent structures can appear instabilities and chaotic behaviour. The problem formulation presented here leads to a set of equations and inequalities, which is equivalent to a dynamic hemivariational inequality in the way introduced by Panagiotopoulos [Hemivariational Inequalities. Applications in Mechanics and Engineering, Springer-Verlag, Berlin, 1993]. The numerical procedure is based on an incremental problem formulation and on a double discretization, in space by the finite element method and in time by the Wilson-theta method. The generally non-convex constitutive contact laws are piecewise linearized, and in each time-step a non-c...

  2. Non-linear phonon Peltier effect in dissipative quantum dot systems.

    Science.gov (United States)

    De, Bitan; Muralidharan, Bhaskaran

    2018-03-26

    Solid state thermoelectric cooling is based on the electronic Peltier effect, which cools via an electronic heat current in the absence of an applied temperature gradient. In this work, we demonstrate that equivalently, a phonon Peltier effect may arise in the non-linear thermoelectric transport regime of a dissipative quantum dot thermoelectric setup described via Anderson-Holstein model. This effect leads to an electron induced phonon heat current in the absence of a thermal gradient. Utilizing the modification of quasi-equilibrium phonon distribution via charge induced phonon accumulation, we show that in a special case the polarity of the phonon heat current can be reversed so that setup can dump heat into the hotter reservoirs. In further exploring possibilities that can arise from this effect, we propose a novel charge-induced phonon switching mechanism that may be incited via electrostatic gating.

  3. 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...

  4. Stochastic differential equations as a tool to regularize the parameter estimation problem for continuous time dynamical systems given discrete time measurements.

    Science.gov (United States)

    Leander, Jacob; Lundh, Torbjörn; Jirstrand, Mats

    2014-05-01

    In this paper we consider the problem of estimating parameters in ordinary differential equations given discrete time experimental data. The impact of going from an ordinary to a stochastic differential equation setting is investigated as a tool to overcome the problem of local minima in the objective function. Using two different models, it is demonstrated that by allowing noise in the underlying model itself, the objective functions to be minimized in the parameter estimation procedures are regularized in the sense that the number of local minima is reduced and better convergence is achieved. The advantage of using stochastic differential equations is that the actual states in the model are predicted from data and this will allow the prediction to stay close to data even when the parameters in the model is incorrect. The extended Kalman filter is used as a state estimator and sensitivity equations are provided to give an accurate calculation of the gradient of the objective function. The method is illustrated using in silico data from the FitzHugh-Nagumo model for excitable media and the Lotka-Volterra predator-prey system. The proposed method performs well on the models considered, and is able to regularize the objective function in both models. This leads to parameter estimation problems with fewer local minima which can be solved by efficient gradient-based methods. Copyright © 2014 The Authors. Published by Elsevier Inc. All rights reserved.

  5. 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

  6. On Degenerate Partial Differential Equations

    OpenAIRE

    Chen, Gui-Qiang G.

    2010-01-01

    Some of recent developments, including recent results, ideas, techniques, and approaches, in the study of degenerate partial differential equations are surveyed and analyzed. Several examples of nonlinear degenerate, even mixed, partial differential equations, are presented, which arise naturally in some longstanding, fundamental problems in fluid mechanics and differential geometry. The solution to these fundamental problems greatly requires a deep understanding of nonlinear degenerate parti...

  7. 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

  8. Differential equation models for sharp threshold dynamics.

    Science.gov (United States)

    Schramm, Harrison C; Dimitrov, Nedialko B

    2014-01-01

    We develop an extension to differential equation models of dynamical systems to allow us to analyze probabilistic threshold dynamics that fundamentally and globally change system behavior. We apply our novel modeling approach to two cases of interest: a model of infectious disease modified for malware where a detection event drastically changes dynamics by introducing a new class in competition with the original infection; and the Lanchester model of armed conflict, where the loss of a key capability drastically changes the effectiveness of one of the sides. We derive and demonstrate a step-by-step, repeatable method for applying our novel modeling approach to an arbitrary system, and we compare the resulting differential equations to simulations of the system's random progression. Our work leads to a simple and easily implemented method for analyzing probabilistic threshold dynamics using differential equations. Published by Elsevier Inc.

  9. Asymptotic analysis for functional stochastic differential equations

    CERN Document Server

    Bao, Jianhai; Yuan, Chenggui

    2016-01-01

    This brief treats dynamical systems that involve delays and random disturbances. The study is motivated by a wide variety of systems in real life in which random noise has to be taken into consideration and the effect of delays cannot be ignored. Concentrating on such systems that are described by functional stochastic differential equations, this work focuses on the study of large time behavior, in particular, ergodicity. This brief is written for probabilists, applied mathematicians, engineers, and scientists who need to use delay systems and functional stochastic differential equations in their work. Selected topics from the brief can also be used in a graduate level topics course in probability and stochastic processes.

  10. 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.

  11. Chaotic behaviour in the non-linear optimal control of unilaterally contacting building systems during earthquakes

    International Nuclear Information System (INIS)

    Liolios, A.A.; Boglou, A.K.

    2003-01-01

    The paper presents a new numerical approach for a non-linear optimal control problem arising in earthquake civil engineering. This problem concerns the elastoplastic softening-fracturing unilateral contact between neighbouring buildings during earthquakes when Coulomb friction is taken into account under second-order instabilizing effects. So, the earthquake response of the adjacent structures can appear instabilities and chaotic behaviour. The problem formulation presented here leads to a set of equations and inequalities, which is equivalent to a dynamic hemivariational inequality in the way introduced by Panagiotopoulos [Hemivariational Inequalities. Applications in Mechanics and Engineering, Springer-Verlag, Berlin, 1993]. The numerical procedure is based on an incremental problem formulation and on a double discretization, in space by the finite element method and in time by the Wilson-θ method. The generally non-convex constitutive contact laws are piecewise linearized, and in each time-step a non-convex linear complementarity problem is solved with a reduced number of unknowns

  12. 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.

  13. Functional stochastic differential equations: mathematical theory of nonlinear parabolic systems with applications in field theory and statistical mechanics

    International Nuclear Information System (INIS)

    Doering, C.R.

    1985-01-01

    Applications of nonlinear parabolic stochastic differential equations with additive colored noise in equilibrium and nonequilibrium statistical mechanics and quantum field theory are developed in detail, providing a new unified mathematical approach to many problems. The existence and uniqueness of solutions to these equations is established, and some of the properties of the solutions are investigated. In particular, asymptotic expansions for the correlation functions of the solutions are introduced and compared to rigorous nonperturbative bounds on the moments. It is found that the perturbative analysis is in qualitative disagreement with the exact result in models corresponding to cut-off self-interacting nonperturbatively renormalizable scalar quantum field theories. For these theories the nonlinearities cannot be considered as perturbations of the linearized theory

  14. Dynamics of atom-field probability amplitudes in a coupled cavity system with Kerr non-linearity

    Energy Technology Data Exchange (ETDEWEB)

    Priyesh, K. V.; Thayyullathil, Ramesh Babu [Department of Physics, Cochin University of Science and Technology, Cochin (India)

    2014-01-28

    We have investigated the dynamics of two cavities coupled together via photon hopping, filled with Kerr non-linear medium and each containing a two level atom in it. The evolution of various atom (field) state probabilities of the coupled cavity system in two excitation sub space are obtained numerically. Detailed analysis has been done by taking different initial conditions of the system, with various coupling strengths and by varying the susceptibility of the medium. The role of susceptibility factor, on the dynamics atom field probability has been examined. In a coupled cavity system with strong photon hopping it is found that the susceptibility factor modifies the behaviour of probability amplitudes.

  15. 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

  16. Algorithms For Integrating Nonlinear Differential Equations

    Science.gov (United States)

    Freed, A. D.; Walker, K. P.

    1994-01-01

    Improved algorithms developed for use in numerical integration of systems of nonhomogenous, nonlinear, first-order, ordinary differential equations. In comparison with integration algorithms, these algorithms offer greater stability and accuracy. Several asymptotically correct, thereby enabling retention of stability and accuracy when large increments of independent variable used. Accuracies attainable demonstrated by applying them to systems of nonlinear, first-order, differential equations that arise in study of viscoplastic behavior, spread of acquired immune-deficiency syndrome (AIDS) virus and predator/prey populations.

  17. Performance prediction of gas turbines by solving a system of non-linear equations

    Energy Technology Data Exchange (ETDEWEB)

    Kaikko, J

    1998-09-01

    This study presents a novel method for implementing the performance prediction of gas turbines from the component models. It is based on solving the non-linear set of equations that corresponds to the process equations, and the mass and energy balances for the engine. General models have been presented for determining the steady state operation of single components. Single and multiple shad arrangements have been examined with consideration also being given to heat regeneration and intercooling. Emphasis has been placed upon axial gas turbines of an industrial scale. Applying the models requires no information of the structural dimensions of the gas turbines. On comparison with the commonly applied component matching procedures, this method incorporates several advantages. The application of the models for providing results is facilitated as less attention needs to be paid to calculation sequences and routines. Solving the set of equations is based on zeroing co-ordinate functions that are directly derived from the modelling equations. Therefore, controlling the accuracy of the results is easy. This method gives more freedom for the selection of the modelling parameters since, unlike for the matching procedures, exchanging these criteria does not itself affect the algorithms. Implicit relationships between the variables are of no significance, thus increasing the freedom for the modelling equations as well. The mathematical models developed in this thesis will provide facilities to optimise the operation of any major gas turbine configuration with respect to the desired process parameters. The computational methods used in this study may also be adapted to any other modelling problems arising in industry. (orig.) 36 refs.

  18. On the hierarchy of partially invariant submodels of differential equations

    OpenAIRE

    Golovin, Sergey V.

    2007-01-01

    It is noticed, that partially invariant solution (PIS) of differential equations in many cases can be represented as an invariant reduction of some PIS of the higher rank. This introduce a hierarchic structure in the set of all PISs of a given system of differential equations. By using this structure one can significantly decrease an amount of calculations required in enumeration of all PISs for a given system of partially differential equations. An equivalence of the two-step and the direct ...

  19. Differential equations from the algebraic standpoint

    CERN Document Server

    Ritt, Joseph Fels

    1932-01-01

    This book can be viewed as a first attempt to systematically develop an algebraic theory of nonlinear differential equations, both ordinary and partial. The main goal of the author was to construct a theory of elimination, which "will reduce the existence problem for a finite or infinite system of algebraic differential equations to the application of the implicit function theorem taken with Cauchy's theorem in the ordinary case and Riquier's in the partial." In his 1934 review of the book, J. M. Thomas called it "concise, readable, original, precise, and stimulating", and his words still rema

  20. Interactive differential equations modeling program

    International Nuclear Information System (INIS)

    Rust, B.W.; Mankin, J.B.

    1976-01-01

    Due to the recent emphasis on mathematical modeling, many ecologists are using mathematics and computers more than ever, and engineers, mathematicians and physical scientists are now included in ecological projects. However, the individual ecologist, with intuitive knowledge of the system, still requires the means to critically examine and adjust system models. An interactive program was developed with the primary goal of allowing an ecologist with minimal experience in either mathematics or computers to develop a system model. It has also been used successfully by systems ecologists, engineers, and mathematicians. This program was written in FORTRAN for the DEC PDP-10, a remote terminal system at Oak Ridge National Laboratory. However, with relatively minor modifications, it can be implemented on any remote terminal system with a FORTRAN IV compiler, or equivalent. This program may be used to simulate any phenomenon which can be described as a system of ordinary differential equations. The program allows the user to interactively change system parameters and/or initial conditions, to interactively select a set of variables to be plotted, and to model discontinuities in the state variables and/or their derivatives. One of the most useful features to the non-computer specialist is the ability to interactively address the system parameters by name and to interactively adjust their values between simulations. These and other features are described in greater detail

  1. Waveform relaxation methods for implicit differential equations

    NARCIS (Netherlands)

    P.J. van der Houwen; W.A. van der Veen

    1996-01-01

    textabstractWe apply a Runge-Kutta-based waveform relaxation method to initial-value problems for implicit differential equations. In the implementation of such methods, a sequence of nonlinear systems has to be solved iteratively in each step of the integration process. The size of these systems

  2. Solving Differential Equations in R

    Science.gov (United States)

    Although R is still predominantly applied for statistical analysis and graphical representation, it is rapidly becoming more suitable for mathematical computing. One of the fields where considerable progress has been made recently is the solution of differential equations. Here w...

  3. Social complexity, modernity and suicide: an assessment of Durkheim's suicide from the perspective of a non-linear analysis of complex social systems.

    Science.gov (United States)

    Condorelli, Rosalia

    2016-01-01

    Can we share even today the same vision of modernity which Durkheim left us by its suicide analysis? or can society 'surprise us'? The answer to these questions can be inspired by several studies which found that beginning the second half of the twentieth century suicides in western countries more industrialized and modernized do not increase in a constant, linear way as modernization and social fragmentation process increases, as well as Durkheim's theory seems to lead us to predict. Despite continued modernizing process, they found stabilizing or falling overall suicide rate trends. Therefore, a gradual process of adaptation to the stress of modernization associated to low social integration levels seems to be activated in modern society. Assuming this perspective, the paper highlights as this tendency may be understood in the light of the new concept of social systems as complex adaptive systems, systems which are able to adapt to environmental perturbations and generate as a whole surprising, emergent effects due to nonlinear interactions among their components. So, in the frame of Nonlinear Dynamical System Modeling, we formalize the logic of suicide decision-making process responsible for changes at aggregate level in suicide growth rates by a nonlinear differential equation structured in a logistic way, and in so doing we attempt to capture the mechanism underlying the change process in suicide growth rate and to test the hypothesis that system's dynamics exhibits a restrained increase process as expression of an adaptation process to the liquidity of social ties in modern society. In particular, a Nonlinear Logistic Map is applied to suicide data in a modern society such as the Italian one from 1875 to 2010. The analytic results, seeming to confirm the idea of the activation of an adaptation process to the liquidity of social ties, constitutes an opportunity for a more general reflection on the current configuration of modern society, by relating the

  4. A fast direct method for block triangular Toeplitz-like with tri-diagonal block systems from time-fractional partial differential equations

    Science.gov (United States)

    Ke, Rihuan; Ng, Michael K.; Sun, Hai-Wei

    2015-12-01

    In this paper, we study the block lower triangular Toeplitz-like with tri-diagonal blocks system which arises from the time-fractional partial differential equation. Existing fast numerical solver (e.g., fast approximate inversion method) cannot handle such linear system as the main diagonal blocks are different. The main contribution of this paper is to propose a fast direct method for solving this linear system, and to illustrate that the proposed method is much faster than the classical block forward substitution method for solving this linear system. Our idea is based on the divide-and-conquer strategy and together with the fast Fourier transforms for calculating Toeplitz matrix-vector multiplication. The complexity needs O (MNlog2 ⁡ M) arithmetic operations, where M is the number of blocks (the number of time steps) in the system and N is the size (number of spatial grid points) of each block. Numerical examples from the finite difference discretization of time-fractional partial differential equations are also given to demonstrate the efficiency of the proposed method.

  5. Applications of Parameterized Nonlinear Ordinary Differential Equations and Dynamic Systems: An Example of the Taiwan Stock Index

    Directory of Open Access Journals (Sweden)

    Meng-Rong Li

    2018-01-01

    Full Text Available Considering the phenomenon of the mean reversion and the different speeds of stock prices in the bull market and in the bear market, we propose four dynamic models each of which is represented by a parameterized ordinary differential equation in this study. Based on existing studies, the models are in the form of either the logistic growth or the law of Newton’s cooling. We solve the models by dynamic integration and apply them to the daily closing prices of the Taiwan stock index, Taiwan Stock Exchange Capitalization Weighted Stock Index. The empirical study shows that some of the models fit the prices well and the forecasting ability of the best model is acceptable even though the martingale forecasts the prices slightly better. To increase the forecasting ability and to broaden the scope of applications of the dynamic models, we will model the coefficients of the dynamic models in the future. Applying the models to the market without the price limit is also our future work.

  6. Exponential-fitted methods for integrating stiff systems of ordinary differential equations: Applications to homogeneous gas-phase chemical kinetics

    Science.gov (United States)

    Pratt, D. T.

    1984-01-01

    Conventional algorithms for the numerical integration of ordinary differential equations (ODEs) are based on the use of polynomial functions as interpolants. However, the exact solutions of stiff ODEs behave like decaying exponential functions, which are poorly approximated by polynomials. An obvious choice of interpolant are the exponential functions themselves, or their low-order diagonal Pade (rational function) approximants. A number of explicit, A-stable, integration algorithms were derived from the use of a three-parameter exponential function as interpolant, and their relationship to low-order, polynomial-based and rational-function-based implicit and explicit methods were shown by examining their low-order diagonal Pade approximants. A robust implicit formula was derived by exponential fitting the trapezoidal rule. Application of these algorithms to integration of the ODEs governing homogenous, gas-phase chemical kinetics was demonstrated in a developmental code CREK1D, which compares favorably with the Gear-Hindmarsh code LSODE in spite of the use of a primitive stepsize control strategy.

  7. 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

  8. Nonlinear differential equations

    CERN Document Server

    Struble, Raimond A

    2017-01-01

    Detailed treatment covers existence and uniqueness of a solution of the initial value problem, properties of solutions, properties of linear systems, stability of nonlinear systems, and two-dimensional systems. 1962 edition.

  9. 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.

  10. Differential Equations Models to Study Quorum Sensing.

    Science.gov (United States)

    Pérez-Velázquez, Judith; Hense, Burkhard A

    2018-01-01

    Mathematical models to study quorum sensing (QS) have become an important tool to explore all aspects of this type of bacterial communication. A wide spectrum of mathematical tools and methods such as dynamical systems, stochastics, and spatial models can be employed. In this chapter, we focus on giving an overview of models consisting of differential equations (DE), which can be used to describe changing quantities, for example, the dynamics of one or more signaling molecule in time and space, often in conjunction with bacterial growth dynamics. The chapter is divided into two sections: ordinary differential equations (ODE) and partial differential equations (PDE) models of QS. Rates of change are represented mathematically by derivatives, i.e., in terms of DE. ODE models allow describing changes in one independent variable, for example, time. PDE models can be used to follow changes in more than one independent variable, for example, time and space. Both types of models often consist of systems (i.e., more than one equation) of equations, such as equations for bacterial growth and autoinducer concentration dynamics. Almost from the onset, mathematical modeling of QS using differential equations has been an interdisciplinary endeavor and many of the works we revised here will be placed into their biological context.

  11. Development of multi-axis laser micromachining system suitable for machining non-linear contoured surfaces

    OpenAIRE

    Kerimoğlu, Serhat

    2016-01-01

    Cataloged from PDF version of article. Thesis (M.S.): Bilkent University, Department of Mechanical Engineering, İhsan Doğramacı Bilkent University, 2016. Includes bibliographical references (leaves 82-84). In recent years, studies on manufacturing systems have proved the importance of cooperation of positioning systems with laser cutting technology. The performance of the manufacturing system can be improved by utilizing both laser and positioning systems together. In thi...

  12. Integro-differential equation analysis and radioisotope imaging systems. Research proposal. [Testing of radioisotope imaging system in phantoms

    Energy Technology Data Exchange (ETDEWEB)

    Hart, H.

    1976-03-09

    Design modifications of a five-probe focusing collimator coincidence radioisotope scanning system are described. Clinical applications of the system were tested in phantoms using radioisotopes with short biological half-lives, including /sup 75/Se, /sup 192/Ir, /sup 43/K, /sup 130/I, and /sup 82/Br. Data processing methods are also described. (CH)

  13. Application of Dynamic Systems Family for Synthesis of Fuzzy Control with Account of Non-linearities

    Directory of Open Access Journals (Sweden)

    Andriy Lozynskyy

    2016-01-01

    Full Text Available Dynamic system with nonlinearities has been considered. This system has been divided into a set of linear subsystems. A fuzzy controller of the considered system has been synthesized. It takes into account nonlinearities of the system and provides smooth switching between controllers of the linear subsystems. An unstable subsystem has been utilized, which provides better dynamic characteristics of the considered system. Comparison with traditional controller has been conducted. Corresponding qualitative and quantitative estimates have been provided. They testify the expediency of the proposed approach.

  14. Non-linear vibrating systems excited by a nonideal energy source with a large slope characteristic

    Science.gov (United States)

    González-Carbajal, Javier; Domínguez, Jaime

    2017-11-01

    This paper revisits the problem of an unbalanced motor attached to a fixed frame by means of a nonlinear spring and a linear damper. The excitation provided by the motor is, in general, nonideal, which means it is affected by the vibratory response. Since the system behaviour is highly dependent on the order of magnitude of the motor characteristic slope, the case of large slope is considered herein. Some Perturbation Methods are applied to the system of equations, which allows transforming the original 4D system into a much simpler 2D system. The fixed points of this reduced system and their stability are carefully studied. We find the existence of a Hopf bifurcation which, to the authors' knowledge, has not been addressed before in the literature. These analytical results are supported by numerical simulations. We also compare our approach and results with those published by other authors.

  15. Feedback control systems for non-linear simulation of operational transients in LMFBRs

    International Nuclear Information System (INIS)

    Khatib-Rahbar, M.; Agrawal, A.K.; Srinivasan, E.S.

    Adequate modeling of Plant Control Systems (PCS) for the study of Anticipated Transients Without Scram (ATWS) is of considerable significance in the design, operation and safety evaluation of Liquid-Metal-Cooled Fast Breeder Reactor (LMFBR) systems. To assess the system response to high frequency, low consequence events, the plant needs to be dynamically simulated. The description of analytical and numerical models for PCS that have been developed and incorporated into the loop version of the Super System Code (SSC-L) are described. The importance of detailed modeling of control systems is discussed. Sample transient results obtained for a 10% ramp change of load in 40 s in the Clinch River Breeder Reactor Plant (CRBRP) are also shown

  16. Lagrangian vector field and Lagrangian formulation of partial differential equations

    Directory of Open Access Journals (Sweden)

    M.Chen

    2005-01-01

    Full Text Available In this paper we consider the Lagrangian formulation of a system of second order quasilinear partial differential equations. Specifically we construct a Lagrangian vector field such that the flows of the vector field satisfy the original system of partial differential equations.

  17. Pure soliton solutions of some nonlinear partial differential equations

    International Nuclear Information System (INIS)

    Fuchssteiner, B.

    1977-01-01

    A general approach is given to obtain the system of ordinary differential equations which determines the pure soliton solutions for the class of generalized Korteweg-de Vries equations. This approach also leads to a system of ordinary differential equations for the pure soliton solutions of the sine-Gordon equation. (orig.) [de

  18. Introductory course on differential equations

    CERN Document Server

    Gorain, Ganesh C

    2014-01-01

    Introductory Course on DIFFERENTIAL EQUATIONS provides an excellent exposition of the fundamentals of ordinary and partial differential equations and is ideally suited for a first course of undergraduate students of mathematics, physics and engineering. The aim of this book is to present the elementary theories of differential equations in the forms suitable for use of those students whose main interest in the subject are based on simple mathematical ideas. KEY FEATURES: Discusses the subject in a systematic manner without sacrificing mathematical rigour. A variety of exercises drill the students in problem solving in view of the mathematical theories explained in the book. Worked out examples illustrated according to the theories developed in the book with possible alternatives. Exhaustive collection of problems and the simplicity of presentation differentiate this book from several others. Material contained will help teachers as well as aspiring students of different competitive examinations.

  19. Non-Linear Beam Transport System for the LENS 7 MeV Proton Beam

    CERN Document Server

    Jones, William P; Derenchuk, Vladimir Peter; Rinckel, Thomas; Solberg, Keith

    2005-01-01

    A beam transport system has been designed to carry a high-intensity low-emittance proton beam from the exit of the RFQ-DTL acceleration system of the Indiana University Low Energy Neutron System (LENS)* to the neutron production target. The goal of the design was to provide a beam of uniform density over a 3cm by 3cm area at the target. Two octupole magnets** are employed in the beam line to provide the necessary beam phase space manipulations to achieve this goal. First order calculations were done using TRANSPORT and second order calculations have been performed using TURTLE. Second order simulations have been done using both a Gaussian beam distribution and a particle set generated by calculations of beam transport through the RFQ-DTL using PARMILA. Comparison of the design characteristics with initial measurements from the LENS commissioning process will be made.

  20. Safety verification of non-linear hybrid systems is quasi-decidable

    Czech Academy of Sciences Publication Activity Database

    Ratschan, Stefan

    2014-01-01

    Roč. 44, č. 1 (2014), s. 71-90 ISSN 0925-9856 R&D Projects: GA ČR GCP202/12/J060 Institutional support: RVO:67985807 Keywords : hybrid system s * safety verification * decidability * robustness Subject RIV: IN - Informatics, Computer Science Impact factor: 0.875, year: 2014

  1. Evaluation of Linear and Non-Linear Control Schemes Applied to a Hydraulic Servo System

    DEFF Research Database (Denmark)

    Andersen, Torben Ole; Hansen, Michael Rygaard; Pedersen, Henrik Clemmensen

    2005-01-01

    Due to the innovation of low-cost electronics such as sensors, microcontrollers etc., the focus on highperformance motion control is increasing. This work focuses on position control of single-input single-output hydraulic servo-systems in general. A hydraulically actuated robotic manipulator...

  2. 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

  3. Nielsen number and differential equations

    Directory of Open Access Journals (Sweden)

    Andres Jan

    2005-01-01

    Full Text Available In reply to a problem of Jean Leray (application of the Nielsen theory to differential equations, two main approaches are presented. The first is via Poincaré's translation operator, while the second one is based on the Hammerstein-type solution operator. The applicability of various Nielsen theories is discussed with respect to several sorts of differential equations and inclusions. Links with the Sharkovskii-like theorems (a finite number of periodic solutions imply infinitely many subharmonics are indicated, jointly with some further consequences like the nontrivial -structure of solutions of initial value problems. Some illustrating examples are supplied and open problems are formulated.

  4. System Reliability of Timber Trusses Based on Non-Linear Structural Modelling

    DEFF Research Database (Denmark)

    Hansson, Martin; Ellegaard, Peter

    2006-01-01

    . In this paper, Monte Carlo simulations of a timber W-truss with punched metal plate fasteners (nail plates) are performed. Structural timber displays a significant variability in strength and stiffness both within and between members and is described by a statistic model calibrated against data from Norway......Structural design is today concerned with single component performance where each limit state is related to a single mode of failure of a single component. Further, in limit state codes the strength variables are related to a deterministic value (usually the 5-percentile). However, in a structure...... with a number of elements, two different effects (called system effects) can be found: - The probabilistic system effect that is based on the reduced probability that weak sections coincide with the most stressed sections. - Structural load-sharing that is the ability to redistribute load between members...

  5. Applied partial differential equations

    CERN Document Server

    Logan, J David

    2015-01-01

    This text presents the standard material usually covered in a one-semester, undergraduate course on boundary value problems and PDEs.  Emphasis is placed on motivation, concepts, methods, and interpretation, rather than on formal theory. The concise treatment of the subject is maintained in this third edition covering all the major ideas: the wave equation, the diffusion equation, the Laplace equation, and the advection equation on bounded and unbounded domains. Methods include eigenfunction expansions, integral transforms, and characteristics. In this third edition, text remains intimately tied to applications in heat transfer, wave motion, biological systems, and a variety other topics in pure and applied science. The text offers flexibility to instructors who, for example, may wish to insert topics from biology or numerical methods at any time in the course. The exposition is presented in a friendly, easy-to-read, style, with mathematical ideas motivated from physical problems. Many exercises and worked e...

  6. Free chattering hybrid sliding mode control for a class of non-linear systems

    DEFF Research Database (Denmark)

    Khooban, Mohammad Hassan; Niknam, Taher; Blaabjerg, Frede

    2016-01-01

    In current study, in order to find the control of general uncertain nonlinear systems, a new optimal hybrid control approach called Optimal General Type II Fuzzy Sliding Mode (OGT2FSM) is presented. In order to estimate unknown nonlinear activities in monitoring dynamic uncertainties, the benefits...... on the same topic, which are an Adaptive Interval Type-2 Fuzzy Logic Controller (AGT2FLC) and Conventional Sliding Mode Controller (CSMC), to assess the efficiency of the suggested controller. The suggested control scheme is finally used to the Electric Vehicles type as a case study. Results of simulation...

  7. Non-linear Vibration of Oscillation Systems using Frequency-Amplitude Formulation

    DEFF Research Database (Denmark)

    Fereidoon, A.; Ghadimi, M.; Barari, Amin

    2012-01-01

    In this paper we study the periodic solutions of free vibration of mechanical systems with third and fifthorder nonlinearity for two examples using He’s Frequency Amplitude Formulation (HFAF).The effectiveness and convenience of the method is illustrated in these examples. It will be shown that t...... that the solutions obtained with current method have a fabulous conformity with those achieved from time marching solution. HFAF is easy with powerful concepts and the high accuracy, so it can be found widely applicable in vibrations, especially strong nonlinearity oscillatory problems....

  8. Modelling of Non-Linear Pilot Disinfection Water System: A Bond Graph Approach

    Directory of Open Access Journals (Sweden)

    Naoufel ZITOUNI

    2012-08-01

    Full Text Available The ultraviolet (UV irradiations are used to solve the bacteriological problem of the drinking water quality. A discharge-gas lamp is used to produce this type of irradiation. The UV lamp is fed by photovoltaic (PV energy via electronic ballast composed by an inverter, a transformer and resonant circuit (RLC. The aim of this work is to give a useful global model of the system. In particular, we introduce the complicated UV lamp model and the water disinfection kinetics, where the radiant energy flux emitted by the discharge-gas lamp and the arc voltage are a complex functions of the current and time. This system is intended to be mainly used in rural zones, the photovoltaic modules as source of energy is an adequate solution. To optimise the power transfer from the PV array to ballast and UV lamp, a Maximum Power Point Tracking (MPPT device may be located between PV array and the loads. In this paper, we developed a bond-graph model which gives the water quality from UV flow, gas type, pressure, lamp current and geometrical characteristic. Finally reliable simulations are established and compared with experimental tests.

  9. Linear and Non-Linear Dielectric Response of Periodic Systems from Quantum Monte Carlo

    Science.gov (United States)

    Umari, Paolo

    2006-03-01

    We present a novel approach that allows to calculate the dielectric response of periodic systems in the quantum Monte Carlo formalism. We employ a many-body generalization for the electric enthalpy functional, where the coupling with the field is expressed via the Berry-phase formulation for the macroscopic polarization. A self-consistent local Hamiltonian then determines the ground-state wavefunction, allowing for accurate diffusion quantum Monte Carlo calculations where the polarization's fixed point is estimated from the average on an iterative sequence. The polarization is sampled through forward-walking. This approach has been validated for the case of the polarizability of an isolated hydrogen atom, and then applied to a periodic system. We then calculate the linear susceptibility and second-order hyper-susceptibility of molecular-hydrogen chains whith different bond-length alternations, and assess the quality of nodal surfaces derived from density-functional theory or from Hartree-Fock. The results found are in excellent agreement with the best estimates obtained from the extrapolation of quantum-chemistry calculations.P. Umari, A.J. Williamson, G. Galli, and N. MarzariPhys. Rev. Lett. 95, 207602 (2005).

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

    KAUST Repository

    Talukdar, Abdul Hafiz Ibne

    2012-07-23

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

  11. The behaviour of PM10 and ozone in Malaysia through non-linear dynamical systems

    Energy Technology Data Exchange (ETDEWEB)

    Sapini, Muhamad Luqman [Pusat Pengajian Matematik, Fakulti Sains Komputer & Matematik Universiti Teknologi MARA Kampus Seremban, 70300 Negeri Sembilan (Malaysia); Rahim, Nurul Zahirah binti Abd [Pengajian Matematik, Fakulti Sains Komputer & Matematik Universiti Teknologi MARA Kampus Jasin, 77000 Melaka (Malaysia); Noorani, Mohd Salmi Md. [Pusat Pengajian Sains Matematik, Fakulti Sains & Teknologi Universiti Kebangsaan Malaysia, 43650 Selangor (Malaysia)

    2015-10-22

    Prediction of ozone (O3) and PM10 is very important as both these air pollutants affect human health, human activities and more. Short-term forecasting of air quality is needed as preventive measures and effective action can be taken. Therefore, if it is detected that the ozone data is of a chaotic dynamical systems, a model using the nonlinear dynamic from chaos theory data can be made and thus forecasts for the short term would be more accurate. This study uses two methods, namely the 0-1 Test and Lyapunov Exponent. In addition, the effect of noise reduction on the analysis of time series data will be seen by using two smoothing methods: Rectangular methods and Triangle methods. At the end of the study, recommendations were made to get better results in the future.

  12. Differential equations and applications recent advances

    CERN Document Server

    2014-01-01

    Differential Equations and Applications : Recent Advances focus on the latest developments in Nonlinear Dynamical Systems, Neural Networks, Fluid Dynamics, Fractional Differential Systems, Mathematical Modelling and Qualitative Theory. Different aspects such as Existence, Stability, Controllability, Viscosity and Numerical Analysis for different systems have been discussed in this book. This book will be of great interest and use to researchers in Applied Mathematics, Engineering and Mathematical Physics.

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

    International Nuclear Information System (INIS)

    Zeng Fanan; Zhang Jiaju; Zhao Xuan

    1987-01-01

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

  14. Non-linear model reduction and control of molten carbonate fuel cell systems with internal reforming

    Energy Technology Data Exchange (ETDEWEB)

    Sheng, Min

    2007-10-12

    Currently, the process design of fuel cells and the development of control strategies is mainly based on heuristic methods. Fuel cell models are often too complex for control purposes, or they are developed for a specific type of fuel cell and valid only in a small range of operation conditions. The application of fuel cell models to controller design is still limited. Furthermore, suitable and simple-to-implement design strategies for fuel cell control remain an open area. There is thus a motivation for simplifying dynamic models for process control applications and for designing suitable control strategies for fuel cells. This is the main objective of this work. As an application example, the 250 kW industrial molten carbonate fuel cell (MCFC) system HotModule by MTU CFC Solutions, Germany is considered. A detailed dynamic two-dimensional spatially distributed cross-flow model of a MCFC from literature is taken as a starting point for the investigation. In Chapter 2, two simplified model versions are derived by incorporating additional physical assumptions. One of the simplified models is extended to a three-dimensional stack model to deal with physical and chemical phenomena in the stack. Simulations of the stack model are performed in Chapter 3 in order to calculate the mass and temperature distributions in the direction perpendicular to the electrode area. The other simplified model forms the basis for a low order reduced model that is derived in Chapter 4. The reduced-order model is constructed by application of the Karhunen-Loeve Galerkin method. The spatial temperature, concentration and potential profiles are approximated by a set of orthogonal time independent spatial basis functions. Problem specific basis functions are generated numerically from simulation data of the detailed reference model. The advantage of this approach is that a small number of basis functions suffices in order to approximate the solution of the detailed model very well. The

  15. Pendulum Motion and Differential Equations

    Science.gov (United States)

    Reid, Thomas F.; King, Stephen C.

    2009-01-01

    A common example of real-world motion that can be modeled by a differential equation, and one easily understood by the student, is the simple pendulum. Simplifying assumptions are necessary for closed-form solutions to exist, and frequently there is little discussion of the impact if those assumptions are not met. This article presents a…

  16. Stability of Functional Differential Equations

    CERN Document Server

    Lemm, Jeffrey M

    1986-01-01

    This book provides an introduction to the structure and stability properties of solutions of functional differential equations. Numerous examples of applications (such as feedback systrems with aftereffect, two-reflector antennae, nuclear reactors, mathematical models in immunology, viscoelastic bodies, aeroautoelastic phenomena and so on) are considered in detail. The development is illustrated by numerous figures and tables.

  17. Lie symmetries in differential equations

    International Nuclear Information System (INIS)

    Pleitez, V.

    1979-01-01

    A study of ordinary and Partial Differential equations using the symmetries of Lie groups is made. Following such a study, an application to the Helmholtz, Line-Gordon, Korleweg-de Vries, Burguer, Benjamin-Bona-Mahony and wave equations is carried out [pt

  18. 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)

  19. Observability of discretized partial differential equations

    Science.gov (United States)

    Cohn, Stephen E.; Dee, Dick P.

    1988-01-01

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

  20. Approximating chaotic saddles for delay differential equations.

    Science.gov (United States)

    Taylor, S Richard; Campbell, Sue Ann

    2007-04-01

    Chaotic saddles are unstable invariant sets in the phase space of dynamical systems that exhibit transient chaos. They play a key role in mediating transport processes involving scattering and chaotic transients. Here we present evidence (long chaotic transients and fractal basins of attraction) of transient chaos in a "logistic" delay differential equation. We adapt an existing method (stagger-and-step) to numerically construct the chaotic saddle for this system. This is the first such analysis of transient chaos in an infinite-dimensional dynamical system, and in delay differential equations in particular. Using Poincaré section techniques we illustrate approaches to visualizing the saddle set, and confirm that the saddle has the Cantor-like fractal structure consistent with a chaotic saddle generated by horseshoe-type dynamics.

  1. Approximating chaotic saddles for delay differential equations

    Science.gov (United States)

    Taylor, S. Richard; Campbell, Sue Ann

    2007-04-01

    Chaotic saddles are unstable invariant sets in the phase space of dynamical systems that exhibit transient chaos. They play a key role in mediating transport processes involving scattering and chaotic transients. Here we present evidence (long chaotic transients and fractal basins of attraction) of transient chaos in a “logistic” delay differential equation. We adapt an existing method (stagger-and-step) to numerically construct the chaotic saddle for this system. This is the first such analysis of transient chaos in an infinite-dimensional dynamical system, and in delay differential equations in particular. Using Poincaré section techniques we illustrate approaches to visualizing the saddle set, and confirm that the saddle has the Cantor-like fractal structure consistent with a chaotic saddle generated by horseshoe-type dynamics.

  2. 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

  3. 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...

  4. Performance analysis of an all-optical OFDM system in presence of non-linear phase noise.

    Science.gov (United States)

    Hmood, Jassim K; Harun, Sulaiman W; Emami, Siamak D; Khodaei, Amin; Noordin, Kamarul A; Ahmad, Harith; Shalaby, Hossam M H

    2015-02-23

    The potential for higher spectral efficiency has increased the interest in all-optical orthogonal frequency division multiplexing (OFDM) systems. However, the sensitivity of all-optical OFDM to fiber non-linearity, which causes nonlinear phase noise, is still a major concern. In this paper, an analytical model for estimating the phase noise due to self-phase modulation (SPM), cross-phase modulation (XPM), and four-wave mixing (FWM) in an all-optical OFDM system is presented. The phase noise versus power, distance, and number of subcarriers is evaluated by implementing the mathematical model using Matlab. In order to verify the results, an all-optical OFDM system, that uses coupler-based inverse fast Fourier transform/fast Fourier transform without any nonlinear compensation, is demonstrated by numerical simulation. The system employs 29 subcarriers; each subcarrier is modulated by a 4-QAM or 16-QAM format with a symbol rate of 25 Gsymbol/s. The results indicate that the phase variance due to FWM is dominant over those induced by either SPM or XPM. It is also shown that the minimum phase noise occurs at -3 dBm and -1 dBm for 4-QAM and 16-QAM, respectively. Finally, the error vector magnitude (EVM) versus subcarrier power and symbol rate is quantified using both simulation and the analytical model. It turns out that both EVM results are in good agreement with each other.

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

    Science.gov (United States)

    Bhadra, Chitrak

    2018-03-01

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

  6. Solutions of system of P1 equations without use of auxiliary differential equations coupled; Solucoes do sistema de equacoes P1 sem o uso de equacoes diferenciais auxiliares acopladas

    Energy Technology Data Exchange (ETDEWEB)

    Martinez, Aquilino Senra; Silva, Fernando Carvalho da; Cardoso, Carlos Eduardo Santos [Universidade Federal, Rio de Janeiro, RJ (Brazil). Coordenacao dos Programas de Pos-graduacao de Engenharia. Programa de Engenharia Nuclear

    2000-07-01

    The system of P1 equations is composed by two equations coupled itself one for the neutron flux and other for the current. Usually this system is solved by definitions of two integrals parameters, which are named slowing down densities of the flux and the current. Hence, the system P1 can be change from integral to only two differential equations. However, there are two new differentials equations that may be solved with the initial system. The present work analyzes this procedure and studies a method, which solve the P1 equations directly, without definitions of slowing down densities. (author)

  7. Differential equations, mechanics, and computation

    CERN Document Server

    Palais, Richard S

    2009-01-01

    This book provides a conceptual introduction to the theory of ordinary differential equations, concentrating on the initial value problem for equations of evolution and with applications to the calculus of variations and classical mechanics, along with a discussion of chaos theory and ecological models. It has a unified and visual introduction to the theory of numerical methods and a novel approach to the analysis of errors and stability of various numerical solution algorithms based on carefully chosen model problems. While the book would be suitable as a textbook for an undergraduate or elementary graduate course in ordinary differential equations, the authors have designed the text also to be useful for motivated students wishing to learn the material on their own or desiring to supplement an ODE textbook being used in a course they are taking with a text offering a more conceptual approach to the subject.

  8. 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.

  9. 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.

  10. 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...

  11. Stochastic partial differential equations an introduction

    CERN Document Server

    Liu, Wei

    2015-01-01

    This book provides an introduction to the theory of stochastic partial differential equations (SPDEs) of evolutionary type. SPDEs are one of the main research directions in probability theory with several wide ranging applications. Many types of dynamics with stochastic influence in nature or man-made complex systems can be modelled by such equations. The theory of SPDEs is based both on the theory of deterministic partial differential equations, as well as on modern stochastic analysis. Whilst this volume mainly follows the ‘variational approach’, it also contains a short account on the ‘semigroup (or mild solution) approach’. In particular, the volume contains a complete presentation of the main existence and uniqueness results in the case of locally monotone coefficients. Various types of generalized coercivity conditions are shown to guarantee non-explosion, but also a systematic approach to treat SPDEs with explosion in finite time is developed. It is, so far, the only book where the latter and t...

  12. Hamiltonian partial differential equations and applications

    CERN Document Server

    Nicholls, David; Sulem, Catherine

    2015-01-01

    This book is a unique selection of work by world-class experts exploring the latest developments in Hamiltonian partial differential equations and their applications. Topics covered within are representative of the field’s wide scope, including KAM and normal form theories, perturbation and variational methods, integrable systems, stability of nonlinear solutions as well as applications to cosmology, fluid mechanics and water waves. The volume contains both surveys and original research papers and gives a concise overview of the above topics, with results ranging from mathematical modeling to rigorous analysis and numerical simulation. It will be of particular interest to graduate students as well as researchers in mathematics and physics, who wish to learn more about the powerful and elegant analytical techniques for Hamiltonian partial differential equations.

  13. Population stochastic modelling (PSM)--an R package for mixed-effects models based on stochastic differential equations.

    Science.gov (United States)

    Klim, Søren; Mortensen, Stig Bousgaard; Kristensen, Niels Rode; Overgaard, Rune Viig; Madsen, Henrik

    2009-06-01

    The extension from ordinary to stochastic differential equations (SDEs) in pharmacokinetic and pharmacodynamic (PK/PD) modelling is an emerging field and has been motivated in a number of articles [N.R. Kristensen, H. Madsen, S.H. Ingwersen, Using stochastic differential equations for PK/PD model development, J. Pharmacokinet. Pharmacodyn. 32 (February(1)) (2005) 109-141; C.W. Tornøe, R.V. Overgaard, H. Agersø, H.A. Nielsen, H. Madsen, E.N. Jonsson, Stochastic differential equations in NONMEM: implementation, application, and comparison with ordinary differential equations, Pharm. Res. 22 (August(8)) (2005) 1247-1258; R.V. Overgaard, N. Jonsson, C.W. Tornøe, H. Madsen, Non-linear mixed-effects models with stochastic differential equations: implementation of an estimation algorithm, J. Pharmacokinet. Pharmacodyn. 32 (February(1)) (2005) 85-107; U. Picchini, S. Ditlevsen, A. De Gaetano, Maximum likelihood estimation of a time-inhomogeneous stochastic differential model of glucose dynamics, Math. Med. Biol. 25 (June(2)) (2008) 141-155]. PK/PD models are traditionally based ordinary differential equations (ODEs) with an observation link that incorporates noise. This state-space formulation only allows for observation noise and not for system noise. Extending to SDEs allows for a Wiener noise component in the system equations. This additional noise component enables handling of autocorrelated residuals originating from natural variation or systematic model error. Autocorrelated residuals are often partly ignored in PK/PD modelling although violating the hypothesis for many standard statistical tests. This article presents a package for the statistical program R that is able to handle SDEs in a mixed-effects setting. The estimation method implemented is the FOCE(1) approximation to the population likelihood which is generated from the individual likelihoods that are approximated using the Extended Kalman Filter's one-step predictions.

  14. Study of optical non-linear properties of a constant total effective length multiple quantum wells system

    International Nuclear Information System (INIS)

    Solaimani, M.; Morteza, Izadifard; Arabshahi, H.; Reza, Sarkardehi Mohammad

    2013-01-01

    In this work, we have studied the effect of the number of the wells, in a multiple quantum wells structure with constant total effective length, on the optical properties of multiple quantum wells like the absorption coefficient and the refractive index by means of compact density matrix approach. GaAs/Al x Ga (1−x) As multiple quantum wells systems was selected as an example. Besides, the effect of varying number of wells on the subband energies, wave functions, number of bound states, and the Fermi energy have been also investigated. Our calculation revealed that the number of wells in a multiple quantum well is a criterion with which we can control the amount of nonlinearity. This study showed that for the third order refractive index change there is two regimes of variations and the critical well number was six. In our calculations, we have used the same wells and barrier thicknesses to construct the multiple quantum wells system. - Highlights: ► OptiOptical Non-Linear. ► Total Effective Length. ► Multiple Quantum Wells System - genetic algorithm ► Schrödinger equation solution. ► Nanostructure.

  15. Non-linear quenching of current fluctuations in a self-exciting homopolar dynamo, proved by feedback system theory

    OpenAIRE

    A. M. de Paor

    1998-01-01

    International audience; Hide (Nonlinear Processes in Geophysics, 1998) has produced a new mathematical model of a self-exciting homopolar dynamo driving a series- wound motor, as a continuing contribution to the theory of the geomagnetic field. By a process of exact perturbation analysis, followed by combination and partial solution of differential equations, the complete nonlinear quenching of current fluctuations reported by Hide in the case that a parameter ? has the value 1 is proved via ...

  16. Polynomial chaos methods for hyperbolic partial differential equations numerical techniques for fluid dynamics problems in the presence of uncertainties

    CERN Document Server

    Pettersson, Mass Per; Nordström, Jan

    2015-01-01

    This monograph presents computational techniques and numerical analysis to study conservation laws under uncertainty using the stochastic Galerkin formulation. With the continual growth of computer power, these methods are becoming increasingly popular as an alternative to more classical sampling-based techniques. The approach described in the text takes advantage of stochastic Galerkin projections applied to the original conservation laws to produce a large system of modified partial differential equations, the solutions to which directly provide a full statistical characterization of the effect of uncertainties. Polynomial Chaos Methods of Hyperbolic Partial Differential Equations focuses on the analysis of stochastic Galerkin systems obtained for linear and non-linear convection-diffusion equations and for a systems of conservation laws; a detailed well-posedness and accuracy analysis is presented to enable the design of robust and stable numerical methods. The exposition is restricted to one spatial dime...

  17. The method of normal forms for singularly perturbed systems of Fredholm integro-differential equations with rapidly varying kernels

    Energy Technology Data Exchange (ETDEWEB)

    Bobodzhanov, A A; Safonov, V F [National Research University " Moscow Power Engineering Institute" , Moscow (Russian Federation)

    2013-07-31

    The paper deals with extending the Lomov regularization method to classes of singularly perturbed Fredholm-type integro-differential systems, which have not so far been studied. In these the limiting operator is discretely noninvertible. Such systems are commonly known as problems with unstable spectrum. Separating out the essential singularities in the solutions to these problems presents great difficulties. The principal one is to give an adequate description of the singularities induced by 'instability points' of the spectrum. A methodology for separating singularities by using normal forms is developed. It is applied to the above type of systems and is substantiated in these systems. Bibliography: 10 titles.

  18. Klein bottle logophysics: a unified principle for non-linear systems, cosmology, geophysics, biology, biomechanics and perception

    Science.gov (United States)

    Lucio Rapoport, Diego

    2013-04-01

    We present a unified principle for science that surmounts dualism, in terms of torsion fields and the non-orientable surfaces, notably the Klein Bottle and its logic, the Möbius strip and the projective plane. We apply it to the complex numbers and cosmology, to non-linear systems integrating the issue of hyperbolic divergences with the change of orientability, to the biomechanics of vision and the mammal heart, to the morphogenesis of crustal shapes on Earth in connection to the wavefronts of gravitation, elasticity and electromagnetism, to pattern recognition of artificial images and visual recognition, to neurology and the topographic maps of the sensorium, to perception, in particular of music. We develop it in terms of the fundamental 2:1 resonance inherent to the Möbius strip and the Klein Bottle, the minimal surfaces representation of the wavefronts, and the non-dual Klein Bottle logic inherent to pattern recognition, to the harmonic functions and vector fields that lay at the basis of geophysics and physics at large. We discuss the relation between the topographic maps of the sensorium, and the issue of turning inside-out of the visual world as a general principle for cognition, topological chemistry, cell biology and biological morphogenesis in particular in embryology

  19. Klein bottle logophysics: a unified principle for non-linear systems, cosmology, geophysics, biology, biomechanics and perception

    International Nuclear Information System (INIS)

    Rapoport, Diego Lucio

    2013-01-01

    We present a unified principle for science that surmounts dualism, in terms of torsion fields and the non-orientable surfaces, notably the Klein Bottle and its logic, the Möbius strip and the projective plane. We apply it to the complex numbers and cosmology, to non-linear systems integrating the issue of hyperbolic divergences with the change of orientability, to the biomechanics of vision and the mammal heart, to the morphogenesis of crustal shapes on Earth in connection to the wavefronts of gravitation, elasticity and electromagnetism, to pattern recognition of artificial images and visual recognition, to neurology and the topographic maps of the sensorium, to perception, in particular of music. We develop it in terms of the fundamental 2:1 resonance inherent to the Möbius strip and the Klein Bottle, the minimal surfaces representation of the wavefronts, and the non-dual Klein Bottle logic inherent to pattern recognition, to the harmonic functions and vector fields that lay at the basis of geophysics and physics at large. We discuss the relation between the topographic maps of the sensorium, and the issue of turning inside-out of the visual world as a general principle for cognition, topological chemistry, cell biology and biological morphogenesis in particular in embryology

  20. On the hierarchy of partially invariant submodels of differential equations

    Energy Technology Data Exchange (ETDEWEB)

    Golovin, Sergey V [Lavrentyev Institute of Hydrodynamics SB RAS, Novosibirsk 630090 (Russian Federation)], E-mail: sergey@hydro.nsc.ru

    2008-07-04

    It is noted that the partially invariant solution (PIS) of differential equations in many cases can be represented as an invariant reduction of some PISs of the higher rank. This introduces a hierarchic structure in the set of all PISs of a given system of differential equations. An equivalence of the two-step and the direct ways of construction of PISs is proved. The hierarchy simplifies the process of enumeration and analysis of partially invariant submodels to the given system of differential equations. In this framework, the complete classification of regular partially invariant solutions of ideal MHD equations is given.

  1. On the hierarchy of partially invariant submodels of differential equations

    Science.gov (United States)

    Golovin, Sergey V.

    2008-07-01

    It is noted that the partially invariant solution (PIS) of differential equations in many cases can be represented as an invariant reduction of some PISs of the higher rank. This introduces a hierarchic structure in the set of all PISs of a given system of differential equations. An equivalence of the two-step and the direct ways of construction of PISs is proved. The hierarchy simplifies the process of enumeration and analysis of partially invariant submodels to the given system of differential equations. In this framework, the complete classification of regular partially invariant solutions of ideal MHD equations is given.

  2. On the hierarchy of partially invariant submodels of differential equations

    International Nuclear Information System (INIS)

    Golovin, Sergey V

    2008-01-01

    It is noted that the partially invariant solution (PIS) of differential equations in many cases can be represented as an invariant reduction of some PISs of the higher rank. This introduces a hierarchic structure in the set of all PISs of a given system of differential equations. An equivalence of the two-step and the direct ways of construction of PISs is proved. The hierarchy simplifies the process of enumeration and analysis of partially invariant submodels to the given system of differential equations. In this framework, the complete classification of regular partially invariant solutions of ideal MHD equations is given

  3. 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.

  4. 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

  5. Resolution of First- and Second-Order Linear Differential Equations with Periodic Inputs by a Computer Algebra System

    Directory of Open Access Journals (Sweden)

    M. Legua

    2008-01-01

    Full Text Available In signal processing, a pulse means a rapid change in the amplitude of a signal from a baseline value to a higher or lower value, followed by a rapid return to the baseline value. A square wave function may be viewed as a pulse that repeats its occurrence periodically but the return to the baseline value takes some time to happen. When these periodic functions act as inputs in dynamic systems, the standard tool commonly used to solve the associated initial value problem (IVP is Laplace transform and its inverse. We show how a computer algebra system may also provide the solution of these IVP straight forwardly by adequately introducing the periodic input.

  6. Introduction to partial differential equations with applications

    CERN Document Server

    Zachmanoglou, E C

    1988-01-01

    This text explores the essentials of partial differential equations as applied to engineering and the physical sciences. Discusses ordinary differential equations, integral curves and surfaces of vector fields, the Cauchy-Kovalevsky theory, more. Problems and answers.

  7. Abstract methods in partial differential equations

    CERN Document Server

    Carroll, Robert W

    2012-01-01

    Detailed, self-contained treatment examines modern abstract methods in partial differential equations, especially abstract evolution equations. Suitable for graduate students with some previous exposure to classical partial differential equations. 1969 edition.

  8. MORE: mixed optimization for reverse engineering--an application to modeling biological networks response via sparse systems of nonlinear differential equations.

    Science.gov (United States)

    Sambo, Francesco; de Oca, Marco A Montes; Di Camillo, Barbara; Toffolo, Gianna; Stützle, Thomas

    2012-01-01

    Reverse engineering is the problem of inferring the structure of a network of interactions between biological variables from a set of observations. In this paper, we propose an optimization algorithm, called MORE, for the reverse engineering of biological networks from time series data. The model inferred by MORE is a sparse system of nonlinear differential equations, complex enough to realistically describe the dynamics of a biological system. MORE tackles separately the discrete component of the problem, the determination of the biological network topology, and the continuous component of the problem, the strength of the interactions. This approach allows us both to enforce system sparsity, by globally constraining the number of edges, and to integrate a priori information about the structure of the underlying interaction network. Experimental results on simulated and real-world networks show that the mixed discrete/continuous optimization approach of MORE significantly outperforms standard continuous optimization and that MORE is competitive with the state of the art in terms of accuracy of the inferred networks.

  9. PARALLEL SOLUTION METHODS OF PARTIAL DIFFERENTIAL EQUATIONS

    Directory of Open Access Journals (Sweden)

    Korhan KARABULUT

    1998-03-01

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

  10. Generalized Ordinary Differential Equation Models.

    Science.gov (United States)

    Miao, Hongyu; Wu, Hulin; Xue, Hongqi

    2014-10-01

    Existing estimation methods for ordinary differential equation (ODE) models are not applicable to discrete data. The generalized ODE (GODE) model is therefore proposed and investigated for the first time. We develop the likelihood-based parameter estimation and inference methods for GODE models. We propose robust computing algorithms and rigorously investigate the asymptotic properties of the proposed estimator by considering both measurement errors and numerical errors in solving ODEs. The simulation study and application of our methods to an influenza viral dynamics study suggest that the proposed methods have a superior performance in terms of accuracy over the existing ODE model estimation approach and the extended smoothing-based (ESB) method.

  11. Partial differential equations an introduction

    CERN Document Server

    Colton, David

    2004-01-01

    Intended for a college senior or first-year graduate-level course in partial differential equations, this text offers students in mathematics, engineering, and the applied sciences a solid foundation for advanced studies in mathematics. Classical topics presented in a modern context include coverage of integral equations and basic scattering theory. This complete and accessible treatment includes a variety of examples of inverse problems arising from improperly posed applications. Exercises at the ends of chapters, many with answers, offer a clear progression in developing an understanding of

  12. Applied analysis and differential equations

    CERN Document Server

    Cârj, Ovidiu

    2007-01-01

    This volume contains refereed research articles written by experts in the field of applied analysis, differential equations and related topics. Well-known leading mathematicians worldwide and prominent young scientists cover a diverse range of topics, including the most exciting recent developments. A broad range of topics of recent interest are treated: existence, uniqueness, viability, asymptotic stability, viscosity solutions, controllability and numerical analysis for ODE, PDE and stochastic equations. The scope of the book is wide, ranging from pure mathematics to various applied fields such as classical mechanics, biomedicine, and population dynamics.

  13. 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)

  14. Subroutine for series solutions of linear differential equations

    International Nuclear Information System (INIS)

    Tasso, H.; Steuerwald, J.

    1976-02-01

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

  15. Introduction to partial differential equations and Hilbert space methods

    CERN Document Server

    Gustafson, Karl E

    1997-01-01

    Easy-to-use text examines principal method of solving partial differential equations, 1st-order systems, computation methods, and much more. Over 600 exercises, with answers for many. Ideal for a 1-semester or full-year course.

  16. Non-linear osmosis

    Science.gov (United States)

    Diamond, Jared M.

    1966-01-01

    1. The relation between osmotic gradient and rate of osmotic water flow has been measured in rabbit gall-bladder by a gravimetric procedure and by a rapid method based on streaming potentials. Streaming potentials were directly proportional to gravimetrically measured water fluxes. 2. As in many other tissues, water flow was found to vary with gradient in a markedly non-linear fashion. There was no consistent relation between the water permeability and either the direction or the rate of water flow. 3. Water flow in response to a given gradient decreased at higher osmolarities. The resistance to water flow increased linearly with osmolarity over the range 186-825 m-osM. 4. The resistance to water flow was the same when the gall-bladder separated any two bathing solutions with the same average osmolarity, regardless of the magnitude of the gradient. In other words, the rate of water flow is given by the expression (Om — Os)/[Ro′ + ½k′ (Om + Os)], where Ro′ and k′ are constants and Om and Os are the bathing solution osmolarities. 5. Of the theories advanced to explain non-linear osmosis in other tissues, flow-induced membrane deformations, unstirred layers, asymmetrical series-membrane effects, and non-osmotic effects of solutes could not explain the results. However, experimental measurements of water permeability as a function of osmolarity permitted quantitative reconstruction of the observed water flow—osmotic gradient curves. Hence non-linear osmosis in rabbit gall-bladder is due to a decrease in water permeability with increasing osmolarity. 6. The results suggest that aqueous channels in the cell membrane behave as osmometers, shrinking in concentrated solutions of impermeant molecules and thereby increasing membrane resistance to water flow. A mathematical formulation of such a membrane structure is offered. PMID:5945254

  17. Forecasting the EMU inflation rate: Linear econometric vs. non-linear computational models using genetic neural fuzzy systems

    DEFF Research Database (Denmark)

    Kooths, Stefan; Mitze, Timo Friedel; Ringhut, Eric

    2004-01-01

    This paper compares the predictive power of linear econometric and non-linear computational models for forecasting the inflation rate in the European Monetary Union (EMU). Various models of both types are developed using different monetary and real activity indicators. They are compared according...

  18. Non linear microtearing modes

    International Nuclear Information System (INIS)

    Garbet, X.; Mourgues, F.; Samain, A.

    1987-01-01

    Among the various instabilities which could explain the anomalous electron heat transport observed in tokamaks during additional heating, a microtearing turbulence is a reasonable candidate since it affects directly the magnetic topology. This turbulence may be described in a proper frame rotating around the majors axis by a static potential vector. In strong non linear regimes, the flow of electrons along the stochastic field lines induces a current. The point is to know whether this current can sustain the turbulence. The mechanisms of this self-consistency, involving the combined effects of the thermal diamagnetism and of the electric drift are presented here

  19. Equivalent model construction for a non-linear dynamic system based on an element-wise stiffness evaluation procedure and reduced analysis of the equivalent system

    Science.gov (United States)

    Kim, Euiyoung; Cho, Maenghyo

    2017-11-01

    In most non-linear analyses, the construction of a system matrix uses a large amount of computation time, comparable to the computation time required by the solving process. If the process for computing non-linear internal force matrices is substituted with an effective equivalent model that enables the bypass of numerical integrations and assembly processes used in matrix construction, efficiency can be greatly enhanced. A stiffness evaluation procedure (STEP) establishes non-linear internal force models using polynomial formulations of displacements. To efficiently identify an equivalent model, the method has evolved such that it is based on a reduced-order system. The reduction process, however, makes the equivalent model difficult to parameterize, which significantly affects the efficiency of the optimization process. In this paper, therefore, a new STEP, E-STEP, is proposed. Based on the element-wise nature of the finite element model, the stiffness evaluation is carried out element-by-element in the full domain. Since the unit of computation for the stiffness evaluation is restricted by element size, and since the computation is independent, the equivalent model can be constructed efficiently in parallel, even in the full domain. Due to the element-wise nature of the construction procedure, the equivalent E-STEP model is easily characterized by design parameters. Various reduced-order modeling techniques can be applied to the equivalent system in a manner similar to how they are applied in the original system. The reduced-order model based on E-STEP is successfully demonstrated for the dynamic analyses of non-linear structural finite element systems under varying design parameters.

  20. 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...

  1. System and method for generating 3D images of non-linear properties of rock formation using surface seismic or surface to borehole seismic or both

    Science.gov (United States)

    Vu, Cung Khac; Nihei, Kurt Toshimi; Johnson, Paul A.; Guyer, Robert A.; Ten Cate, James A.; Le Bas, Pierre-Yves; Larmat, Carene S.

    2016-06-07

    A system and method of characterizing properties of a medium from a non-linear interaction are include generating, by first and second acoustic sources disposed on a surface of the medium on a first line, first and second acoustic waves. The first and second acoustic sources are controllable such that trajectories of the first and second acoustic waves intersect in a mixing zone within the medium. The method further includes receiving, by a receiver positioned in a plane containing the first and second acoustic sources, a third acoustic wave generated by a non-linear mixing process from the first and second acoustic waves in the mixing zone; and creating a first two-dimensional image of non-linear properties or a first ratio of compressional velocity and shear velocity, or both, of the medium in a first plane generally perpendicular to the surface and containing the first line, based on the received third acoustic wave.

  2. 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.

  3. Sobolev gradients and differential equations

    CERN Document Server

    Neuberger, J W

    2010-01-01

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

  4. Evaluation of correlated digital back propagation and extended Kalman filtering for non-linear mitigation in PM-16-QAM WDM systems

    Science.gov (United States)

    Pakala, Lalitha; Schmauss, Bernhard

    2017-01-01

    We investigate the individual and combined performance of correlated digital back propagation (CDBP) and extended Kalman filtering (EKF) in mitigating inter and intra-channel non-linearities in wavelength division multiplexed (WDM) systems. The afore-mentioned algorithms are verified through numerical simulations on 28 Gbaud polarization multiplexed (PM) 16-quadrature amplitude modulation (16-QAM) 9-channel WDM system with 50 GHz spacing. A single channel CDBP with one-step-per-span based on asymmetric split step Fourier method (A-SSFM) with optimized non-linear coefficient has been employed. We also study an amplitude dependent optimization (AO) of the non-linear coefficient for CDBP which shows an improvement of ≍ 0.8 dB compared to the conventional optimized CDBP, in the non-linear regime. Moreover, our proposed carrier phase and amplitude noise estimation (CPANE) algorithm based on EKF outperforms AO-CDBP in both linear and non-linear regimes with an enhanced performance besides significantly reduced complexity. We further investigate the combined performance of AO-CDBP and EKF which results in an enhanced non-linear tolerance at the expense of increased computational cost trading off to the number of required CDBP steps per span. Furthermore, we also analyze the impact of cross phase modulation (XPM) on the combined performance of AO-CDBP and EKF by varying the number of WDM channels. Numerical results show that the obtained gain from employing AO-CDBP prior to EKF reduces with increasing effects of XPM. Additionally, we also discuss the computational complexity of the aforementioned algorithms.

  5. Dynamic data analysis modeling data with differential equations

    CERN Document Server

    Ramsay, James

    2017-01-01

    This text focuses on the use of smoothing methods for developing and estimating differential equations following recent developments in functional data analysis and building on techniques described in Ramsay and Silverman (2005) Functional Data Analysis. The central concept of a dynamical system as a buffer that translates sudden changes in input into smooth controlled output responses has led to applications of previously analyzed data, opening up entirely new opportunities for dynamical systems. The technical level has been kept low so that those with little or no exposure to differential equations as modeling objects can be brought into this data analysis landscape. There are already many texts on the mathematical properties of ordinary differential equations, or dynamic models, and there is a large literature distributed over many fields on models for real world processes consisting of differential equations. However, a researcher interested in fitting such a model to data, or a statistician interested in...

  6. Fatigue damage estimation in non-linear systems using a combination of Monte Carlo simulation and the First Order Reliability Method

    DEFF Research Database (Denmark)

    Jensen, Jørgen Juncher

    2015-01-01

    For non-linear systems the estimation of fatigue damage under stochastic loadings can be rather time-consuming. Usually Monte Carlo simulation (MCS) is applied, but the coefficient-of-variation (COV) can be large if only a small set of simulations can be done due to otherwise excessive CPU time...

  7. Applicability of Time-Averaged Holography for Micro-Electro-Mechanical System Performing Non-Linear Oscillations

    Directory of Open Access Journals (Sweden)

    Paulius Palevicius

    2014-01-01

    Full Text Available Optical investigation of movable microsystem components using time-averaged holography is investigated in this paper. It is shown that even a harmonic excitation of a non-linear microsystem may result in an unpredictable chaotic motion. Analytical results between parameters of the chaotic oscillations and the formation of time-averaged fringes provide a deeper insight into computational and experimental interpretation of time-averaged MEMS holograms.

  8. Applicability of Time-Averaged Holography for Micro-Electro-Mechanical System Performing Non-Linear Oscillations

    Science.gov (United States)

    Palevicius, Paulius; Ragulskis, Minvydas; Palevicius, Arvydas; Ostasevicius, Vytautas

    2014-01-01

    Optical investigation of movable microsystem components using time-averaged holography is investigated in this paper. It is shown that even a harmonic excitation of a non-linear microsystem may result in an unpredictable chaotic motion. Analytical results between parameters of the chaotic oscillations and the formation of time-averaged fringes provide a deeper insight into computational and experimental interpretation of time-averaged MEMS holograms. PMID:24451467

  9. Applicability of time-averaged holography for micro-electro-mechanical system performing non-linear oscillations.

    Science.gov (United States)

    Palevicius, Paulius; Ragulskis, Minvydas; Palevicius, Arvydas; Ostasevicius, Vytautas

    2014-01-21

    Optical investigation of movable microsystem components using time-averaged holography is investigated in this paper. It is shown that even a harmonic excitation of a non-linear microsystem may result in an unpredictable chaotic motion. Analytical results between parameters of the chaotic oscillations and the formation of time-averaged fringes provide a deeper insight into computational and experimental interpretation of time-averaged MEMS holograms.

  10. A partial differential equation for pseudocontact shift.

    Science.gov (United States)

    Charnock, G T P; Kuprov, Ilya

    2014-10-07

    It is demonstrated that pseudocontact shift (PCS), viewed as a scalar or a tensor field in three dimensions, obeys an elliptic partial differential equation with a source term that depends on the Hessian of the unpaired electron probability density. The equation enables straightforward PCS prediction and analysis in systems with delocalized unpaired electrons, particularly for the nuclei located in their immediate vicinity. It is also shown that the probability density of the unpaired electron may be extracted, using a regularization procedure, from PCS data.

  11. Ordinary Differential Equation Models for Adoptive Immunotherapy.

    Science.gov (United States)

    Talkington, Anne; Dantoin, Claudia; Durrett, Rick

    2018-05-01

    Modified T cells that have been engineered to recognize the CD19 surface marker have recently been shown to be very successful at treating acute lymphocytic leukemias. Here, we explore four previous approaches that have used ordinary differential equations to model this type of therapy, compare their properties, and modify the models to address their deficiencies. Although the four models treat the workings of the immune system in slightly different ways, they all predict that adoptive immunotherapy can be successful to move a patient from the large tumor fixed point to an equilibrium with little or no tumor.

  12. Nonlinear partial differential equations and their applications

    CERN Document Server

    Lions, Jacques Louis

    2002-01-01

    This book contains the written versions of lectures delivered since 1997 in the well-known weekly seminar on Applied Mathematics at the Collège de France in Paris, directed by Jacques-Louis Lions. It is the 14th and last of the series, due to the recent and untimely death of Professor Lions. The texts in this volume deal mostly with various aspects of the theory of nonlinear partial differential equations. They present both theoretical and applied results in many fields of growing importance such as Calculus of variations and optimal control, optimization, system theory and control, op

  13. Numerical Methods for Partial Differential Equations

    CERN Document Server

    Guo, Ben-yu

    1987-01-01

    These Proceedings of the first Chinese Conference on Numerical Methods for Partial Differential Equations covers topics such as difference methods, finite element methods, spectral methods, splitting methods, parallel algorithm etc., their theoretical foundation and applications to engineering. Numerical methods both for boundary value problems of elliptic equations and for initial-boundary value problems of evolution equations, such as hyperbolic systems and parabolic equations, are involved. The 16 papers of this volume present recent or new unpublished results and provide a good overview of current research being done in this field in China.

  14. Differential equations with applications in cancer diseases.

    Science.gov (United States)

    Ilea, M; Turnea, M; Rotariu, M

    2013-01-01

    Mathematical modeling is a process by which a real world problem is described by a mathematical formulation. The cancer modeling is a highly challenging problem at the frontier of applied mathematics. A variety of modeling strategies have been developed, each focusing on one or more aspects of cancer. The vast majority of mathematical models in cancer diseases biology are formulated in terms of differential equations. We propose an original mathematical model with small parameter for the interactions between these two cancer cell sub-populations and the mathematical model of a vascular tumor. We work on the assumption that, the quiescent cells' nutrient consumption is long. One the equations system includes small parameter epsilon. The smallness of epsilon is relative to the size of the solution domain. MATLAB simulations obtained for transition rate from the quiescent cells' nutrient consumption is long, we show a similar asymptotic behavior for two solutions of the perturbed problem. In this system, the small parameter is an asymptotic variable, different from the independent variable. The graphical output for a mathematical model of a vascular tumor shows the differences in the evolution of the tumor populations of proliferating, quiescent and necrotic cells. The nutrient concentration decreases sharply through the viable rim and tends to a constant level in the core due to the nearly complete necrosis in this region. Many mathematical models can be quantitatively characterized by ordinary differential equations or partial differential equations. The use of MATLAB in this article illustrates the important role of informatics in research in mathematical modeling. The study of avascular tumor growth cells is an exciting and important topic in cancer research and will profit considerably from theoretical input. Interpret these results to be a permanent collaboration between math's and medical oncologists.

  15. Stochastic integration and differential equations

    CERN Document Server

    Protter, Philip E

    2003-01-01

    It has been 15 years since the first edition of Stochastic Integration and Differential Equations, A New Approach appeared, and in those years many other texts on the same subject have been published, often with connections to applications, especially mathematical finance. Yet in spite of the apparent simplicity of approach, none of these books has used the functional analytic method of presenting semimartingales and stochastic integration. Thus a 2nd edition seems worthwhile and timely, though it is no longer appropriate to call it "a new approach". The new edition has several significant changes, most prominently the addition of exercises for solution. These are intended to supplement the text, but lemmas needed in a proof are never relegated to the exercises. Many of the exercises have been tested by graduate students at Purdue and Cornell Universities. Chapter 3 has been completely redone, with a new, more intuitive and simultaneously elementary proof of the fundamental Doob-Meyer decomposition theorem, t...

  16. An introduction to differential equations

    CERN Document Server

    Ladde, Anil G

    2012-01-01

    This is a twenty-first century book designed to meet the challenges of understanding and solving interdisciplinary problems. The book creatively incorporates "cutting-edge" research ideas and techniques at the undergraduate level. The book also is a unique research resource for undergraduate/graduate students and interdisciplinary researchers. It emphasizes and exhibits the importance of conceptual understandings and its symbiotic relationship in the problem solving process. The book is proactive in preparing for the modeling of dynamic processes in various disciplines. It introduces a "break-down-the problem" type of approach in a way that creates "fun" and "excitement". The book presents many learning tools like "step-by-step procedures (critical thinking)", the concept of "math" being a language, applied examples from diverse fields, frequent recaps, flowcharts and exercises. Uniquely, this book introduces an innovative and unified method of solving nonlinear scalar differential equations. This is called ...

  17. Rigorous Integration of Non-Linear Ordinary Differential Equations in Chebyshev Basis

    Czech Academy of Sciences Publication Activity Database

    Dzetkulič, Tomáš

    2015-01-01

    Roč. 69, č. 1 (2015), s. 183-205 ISSN 1017-1398 R&D Projects: GA MŠk OC10048; GA ČR GD201/09/H057 Institutional research plan: CEZ:AV0Z10300504 Keywords : Initial value problem * Rigorous integration * Taylor model * Chebyshev basis Subject RIV: IN - Informatics, Computer Science Impact factor: 1.366, year: 2015

  18. Molding of plasmonic resonances in metallic nanostructures: Dependence of the non-linear electric permittivity on system size and temperature

    KAUST Repository

    Alabastri, A.; Tuccio, S.; Giugni, A.; Toma, A.; Liberale, Carlo; Das, G.; Angelis, F.D.; Fabrizio, E.D.; Zaccaria, R.P.

    2013-01-01

    In this paper, we review the principal theoretical models through which the dielectric function of metals can be described. Starting from the Drude assumptions for intraband transitions, we show how this model can be improved by including interband absorption and temperature effect in the damping coefficients. Electronic scattering processes are described and included in the dielectric function, showing their role in determining plasmon lifetime at resonance. Relationships among permittivity, electric conductivity and refractive index are examined. Finally, a temperature dependent permittivity model is presented and is employed to predict temperature and non-linear field intensity dependence on commonly used plasmonic geometries, such as nanospheres. 2013 by the authors; licensee MDPI, Basel, Switzerland.

  19. Molding of plasmonic resonances in metallic nanostructures: Dependence of the non-linear electric permittivity on system size and temperature

    KAUST Repository

    Alabastri, A.

    2013-10-25

    In this paper, we review the principal theoretical models through which the dielectric function of metals can be described. Starting from the Drude assumptions for intraband transitions, we show how this model can be improved by including interband absorption and temperature effect in the damping coefficients. Electronic scattering processes are described and included in the dielectric function, showing their role in determining plasmon lifetime at resonance. Relationships among permittivity, electric conductivity and refractive index are examined. Finally, a temperature dependent permittivity model is presented and is employed to predict temperature and non-linear field intensity dependence on commonly used plasmonic geometries, such as nanospheres. 2013 by the authors; licensee MDPI, Basel, Switzerland.

  20. Introduction to complex theory of differential equations

    CERN Document Server

    Savin, Anton

    2017-01-01

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

  1. Non-Linear Dynamics of Saturn’s Rings

    Science.gov (United States)

    Esposito, Larry W.

    2015-11-01

    Non-linear processes can explain why Saturn’s rings are so active and dynamic. Ring systems differ from simple linear systems in two significant ways: 1. They are systems of granular material: where particle-to-particle collisions dominate; thus a kinetic, not a fluid description needed. We find that stresses are strikingly inhomogeneous and fluctuations are large compared to equilibrium. 2. They are strongly forced by resonances: which drive a non-linear response, pushing the system across thresholds that lead to persistent states.Some of this non-linearity is captured in a simple Predator-Prey Model: Periodic forcing from the moon causes streamline crowding; This damps the relative velocity, and allows aggregates to grow. About a quarter phase later, the aggregates stir the system to higher relative velocity and the limit cycle repeats each orbit.Summary of Halo Results: A predator-prey model for ring dynamics produces transient structures like ‘straw’ that can explain the halo structure and spectroscopy: This requires energetic collisions (v ≈ 10m/sec, with throw distances about 200km, implying objects of scale R ≈ 20km).Transform to Duffing Eqn : With the coordinate transformation, z = M2/3, the Predator-Prey equations can be combined to form a single second-order differential equation with harmonic resonance forcing.Ring dynamics and history implications: Moon-triggered clumping at perturbed regions in Saturn’s rings creates both high velocity dispersion and large aggregates at these distances, explaining both small and large particles observed there. We calculate the stationary size distribution using a cell-to-cell mapping procedure that converts the phase-plane trajectories to a Markov chain. Approximating the Markov chain as an asymmetric random walk with reflecting boundaries allows us to determine the power law index from results of numerical simulations in the tidal environment surrounding Saturn. Aggregates can explain many dynamic aspects

  2. Partial differential equations of mathematical physics

    CERN Document Server

    Sobolev, S L

    1964-01-01

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

  3. 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.

  4. 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...

  5. Non-linear model predictive supervisory controller for building, air handling unit with recuperator and refrigeration system with heat waste recovery

    DEFF Research Database (Denmark)

    Minko, Tomasz; Wisniewski, Rafal; Bendtsen, Jan Dimon

    2016-01-01

    . The retrieved heat excess can be stored in the water tank. For this purpose the charging and the discharging water loops has been designed. We present the non-linear model of the above described system and a non-linear model predictive supervisory controller that according to the received price signal......, occupancy information and ambient temperature minimizes the operation cost of the whole system and distributes set points to local controllers of supermarkets subsystems. We find that when reliable information about the high price period is available, it is profitable to use the refrigeration system...... to generate heat during the low price period, store it and use it to substitute the conventional heater during the high price period....

  6. 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.

  7. Ordinary differential equations with applications in molecular biology.

    Science.gov (United States)

    Ilea, M; Turnea, M; Rotariu, M

    2012-01-01

    Differential equations are of basic importance in molecular biology mathematics because many biological laws and relations appear mathematically in the form of a differential equation. In this article we presented some applications of mathematical models represented by ordinary differential equations in molecular biology. The vast majority of quantitative models in cell and molecular biology are formulated in terms of ordinary differential equations for the time evolution of concentrations of molecular species. Assuming that the diffusion in the cell is high enough to make the spatial distribution of molecules homogenous, these equations describe systems with many participating molecules of each kind. We propose an original mathematical model with small parameter for biological phospholipid pathway. All the equations system includes small parameter epsilon. The smallness of epsilon is relative to the size of the solution domain. If we reduce the size of the solution region the same small epsilon will result in a different condition number. It is clear that the solution for a smaller region is less difficult. We introduce the mathematical technique known as boundary function method for singular perturbation system. In this system, the small parameter is an asymptotic variable, different from the independent variable. In general, the solutions of such equations exhibit multiscale phenomena. Singularly perturbed problems form a special class of problems containing a small parameter which may tend to zero. Many molecular biology processes can be quantitatively characterized by ordinary differential equations. Mathematical cell biology is a very active and fast growing interdisciplinary area in which mathematical concepts, techniques, and models are applied to a variety of problems in developmental medicine and bioengineering. Among the different modeling approaches, ordinary differential equations (ODE) are particularly important and have led to significant advances

  8. Ordinary differential equations a graduate text

    CERN Document Server

    Bhamra, K S

    2015-01-01

    ORDINARY DIFFERENTIAL EQUATIONS: A Graduate Text presents a systematic and comprehensive introduction to ODEs for graduate and postgraduate students. The systematic organized text on differential inequalities, Gronwall's inequality, Nagumo's theorems, Osgood's criteria and applications of different equations of first order is dealt with in a greater depth. The book discusses qualitative and quantitative aspects of the Strum - Liouville problems, Green's function, integral equations, Laplace transform and is supported by a number of worked-out examples in each lesson to make the concepts clear. A lot of stress on stability theory is laid down, especially on Lyapunov and Poincare stability theory. A numerous figures in various lessons (in particular lessons dealing with stability theory) have been added to clarify the key concepts in DE theory. Nonlinear oscillation in conservative systems and Hamiltonian systems highlights basic nature of the systems considered. Perturbation techniques lesson deals in fairly d...

  9. Selected papers on analysis and differential equations

    CERN Document Server

    Society, American Mathematical

    2010-01-01

    This volume contains translations of papers that originally appeared in the Japanese journal Sūgaku. These papers range over a variety of topics in ordinary and partial differential equations, and in analysis. Many of them are survey papers presenting new results obtained in the last few years. This volume is suitable for graduate students and research mathematicians interested in analysis and differential equations.

  10. 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

  11. Solving Differential Equations Using Modified Picard Iteration

    Science.gov (United States)

    Robin, W. A.

    2010-01-01

    Many classes of differential equations are shown to be open to solution through a method involving a combination of a direct integration approach with suitably modified Picard iterative procedures. The classes of differential equations considered include typical initial value, boundary value and eigenvalue problems arising in physics and…

  12. Differential equations, associators, and recurrences for amplitudes

    Directory of Open Access Journals (Sweden)

    Georg Puhlfürst

    2016-01-01

    Full Text Available We provide new methods to straightforwardly obtain compact and analytic expressions for ϵ-expansions of functions appearing in both field and string theory amplitudes. An algebraic method is presented to explicitly solve for recurrence relations connecting different ϵ-orders of a power series solution in ϵ of a differential equation. This strategy generalizes the usual iteration by Picard's method. Our tools are demonstrated for generalized hypergeometric functions. Furthermore, we match the ϵ-expansion of specific generalized hypergeometric functions with the underlying Drinfeld associator with proper Lie algebra and monodromy representations. We also apply our tools for computing ϵ-expansions for solutions to generic first-order Fuchsian equations (Schlesinger system. Finally, we set up our methods to systematically get compact and explicit α′-expansions of tree-level superstring amplitudes to any order in α′.

  13. A textbook on ordinary differential equations

    CERN Document Server

    Ahmad, Shair

    2014-01-01

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

  14. Modelling conjugation with stochastic differential equations

    DEFF Research Database (Denmark)

    Philipsen, Kirsten Riber; Christiansen, Lasse Engbo; Hasman, Henrik

    2010-01-01

    Enterococcus faecium strains in a rich exhaustible media. The model contains a new expression for a substrate dependent conjugation rate. A maximum likelihood based method is used to estimate the model parameters. Different models including different noise structure for the system and observations are compared......Conjugation is an important mechanism involved in the transfer of resistance between bacteria. In this article a stochastic differential equation based model consisting of a continuous time state equation and a discrete time measurement equation is introduced to model growth and conjugation of two...... using a likelihood-ratio test and Akaike's information criterion. Experiments indicating conjugation on the agar plates selecting for transconjugants motivates the introduction of an extended model, for which conjugation on the agar plate is described in the measurement equation. This model is compared...

  15. 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.

  16. 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)

  17. Inverse problems in ordinary differential equations and applications

    CERN Document Server

    Llibre, Jaume

    2016-01-01

    This book is dedicated to study the inverse problem of ordinary differential equations, that is it focuses in finding all ordinary differential equations that satisfy a given set of properties. The Nambu bracket is the central tool in developing this approach. The authors start characterizing the ordinary differential equations in R^N which have a given set of partial integrals or first integrals. The results obtained are applied first to planar polynomial differential systems with a given set of such integrals, second to solve the 16th Hilbert problem restricted to generic algebraic limit cycles, third for solving the inverse problem for constrained Lagrangian and Hamiltonian mechanical systems, fourth for studying the integrability of a constrained rigid body. Finally the authors conclude with an analysis on nonholonomic mechanics, a generalization of the Hamiltonian principle, and the statement an solution of the inverse problem in vakonomic mechanics.

  18. The Cousin problems in the viewpoint of partial differential equations

    International Nuclear Information System (INIS)

    Le Hung Son.

    1990-01-01

    In this paper we consider the Cousin problems for overdetermined systems of partial differential equations, which are generalizations of the Cauchy-Riemann system. The general methods for solving these problems are given. Applying the given methods we can solve the Cousin problems for many important systems in theoretical physics. (author). 19 refs

  19. Stability analysis of impulsive functional differential equations

    CERN Document Server

    Stamova, Ivanka

    2009-01-01

    This book is devoted to impulsive functional differential equations which are a natural generalization of impulsive ordinary differential equations (without delay) and of functional differential equations (without impulses). At the present time the qualitative theory of such equationsis under rapid development. After a presentation of the fundamental theory of existence, uniqueness and continuability of solutions, a systematic development of stability theory for that class of problems is given which makes the book unique. It addresses to a wide audience such as mathematicians, applied research

  20. Statistical Methods for Stochastic Differential Equations

    CERN Document Server

    Kessler, Mathieu; Sorensen, Michael

    2012-01-01

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

  1. On implicit abstract neutral nonlinear differential equations

    Energy Technology Data Exchange (ETDEWEB)

    Hernández, Eduardo, E-mail: lalohm@ffclrp.usp.br [Universidade de São Paulo, Departamento de Computação e Matemática, Faculdade de Filosofia Ciências e Letras de Ribeirão Preto (Brazil); O’Regan, Donal, E-mail: donal.oregan@nuigalway.ie [National University of Ireland, School of Mathematics, Statistics and Applied Mathematics (Ireland)

    2016-04-15

    In this paper we continue our developments in Hernández and O’Regan (J Funct Anal 261:3457–3481, 2011) on the existence of solutions for abstract neutral differential equations. In particular we extend the results in Hernández and O’Regan (J Funct Anal 261:3457–3481, 2011) for the case of implicit nonlinear neutral equations and we focus on applications to partial “nonlinear” neutral differential equations. Some applications involving partial neutral differential equations are presented.

  2. 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.

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

    CERN Document Server

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

    2017-01-01

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

  4. Integro-differential equation approach extended to larger nuclei

    International Nuclear Information System (INIS)

    Adam, R.M.; Sofianos, S.A.; Fiedeldey, H.; Fabre de la Ripelle, M.

    1992-01-01

    We extend the integro-differential equation approach (IDEA) from few-nucleon to closed-shell and closed-subshell nuclei and outline the analytical methods required for the calculation of the density functions, which enter into the integro-differential equations. These contain all the physics for a system of fermions associated with the Pauli principle. In order to test the accuracy of the IDEA comparisons are made of the binding energies of 4 He, 12 C and 16 O obtained with effective potentials using the hypercentral approximation (HCA) providing a variational solution without correlations, the IDEA which fully includes the two-body correlations, the S-states integro-differential equation (SIDE) valid for potentials operating only on pairs in the S-state and those calculated by several variational or perturbative methods in the literature. (author)

  5. Entropy and convexity for nonlinear partial differential equations.

    Science.gov (United States)

    Ball, John M; Chen, Gui-Qiang G

    2013-12-28

    Partial differential equations are ubiquitous in almost all applications of mathematics, where they provide a natural mathematical description of many phenomena involving change in physical, chemical, biological and social processes. The concept of entropy originated in thermodynamics and statistical physics during the nineteenth century to describe the heat exchanges that occur in the thermal processes in a thermodynamic system, while the original notion of convexity is for sets and functions in mathematics. Since then, entropy and convexity have become two of the most important concepts in mathematics. In particular, nonlinear methods via entropy and convexity have been playing an increasingly important role in the analysis of nonlinear partial differential equations in recent decades. This opening article of the Theme Issue is intended to provide an introduction to entropy, convexity and related nonlinear methods for the analysis of nonlinear partial differential equations. We also provide a brief discussion about the content and contributions of the papers that make up this Theme Issue.

  6. Nevanlinna theory, normal families, and algebraic differential equations

    CERN Document Server

    Steinmetz, Norbert

    2017-01-01

    This book offers a modern introduction to Nevanlinna theory and its intricate relation to the theory of normal families, algebraic functions, asymptotic series, and algebraic differential equations. Following a comprehensive treatment of Nevanlinna’s theory of value distribution, the author presents advances made since Hayman’s work on the value distribution of differential polynomials and illustrates how value- and pair-sharing problems are linked to algebraic curves and Briot–Bouquet differential equations. In addition to discussing classical applications of Nevanlinna theory, the book outlines state-of-the-art research, such as the effect of the Yosida and Zalcman–Pang method of re-scaling to algebraic differential equations, and presents the Painlevé–Yosida theorem, which relates Painlevé transcendents and solutions to selected 2D Hamiltonian systems to certain Yosida classes of meromorphic functions. Aimed at graduate students interested in recent developments in the field and researchers wor...

  7. Long-Term Dynamics of Autonomous Fractional Differential Equations

    Science.gov (United States)

    Liu, Tao; Xu, Wei; Xu, Yong; Han, Qun

    This paper aims to investigate long-term dynamic behaviors of autonomous fractional differential equations with effective numerical method. The long-term dynamic behaviors predict where systems are heading after long-term evolution. We make some modification and transplant cell mapping methods to autonomous fractional differential equations. The mapping time duration of cell mapping is enlarged to deal with the long memory effect. Three illustrative examples, i.e. fractional Lotka-Volterra equation, fractional van der Pol oscillator and fractional Duffing equation, are studied with our revised generalized cell mapping method. We obtain long-term dynamics, such as attractors, basins of attraction, and saddles. Compared with some existing stability and numerical results, the validity of our method is verified. Furthermore, we find that the fractional order has its effect on the long-term dynamics of autonomous fractional differential equations.

  8. Nonlocal symmetry generators and explicit solutions of some partial differential equations

    International Nuclear Information System (INIS)

    Qin Maochang

    2007-01-01

    The nonlocal symmetry of a partial differential equation is studied in this paper. The partial differential equation written as a conservation law can be transformed into an equivalent system by introducing a suitable potential. The nonlocal symmetry group generators of original partial differential equations can be obtained through their equivalent system. Further, new explicit solutions can be constructed from the newly obtained symmetry generators. The Burgers equation is chosen as an example; many new valuable explicit solutions and nonlocal symmetry generators are presented

  9. On some aspects of the geometry of differential equations in physics

    OpenAIRE

    Gràcia, Xavier; Muñoz-Lecanda, Miguel C.; Román-Roy, Narciso

    2004-01-01

    In this review paper, we consider three kinds of systems of differential equations, which are relevant in physics, control theory and other applications in engineering and applied mathematics; namely: Hamilton equations, singular differential equations, and partial differential equations in field theories. The geometric structures underlying these systems are presented and commented. The main results concerning these structures are stated and discussed, as well as their influence on the study...

  10. Lectures on the theory of group properties of differential equations

    CERN Document Server

    Ovsyannikov, LV

    2013-01-01

    These lecturers provide a clear introduction to Lie group methods for determining and using symmetries of differential equations, a variety of their applications in gas dynamics and other nonlinear models as well as the author's remarkable contribution to this classical subject. It contains material that is useful for students and teachers but cannot be found in modern texts. For example, the theory of partially invariant solutions developed by Ovsyannikov provides a powerful tool for solving systems of nonlinear differential equations and investigating complicated mathematical models. Readers

  11. Samples of noncommutative products in certain differential equations

    International Nuclear Information System (INIS)

    Legare, M

    2010-01-01

    A set of associative noncommutative products is considered in different differential equations of the ordinary and partial types. A method of separation of variables is considered for a large set of those systems. The products involved include for example some * products and some products based on Nijenhuis tensors, which are embedded in the differential equations of the Laplace/Poisson, Lax and Schroedinger styles. A comment on the *-products of Reshetikhin-Jambor-Sykora type is also given in relation to *-products of Vey type.

  12. Using Computer Symbolic Algebra to Solve Differential Equations.

    Science.gov (United States)

    Mathews, John H.

    1989-01-01

    This article illustrates that mathematical theory can be incorporated into the process to solve differential equations by a computer algebra system, muMATH. After an introduction to functions of muMATH, several short programs for enhancing the capabilities of the system are discussed. Listed are six references. (YP)

  13. Quantum mechanics of a free particle beyond differential equations ...

    African Journals Online (AJOL)

    With Feynman's path- integral method we can obtain the quantum mechanics of a quantum system like a free particle outside Schroedinger's method of differential equations and Heisenberg's method of algebra. The work involves obtaining the quantum propagator Kf, of the system which leads to summation over infinite ...

  14. Efficient Numerical Methods for Stochastic Differential Equations in Computational Finance

    KAUST Repository

    Happola, Juho

    2017-09-19

    Stochastic Differential Equations (SDE) offer a rich framework to model the probabilistic evolution of the state of a system. Numerical approximation methods are typically needed in evaluating relevant Quantities of Interest arising from such models. In this dissertation, we present novel effective methods for evaluating Quantities of Interest relevant to computational finance when the state of the system is described by an SDE.

  15. Efficient Numerical Methods for Stochastic Differential Equations in Computational Finance

    KAUST Repository

    Happola, Juho

    2017-01-01

    Stochastic Differential Equations (SDE) offer a rich framework to model the probabilistic evolution of the state of a system. Numerical approximation methods are typically needed in evaluating relevant Quantities of Interest arising from such models. In this dissertation, we present novel effective methods for evaluating Quantities of Interest relevant to computational finance when the state of the system is described by an SDE.

  16. 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.

  17. Selected papers on analysis and differential equations

    CERN Document Server

    Nomizu, Katsumi

    2003-01-01

    This volume contains translations of papers that originally appeared in the Japanese journal, Sugaku. The papers range over a variety of topics, including nonlinear partial differential equations, C^*-algebras, and Schrödinger operators.

  18. Connecting Related Rates and Differential Equations

    Science.gov (United States)

    Brandt, Keith

    2012-01-01

    This article points out a simple connection between related rates and differential equations. The connection can be used for in-class examples or homework exercises, and it is accessible to students who are familiar with separation of variables.

  19. equilibrium approach in thederivation of differential equations

    African Journals Online (AJOL)

    user

    DEPT OF CIVIL ENGINEERING, ENUGU STATE UNIVERSITY OF SCIENCE & TECHNOLOGY ... In this paper, the differential equations of Mindlin plates are derived from basic principles by ..... Journal of Applied Mechanics, pages 31-38.

  20. 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...

  1. 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

  2. Some New Trends in Differential Equations

    Indian Academy of Sciences (India)

    Mythily Ramaswamy TIFR Centre for Applicable Mathematics, Bangalore

    2008-04-05

    Apr 5, 2008 ... Optimal Control Problems. Controllability. Stabilizability. Overview. 1 Differential Equations as Models. Mathematical Models. Brief History. Main Questions. 2 Optimal Control Problems. Mathematical Model. Optimal Control. Dynamic Programming. Pontryagin Maximum Principle. 3 Controllability. A Model.

  3. Solutions manual to accompany 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

  4. Non-linear optical materials

    CERN Document Server

    Saravanan, R

    2018-01-01

    Non-linear optical materials have widespread and promising applications, but the efforts to understand the local structure, electron density distribution and bonding is still lacking. The present work explores the structural details, the electron density distribution and the local bond length distribution of some non-linear optical materials. It also gives estimation of the optical band gap, the particle size, crystallite size, and the elemental composition from UV-Visible analysis, SEM, XRD and EDS of some non-linear optical materials respectively.

  5. 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

  6. 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.

  7. 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

  8. 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.

  9. STABILITY OF SOME KIND OF STOCHASTIC DIFFERENTIAL EQUATION

    Institute of Scientific and Technical Information of China (English)

    2011-01-01

    In this paper,a kind of stochastic differential equation is investigated and the almost sure exponential stability of the equation is obtained using Gronwall's inequality.Further,we also give other noise intensity function to keep the stability of the system.

  10. Singularly perturbed volterra integro-differential equations | Bijura ...

    African Journals Online (AJOL)

    Several investigations have been made on singularly perturbed integral equations. This paper aims at presenting an algorithm for the construction of asymptotic solutions and then provide a proof asymptotic correctness to singularly perturbed systems of Volterra integro-differential equations. Mathematics Subject

  11. A New Comparison Principle for Impulsive Functional Differential Equations

    Directory of Open Access Journals (Sweden)

    Gang Li

    2015-01-01

    Full Text Available We establish a new comparison principle for impulsive differential systems with time delay. Then, using this comparison principle, we obtain some sufficient conditions for several stabilities of impulsive delay differential equations. Finally, we present an example to show the effectiveness of our results.

  12. Solution of partial differential equations by agent-based simulation

    International Nuclear Information System (INIS)

    Szilagyi, Miklos N

    2014-01-01

    The purpose of this short note is to demonstrate that partial differential equations can be quickly solved by agent-based simulation with high accuracy. There is no need for the solution of large systems of algebraic equations. This method is especially useful for quick determination of potential distributions and demonstration purposes in teaching electromagnetism. (letters and comments)

  13. Parameter Estimation of Partial Differential Equation Models.

    Science.gov (United States)

    Xun, Xiaolei; Cao, Jiguo; Mallick, Bani; Carroll, Raymond J; Maity, Arnab

    2013-01-01

    Partial differential equation (PDE) models are commonly used to model complex dynamic systems in applied sciences such as biology and finance. The forms of these PDE models are usually proposed by experts based on their prior knowledge and understanding of the dynamic system. Parameters in PDE models often have interesting scientific interpretations, but their values are often unknown, and need to be estimated from the measurements of the dynamic system in the present of measurement errors. Most PDEs used in practice have no analytic solutions, and can only be solved with numerical methods. Currently, methods for estimating PDE parameters require repeatedly solving PDEs numerically under thousands of candidate parameter values, and thus the computational load is high. In this article, we propose two methods to estimate parameters in PDE models: a parameter cascading method and a Bayesian approach. In both methods, the underlying dynamic process modeled with the PDE model is represented via basis function expansion. For the parameter cascading method, we develop two nested levels of optimization to estimate the PDE parameters. For the Bayesian method, we develop a joint model for data and the PDE, and develop a novel hierarchical model allowing us to employ Markov chain Monte Carlo (MCMC) techniques to make posterior inference. Simulation studies show that the Bayesian method and parameter cascading method are comparable, and both outperform other available methods in terms of estimation accuracy. The two methods are demonstrated by estimating parameters in a PDE model from LIDAR data.

  14. Partial Differential Equations in General Relativity

    International Nuclear Information System (INIS)

    Choquet-Bruhat, Yvonne

    2008-01-01

    General relativity is a physical theory basic in the modeling of the universe at the large and small scales. Its mathematical formulation, the Einstein partial differential equations, are geometrically simple, but intricate for the analyst, involving both hyperbolic and elliptic PDE, with local and global problems. Many problems remain open though remarkable progress has been made recently towards their solutions. Alan Rendall's book states, in a down-to-earth form, fundamental results used to solve different types of equations. In each case he gives applications to special models as well as to general properties of Einsteinian spacetimes. A chapter on ODE contains, in particular, a detailed discussion of Bianchi spacetimes. A chapter entitled 'Elliptic systems' treats the Einstein constraints. A chapter entitled 'Hyperbolic systems' is followed by a chapter on the Cauchy problem and a chapter 'Global results' which contains recently proved theorems. A chapter is dedicated to the Einstein-Vlasov system, of which the author is a specialist. On the whole, the book surveys, in a concise though precise way, many essential results of recent interest in mathematical general relativity, and it is very clearly written. Each chapter is followed by an up to date bibliography. In conclusion, this book will be a valuable asset to relativists who wish to learn clearly-stated mathematical results and to mathematicians who want to penetrate into the subtleties of general relativity, as a mathematical and physical theory. (book review)

  15. Partial Differential Equations in General Relativity

    Energy Technology Data Exchange (ETDEWEB)

    Choquet-Bruhat, Yvonne

    2008-09-07

    General relativity is a physical theory basic in the modeling of the universe at the large and small scales. Its mathematical formulation, the Einstein partial differential equations, are geometrically simple, but intricate for the analyst, involving both hyperbolic and elliptic PDE, with local and global problems. Many problems remain open though remarkable progress has been made recently towards their solutions. Alan Rendall's book states, in a down-to-earth form, fundamental results used to solve different types of equations. In each case he gives applications to special models as well as to general properties of Einsteinian spacetimes. A chapter on ODE contains, in particular, a detailed discussion of Bianchi spacetimes. A chapter entitled 'Elliptic systems' treats the Einstein constraints. A chapter entitled 'Hyperbolic systems' is followed by a chapter on the Cauchy problem and a chapter 'Global results' which contains recently proved theorems. A chapter is dedicated to the Einstein-Vlasov system, of which the author is a specialist. On the whole, the book surveys, in a concise though precise way, many essential results of recent interest in mathematical general relativity, and it is very clearly written. Each chapter is followed by an up to date bibliography. In conclusion, this book will be a valuable asset to relativists who wish to learn clearly-stated mathematical results and to mathematicians who want to penetrate into the subtleties of general relativity, as a mathematical and physical theory. (book review)

  16. FORSIM, Solution of Ordinary or Partial Differential Equation with Initial Conditions

    International Nuclear Information System (INIS)

    Carver, M.B.

    1985-01-01

    1 - Description of problem or function: FORSIM is a FORTRAN oriented simulation program which automates the continuous transient solution of systems of ordinary and/or partial differential equations. The user writes his equations in a FORTRAN subroutine, following prescribed rules, and loads this routine along with the executive routines. The executive routines then read in initial data supplied by the user and proceed with the integration. 2 - Method of solution: Partial differential equations are converted to coupled ordinary differential equations by suitable discretization formulae. Integration is done by variable order, variable step-size error controlled algorithms. 3 - Restrictions on the complexity of the problem - Maximum of: 1000 ordinary differential equations

  17. Development of a Probabilistic Technique for On-line Parameter and State Estimation in Non-linear Dynamic Systems

    International Nuclear Information System (INIS)

    Tunc Aldemir; Miller, Don W.; Hajek, Brian K.; Peng Wang

    2002-01-01

    The DSD (Dynamic System Doctor) is a system-independent, interactive software under development for on-line state/parameter estimation in dynamic systems (1), partially supported through a Nuclear Engineering Education (NEER) grant during 1998-2001. This paper summarizes the recent accomplishments in improving the user-friendliness and computational capability of DSD

  18. Stochastic differential equations in NONMEM: implementation, application, and comparison with ordinary differential equations

    DEFF Research Database (Denmark)

    Tornøe, Christoffer Wenzel; Overgaard, Rune Viig; Agerso, H.

    2005-01-01

    of noise: a measurement and a system noise term. The measurement noise represents uncorrelated error due to, for example, assay error while the system noise accounts for structural misspecifications, approximations of the dynamical model, and true random physiological fluctuations. Since the system noise...... degarelix. Conclusions. The EKF-based algorithm was successfully implemented in NONMEM for parameter estimation in population PK/PD models described by systems of SDEs. The example indicated that it was possible to pinpoint structural model deficiencies, and that valuable information may be obtained......Purpose. The objective of the present analysis was to explore the use of stochastic differential equations (SDEs) in population pharmacokinetic/pharmacodynamic (PK/PD) modeling. Methods. The intra-individual variability in nonlinear mixed-effects models based on SDEs is decomposed into two types...

  19. On-line Multiple-model Based Adaptive Control Reconfiguration for a Class of Non-linear Control Systems

    DEFF Research Database (Denmark)

    Yang, Z.; Izadi-Zamanabadi, R.; Blanke, Mogens

    2000-01-01

    of LTI models are employed to approximate the faulty, reconfigured and nominal nonlinear systems respectively with respect to the on-line information of the operating system, and a set of compensating modules are proposed and designed so as to make the local LTI model approximating to the reconfigured...... nonlinear system match the corresponding LTI model approximating to the nominal nonlinear system in some optimal sense. The compensating modules are designed by the Pseudo-Inverse Method based on the local LTI models for the nominal and faulty nonlinear systems. Moreover, these modules should update...... corresponding to the updating of local LTI models, which validations are determined by the model approximation errors and the optimal index of local design. The test on a nonlinear ship propulsion system shows the promising potential of this method for system reconfiguration...

  20. 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.

  1. 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.)

  2. Chaotic attractors in tumor growth and decay: a differential equation model.

    Science.gov (United States)

    Harney, Michael; Yim, Wen-sau

    2015-01-01

    Tumorigenesis can be modeled as a system of chaotic nonlinear differential equations. A simulation of the system is realized by converting the differential equations to difference equations. The results of the simulation show that an increase in glucose in the presence of low oxygen levels decreases tumor growth.

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

    Institute of Scientific and Technical Information of China (English)

    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.

  4. Electrocardiogram classification using delay differential equations.

    Science.gov (United States)

    Lainscsek, Claudia; Sejnowski, Terrence J

    2013-06-01

    Time series analysis with nonlinear delay differential equations (DDEs) reveals nonlinear as well as spectral properties of the underlying dynamical system. Here, global DDE models were used to analyze 5 min data segments of electrocardiographic (ECG) recordings in order to capture distinguishing features for different heart conditions such as normal heart beat, congestive heart failure, and atrial fibrillation. The number of terms and delays in the model as well as the order of nonlinearity of the model have to be selected that are the most discriminative. The DDE model form that best separates the three classes of data was chosen by exhaustive search up to third order polynomials. Such an approach can provide deep insight into the nature of the data since linear terms of a DDE correspond to the main time-scales in the signal and the nonlinear terms in the DDE are related to nonlinear couplings between the harmonic signal parts. The DDEs were able to detect atrial fibrillation with an accuracy of 72%, congestive heart failure with an accuracy of 88%, and normal heart beat with an accuracy of 97% from 5 min of ECG, a much shorter time interval than required to achieve comparable performance with other methods.

  5. Laplace and the era of differential equations

    Science.gov (United States)

    Weinberger, Peter

    2012-11-01

    Between about 1790 and 1850 French mathematicians dominated not only mathematics, but also all other sciences. The belief that a particular physical phenomenon has to correspond to a single differential equation originates from the enormous influence Laplace and his contemporary compatriots had in all European learned circles. It will be shown that at the beginning of the nineteenth century Newton's "fluxionary calculus" finally gave way to a French-type notation of handling differential equations. A heated dispute in the Philosophical Magazine between Challis, Airy and Stokes, all three of them famous Cambridge professors of mathematics, then serves to illustrate the era of differential equations. A remark about Schrödinger and his equation for the hydrogen atom finally will lead back to present times.

  6. Ordinary differential equation for local accumulation time.

    Science.gov (United States)

    Berezhkovskii, Alexander M

    2011-08-21

    Cell differentiation in a developing tissue is controlled by the concentration fields of signaling molecules called morphogens. Formation of these concentration fields can be described by the reaction-diffusion mechanism in which locally produced molecules diffuse through the patterned tissue and are degraded. The formation kinetics at a given point of the patterned tissue can be characterized by the local accumulation time, defined in terms of the local relaxation function. Here, we show that this time satisfies an ordinary differential equation. Using this equation one can straightforwardly determine the local accumulation time, i.e., without preliminary calculation of the relaxation function by solving the partial differential equation, as was done in previous studies. We derive this ordinary differential equation together with the accompanying boundary conditions and demonstrate that the earlier obtained results for the local accumulation time can be recovered by solving this equation. © 2011 American Institute of Physics

  7. A first course in differential equations

    CERN Document Server

    Logan, J David

    2015-01-01

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

  8. 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.

  9. Projection-reduction method applied to deriving non-linear optical conductivity for an electron-impurity system

    Directory of Open Access Journals (Sweden)

    Nam Lyong Kang

    2013-07-01

    Full Text Available The projection-reduction method introduced by the present authors is known to give a validated theory for optical transitions in the systems of electrons interacting with phonons. In this work, using this method, we derive the linear and first order nonlinear optical conductivites for an electron-impurity system and examine whether the expressions faithfully satisfy the quantum mechanical philosophy, in the same way as for the electron-phonon systems. The result shows that the Fermi distribution function for electrons, energy denominators, and electron-impurity coupling factors are contained properly in organized manners along with absorption of photons for each electron transition process in the final expressions. Furthermore, the result is shown to be represented properly by schematic diagrams, as in the formulation of electron-phonon interaction. Therefore, in conclusion, we claim that this method can be applied in modeling optical transitions of electrons interacting with both impurities and phonons.

  10. A novel method to solve functional differential equations

    International Nuclear Information System (INIS)

    Tapia, V.

    1990-01-01

    A method to solve differential equations containing the variational operator as the derivation operation is presented. They are called variational differential equations (VDE). The solution to a VDE should be a function containing the derivatives, with respect to the base space coordinates, of the fields up to a generic order s: a s-th-order function. The variational operator doubles the order of the function on which it acts. Therefore, in order to make compatible the orders of the different terms appearing in a VDE, the solution should be a function containing the derivatives of the fields at all orders. But this takes us again back to the functional methods. In order to avoid this, one must restrict the considerations, in the case of second-order VDEs, to the space of s-th-order functions on which the variational operator acts transitively. These functions have been characterized for a one-dimensional base space for the first- and second-order cases. These functions turn out to be polynomial in the highest-order derivatives of the fields with functions of the lower-order derivatives as coefficients. Then VDEs reduce to a system of coupled partial differential equations for the coefficients above mentioned. The importance of the method lies on the fact that the solutions to VDEs are in a one-to-one correspondence with the solutions of functional differential equations. The previous method finds direct applications in quantum field theory, where the Schroedinger equation plays a central role. Since the Schroedinger equation is reduced to a system of coupled partial differential equations, this provides a nonperturbative scheme for quantum field theory. As an example, the massless scalar field is considered

  11. A Sequential, Implicit, Wavelet-Based Solver for Multi-Scale Time-Dependent Partial Differential Equations

    Directory of Open Access Journals (Sweden)

    Donald A. McLaren

    2013-04-01

    Full Text Available This paper describes and tests a wavelet-based implicit numerical method for solving partial differential equations. Intended for problems with localized small-scale interactions, the method exploits the form of the wavelet decomposition to divide the implicit system created by the time-discretization into multiple smaller systems that can be solved sequentially. Included is a test on a basic non-linear problem, with both the results of the test, and the time required to calculate them, compared with control results based on a single system with fine resolution. The method is then tested on a non-trivial problem, its computational time and accuracy checked against control results. In both tests, it was found that the method requires less computational expense than the control. Furthermore, the method showed convergence towards the fine resolution control results.

  12. A numerical study of one-dimensional replicating patterns in reaction-diffusion systems with non-linear diffusion coefficients

    International Nuclear Information System (INIS)

    Ferreri, J. C.; Carmen, A. del

    1998-01-01

    A numerical study of the dynamics of pattern evolution in reaction-diffusion systems is performed, although limited to one spatial dimension. The diffusion coefficients are nonlinear, based on powers of the scalar variables. The system keeps the dynamics of previous studies in the literature, but the presence of nonlinear diffusion generates a field of strong nonlinear interactions due to the presence of receding travelling waves. This field is limited by the plane of symmetry of the space domain and the last born outgoing travelling wave. These effects are discussed. (author). 10 refs., 7 figs

  13. 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.

  14. 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)

  15. How could Decision Support System Based on Non-Linear Model Help to Interpret Tumor Marker Measurments in Oncology

    Czech Academy of Sciences Publication Activity Database

    Pecen, Ladislav; Eben, Kryštof; Vondráček, Jiří; Holubec, L.; Topolčan, O.; Pikner, R.; Kausitz, J.; Nekulová, M.; Šimíčková, M.

    2002-01-01

    Roč. 23, Suppl.1 (2002), s. 38 ISSN 1010-4283. [Meeting of the International Society for Oncodevelopmental Biology and Medicine /30./. 08.09.2002-12.09.2002, Boston] Institutional research plan: AV0Z1030915 Keywords : tumor markers * decision support systems Subject RIV: BA - General Mathematics

  16. Non-linear response of the Golo River system, Corsica, France, to Late Quaternary climatic and sea level variations

    NARCIS (Netherlands)

    Forzoni, A.; Storms, J.E.A.; Reimann, T.; Moreau, J.; Jouet, G.

    2015-01-01

    Disentangling the impact of climatic and sea level variations on fluvio-deltaic stratigraphy is still an outstanding question in sedimentary geology and geomorphology. We used the Golo River system, Corsica, France, as a natural laboratory to investigate the impact of Late Quaternary climate and sea

  17. Computational partial differential equations using Matlab

    CERN Document Server

    Li, Jichun

    2008-01-01

    Brief Overview of Partial Differential Equations The parabolic equations The wave equations The elliptic equations Differential equations in broader areasA quick review of numerical methods for PDEsFinite Difference Methods for Parabolic Equations Introduction Theoretical issues: stability, consistence, and convergence 1-D parabolic equations2-D and 3-D parabolic equationsNumerical examples with MATLAB codesFinite Difference Methods for Hyperbolic Equations IntroductionSome basic difference schemes Dissipation and dispersion errors Extensions to conservation lawsThe second-order hyperbolic PDE

  18. Modeling and Prediction Using Stochastic Differential Equations

    DEFF Research Database (Denmark)

    Juhl, Rune; Møller, Jan Kloppenborg; Jørgensen, John Bagterp

    2016-01-01

    Pharmacokinetic/pharmakodynamic (PK/PD) modeling for a single subject is most often performed using nonlinear models based on deterministic ordinary differential equations (ODEs), and the variation between subjects in a population of subjects is described using a population (mixed effects) setup...... deterministic and can predict the future perfectly. A more realistic approach would be to allow for randomness in the model due to e.g., the model be too simple or errors in input. We describe a modeling and prediction setup which better reflects reality and suggests stochastic differential equations (SDEs...

  19. Sparse dynamics for partial differential equations.

    Science.gov (United States)

    Schaeffer, Hayden; Caflisch, Russel; Hauck, Cory D; Osher, Stanley

    2013-04-23

    We investigate the approximate dynamics of several differential equations when the solutions are restricted to a sparse subset of a given basis. The restriction is enforced at every time step by simply applying soft thresholding to the coefficients of the basis approximation. By reducing or compressing the information needed to represent the solution at every step, only the essential dynamics are represented. In many cases, there are natural bases derived from the differential equations, which promote sparsity. We find that our method successfully reduces the dynamics of convection equations, diffusion equations, weak shocks, and vorticity equations with high-frequency source terms.

  20. 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