Guo, Jianqiang; Wang, Wansheng
2014-01-01
This paper deals with the numerical analysis of nonlinear Black-Scholes equation with transaction costs. An unconditionally stable and monotone splitting method, ensuring positive numerical solution and avoiding unstable oscillations, is proposed. This numerical method is based on the LOD-Backward Euler method which allows us to solve the discrete equation explicitly. The numerical results for vanilla call option and for European butterfly spread are provided. It turns out that the proposed scheme is efficient and reliable.
Properties of wavelet discretization of Black-Scholes equation
Finěk, Václav
2017-07-01
Using wavelet methods, the continuous problem is transformed into a well-conditioned discrete problem. And once a non-symmetric problem is given, squaring yields a symmetric positive definite formulation. However squaring usually makes the condition number of discrete problems substantially worse. This note is concerned with a wavelet based numerical solution of the Black-Scholes equation for pricing European options. We show here that in wavelet coordinates a symmetric part of the discretized equation dominates over an unsymmetric part in the standard economic environment with low interest rates. It provides some justification for using a fractional step method with implicit treatment of the symmetric part of the weak form of the Black-Scholes operator and with explicit treatment of its unsymmetric part. Then a well-conditioned discrete problem is obtained.
Construction of Green's functions for the Black-Scholes equation
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Yuri A. Melnikov
2007-11-01
Full Text Available A technique is proposed for the construction of Green's functions for terminal-boundary value problems of the Black-Scholes equation. The technique permits an application to a variety of problems that vary by boundary conditions imposed. This is possible by extension of an approach that was earlier developed for partial differential equations in applied mechanics. The technique is based on the method of integral Laplace transform and the method of variation of parameters. It provides closed form analytic representations for the constructed Green's functions.
International Nuclear Information System (INIS)
Utama, Briandhika; Purqon, Acep
2016-01-01
Path Integral is a method to transform a function from its initial condition to final condition through multiplying its initial condition with the transition probability function, known as propagator. At the early development, several studies focused to apply this method for solving problems only in Quantum Mechanics. Nevertheless, Path Integral could also apply to other subjects with some modifications in the propagator function. In this study, we investigate the application of Path Integral method in financial derivatives, stock options. Black-Scholes Model (Nobel 1997) was a beginning anchor in Option Pricing study. Though this model did not successfully predict option price perfectly, especially because its sensitivity for the major changing on market, Black-Scholes Model still is a legitimate equation in pricing an option. The derivation of Black-Scholes has a high difficulty level because it is a stochastic partial differential equation. Black-Scholes equation has a similar principle with Path Integral, where in Black-Scholes the share's initial price is transformed to its final price. The Black-Scholes propagator function then derived by introducing a modified Lagrange based on Black-Scholes equation. Furthermore, we study the correlation between path integral analytical solution and Monte-Carlo numeric solution to find the similarity between this two methods. (paper)
DEFF Research Database (Denmark)
Mashayekhi, Sima; Hugger, Jens
2015-01-01
Several nonlinear Black-Scholes models have been proposed to take transaction cost, large investor performance and illiquid markets into account. One of the most comprehensive models introduced by Barles and Soner in [4] considers transaction cost in the hedging strategy and risk from an illiquid...
Numerical solution of the Black-Scholes equation using cubic spline wavelets
Černá, Dana
2016-12-01
The Black-Scholes equation is used in financial mathematics for computation of market values of options at a given time. We use the θ-scheme for time discretization and an adaptive scheme based on wavelets for discretization on the given time level. Advantages of the proposed method are small number of degrees of freedom, high-order accuracy with respect to variables representing prices and relatively small number of iterations needed to resolve the problem with a desired accuracy. We use several cubic spline wavelet and multi-wavelet bases and discuss their advantages and disadvantages. We also compare an isotropic and anisotropic approach. Numerical experiments are presented for the two-dimensional Black-Scholes equation.
O, Hyong-Chol; Jo, Jong-Jun; Kim, Ji-Sok
2016-02-01
We provide representations of solutions to terminal value problems of inhomogeneous Black-Scholes equations and study such general properties as min-max estimates, gradient estimates, monotonicity and convexity of the solutions with respect to the stock price variable, which are important for financial security pricing. In particular, we focus on finding representation of the gradient (with respect to the stock price variable) of solutions to the terminal value problems with discontinuous terminal payoffs or inhomogeneous terms. Such terminal value problems are often encountered in pricing problems of compound-like options such as Bermudan options or defaultable bonds with discrete default barrier, default intensity and endogenous default recovery. Our results can be used in pricing real defaultable bonds under consideration of existence of discrete coupons or taxes on coupons.
Comparison: Binomial model and Black Scholes model
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Amir Ahmad Dar
2018-03-01
Full Text Available The Binomial Model and the Black Scholes Model are the popular methods that are used to solve the option pricing problems. Binomial Model is a simple statistical method and Black Scholes model requires a solution of a stochastic differential equation. Pricing of European call and a put option is a very difficult method used by actuaries. The main goal of this study is to differentiate the Binominal model and the Black Scholes model by using two statistical model - t-test and Tukey model at one period. Finally, the result showed that there is no significant difference between the means of the European options by using the above two models.
Klibanov, Michael V.; Kuzhuget, Andrey V.; Golubnichiy, Kirill V.
2016-01-01
A new empirical mathematical model for the Black-Scholes equation is proposed to forecast option prices. This model includes new interval for the price of the underlying stock, new initial and new boundary conditions. Conventional notions of maturity time and strike prices are not used. The Black-Scholes equation is solved as a parabolic equation with the reversed time, which is an ill-posed problem. Thus, a regularization method is used to solve it. To verify the validity of our model, real market data for 368 randomly selected liquid options are used. A new trading strategy is proposed. Our results indicates that our method is profitable on those options. Furthermore, it is shown that the performance of two simple extrapolation-based techniques is much worse. We conjecture that our method might lead to significant profits of those financial insitutions which trade large amounts of options. We caution, however, that further studies are necessary to verify this conjecture.
A Linear Algorithm for Black Scholes Economic Model
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Dumitru FANACHE
2008-01-01
Full Text Available The pricing of options is a very important problem encountered in financial domain. The famous Black-Scholes model provides explicit closed form solution for the values of certain (European style call and put options. But for many other options, either there are no closed form solution, or if such closed form solutions exist, the formulas exhibiting them are complicated and difficult to evaluate accurately by conventional methods. The aim of this paper is to study the possibility of obtaining the numerical solution for the Black-Scholes equation in parallel, by means of several processors, using the finite difference method. A comparison between the complexity of the parallel algorithm and the serial one is given.
Accouting for Biases in Black-Scholes
David Backus; Silverio Foresi; Liuren Wu
2002-01-01
Prices of currency options commonly differ from the Black-Scholes formula along two dimensions: implied volatilities vary by strike price (volatility smiles) and maturity (implied volatility of atthemoney options increases, on average, with maturity). We account for both using GramCharlier expansions to approximate the conditional distribution of the logarithm of the price of the underlying security. In this setting, volatility is approximately a quadratic function of moneyness, a result w...
Uniform Bounds for Black--Scholes Implied Volatility
Tehranchi, Michael Rummine
2016-01-01
In this note, Black--Scholes implied volatility is expressed in terms of various optimization problems. From these representations, upper and lower bounds are derived which hold uniformly across moneyness and call price. Various symmetries of the Black--Scholes formula are exploited to derive new bounds from old. These bounds are used to reprove asymptotic formulas for implied volatility at extreme strikes and/or maturities. the Society for Industrial and Applied Mathematics 10.1137/14095248X
Uniform bounds for Black--Scholes implied volatility
Tehranchi, Michael R.
2015-01-01
In this note, Black--Scholes implied volatility is expressed in terms of various optimisation problems. From these representations, upper and lower bounds are derived which hold uniformly across moneyness and call price. Various symmetries of the Black--Scholes formula are exploited to derive new bounds from old. These bounds are used to reprove asymptotic formulae for implied volatility at extreme strikes and/or maturities.
Black-Scholes finite difference modeling in forecasting of call warrant prices in Bursa Malaysia
Mansor, Nur Jariah; Jaffar, Maheran Mohd
2014-07-01
Call warrant is a type of structured warrant in Bursa Malaysia. It gives the holder the right to buy the underlying share at a specified price within a limited period of time. The issuer of the structured warrants usually uses European style to exercise the call warrant on the maturity date. Warrant is very similar to an option. Usually, practitioners of the financial field use Black-Scholes model to value the option. The Black-Scholes equation is hard to solve analytically. Therefore the finite difference approach is applied to approximate the value of the call warrant prices. The central in time and central in space scheme is produced to approximate the value of the call warrant prices. It allows the warrant holder to forecast the value of the call warrant prices before the expiry date.
The modified Black-Scholes model via constant elasticity of variance for stock options valuation
Edeki, S. O.; Owoloko, E. A.; Ugbebor, O. O.
2016-02-01
In this paper, the classical Black-Scholes option pricing model is visited. We present a modified version of the Black-Scholes model via the application of the constant elasticity of variance model (CEVM); in this case, the volatility of the stock price is shown to be a non-constant function unlike the assumption of the classical Black-Scholes model.
Black-Scholes Fuzzy Numbers as Indexes of Performance
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M. R. Simonelli
2010-01-01
Full Text Available We use the set of propositions of some previous papers to define a fuzzy version of the Black-Scholes value where the risk free instantaneous interest intensity, the volatility and the initial stock price are fuzzy numbers whose parameters are built with statistical financial data. With our Black-Scholes fuzzy numbers we define indexes of performance varing in time. As an example, with data of the Italian Stock Exchange on MIB30, we see that in 2004 and 2006 our indexes are negative, that is, they are indexes of the refuse to invest and this refuse increased. So, on November 11, 2006 we could forecast that the market will become with more risk: the risk of loss will increase. Now, on January 25, 2010, we know that this forecast has happened. Obviously, the parameters of our Black-Scholes fuzzy numbers can be valued also with incomplete, possibilistic data. With respect to the probabilistic one, our fuzzy method is more simple and immediate to have a forecast on the financial market.
Numerical Methods for Nonlinear PDEs in Finance
DEFF Research Database (Denmark)
Mashayekhi, Sima
Nonlinear Black-Scholes equations arise from considering parameters such as feedback and illiquid markets eects or large investor preferences, volatile portfolio and nontrivial transaction costs into option pricing models to have more accurate option price. Here some nite dierence schemes have be...
A quantum model of option pricing: When Black-Scholes meets Schrödinger and its semi-classical limit
Contreras, Mauricio; Pellicer, Rely; Villena, Marcelo; Ruiz, Aaron
2010-12-01
The Black-Scholes equation can be interpreted from the point of view of quantum mechanics, as the imaginary time Schrödinger equation of a free particle. When deviations of this state of equilibrium are considered, as a product of some market imperfection, such as: Transaction cost, asymmetric information issues, short-term volatility, extreme discontinuities, or serial correlations; the classical non-arbitrage assumption of the Black-Scholes model is violated, implying a non-risk-free portfolio. From Haven (2002) [1] we know that an arbitrage environment is a necessary condition to embedding the Black-Scholes option pricing model in a more general quantum physics setting. The aim of this paper is to propose a new Black-Scholes-Schrödinger model based on the endogenous arbitrage option pricing formulation introduced by Contreras et al. (2010) [2]. Hence, we derive a more general quantum model of option pricing, that incorporates arbitrage as an external time dependent force, which has an associated potential related to the random dynamic of the underlying asset price. This new resultant model can be interpreted as a Schrödinger equation in imaginary time for a particle of mass 1/σ2 with a wave function in an external field force generated by the arbitrage potential. As pointed out above, this new model can be seen as a more general formulation, where the perfect market equilibrium state postulated by the Black-Scholes model represent a particular case. Finally, since the Schrödinger equation is in place, we can apply semiclassical methods, of common use in theoretical physics, to find an approximate analytical solution of the Black-Scholes equation in the presence of market imperfections, as it is the case of an arbitrage bubble. Here, as a numerical illustration of the potential of this Schrödinger equation analogy, the semiclassical approximation is performed for different arbitrage bubble forms (step, linear and parabolic) and compare with the exact
An Empirical Investigation of the Black-Scholes Model: Evidence from the Australian Stock Exchange
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Zaffar Subedar
2007-12-01
Full Text Available This paper evaluates the probability of an exchange traded European call option beingexercised on the ASX200 Options Index. Using single-parameter estimates of factors withinthe Black-Scholes model, this paper utilises qualitative regression and a maximum likelihoodapproach. Results indicate that the Black-Scholes model is statistically significant at the 1%level. The results also provide evidence that the use of implied volatility and a jump-diffusionapproach, which increases the tail properties of the underlying lognormal distribution,improves the statistical significance of the Black-Scholes model.
A review on Black-Scholes model in pricing warrants in Bursa Malaysia
Gunawan, Nur Izzaty Ilmiah Indra; Ibrahim, Siti Nur Iqmal; Rahim, Norhuda Abdul
2017-01-01
This paper studies the accuracy of the Black-Scholes (BS) model and the dilution-adjusted Black-Scholes (DABS) model to pricing some warrants traded in the Malaysian market. Mean Absolute Error (MAE) and Mean Absolute Percentage Error (MAPE) are used to compare the two models. Results show that the DABS model is more accurate than the BS model for the selected data.
Perbandingan Metode Binomial dan Metode Black-Scholes Dalam Penentuan Harga Opsi
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Surya Amami Pramuditya
2016-04-01
Full Text Available ABSTRAKOpsi adalah kontrak antara pemegang dan penulis (buyer (holder dan seller (writer di mana penulis (writer memberikan hak (bukan kewajiban kepada holder untuk membeli atau menjual aset dari writer pada harga tertentu (strike atau latihan harga dan pada waktu tertentu dalam waktu (tanggal kadaluwarsa atau jatuh tempo waktu. Ada beberapa cara untuk menentukan harga opsi, diantaranya adalah Metode Black-Scholes dan Metode Binomial. Metode binomial berasal dari model pergerakan harga saham yang membagi waktu interval [0, T] menjadi n sama panjang. Sedangkan metode Black-Scholes, dimodelkan dengan pergerakan harga saham sebagai suatu proses stokastik. Semakin besar partisi waktu n pada Metode Binomial, maka nilai opsinya akan konvergen ke nilai opsi Metode Black-Scholes.Kata kunci: opsi, Binomial, Black-Scholes.ABSTRACT Option is a contract between the holder and the writer in which the writer gives the right (not the obligation to the holder to buy or sell an asset of a writer at a specified price (the strike or exercise price and at a specified time in the future (expiry date or maturity time. There are several ways to determine the price of options, including the Black-Scholes Method and Binomial Method. Binomial method come from a model of stock price movement that divide time interval [0, T] into n equally long. While the Black Scholes method, the stock price movement is modeled as a stochastic process. More larger the partition of time n in Binomial Method, the value option will converge to the value option in Black-Scholes Method.Key words: Options, Binomial, Black-Scholes
Using the Black Scholes method for estimating high cost illness insurance premiums in Colombia
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Liliana Chicaíza
2009-04-01
Full Text Available This article applied the Black-Scholes option valuation formula to calculating high-cost illness reinsurance premiums in the Colombian health system. The coverage pattern used in reinsuring high-cost illnesses was replicated by means of a European call option contract. The option’s relevant variables and parameters were adapted to an insurance market context. The premium estimated by the BlackScholes method fell within the range of premiums estimated by the actuarial method.
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Petra Posedel
2006-12-01
Full Text Available The interest of professional investors in financial derivatives on the Croatian market is steadily increasing and trading is expected to start after the establishment of the legal framework. The quantification of the fair price of such financial instruments is therefore becoming increasingly important. Once the derivatives market is formed, the use of the Black-Scholes option pricing model is also expected. However, contrary to the assumptions of the Black-Scholes model, research in the field of option markets worldwide suggests that the volatility of the time-series returns is not constant over time. The present study analyzes the implications of volatility that changes over time for option pricing. The nonlinear-in-mean asymmetric GARCH model that reflects asymmetry in the distribution of returns and the correlation between returns and variance is recommended. For the purpose of illustration, we use the NGARCH model for the pricing of foreign currency options. Possible prices for such options having different strikes and maturities are then determined using Monte Carlo simulations. The improvement provided by the NGARCH model is that the option price is a function of the risk premium embedded in the underlying asset. This contrasts with the standard preference-free option pricing result that is obtained in the Black-Scholes model.
Simple Heuristic Approach to Introduction of the Black-Scholes Model
Yalamova, Rossitsa
2010-01-01
A heuristic approach to explaining of the Black-Scholes option pricing model in undergraduate classes is described. The approach draws upon the method of protocol analysis to encourage students to "think aloud" so that their mental models can be surfaced. It also relies upon extensive visualizations to communicate relationships that are…
Adaptation of warrant price with Black Scholes model and historical volatility
Aziz, Khairu Azlan Abd; Idris, Mohd Fazril Izhar Mohd; Saian, Rizauddin; Daud, Wan Suhana Wan
2015-05-01
This project discusses about pricing warrant in Malaysia. The Black Scholes model with non-dividend approach and linear interpolation technique was applied in pricing the call warrant. Three call warrants that are listed in Bursa Malaysia were selected randomly from UiTM's datastream. The finding claims that the volatility for each call warrants are different to each other. We have used the historical volatility which will describes the price movement by which an underlying share is expected to fluctuate within a period. The Black Scholes model price that was obtained by the model will be compared with the actual market price. Mispricing the call warrants will contribute to under or over valuation price. Other variables like interest rate, time to maturity date, exercise price and underlying stock price are involves in pricing call warrants as well as measuring the moneyness of call warrants.
On the Black-Scholes European Option Pricing Model Robustness and Generality
Takada, Hellinton Hatsuo; de Oliveira Siqueira, José
2008-11-01
The common presentation of the widely known and accepted Black-Scholes European option pricing model explicitly imposes some restrictions such as the geometric Brownian motion assumption for the underlying stock price. In this paper, these usual restrictions are relaxed using maximum entropy principle of information theory, Pearson's distribution system, market frictionless and risk-neutrality theories to the calculation of a unique risk-neutral probability measure calibrated with market parameters.
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Krishna Kusumahadi
2016-03-01
Full Text Available Abstract - This study was conducted to determine the accuracy of the Black-Scholes method compared with the Monte Carlo simulation method to predict the price of a call option on KOMPAS 100 Index at maturity in 1 month, 2 months, and 3 months. The method used in this research is descriptive analysis by using historical data and perform price comparisons with absolute error value to determine whether the Black-Scholes method is more accurate than the method of Monte Carlo simulation in maturities. Result from this research; found that the price value at maturity absolute error for 1 month is 3.76 and the Black-Scholes method for Monte Carlo simulation method is 0:03. Value price absolute error at maturity for 2 months is 3.76 and the Black-Scholes method for Monte Carlo simulation method is 0.03. Value price absolute error on the maturity using Black-Scholes method for 3 months is 3.48 and 2.99 for the Monte Carlo method. Judging from the data obtained that the Monte Carlo method is more accurate than the Black-Scholes method to predict the price of the call option KOMPAS 100 Stock Index in the period of 1 month, 2 months, and 3 months. Implications for investors and capital market participants is when investors want to invest in stocks included in the KOMPAS 100 Index, Monte Carlo simulation method could be use to predict the price of the call option. It is also advisable to compare with other methods such as GARCH, Neural Network, etc. Keywords: Black-Scholes, Monte Carlo, Garch, and Artificial Neural Networks. Abstrak - Penelitian ini dilakukan untuk mengetahui keakuratan Metode Black Scholes dibandingkan dengan Metode Simulasi Monte Carlo dalam memprediksi harga call option Indeks KOMPAS 100 pada saat jatuh tempo 1 bulan, 2 bulan, dan 3 bulan. Metode penelitian yang digunakan dalam penelitian ini adalah deskriptif analitis dengan menggunakan data-data historis, dan melakukan perbandingan nilai price absolute error untuk mengetahui
Uraltseva, N N
1995-01-01
This collection focuses on nonlinear problems in partial differential equations. Most of the papers are based on lectures presented at the seminar on partial differential equations and mathematical physics at St. Petersburg University. Among the topics explored are the existence and properties of solutions of various classes of nonlinear evolution equations, nonlinear imbedding theorems, bifurcations of solutions, and equations of mathematical physics (Navier-Stokes type equations and the nonlinear Schrödinger equation). The book will be useful to researchers and graduate students working in p
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Ambrish Gupta
2013-01-01
Full Text Available The main objectives of this paper are to incorporate modification in Black-Scholes option pricing model formula by adding some new variables on the basis of given assumption related to risk-free interest rate, and also shows the calculation process of new risk-free interest rate on the basis of modified variable. This paper also identifies the various situations in empirical testing of modified and original Black-Scholes formula with respect to the market value on the basis of assumed and calculated risk-free interest rate.
Value at risk (VaR in uncertainty: Analysis with parametric method and black & scholes simulations
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Humberto Banda Ortiz
2014-07-01
Full Text Available VaR is the most accepted risk measure worldwide and the leading reference in any risk management assessment. However, its methodology has important limitations which makes it unreliable in contexts of crisis or high uncertainty. For this reason, the aim of this work is to test the VaR accuracy when is employed in contexts of volatility, for which we compare the VaR outcomes in scenarios of both stability and uncertainty, using the parametric method and a historical simulation based on data generated with the Black & Scholes model. VaR main objective is the prediction of the highest expected loss for any given portfolio, but even when it is considered a useful tool for risk management under conditions of markets stability, we found that it is substantially inaccurate in contexts of crisis or high uncertainty. In addition, we found that the Black & Scholes simulations lead to underestimate the expected losses, in comparison with the parametric method and we also found that those disparities increase substantially in times of crisis. In the first section of this work we present a brief context of risk management in finance. In section II we present the existent literature relative to the VaR concept, its methods and applications. In section III we describe the methodology and assumptions used in this work. Section IV is dedicated to expose the findings. And finally, in Section V we present our conclusions.
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Wei Khim Ng
2009-02-01
Full Text Available We construct nonlinear extensions of Dirac's relativistic electron equation that preserve its other desirable properties such as locality, separability, conservation of probability and Poincaré invariance. We determine the constraints that the nonlinear term must obey and classify the resultant non-polynomial nonlinearities in a double expansion in the degree of nonlinearity and number of derivatives. We give explicit examples of such nonlinear equations, studying their discrete symmetries and other properties. Motivated by some previously suggested applications we then consider nonlinear terms that simultaneously violate Lorentz covariance and again study various explicit examples. We contrast our equations and construction procedure with others in the literature and also show that our equations are not gauge equivalent to the linear Dirac equation. Finally we outline various physical applications for these equations.
Degenerate nonlinear diffusion equations
Favini, Angelo
2012-01-01
The aim of these notes is to include in a uniform presentation style several topics related to the theory of degenerate nonlinear diffusion equations, treated in the mathematical framework of evolution equations with multivalued m-accretive operators in Hilbert spaces. The problems concern nonlinear parabolic equations involving two cases of degeneracy. More precisely, one case is due to the vanishing of the time derivative coefficient and the other is provided by the vanishing of the diffusion coefficient on subsets of positive measure of the domain. From the mathematical point of view the results presented in these notes can be considered as general results in the theory of degenerate nonlinear diffusion equations. However, this work does not seek to present an exhaustive study of degenerate diffusion equations, but rather to emphasize some rigorous and efficient techniques for approaching various problems involving degenerate nonlinear diffusion equations, such as well-posedness, periodic solutions, asympt...
Li, Tatsien
2017-01-01
This book focuses on nonlinear wave equations, which are of considerable significance from both physical and theoretical perspectives. It also presents complete results on the lower bound estimates of lifespan (including the global existence), which are established for classical solutions to the Cauchy problem of nonlinear wave equations with small initial data in all possible space dimensions and with all possible integer powers of nonlinear terms. Further, the book proposes the global iteration method, which offers a unified and straightforward approach for treating these kinds of problems. Purely based on the properties of solut ions to the corresponding linear problems, the method simply applies the contraction mapping principle.
Nonlinear differential equations
Energy Technology Data Exchange (ETDEWEB)
Dresner, L.
1988-01-01
This report is the text of a graduate course on nonlinear differential equations given by the author at the University of Wisconsin-Madison during the summer of 1987. The topics covered are: direction fields of first-order differential equations; the Lie (group) theory of ordinary differential equations; similarity solutions of second-order partial differential equations; maximum principles and differential inequalities; monotone operators and iteration; complementary variational principles; and stability of numerical methods. The report should be of interest to graduate students, faculty, and practicing scientists and engineers. No prior knowledge is required beyond a good working knowledge of the calculus. The emphasis is on practical results. Most of the illustrative examples are taken from the fields of nonlinear diffusion, heat and mass transfer, applied superconductivity, and helium cryogenics.
Nonlinear differential equations
International Nuclear Information System (INIS)
Dresner, L.
1988-01-01
This report is the text of a graduate course on nonlinear differential equations given by the author at the University of Wisconsin-Madison during the summer of 1987. The topics covered are: direction fields of first-order differential equations; the Lie (group) theory of ordinary differential equations; similarity solutions of second-order partial differential equations; maximum principles and differential inequalities; monotone operators and iteration; complementary variational principles; and stability of numerical methods. The report should be of interest to graduate students, faculty, and practicing scientists and engineers. No prior knowledge is required beyond a good working knowledge of the calculus. The emphasis is on practical results. Most of the illustrative examples are taken from the fields of nonlinear diffusion, heat and mass transfer, applied superconductivity, and helium cryogenics
Wu Zhuo Qun; Li Hui Lai; Zhao Jun Ning
2001-01-01
Nonlinear diffusion equations, an important class of parabolic equations, come from a variety of diffusion phenomena which appear widely in nature. They are suggested as mathematical models of physical problems in many fields, such as filtration, phase transition, biochemistry and dynamics of biological groups. In many cases, the equations possess degeneracy or singularity. The appearance of degeneracy or singularity makes the study more involved and challenging. Many new ideas and methods have been developed to overcome the special difficulties caused by the degeneracy and singularity, which
Damped nonlinear Schrodinger equation
International Nuclear Information System (INIS)
Nicholson, D.R.; Goldman, M.V.
1976-01-01
High frequency electrostatic plasma oscillations described by the nonlinear Schrodinger equation in the presence of damping, collisional or Landau, are considered. At early times, Landau damping of an initial soliton profile results in a broader, but smaller amplitude soliton, while collisional damping reduces the soliton size everywhere; soliton speeds at early times are unchanged by either kind of damping. For collisional damping, soliton speeds are unchanged for all time
Wang, Jun; Liang, Jin-Rong; Lv, Long-Jin; Qiu, Wei-Yuan; Ren, Fu-Yao
2012-02-01
In this paper, we study the problem of continuous time option pricing with transaction costs by using the homogeneous subdiffusive fractional Brownian motion (HFBM) Z(t)=X(Sα(t)), 0transaction costs of replicating strategies. We also give the total transaction costs.
The forced nonlinear Schroedinger equation
International Nuclear Information System (INIS)
Kaup, D.J.; Hansen, P.J.
1985-01-01
The nonlinear Schroedinger equation describes the behaviour of a radio frequency wave in the ionosphere near the reflexion point where nonlinear processes are important. A simple model of this phenomenon leads to the forced nonlinear Schroedinger equation in terms of a nonlinear boundary value problem. A WKB analysis of the time evolution equations for the nonlinear Schroedinger equation in the inverse scattering transform formalism gives a crude order of magnitude estimation of the qualitative behaviour of the solutions. This estimation is compared with the numerical solutions. (D.Gy.)
Solving Nonlinear Coupled Differential Equations
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.
A Positivity-Preserving Numerical Scheme for Nonlinear Option Pricing Models
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Shengwu Zhou
2012-01-01
Full Text Available A positivity-preserving numerical method for nonlinear Black-Scholes models is developed in this paper. The numerical method is based on a nonstandard approximation of the second partial derivative. The scheme is not only unconditionally stable and positive, but also allows us to solve the discrete equation explicitly. Monotone properties are studied in order to avoid unwanted oscillations of the numerical solution. The numerical results for European put option and European butterfly spread are compared to the standard finite difference scheme. It turns out that the proposed scheme is efficient and reliable.
Nonlinear singular elliptic equations
International Nuclear Information System (INIS)
Dong Minh Duc.
1988-09-01
We improve the Poincare inequality, the Sobolev imbedding theorem and the Trudinger imbedding theorem and prove a Mountain pass theorem. Applying these results we study a nonlinear singular mixed boundary problem. (author). 22 refs
Nonlinear differential equations
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.
Introduction to nonlinear dispersive equations
Linares, Felipe
2015-01-01
This textbook introduces the well-posedness theory for initial-value problems of nonlinear, dispersive partial differential equations, with special focus on two key models, the Korteweg–de Vries equation and the nonlinear Schrödinger equation. A concise and self-contained treatment of background material (the Fourier transform, interpolation theory, Sobolev spaces, and the linear Schrödinger equation) prepares the reader to understand the main topics covered: the initial-value problem for the nonlinear Schrödinger equation and the generalized Korteweg–de Vries equation, properties of their solutions, and a survey of general classes of nonlinear dispersive equations of physical and mathematical significance. Each chapter ends with an expert account of recent developments and open problems, as well as exercises. The final chapter gives a detailed exposition of local well-posedness for the nonlinear Schrödinger equation, taking the reader to the forefront of recent research. The second edition of Introdu...
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Luis Eduardo Giron
2015-12-01
Full Text Available La presente investigación pretende calcular y comparar la prima de un reaseguro usando el modelo de opciones de Black-Scholes y el modelo clásico actuarial tradicional. El período de análisis va desde enero de 2011 hasta diciembre de 2012. Los resultados obtenidos muestran que el modelo de Black-Scholes, que se utiliza normalmente para valorar opciones financieras, puede ser también usado para la estimación de primas de reaseguros de salud; y que la prima neta estimada a partir de este modelo se aproxima a las establecidas por el método actuarial, excepto cuando el deducible del reaseguro es muy alto (por encima de $200.000.000.
Saaty, Thomas L
1981-01-01
Covers major types of classical equations: operator, functional, difference, integro-differential, and more. Suitable for graduate students as well as scientists, technologists, and mathematicians. "A welcome contribution." - Math Reviews. 1964 edition.
Wang, Xiao-Tian
2011-05-01
This paper deals with the problem of discrete time option pricing using the fractional Black-Scholes model with transaction costs. Through the ‘anchoring and adjustment’ argument in a discrete time setting, a European call option pricing formula is obtained. The minimal price of an option under transaction costs is obtained. In addition, the relation between scaling and implied volatility smiles is discussed.
dimensional nonlinear evolution equations
Indian Academy of Sciences (India)
in real-life situations, it is important to find their exact solutions. Further, in ... But only little work is done on the high-dimensional equations. .... Similarly, to determine the values of d and q, we balance the linear term of the lowest order in eq.
Stochastic nonlinear beam equations
Czech Academy of Sciences Publication Activity Database
Brzezniak, Z.; Maslowski, Bohdan; Seidler, Jan
2005-01-01
Roč. 132, č. 1 (2005), s. 119-149 ISSN 0178-8051 R&D Projects: GA ČR(CZ) GA201/01/1197 Institutional research plan: CEZ:AV0Z10190503 Keywords : stochastic beam equation * stability Subject RIV: BA - General Mathematics Impact factor: 0.896, year: 2005
A reliable treatment for nonlinear Schroedinger equations
International Nuclear Information System (INIS)
Khani, F.; Hamedi-Nezhad, S.; Molabahrami, A.
2007-01-01
Exp-function method is used to find a unified solution of nonlinear wave equation. Nonlinear Schroedinger equations with cubic and power law nonlinearity are selected to illustrate the effectiveness and simplicity of the method. It is shown that the Exp-function method, with the help of symbolic computation, provides a powerful mathematical tool for solving nonlinear equation
On CAPM and Black-Scholes differing risk-return strategies
McCauley, Joseph L.; Gunaratne, Gemunu H.
2003-11-01
In their path-finding 1973 paper, Black and Scholes presented two separate derivations of their famous option pricing partial differential equation. The second derivation was from the standpoint that was Black's original motivation, namely, the capital asset pricing model (CAPM). We show here, in contrast, that the option valuation is not uniquely determined; in particular, strategies based on the delta-hedge and CAPM provide different valuations of an option although both hedges are instantaneouly riskfree. Second, we show explicitly that CAPM is not, as economists claim, an equilibrium theory.
Discrete nonlinear Schrodinger equations with arbitrarily high-order nonlinearities
DEFF Research Database (Denmark)
Khare, A.; Rasmussen, Kim Ø; Salerno, M.
2006-01-01
-Ladik equation. As a common property, these equations possess three kinds of exact analytical stationary solutions for which the Peierls-Nabarro barrier is zero. Several properties of these solutions, including stability, discrete breathers, and moving solutions, are investigated.......A class of discrete nonlinear Schrodinger equations with arbitrarily high-order nonlinearities is introduced. These equations are derived from the same Hamiltonian using different Poisson brackets and include as particular cases the saturable discrete nonlinear Schrodinger equation and the Ablowitz...
Nonlinear Elliptic Differential Equations with Multivalued Nonlinearities
Indian Academy of Sciences (India)
In this paper we study nonlinear elliptic boundary value problems with monotone and nonmonotone multivalued nonlinearities. First we consider the case of monotone nonlinearities. In the first result we assume that the multivalued nonlinearity is defined on all R R . Assuming the existence of an upper and of a lower ...
Auxiliary equation method for solving nonlinear partial differential equations
International Nuclear Information System (INIS)
Sirendaoreji,; Jiong, Sun
2003-01-01
By using the solutions of an auxiliary ordinary differential equation, a direct algebraic method is described to construct several kinds of exact travelling wave solutions for some nonlinear partial differential equations. By this method some physically important nonlinear equations are investigated and new exact travelling wave solutions are explicitly obtained with the aid of symbolic computation
OSCILLATION OF NONLINEAR DELAY DIFFERENCE EQUATIONS
Institute of Scientific and Technical Information of China (English)
无
2006-01-01
This paper deals with the oscillatory properties of a class of nonlinear difference equations with several delays. Sufficient criteria in the form of infinite sum for the equations to be oscillatory are obtained.
Generalized solutions of nonlinear partial differential equations
Rosinger, EE
1987-01-01
During the last few years, several fairly systematic nonlinear theories of generalized solutions of rather arbitrary nonlinear partial differential equations have emerged. The aim of this volume is to offer the reader a sufficiently detailed introduction to two of these recent nonlinear theories which have so far contributed most to the study of generalized solutions of nonlinear partial differential equations, bringing the reader to the level of ongoing research.The essence of the two nonlinear theories presented in this volume is the observation that much of the mathematics concernin
Linear superposition solutions to nonlinear wave equations
International Nuclear Information System (INIS)
Liu Yu
2012-01-01
The solutions to a linear wave equation can satisfy the principle of superposition, i.e., the linear superposition of two or more known solutions is still a solution of the linear wave equation. We show in this article that many nonlinear wave equations possess exact traveling wave solutions involving hyperbolic, triangle, and exponential functions, and the suitable linear combinations of these known solutions can also constitute linear superposition solutions to some nonlinear wave equations with special structural characteristics. The linear superposition solutions to the generalized KdV equation K(2,2,1), the Oliver water wave equation, and the k(n, n) equation are given. The structure characteristic of the nonlinear wave equations having linear superposition solutions is analyzed, and the reason why the solutions with the forms of hyperbolic, triangle, and exponential functions can form the linear superposition solutions is also discussed
Thermoviscous Model Equations in Nonlinear Acoustics
DEFF Research Database (Denmark)
Rasmussen, Anders Rønne
Four nonlinear acoustical wave equations that apply to both perfect gasses and arbitrary fluids with a quadratic equation of state are studied. Shock and rarefaction wave solutions to the equations are studied. In order to assess the accuracy of the wave equations, their solutions are compared...... to solutions of the basic equations from which the wave equations are derived. A straightforward weakly nonlinear equation is the most accurate for shock modeling. A higher order wave equation is the most accurate for modeling of smooth disturbances. Investigations of the linear stability properties...... of solutions to the wave equations, reveal that the solutions may become unstable. Such instabilities are not found in the basic equations. Interacting shocks and standing shocks are investigated....
Nonlinear Poisson equation for heterogeneous media.
Hu, Langhua; Wei, Guo-Wei
2012-08-22
The Poisson equation is a widely accepted model for electrostatic analysis. However, the Poisson equation is derived based on electric polarizations in a linear, isotropic, and homogeneous dielectric medium. This article introduces a nonlinear Poisson equation to take into consideration of hyperpolarization effects due to intensive charges and possible nonlinear, anisotropic, and heterogeneous media. Variational principle is utilized to derive the nonlinear Poisson model from an electrostatic energy functional. To apply the proposed nonlinear Poisson equation for the solvation analysis, we also construct a nonpolar solvation energy functional based on the nonlinear Poisson equation by using the geometric measure theory. At a fixed temperature, the proposed nonlinear Poisson theory is extensively validated by the electrostatic analysis of the Kirkwood model and a set of 20 proteins, and the solvation analysis of a set of 17 small molecules whose experimental measurements are also available for a comparison. Moreover, the nonlinear Poisson equation is further applied to the solvation analysis of 21 compounds at different temperatures. Numerical results are compared to theoretical prediction, experimental measurements, and those obtained from other theoretical methods in the literature. A good agreement between our results and experimental data as well as theoretical results suggests that the proposed nonlinear Poisson model is a potentially useful model for electrostatic analysis involving hyperpolarization effects. Copyright © 2012 Biophysical Society. Published by Elsevier Inc. All rights reserved.
Stochastic effects on the nonlinear Schroedinger equation
International Nuclear Information System (INIS)
Flessas, G P; Leach, P G L; Yannacopoulos, A N
2004-01-01
The aim of this article is to provide a brief review of recent advances in the field of stochastic effects on the nonlinear Schroedinger equation. The article reviews rigorous and perturbative results. (review article)
Exact Solutions to Nonlinear Schroedinger Equation and Higher-Order Nonlinear Schroedinger Equation
International Nuclear Information System (INIS)
Ren Ji; Ruan Hangyu
2008-01-01
We study solutions of the nonlinear Schroedinger equation (NLSE) and higher-order nonlinear Schroedinger equation (HONLSE) with variable coefficients. By considering all the higher-order effect of HONLSE as a new dependent variable, the NLSE and HONLSE can be changed into one equation. Using the generalized Lie group reduction method (GLGRM), the abundant solutions of NLSE and HONLSE are obtained
Nonlinear Electrostatic Wave Equations for Magnetized Plasmas
DEFF Research Database (Denmark)
Dysthe, K.B.; Mjølhus, E.; Pécseli, Hans
1984-01-01
The lowest order kinetic effects are included in the equations for nonlinear electrostatic electron waves in a magnetized plasma. The modifications of the authors' previous analysis based on a fluid model are discussed.......The lowest order kinetic effects are included in the equations for nonlinear electrostatic electron waves in a magnetized plasma. The modifications of the authors' previous analysis based on a fluid model are discussed....
Spurious Solutions Of Nonlinear Differential Equations
Yee, H. C.; Sweby, P. K.; Griffiths, D. F.
1992-01-01
Report utilizes nonlinear-dynamics approach to investigate possible sources of errors and slow convergence and non-convergence of steady-state numerical solutions when using time-dependent approach for problems containing nonlinear source terms. Emphasizes implications for development of algorithms in CFD and computational sciences in general. Main fundamental conclusion of study is that qualitative features of nonlinear differential equations cannot be adequately represented by finite-difference method and vice versa.
Polynomial solutions of nonlinear integral equations
International Nuclear Information System (INIS)
Dominici, Diego
2009-01-01
We analyze the polynomial solutions of a nonlinear integral equation, generalizing the work of Bender and Ben-Naim (2007 J. Phys. A: Math. Theor. 40 F9, 2008 J. Nonlinear Math. Phys. 15 (Suppl. 3) 73). We show that, in some cases, an orthogonal solution exists and we give its general form in terms of kernel polynomials
Polynomial solutions of nonlinear integral equations
Energy Technology Data Exchange (ETDEWEB)
Dominici, Diego [Department of Mathematics, State University of New York at New Paltz, 1 Hawk Dr. Suite 9, New Paltz, NY 12561-2443 (United States)], E-mail: dominicd@newpaltz.edu
2009-05-22
We analyze the polynomial solutions of a nonlinear integral equation, generalizing the work of Bender and Ben-Naim (2007 J. Phys. A: Math. Theor. 40 F9, 2008 J. Nonlinear Math. Phys. 15 (Suppl. 3) 73). We show that, in some cases, an orthogonal solution exists and we give its general form in terms of kernel polynomials.
Nonlinear elliptic equations of the second order
Han, Qing
2016-01-01
Nonlinear elliptic differential equations are a diverse subject with important applications to the physical and social sciences and engineering. They also arise naturally in geometry. In particular, much of the progress in the area in the twentieth century was driven by geometric applications, from the Bernstein problem to the existence of Kähler-Einstein metrics. This book, designed as a textbook, provides a detailed discussion of the Dirichlet problems for quasilinear and fully nonlinear elliptic differential equations of the second order with an emphasis on mean curvature equations and on Monge-Ampère equations. It gives a user-friendly introduction to the theory of nonlinear elliptic equations with special attention given to basic results and the most important techniques. Rather than presenting the topics in their full generality, the book aims at providing self-contained, clear, and "elementary" proofs for results in important special cases. This book will serve as a valuable resource for graduate stu...
Nonlinear scalar field equations. Pt. 1
International Nuclear Information System (INIS)
Berestycki, H.; Lions, P.L.
1983-01-01
This paper as well as a subsequent one is concerned with the existence of nontrivial solutions for some semi-linear elliptic equations in Rsup(N). Such problems are motivated in particular by the search for certain kinds of solitary waves (stationary states) in nonlinear equations of the Klein-Gordon or Schroedinger type. (orig./HSI)
New exact solutions for two nonlinear equations
International Nuclear Information System (INIS)
Wang Quandi; Tang Minying
2008-01-01
In this Letter, we investigate two nonlinear equations given by u t -u xxt +3u 2 u x =2u x u xx +uu xxx and u t -u xxt +4u 2 u x =3u x u xx +uu xxx . Through some special phase orbits we obtain four new exact solutions for each equation above. Some previous results are extended
Advances in iterative methods for nonlinear equations
Busquier, Sonia
2016-01-01
This book focuses on the approximation of nonlinear equations using iterative methods. Nine contributions are presented on the construction and analysis of these methods, the coverage encompassing convergence, efficiency, robustness, dynamics, and applications. Many problems are stated in the form of nonlinear equations, using mathematical modeling. In particular, a wide range of problems in Applied Mathematics and in Engineering can be solved by finding the solutions to these equations. The book reveals the importance of studying convergence aspects in iterative methods and shows that selection of the most efficient and robust iterative method for a given problem is crucial to guaranteeing a good approximation. A number of sample criteria for selecting the optimal method are presented, including those regarding the order of convergence, the computational cost, and the stability, including the dynamics. This book will appeal to researchers whose field of interest is related to nonlinear problems and equations...
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.
Algorithms For Integrating Nonlinear Differential Equations
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.
Handbook of Nonlinear Partial Differential Equations
Polyanin, Andrei D
2011-01-01
New to the Second Edition More than 1,000 pages with over 1,500 new first-, second-, third-, fourth-, and higher-order nonlinear equations with solutions Parabolic, hyperbolic, elliptic, and other systems of equations with solutions Some exact methods and transformations Symbolic and numerical methods for solving nonlinear PDEs with Maple(t), Mathematica(R), and MATLAB(R) Many new illustrative examples and tables A large list of references consisting of over 1,300 sources To accommodate different mathematical backgrounds, the authors avoid wherever possible the use of special terminology. They
Numerical study of fractional nonlinear Schrodinger equations
Klein, Christian
2014-10-08
Using a Fourier spectral method, we provide a detailed numerical investigation of dispersive Schrödinger-type equations involving a fractional Laplacian in an one-dimensional case. By an appropriate choice of the dispersive exponent, both mass and energy sub- and supercritical regimes can be identified. This allows us to study the possibility of finite time blow-up versus global existence, the nature of the blow-up, the stability and instability of nonlinear ground states and the long-time dynamics of solutions. The latter is also studied in a semiclassical setting. Moreover, we numerically construct ground state solutions of the fractional nonlinear Schrödinger equation.
Nonlinear elliptic equations and nonassociative algebras
Nadirashvili, Nikolai; Vlăduţ, Serge
2014-01-01
This book presents applications of noncommutative and nonassociative algebras to constructing unusual (nonclassical and singular) solutions to fully nonlinear elliptic partial differential equations of second order. The methods described in the book are used to solve a longstanding problem of the existence of truly weak, nonsmooth viscosity solutions. Moreover, the authors provide an almost complete description of homogeneous solutions to fully nonlinear elliptic equations. It is shown that even in the very restricted setting of "Hessian equations", depending only on the eigenvalues of the Hessian, these equations admit homogeneous solutions of all orders compatible with known regularity for viscosity solutions provided the space dimension is five or larger. To the contrary, in dimension four or less the situation is completely different, and our results suggest strongly that there are no nonclassical homogeneous solutions at all in dimensions three and four. Thus this book gives a complete list of dimensions...
Nonlinear evolution equations having a physical meaning
International Nuclear Information System (INIS)
Nakach, R.
1976-06-01
The non stationary self-similar solutions of the nonlinear evolution equations which can be solved by the inverse scattering method are studied. It turns out, as shown by means of several examples, that when the L linear operator associated with these equations, is of second order and only then, the self-similar solutions can be expressed in terms of the various Painleve's transcendents [fr
Nonlinear streak computation using boundary region equations
Energy Technology Data Exchange (ETDEWEB)
Martin, J A; Martel, C, E-mail: juanangel.martin@upm.es, E-mail: carlos.martel@upm.es [Depto. de Fundamentos Matematicos, E.T.S.I Aeronauticos, Universidad Politecnica de Madrid, Plaza Cardenal Cisneros 3, 28040 Madrid (Spain)
2012-08-01
The boundary region equations (BREs) are applied for the simulation of the nonlinear evolution of a spanwise periodic array of streaks in a flat plate boundary layer. The well-known BRE formulation is obtained from the complete Navier-Stokes equations in the high Reynolds number limit, and provides the correct asymptotic description of three-dimensional boundary layer streaks. In this paper, a fast and robust streamwise marching scheme is introduced to perform their numerical integration. Typical streak computations present in the literature correspond to linear streaks or to small-amplitude nonlinear streaks computed using direct numerical simulation (DNS) or the nonlinear parabolized stability equations (PSEs). We use the BREs to numerically compute high-amplitude streaks, a method which requires much lower computational effort than DNS and does not have the consistency and convergence problems of the PSE. It is found that the flow configuration changes substantially as the amplitude of the streaks grows and the nonlinear effects come into play. The transversal motion (in the wall normal-streamwise plane) becomes more important and strongly distorts the streamwise velocity profiles, which end up being quite different from those of the linear case. We analyze in detail the resulting flow patterns for the nonlinearly saturated streaks and compare them with available experimental results. (paper)
Chaos synchronization of nonlinear Bloch equations
International Nuclear Information System (INIS)
Park, Ju H.
2006-01-01
In this paper, the problem of chaos synchronization of Bloch equations is considered. A novel nonlinear controller is designed based on the Lyapunov stability theory. The proposed controller ensures that the states of the controlled chaotic slave system asymptotically synchronizes the states of the master system. A numerical example is given to illuminate the design procedure and advantage of the result derived
A hierarchy of systems of nonlinear equations
International Nuclear Information System (INIS)
Falkensteiner, P.; Grosse, H.
1985-01-01
Imposing isospectral invariance for the one-dimensional Dirac operator yields an infinite hierarchy of systems of chiral invariant nonlinear partial differential equations. The same system is obtained through a Lax pair construction and finally a formulation in terms of Kac-Moody generators is given. (Author)
Nonlinear anisotropic parabolic equations in Lm
Directory of Open Access Journals (Sweden)
Fares Mokhtari
2014-01-01
Full Text Available In this paper, we give a result of regularity of weak solutions for a class of nonlinear anisotropic parabolic equations with lower-order term when the right-hand side is an Lm function, with m being ”small”. This work generalizes some results given in [2] and [3].
Nonlinear partial differential equations of second order
Dong, Guangchang
1991-01-01
This book addresses a class of equations central to many areas of mathematics and its applications. Although there is no routine way of solving nonlinear partial differential equations, effective approaches that apply to a wide variety of problems are available. This book addresses a general approach that consists of the following: Choose an appropriate function space, define a family of mappings, prove this family has a fixed point, and study various properties of the solution. The author emphasizes the derivation of various estimates, including a priori estimates. By focusing on a particular approach that has proven useful in solving a broad range of equations, this book makes a useful contribution to the literature.
Integrable peakon equations with cubic nonlinearity
International Nuclear Information System (INIS)
Hone, Andrew N W; Wang, J P
2008-01-01
We present a new integrable partial differential equation found by Vladimir Novikov. Like the Camassa-Holm and Degasperis-Procesi equations, this new equation admits peaked soliton (peakon) solutions, but it has nonlinear terms that are cubic, rather than quadratic. We give a matrix Lax pair for V Novikov's equation, and show how it is related by a reciprocal transformation to a negative flow in the Sawada-Kotera hierarchy. Infinitely many conserved quantities are found, as well as a bi-Hamiltonian structure. The latter is used to obtain the Hamiltonian form of the finite-dimensional system for the interaction of N peakons, and the two-body dynamics (N = 2) is explicitly integrated. Finally, all of this is compared with some analogous results for another cubic peakon equation derived by Zhijun Qiao. (fast track communication)
Taming the nonlinearity of the Einstein equation.
Harte, Abraham I
2014-12-31
Many of the technical complications associated with the general theory of relativity ultimately stem from the nonlinearity of Einstein's equation. It is shown here that an appropriate choice of dynamical variables may be used to eliminate all such nonlinearities beyond a particular order: Both Landau-Lifshitz and tetrad formulations of Einstein's equation are obtained that involve only finite products of the unknowns and their derivatives. Considerable additional simplifications arise in physically interesting cases where metrics become approximately Kerr or, e.g., plane waves, suggesting that the variables described here can be used to efficiently reformulate perturbation theory in a variety of contexts. In all cases, these variables are shown to have simple geometrical interpretations that directly relate the local causal structure associated with the metric of interest to the causal structure associated with a prescribed background. A new method to search for exact solutions is outlined as well.
Nonlinear wave equations, formation of singularities
John, Fritz
1990-01-01
This is the second volume in the University Lecture Series, designed to make more widely available some of the outstanding lectures presented in various institutions around the country. Each year at Lehigh University, a distinguished mathematical scientist presents the Pitcher Lectures in the Mathematical Sciences. This volume contains the Pitcher lectures presented by Fritz John in April 1989. The lectures deal with existence in the large of solutions of initial value problems for nonlinear hyperbolic partial differential equations. As is typical with nonlinear problems, there are many results and few general conclusions in this extensive subject, so the author restricts himself to a small portion of the field, in which it is possible to discern some general patterns. Presenting an exposition of recent research in this area, the author examines the way in which solutions can, even with small and very smooth initial data, "blow up" after a finite time. For various types of quasi-linear equations, this time de...
General solution of string inspired nonlinear equations
International Nuclear Information System (INIS)
Bandos, I.A.; Ivanov, E.; Kapustnikov, A.A.; Ulanov, S.A.
1998-07-01
We present the general solution of the system of coupled nonlinear equations describing dynamics of D-dimensional bosonic string in the geometric (or embedding) approach. The solution is parametrized in terms of two sets of the left- and right-moving Lorentz harmonic variables providing a special coset space realization of the product of two (D-2) dimensional spheres S D-2 = SO(1,D-1)/SO(1,1)xSO(D-2) contained in K D-2 . (author)
Nonlinear von Neumann equations for quantum dissipative systems
International Nuclear Information System (INIS)
Messer, J.; Baumgartner, B.
1978-01-01
For pure states nonlinear Schroedinger equations, the so-called Schroedinger-Langevin equations are well-known to model quantum dissipative systems of the Langevin type. For mixtures it is shown that these wave equations do not extend to master equations, but to corresponding nonlinear von Neumann equations. Solutions for the damped harmonic oscillator are discussed. (Auth.)
Nonlinear von Neumann equations for quantum dissipative systems
International Nuclear Information System (INIS)
Messer, J.; Baumgartner, B.
For pure states nonlinear Schroedinger equations, the so-called Schroedinger-Langevin equations are well-known to model quantum dissipative systems of the Langevin type. For mixtures it is shown that these wave equations do not extend to master equations, but to corresponding nonlinear von Neumann equations. Solutions for the damped harmonic oscillator are discussed. (Author)
Exact Solutions for Nonlinear Differential Difference Equations in Mathematical Physics
Directory of Open Access Journals (Sweden)
Khaled A. Gepreel
2013-01-01
Full Text Available We modified the truncated expansion method to construct the exact solutions for some nonlinear differential difference equations in mathematical physics via the general lattice equation, the discrete nonlinear Schrodinger with a saturable nonlinearity, the quintic discrete nonlinear Schrodinger equation, and the relativistic Toda lattice system. Also, we put a rational solitary wave function method to find the rational solitary wave solutions for some nonlinear differential difference equations. The proposed methods are more effective and powerful to obtain the exact solutions for nonlinear difference differential equations.
Fendzi-Donfack, Emmanuel; Nguenang, Jean Pierre; Nana, Laurent
2018-02-01
We use the fractional complex transform with the modified Riemann-Liouville derivative operator to establish the exact and generalized solutions of two fractional partial differential equations. We determine the solutions of fractional nonlinear electrical transmission lines (NETL) and the perturbed nonlinear Schroedinger (NLS) equation with the Kerr law nonlinearity term. The solutions are obtained for the parameters in the range (0<α≤1) of the derivative operator and we found the traditional solutions for the limiting case of α =1. We show that according to the modified Riemann-Liouville derivative, the solutions found can describe physical systems with memory effect, transient effects in electrical systems and nonlinear transmission lines, and other systems such as optical fiber.
Nonlinear elliptic partial differential equations an introduction
Le Dret, Hervé
2018-01-01
This textbook presents the essential parts of the modern theory of nonlinear partial differential equations, including the calculus of variations. After a short review of results in real and functional analysis, the author introduces the main mathematical techniques for solving both semilinear and quasilinear elliptic PDEs, and the associated boundary value problems. Key topics include infinite dimensional fixed point methods, the Galerkin method, the maximum principle, elliptic regularity, and the calculus of variations. Aimed at graduate students and researchers, this textbook contains numerous examples and exercises and provides several comments and suggestions for further study.
Nonlinear partial differential equations and their applications
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
Differential constraints and exact solutions of nonlinear diffusion equations
International Nuclear Information System (INIS)
Kaptsov, Oleg V; Verevkin, Igor V
2003-01-01
The differential constraints are applied to obtain explicit solutions of nonlinear diffusion equations. Certain linear determining equations with parameters are used to find such differential constraints. They generalize the determining equations used in the search for classical Lie symmetries
Nonlinear dynamics in the relativistic field equation
International Nuclear Information System (INIS)
Tanaka, Yosuke; Mizuno, Yuji; Kado, Tatsuhiko; Zhao, Hua-An
2007-01-01
We have investigated relativistic equations and chaotic behaviors of the gravitational field with the use of general relativity and nonlinear dynamics. The space component of the Friedmann equation shows chaotic behaviors in case of the inflation (h=G-bar /G>0) and open (ζ=-1) universe. In other cases (h= 0 andx-bar 0 ) and the parameters (a, b, c and d); (2) the self-similarity of solutions in the x-x-bar plane and the x-ρ plane. We carried out the numerical calculations with the use of the microsoft EXCEL. The self-similarity and the hierarchy structure of the universe have been also discussed on the basis of E-infinity theory
Exact solutions for the higher-order nonlinear Schoerdinger equation in nonlinear optical fibres
International Nuclear Information System (INIS)
Liu Chunping
2005-01-01
First, by using the generally projective Riccati equation method, many kinds of exact solutions for the higher-order nonlinear Schoerdinger equation in nonlinear optical fibres are obtained in a unified way. Then, some relations among these solutions are revealed
Exact Solution of a Generalized Nonlinear Schrodinger Equation Dimer
DEFF Research Database (Denmark)
Christiansen, Peter Leth; Maniadis, P.; Tsironis, G.P.
1998-01-01
We present exact solutions for a nonlinear dimer system defined throught a discrete nonlinear Schrodinger equation that contains also an integrable Ablowitz-Ladik term. The solutions are obtained throught a transformation that maps the dimer into a double Sine-Gordon like ordinary nonlinear...... differential equation....
Ozdemir, Burhanettin
2017-01-01
The purpose of this study is to equate Trends in International Mathematics and Science Study (TIMSS) mathematics subtest scores obtained from TIMSS 2011 to scores obtained from TIMSS 2007 form with different nonlinear observed score equating methods under Non-Equivalent Anchor Test (NEAT) design where common items are used to link two or more test…
Symmetry and exact solutions of nonlinear spinor equations
International Nuclear Information System (INIS)
Fushchich, W.I.; Zhdanov, R.Z.
1989-01-01
This review is devoted to the application of algebraic-theoretical methods to the problem of constructing exact solutions of the many-dimensional nonlinear systems of partial differential equations for spinor, vector and scalar fields widely used in quantum field theory. Large classes of nonlinear spinor equations invariant under the Poincare group P(1, 3), Weyl group (i.e. Poincare group supplemented by a group of scale transformations), and the conformal group C(1, 3) are described. Ansaetze invariant under the Poincare and the Weyl groups are constructed. Using these we reduce the Poincare-invariant nonlinear Dirac equations to systems of ordinary differential equations and construct large families of exact solutions of the nonlinear Dirac-Heisenberg equation depending on arbitrary parameters and functions. In a similar way we have obtained new families of exact solutions of the nonlinear Maxwell-Dirac and Klein-Gordon-Dirac equations. The obtained solutions can be used for quantization of nonlinear equations. (orig.)
On a new series of integrable nonlinear evolution equations
International Nuclear Information System (INIS)
Ichikawa, Y.H.; Wadati, Miki; Konno, Kimiaki; Shimizu, Tohru.
1980-10-01
Recent results of our research are surveyed in this report. The derivative nonlinear Schroedinger equation for the circular polarized Alfven wave admits the spiky soliton solutions for the plane wave boundary condition. The nonlinear equation for complex amplitude associated with the carrier wave is shown to be a generalized nonlinear Schroedinger equation, having the ordinary cubic nonlinear term and the derivative of cubic nonlinear term. A generalized scheme of the inverse scattering transformation has confirmed that superposition of the A-K-N-S scheme and the K-N scheme for the component equations valids for the generalized nonlinear Schroedinger equation. Then, two types of new integrable nonlinear evolution equation have been derived from our scheme of the inverse scattering transformation. One is the type of nonlinear Schroedinger equation, while the other is the type of Korteweg-de Vries equation. Brief discussions are presented for physical phenomena, which could be accounted by the second type of the new integrable nonlinear evolution equation. Lastly, the stationary solitary wave solutions have been constructed for the integrable nonlinear evolution equation of the second type. These solutions have peculiar structure that they are singular and discrete. It is a new challenge to construct singular potentials by the inverse scattering transformation. (author)
International Nuclear Information System (INIS)
Yomba, Emmanuel
2008-01-01
With the aid of symbolic computation, a generalized auxiliary equation method is proposed to construct more general exact solutions to two types of NLPDEs. First, we present new family of solutions to a nonlinear Klein-Gordon equation, by using this auxiliary equation method including a new first-order nonlinear ODE with six-degree nonlinear term proposed by Sirendaoreji. Then, we apply an indirect F-function method very close to the F-expansion method to solve the generalized Camassa-Holm equation with fully nonlinear dispersion and fully nonlinear convection C(l,n,p). Taking advantage of the new first-order nonlinear ODE with six degree nonlinear term, this indirect F-function method is used to map the solutions of C(l,n,p) equations to those of that nonlinear ODE. As a result, we can successfully obtain in a unified way, many exact solutions
Nonlinear integral equations for the sausage model
Ahn, Changrim; Balog, Janos; Ravanini, Francesco
2017-08-01
The sausage model, first proposed by Fateev, Onofri, and Zamolodchikov, is a deformation of the O(3) sigma model preserving integrability. The target space is deformed from the sphere to ‘sausage’ shape by a deformation parameter ν. This model is defined by a factorizable S-matrix which is obtained by deforming that of the O(3) sigma model by a parameter λ. Clues for the deformed sigma model are provided by various UV and IR information through the thermodynamic Bethe ansatz (TBA) analysis based on the S-matrix. Application of TBA to the sausage model is, however, limited to the case of 1/λ integer where the coupled integral equations can be truncated to a finite number. In this paper, we propose a finite set of nonlinear integral equations (NLIEs), which are applicable to generic value of λ. Our derivation is based on T-Q relations extracted from the truncated TBA equations. For a consistency check, we compute next-leading order corrections of the vacuum energy and extract the S-matrix information in the IR limit. We also solved the NLIE both analytically and numerically in the UV limit to get the effective central charge and compared with that of the zero-mode dynamics to obtain exact relation between ν and λ. Dedicated to the memory of Petr Petrovich Kulish.
Nontrivial Periodic Solutions for Nonlinear Second-Order Difference Equations
Directory of Open Access Journals (Sweden)
Tieshan He
2011-01-01
Full Text Available This paper is concerned with the existence of nontrivial periodic solutions and positive periodic solutions to a nonlinear second-order difference equation. Under some conditions concerning the first positive eigenvalue of the linear equation corresponding to the nonlinear second-order equation, we establish the existence results by using the topological degree and fixed point index theories.
Exact solutions to two higher order nonlinear Schroedinger equations
International Nuclear Information System (INIS)
Xu Liping; Zhang Jinliang
2007-01-01
Using the homogeneous balance principle and F-expansion method, the exact solutions to two higher order nonlinear Schroedinger equations which describe the propagation of femtosecond pulses in nonlinear fibres are obtained with the aid of a set of subsidiary higher order ordinary differential equations (sub-equations for short)
Modified Method of Simplest Equation Applied to the Nonlinear Schrödinger Equation
Directory of Open Access Journals (Sweden)
Vitanov Nikolay K.
2018-03-01
Full Text Available We consider an extension of the methodology of the modified method of simplest equation to the case of use of two simplest equations. The extended methodology is applied for obtaining exact solutions of model nonlinear partial differential equations for deep water waves: the nonlinear Schrödinger equation. It is shown that the methodology works also for other equations of the nonlinear Schrödinger kind.
Modified Method of Simplest Equation Applied to the Nonlinear Schrödinger Equation
Vitanov, Nikolay K.; Dimitrova, Zlatinka I.
2018-03-01
We consider an extension of the methodology of the modified method of simplest equation to the case of use of two simplest equations. The extended methodology is applied for obtaining exact solutions of model nonlinear partial differential equations for deep water waves: the nonlinear Schrödinger equation. It is shown that the methodology works also for other equations of the nonlinear Schrödinger kind.
Semiclassical quantization of the nonlinear Schrodinger equation
International Nuclear Information System (INIS)
Nohl, C.R.
1976-01-01
Using the functional integral technique of Dashen, Hasslacher, and Neveu, we perform a semiclassical quantization of the nonlinear Schrodinger equation (NLSE), which reproduces McGuire's exact result for the energy levels of the bound states of the theory. We show that the stability angle formalism leads to the one-loop normal ordering and self-energy renormalization expected from perturbation theory, and demonstrate that taking into account center-of-mass motion gives the correct nonrelativistic energy--momentum relation. We interpret the classical solution in the context of the quantum theory, relating it to the matrix element of the field operator between adjacent bound states in the limit of large quantum numbers. Finally, we quantize the NLSE as a theory of N component fermion fields and show that the semiclassical method yields the exact energy levels and correct degeneracies
Hamiltonian structures of some non-linear evolution equations
International Nuclear Information System (INIS)
Tu, G.Z.
1983-06-01
The Hamiltonian structure of the O(2,1) non-linear sigma model, generalized AKNS equations, are discussed. By reducing the O(2,1) non-linear sigma model to its Hamiltonian form some new conservation laws are derived. A new hierarchy of non-linear evolution equations is proposed and shown to be generalized Hamiltonian equations with an infinite number of conservation laws. (author)
Efimova, Olga Yu.
2010-01-01
The modification of simplest equation method to look for exact solutions of nonlinear partial differential equations is presented. Using this method we obtain exact solutions of generalized Korteweg-de Vries equation with cubic source and exact solutions of third-order Kudryashov-Sinelshchikov equation describing nonlinear waves in liquids with gas bubbles.
International Nuclear Information System (INIS)
Xiao Yafeng; Xue Haili; Zhang Hongqing
2011-01-01
Based on Jacobi elliptic function and the Lame equation, the perturbation method is applied to get the multi-order envelope periodic solutions of the nonlinear Schrodinger equation and cubic nonlinear Schrodinger equation. These multi-order envelope periodic solutions can degenerate into the different envelope solitary solutions. (authors)
Nonclassical Symmetries for Nonlinear Partial Differential Equations via Compatibility
International Nuclear Information System (INIS)
El-Sabbagh, Mostafa F.; Ahmad, Ali T.
2011-01-01
The determining equations for the nonclassical symmetry reductions of nonlinear partial differential equations with arbitrary order can be obtained by requiring the compatibility between the original equations and the invariant surface conditions. The (2+1)-dimensional shallow water wave equation, Boussinesq equation, and the dispersive wave equations in shallow water serve as examples illustrating how compatibility leads quickly and easily to the determining equations for their nonclassical symmetries. (general)
Decomposition of a hierarchy of nonlinear evolution equations
International Nuclear Information System (INIS)
Geng Xianguo
2003-01-01
The generalized Hamiltonian structures for a hierarchy of nonlinear evolution equations are established with the aid of the trace identity. Using the nonlinearization approach, the hierarchy of nonlinear evolution equations is decomposed into a class of new finite-dimensional Hamiltonian systems. The generating function of integrals and their generator are presented, based on which the finite-dimensional Hamiltonian systems are proved to be completely integrable in the Liouville sense. As an application, solutions for the hierarchy of nonlinear evolution equations are reduced to solving the compatible Hamiltonian systems of ordinary differential equations
ALMOST PERIODIC SOLUTIONS TO SOME NONLINEAR DELAY DIFFERENTIAL EQUATION
Institute of Scientific and Technical Information of China (English)
无
2009-01-01
The existence of an almost periodic solutions to a nonlinear delay diffierential equation is considered in this paper. A set of sufficient conditions for the existence and uniqueness of almost periodic solutions to some delay diffierential equations is obtained.
Oscillation criteria for third order delay nonlinear differential equations
Directory of Open Access Journals (Sweden)
E. M. Elabbasy
2012-01-01
via comparison with some first differential equations whose oscillatory characters are known. Our results generalize and improve some known results for oscillation of third order nonlinear differential equations. Some examples are given to illustrate the main results.
Exact solutions of some nonlinear partial differential equations using ...
Indian Academy of Sciences (India)
Nonlinear partial differential equations (NPDEs) are encountered in various ... such as physics, mechanics, chemistry, biology, mathematics and engineering. ... In §3, this method is applied to the generalized forms of Klein–Gordon equation,.
Partially integrable nonlinear equations with one higher symmetry
International Nuclear Information System (INIS)
Mikhailov, A V; Novikov, V S; Wang, J P
2005-01-01
In this letter, we present a family of second order in time nonlinear partial differential equations, which have only one higher symmetry. These equations are not integrable, but have a solution depending on one arbitrary function. (letter to the editor)
Nonlinear quantum fluid equations for a finite temperature Fermi plasma
International Nuclear Information System (INIS)
Eliasson, Bengt; Shukla, Padma K
2008-01-01
Nonlinear quantum electron fluid equations are derived, taking into account the moments of the Wigner equation and by using the Fermi-Dirac equilibrium distribution for electrons with an arbitrary temperature. A simplified formalism with the assumptions of incompressibility of the distribution function is used to close the moments in velocity space. The nonlinear quantum diffraction effects into the fluid equations are incorporated. In the high-temperature limit, we retain the nonlinear fluid equations for a dense hot plasma and in the low-temperature limit, we retain the correct fluid equations for a fully degenerate plasma
The matrix nonlinear Schrodinger equation in dimension 2
DEFF Research Database (Denmark)
Zuhan, L; Pedersen, Michael
2001-01-01
In this paper we study the existence of global solutions to the Cauchy problem for the matrix nonlinear Schrodinger equation (MNLS) in 2 space dimensions. A sharp condition for the global existence is obtained for this equation. This condition is in terms of an exact stationary solution...... of a semilinear elliptic equation. In the scalar case, the MNLS reduces to the well-known cubic nonlinear Schrodinger equation for which existence of solutions has been studied by many authors. (C) 2001 Academic Press....
Quasi-exact solutions of nonlinear differential equations
Kudryashov, Nikolay A.; Kochanov, Mark B.
2014-01-01
The concept of quasi-exact solutions of nonlinear differential equations is introduced. Quasi-exact solution expands the idea of exact solution for additional values of parameters of differential equation. These solutions are approximate solutions of nonlinear differential equations but they are close to exact solutions. Quasi-exact solutions of the the Kuramoto--Sivashinsky, the Korteweg--de Vries--Burgers and the Kawahara equations are founded.
Directory of Open Access Journals (Sweden)
Gastón Silverio Milanesi
2014-01-01
Full Text Available El documento utiliza la expansión de Edgeworth en el modelo de Black-Scholes para estimar la volatilidad implícita y el impacto en el precio de la opción de los momentos estocásticos de orden superior, sobre contratos de opciones del Grupo Financiero Galicia (GGAL, negociados en la Bolsa de Comercio de Bue- nos Aires (Argentina. Primero se analiza la distribución de probabilidad de rendimientos de subyacente; luego, el modelo se somete a iteración para obtener los valores implícitos de la volatilidad, asimetría y cur- tosis. Como principal conclusión se encuentran la forma aplanada de la curva de volatilidad implícita del modelo y el significativo peso de la asimetría y curtosis en el precio de las opciones « muy fuera/dentro del dinero.
Directory of Open Access Journals (Sweden)
Gastón Silverio Milanesi
2014-10-01
Full Text Available El documento utiliza la expansión de Edgeworth en el modelo de Black-Scholes para estimar la volatilidad implícita y el impacto en el precio de la opción de los momentos estocásticos de orden superior, sobre contratos de opciones del Grupo Financiero Galicia (GGAL, negociados en la Bolsa de Comercio de Buenos Aires (Argentina. Primero se analiza la distribución de probabilidad de rendimientos de subyacente; luego, el modelo se somete a iteración para obtener los valores implícitos de la volatilidad, asimetría y curtosis. Como principal conclusión se encuentran la forma aplanada de la curva de volatilidad implícita del modelo y el significativo peso de la asimetría y curtosis en el precio de las opciones «muy fuera/dentro del dinero».
Fuchs indices and the first integrals of nonlinear differential equations
International Nuclear Information System (INIS)
Kudryashov, Nikolai A.
2005-01-01
New method of finding the first integrals of nonlinear differential equations in polynomial form is presented. Basic idea of our approach is to use the scaling of solution of nonlinear differential equation and to find the dimensions of arbitrary constants in the Laurent expansion of the general solution. These dimensions allows us to obtain the scalings of members for the first integrals of nonlinear differential equations. Taking the polynomials with unknown coefficients into account we present the algorithm of finding the first integrals of nonlinear differential equations in the polynomial form. Our method is applied to look for the first integrals of eight nonlinear ordinary differential equations of the fourth order. The general solution of one of the fourth order ordinary differential equations is given
Explicit solutions of two nonlinear dispersive equations with variable coefficients
International Nuclear Information System (INIS)
Lai Shaoyong; Lv Xiumei; Wu Yonghong
2008-01-01
A mathematical technique based on an auxiliary equation and the symbolic computation system Matlab is developed to construct the exact solutions for a generalized Camassa-Holm equation and a nonlinear dispersive equation with variable coefficients. It is shown that the variable coefficients of the derivative terms in the equations cause the qualitative change in the physical structures of the solutions
Simple equation method for nonlinear partial differential equations and its applications
Directory of Open Access Journals (Sweden)
Taher A. Nofal
2016-04-01
Full Text Available In this article, we focus on the exact solution of the some nonlinear partial differential equations (NLPDEs such as, Kodomtsev–Petviashvili (KP equation, the (2 + 1-dimensional breaking soliton equation and the modified generalized Vakhnenko equation by using the simple equation method. In the simple equation method the trial condition is the Bernoulli equation or the Riccati equation. It has been shown that the method provides a powerful mathematical tool for solving nonlinear wave equations in mathematical physics and engineering problems.
Collapse in a forced three-dimensional nonlinear Schrodinger equation
DEFF Research Database (Denmark)
Lushnikov, P.M.; Saffman, M.
2000-01-01
We derive sufficient conditions for the occurrence of collapse in a forced three-dimensional nonlinear Schrodinger equation without dissipation. Numerical studies continue the results to the case of finite dissipation.......We derive sufficient conditions for the occurrence of collapse in a forced three-dimensional nonlinear Schrodinger equation without dissipation. Numerical studies continue the results to the case of finite dissipation....
On the invariant measure for the nonlinear Schroedinger equation
International Nuclear Information System (INIS)
Zhidkov, P.R.
1991-01-01
The invariant measure for the nonlinear Schroedinger equation is constructed. In fact, it is assumed that the nonlinearity in the equation is semilinear. The main aim of the paper is the explanation of the Fermi - Past - Ulam phenomenon. Poincare theorem gives the answer to this question. 17 refs
Exact analytical solutions for nonlinear reaction-diffusion equations
International Nuclear Information System (INIS)
Liu Chunping
2003-01-01
By using a direct method via the computer algebraic system of Mathematica, some exact analytical solutions to a class of nonlinear reaction-diffusion equations are presented in closed form. Subsequently, the hyperbolic function solutions and the triangular function solutions of the coupled nonlinear reaction-diffusion equations are obtained in a unified way
Prolongation Structure of Semi-discrete Nonlinear Evolution Equations
International Nuclear Information System (INIS)
Bai Yongqiang; Wu Ke; Zhao Weizhong; Guo Hanying
2007-01-01
Based on noncommutative differential calculus, we present a theory of prolongation structure for semi-discrete nonlinear evolution equations. As an illustrative example, a semi-discrete model of the nonlinear Schroedinger equation is discussed in terms of this theory and the corresponding Lax pairs are also given.
Nonlinear integrodifferential equations as discrete systems
Tamizhmani, K. M.; Satsuma, J.; Grammaticos, B.; Ramani, A.
1999-06-01
We analyse a class of integrodifferential equations of the `intermediate long wave' (ILW) type. We show that these equations can be formally interpreted as discrete, differential-difference systems. This allows us to link equations of this type with previous results of ours involving differential-delay equations and, on the basis of this, propose new integrable equations of ILW type. Finally, we extend this approach to pure difference equations and propose ILW forms for the discrete lattice KdV equation.
Exploring the nonlinear cloud and rain equation
Koren, Ilan; Tziperman, Eli; Feingold, Graham
2017-01-01
Marine stratocumulus cloud decks are regarded as the reflectors of the climate system, returning back to space a significant part of the income solar radiation, thus cooling the atmosphere. Such clouds can exist in two stable modes, open and closed cells, for a wide range of environmental conditions. This emergent behavior of the system, and its sensitivity to aerosol and environmental properties, is captured by a set of nonlinear equations. Here, using linear stability analysis, we express the transition from steady to a limit-cycle state analytically, showing how it depends on the model parameters. We show that the control of the droplet concentration (N), the environmental carrying-capacity (H0), and the cloud recovery parameter (τ) can be linked by a single nondimensional parameter (μ=√{N }/(ατH0) ) , suggesting that for deeper clouds the transition from open (oscillating) to closed (stable fixed point) cells will occur for higher droplet concentration (i.e., higher aerosol loading). The analytical calculations of the possible states, and how they are affected by changes in aerosol and the environmental variables, provide an enhanced understanding of the complex interactions of clouds and rain.
Computer programs for nonlinear algebraic equations
International Nuclear Information System (INIS)
Asaoka, Takumi
1977-10-01
We have provided principal computer subroutines for obtaining numerical solutions of nonlinear algebraic equations through a review of the various methods. Benchmark tests were performed on these subroutines to grasp the characteristics of them compared to the existing subroutines. As computer programs based on the secant method, subroutines of the Muller's method using the Chambers' algorithm were newly developed, in addition to the equipment of subroutines of the Muller's method itself. The programs based on the Muller-Chambers' method are useful especially for low-order polynomials with complex coefficients except for the case of finding the triple roots, three close roots etc. In addition, we have equipped subroutines based on the Madsen's algorithm, a variant of the Newton's method. The subroutines have revealed themselves very useful as standard programs because all the roots are found accurately for every case though they take longer computing time than other subroutines for low-order polynomials. It is shown also that an existing subroutine of the Bairstow's method gives the fastest algorithm for polynomials with complex coefficients, except for the case of finding the triple roots etc. We have provided also subroutines to estimate error bounds for all the roots produced with the various algorithms. (auth.)
A nonlinear bounce kinetic equation for trapped electrons
International Nuclear Information System (INIS)
Gang, F.Y.
1990-03-01
A nonlinear bounce averaged drift kinetic equation for trapped electrons is derived. This equation enables one to compute the nonlinear response of the trapped electron distribution function in terms of the field-line projection of a potential fluctuation left-angle e -inqθ φ n right-angle b . It is useful for both analytical and computational studies of the nonlinear evolution of short wavelength (n much-gt 1) trapped electron mode-driven turbulence. 7 refs
Nonlinear hydrodynamic equations for superfluid helium in aerogel
International Nuclear Information System (INIS)
Brusov, Peter N.; Brusov, Paul P.
2003-01-01
Aerogel in superfluids is studied very intensively during last decade. The importance of these systems is connected to the fact that this allows to investigate the influence of impurities on superfluidity. We have derived for the first time nonlinear hydrodynamic equations for superfluid helium in aerogel. These equations are generalization of McKenna et al. equations for nonlinear hydrodynamics case and could be used to study sound propagation phenomena in aerogel-superfluid system, in particular--to study sound conversion phenomena. We have obtained two alternative sets of equations, one of which is a generalization of a traditional set of nonlinear hydrodynamics equations for the case of an aerogel-superfluid system and, the other one represents a la Putterman equations (equation for v→ s is replaced by equation for A→=((ρ n )/(ρσ))w→, where w→=v→ n -v→ s )
On the Stochastic Wave Equation with Nonlinear Damping
International Nuclear Information System (INIS)
Kim, Jong Uhn
2008-01-01
We discuss an initial boundary value problem for the stochastic wave equation with nonlinear damping. We establish the existence and uniqueness of a solution. Our method for the existence of pathwise solutions consists of regularization of the equation and data, the Galerkin approximation and an elementary measure-theoretic argument. We also prove the existence of an invariant measure when the equation has pure nonlinear damping
DEFF Research Database (Denmark)
Guo, Hairun; Zeng, Xianglong; Zhou, Binbin
2013-01-01
We interpret the purely spectral forward Maxwell equation with up to third-order induced polarizations for pulse propagation and interactions in quadratic nonlinear crystals. The interpreted equation, also named the nonlinear wave equation in the frequency domain, includes quadratic and cubic...... nonlinearities, delayed Raman effects, and anisotropic nonlinearities. The full potential of this wave equation is demonstrated by investigating simulations of solitons generated in the process of ultrafast cascaded second-harmonic generation. We show that a balance in the soliton delay can be achieved due...
International Conference on Differential Equations and Nonlinear Mechanics
2001-01-01
The International Conference on Differential Equations and Nonlinear Mechanics was hosted by the University of Central Florida in Orlando from March 17-19, 1999. One of the conference days was dedicated to Professor V. Lakshmikantham in th honor of his 75 birthday. 50 well established professionals (in differential equations, nonlinear analysis, numerical analysis, and nonlinear mechanics) attended the conference from 13 countries. Twelve of the attendees delivered hour long invited talks and remaining thirty-eight presented invited forty-five minute talks. In each of these talks, the focus was on the recent developments in differential equations and nonlinear mechanics and their applications. This book consists of 29 papers based on the invited lectures, and I believe that it provides a good selection of advanced topics of current interest in differential equations and nonlinear mechanics. I am indebted to the Department of Mathematics, College of Arts and Sciences, Department of Mechanical, Materials and Ae...
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)
Boundary controllability for a nonlinear beam equation
Directory of Open Access Journals (Sweden)
Xiao-Min Cao
2015-09-01
Full Text Available This article concerns a nonlinear system modeling the bending vibrations of a nonlinear beam of length $L>0$. First, we derive the existence of long time solutions near an equilibrium. Then we prove that the nonlinear beam is locally exact controllable around the equilibrium in $H^4(0,L$ and with control functions in $H^2(0,T$. The approach we used are open mapping theorem, local controllability established by linearization, and the induction.
Weierstrass Elliptic Function Solutions to Nonlinear Evolution Equations
International Nuclear Information System (INIS)
Yu Jianping; Sun Yongli
2008-01-01
This paper is based on the relations between projection Riccati equations and Weierstrass elliptic equation, combined with the Groebner bases in the symbolic computation. Then the novel method for constructing the Weierstrass elliptic solutions to the nonlinear evolution equations is given by using the above relations
Soliton solutions of some nonlinear evolution equations with time ...
Indian Academy of Sciences (India)
Abstract. In this paper, we obtain exact soliton solutions of the modified KdV equation, inho- mogeneous nonlinear Schrödinger equation and G(m, n) equation with variable coefficients using solitary wave ansatz. The constraint conditions among the time-dependent coefficients turn out as necessary conditions for the ...
Lectures on nonlinear evolution equations initial value problems
Racke, Reinhard
2015-01-01
This book mainly serves as an elementary, self-contained introduction to several important aspects of the theory of global solutions to initial value problems for nonlinear evolution equations. The book employs the classical method of continuation of local solutions with the help of a priori estimates obtained for small data. The existence and uniqueness of small, smooth solutions that are defined for all values of the time parameter are investigated. Moreover, the asymptotic behavior of the solutions is described as time tends to infinity. The methods for nonlinear wave equations are discussed in detail. Other examples include the equations of elasticity, heat equations, the equations of thermoelasticity, Schrödinger equations, Klein-Gordon equations, Maxwell equations and plate equations. To emphasize the importance of studying the conditions under which small data problems offer global solutions, some blow-up results are briefly described. Moreover, the prospects for corresponding initial-boundary value p...
Global solutions of nonlinear Schrödinger equations
Bourgain, J
1999-01-01
This volume presents recent progress in the theory of nonlinear dispersive equations, primarily the nonlinear Schrödinger (NLS) equation. The Cauchy problem for defocusing NLS with critical nonlinearity is discussed. New techniques and results are described on global existence and properties of solutions with large Cauchy data. Current research in harmonic analysis around Strichartz's inequalities and its relevance to nonlinear PDE is presented. Several topics in NLS theory on bounded domains are reviewed. Using the NLS as an example, the book offers comprehensive insight on current research r
Energy Technology Data Exchange (ETDEWEB)
Mancas, Stefan C. [Department of Mathematics, Embry–Riddle Aeronautical University, Daytona Beach, FL 32114-3900 (United States); Rosu, Haret C., E-mail: hcr@ipicyt.edu.mx [IPICYT, Instituto Potosino de Investigacion Cientifica y Tecnologica, Apdo Postal 3-74 Tangamanga, 78231 San Luis Potosí, SLP (Mexico)
2013-09-02
We emphasize two connections, one well known and another less known, between the dissipative nonlinear second order differential equations and the Abel equations which in their first-kind form have only cubic and quadratic terms. Then, employing an old integrability criterion due to Chiellini, we introduce the corresponding integrable dissipative equations. For illustration, we present the cases of some integrable dissipative Fisher, nonlinear pendulum, and Burgers–Huxley type equations which are obtained in this way and can be of interest in applications. We also show how to obtain Abel solutions directly from the factorization of second order nonlinear equations.
A new auxiliary equation and exact travelling wave solutions of nonlinear equations
International Nuclear Information System (INIS)
Sirendaoreji
2006-01-01
A new auxiliary ordinary differential equation and its solutions are used for constructing exact travelling wave solutions of nonlinear partial differential equations in a unified way. The main idea of this method is to take full advantage of the auxiliary equation which has more new exact solutions. More new exact travelling wave solutions are obtained for the quadratic nonlinear Klein-Gordon equation, the combined KdV and mKdV equation, the sine-Gordon equation and the Whitham-Broer-Kaup equations
Solutions to nonlinear Schrodinger equations for special initial data
Directory of Open Access Journals (Sweden)
Takeshi Wada
2015-11-01
Full Text Available This article concerns the solvability of the nonlinear Schrodinger equation with gauge invariant power nonlinear term in one space dimension. The well-posedness of this equation is known only for $H^s$ with $s\\ge 0$. Under some assumptions on the nonlinearity, this paper shows that this equation is uniquely solvable for special but typical initial data, namely the linear combinations of $\\delta(x$ and p.v. (1/x, which belong to $H^{-1/2-0}$. The proof in this article allows $L^2$-perturbations on the initial data.
New Exact Solutions for New Model Nonlinear Partial Differential Equation
Maher, A.; El-Hawary, H. M.; Al-Amry, M. S.
2013-01-01
In this paper we propose a new form of Padé-II equation, namely, a combined Padé-II and modified Padé-II equation. The mapping method is a promising method to solve nonlinear evaluation equations. Therefore, we apply it, to solve the combined Padé-II and modified Padé-II equation. Exact travelling wave solutions are obtained and expressed in terms of hyperbolic functions, trigonometric functions, rational functions, and elliptic functions.
Positive Solutions for Coupled Nonlinear Fractional Differential Equations
Directory of Open Access Journals (Sweden)
Wenning Liu
2014-01-01
Full Text Available We consider the existence of positive solutions for a coupled system of nonlinear fractional differential equations with integral boundary values. Assume the nonlinear term is superlinear in one equation and sublinear in the other equation. By constructing two cones K1, K2 and computing the fixed point index in product cone K1×K2, we obtain that the system has a pair of positive solutions. It is remarkable that it is established on the Cartesian product of two cones, in which the feature of two equations can be opposite.
Analysis of Nonlinear Fractional Nabla Difference Equations
Directory of Open Access Journals (Sweden)
Jagan Mohan Jonnalagadda
2015-01-01
Full Text Available In this paper, we establish sufficient conditions on global existence and uniqueness of solutions of nonlinear fractional nabla difference systems and investigate the dependence of solutions on initial conditions and parameters.
Forced oscillation of hyperbolic equations with mixed nonlinearities
Directory of Open Access Journals (Sweden)
Yutaka Shoukaku
2012-04-01
Full Text Available In this paper, we consider the mixed nonlinear hyperbolic equations with forcing term via Riccati inequality. Some sufficient conditions for the oscillation are derived by using Young inequality and integral averaging method.
Existence of Solutions of Nonlinear Integrodifferential Equations of ...
Indian Academy of Sciences (India)
Abstract. In this paper we prove the existence of mild and strong solutions of a nonlinear integrodifferential equation of Sobolev type with nonlocal condition. The results are obtained by using semigroup theory and the Schauder fixed point theorem.
Oscillation criteria for fourth-order nonlinear delay dynamic equations
Directory of Open Access Journals (Sweden)
Yunsong Qi
2013-03-01
Full Text Available We obtain criteria for the oscillation of all solutions to a fourth-order nonlinear delay dynamic equation on a time scale that is unbounded from above. The results obtained are illustrated with examples
Solitary wave solutions to nonlinear evolution equations in ...
Indian Academy of Sciences (India)
1Computer Engineering Technique Department, Al-Rafidain University College, Baghdad, ... applied to extract solutions are tan–cot method and functional variable approaches. ... Consider the nonlinear partial differential equation in the form.
Nonlinear damped Schrodinger equation in two space dimensions
Directory of Open Access Journals (Sweden)
Tarek Saanouni
2015-04-01
Full Text Available In this article, we study the initial value problem for a semi-linear damped Schrodinger equation with exponential growth nonlinearity in two space dimensions. We show global well-posedness and exponential decay.
Jacobian elliptic function expansion solutions of nonlinear stochastic equations
International Nuclear Information System (INIS)
Wei Caimin; Xia Zunquan; Tian Naishuo
2005-01-01
Jacobian elliptic function expansion method is extended and applied to construct the exact solutions of the nonlinear Wick-type stochastic partial differential equations (SPDEs) and some new exact solutions are obtained via this method and Hermite transformation
Domain decomposition solvers for nonlinear multiharmonic finite element equations
Copeland, D. M.; Langer, U.
2010-01-01
of a simple elliptic equation for the amplitude. This is true for linear problems, but not for nonlinear problems. However, due to the periodicity of the solution, we can expand the solution in a Fourier series. Truncating this Fourier series
Localized solutions of non-linear Klein--Gordon equations
International Nuclear Information System (INIS)
Werle, J.
1977-05-01
Nondissipative, stationary solutions for a class of nonlinear Klein-Gordon equations for a scalar field were found explicitly. Since the field is different from zero only inside a sphere of definite radius, the solutions are called quantum droplets
An introduction to geometric theory of fully nonlinear parabolic equations
International Nuclear Information System (INIS)
Lunardi, A.
1991-01-01
We study a class of nonlinear evolution equations in general Banach space being an abstract version of fully nonlinear parabolic equations. In addition to results of existence, uniqueness and continuous dependence on the data, we give some qualitative results about stability of the stationary solutions, existence and stability of the periodic orbits. We apply such results to some parabolic problems arising from combustion theory. (author). 24 refs
On the solution of the nonlinear Schrodinger equation
International Nuclear Information System (INIS)
Zayed, E.M.E.; Zedan, Hassan A.
2003-01-01
In this paper we study the nonlinear Schrodinger equation with respect to the unknown function S(x,t). New dimensional reduction and exact solution for a nonlinear Schrodinger equation are presented and a complete group classification is given with respect to the function S(x,t). Moreover, specializing the potential function S(x,t), new classes of invariant solution and group classification are obtained in the cases of physical interest
Topological soliton solutions for some nonlinear evolution equations
Directory of Open Access Journals (Sweden)
Ahmet Bekir
2014-03-01
Full Text Available In this paper, the topological soliton solutions of nonlinear evolution equations are obtained by the solitary wave ansatz method. Under some parameter conditions, exact solitary wave solutions are obtained. Note that it is always useful and desirable to construct exact solutions especially soliton-type (dark, bright, kink, anti-kink, etc. envelope for the understanding of most nonlinear physical phenomena.
Nonlinear analysis of a reaction-diffusion system: Amplitude equations
Energy Technology Data Exchange (ETDEWEB)
Zemskov, E. P., E-mail: zemskov@ccas.ru [Russian Academy of Sciences, Dorodnicyn Computing Center (Russian Federation)
2012-10-15
A reaction-diffusion system with a nonlinear diffusion term is considered. Based on nonlinear analysis, the amplitude equations are obtained in the cases of the Hopf and Turing instabilities in the system. Turing pattern-forming regions in the parameter space are determined for supercritical and subcritical instabilities in a two-component reaction-diffusion system.
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)
Nonlinear ordinary differential equations analytical approximation and numerical methods
Hermann, Martin
2016-01-01
The book discusses the solutions to nonlinear ordinary differential equations (ODEs) using analytical and numerical approximation methods. Recently, analytical approximation methods have been largely used in solving linear and nonlinear lower-order ODEs. It also discusses using these methods to solve some strong nonlinear ODEs. There are two chapters devoted to solving nonlinear ODEs using numerical methods, as in practice high-dimensional systems of nonlinear ODEs that cannot be solved by analytical approximate methods are common. Moreover, it studies analytical and numerical techniques for the treatment of parameter-depending ODEs. The book explains various methods for solving nonlinear-oscillator and structural-system problems, including the energy balance method, harmonic balance method, amplitude frequency formulation, variational iteration method, homotopy perturbation method, iteration perturbation method, homotopy analysis method, simple and multiple shooting method, and the nonlinear stabilized march...
Derivation of an applied nonlinear Schroedinger equation
Energy Technology Data Exchange (ETDEWEB)
Pitts, Todd Alan [Sandia National Laboratories (SNL-NM), Albuquerque, NM (United States); Laine, Mark Richard [Sandia National Laboratories (SNL-NM), Albuquerque, NM (United States); Schwarz, Jens [Sandia National Laboratories (SNL-NM), Albuquerque, NM (United States); Rambo, Patrick K. [Sandia National Laboratories (SNL-NM), Albuquerque, NM (United States); Karelitz, David B. [Sandia National Laboratories (SNL-NM), Albuquerque, NM (United States)
2015-01-01
We derive from first principles a mathematical physics model useful for understanding nonlinear optical propagation (including filamentation). All assumptions necessary for the development are clearly explained. We include the Kerr effect, Raman scattering, and ionization (as well as linear and nonlinear shock, diffraction and dispersion). We explain the phenomenological sub-models and each assumption required to arrive at a complete and consistent theoretical description. The development includes the relationship between shock and ionization and demonstrates why inclusion of Drude model impedance effects alters the nature of the shock operator. Unclassified Unlimited Release
GHM method for obtaining rationalsolutions of nonlinear differential equations.
Vazquez-Leal, Hector; Sarmiento-Reyes, Arturo
2015-01-01
In this paper, we propose the application of the general homotopy method (GHM) to obtain rational solutions of nonlinear differential equations. It delivers a high precision representation of the nonlinear differential equation using a few linear algebraic terms. In order to assess the benefits of this proposal, three nonlinear problems are solved and compared against other semi-analytic methods or numerical methods. The obtained results show that GHM is a powerful tool, capable to generate highly accurate rational solutions. AMS subject classification 34L30.
MINPACK-1, Subroutine Library for Nonlinear Equation System
International Nuclear Information System (INIS)
Garbow, Burton S.
1984-01-01
1 - Description of problem or function: MINPACK1 is a package of FORTRAN subprograms for the numerical solution of systems of non- linear equations and nonlinear least-squares problems. The individual programs are: Identification/Description: - CHKDER: Check gradients for consistency with functions, - DOGLEG: Determine combination of Gauss-Newton and gradient directions, - DPMPAR: Provide double precision machine parameters, - ENORM: Calculate Euclidean norm of vector, - FDJAC1: Calculate difference approximation to Jacobian (nonlinear equations), - FDJAC2: Calculate difference approximation to Jacobian (least squares), - HYBRD: Solve system of nonlinear equations (approximate Jacobian), - HYBRD1: Easy-to-use driver for HYBRD, - HYBRJ: Solve system of nonlinear equations (analytic Jacobian), - HYBRJ1: Easy-to-use driver for HYBRJ, - LMDER: Solve nonlinear least squares problem (analytic Jacobian), - LMDER1: Easy-to-use driver for LMDER, - LMDIF: Solve nonlinear least squares problem (approximate Jacobian), - LMDIF1: Easy-to-use driver for LMDIF, - LMPAR: Determine Levenberg-Marquardt parameter - LMSTR: Solve nonlinear least squares problem (analytic Jacobian, storage conserving), - LMSTR1: Easy-to-use driver for LMSTR, - QFORM: Accumulate orthogonal matrix from QR factorization QRFAC Compute QR factorization of rectangular matrix, - QRSOLV: Complete solution of least squares problem, - RWUPDT: Update QR factorization after row addition, - R1MPYQ: Apply orthogonal transformations from QR factorization, - R1UPDT: Update QR factorization after rank-1 addition, - SPMPAR: Provide single precision machine parameters. 4. Method of solution - MINPACK1 uses the modified Powell hybrid method and the Levenberg-Marquardt algorithm
Several Dynamical Properties for a Nonlinear Shallow Water Equation
Directory of Open Access Journals (Sweden)
Ls Yong
2014-01-01
Full Text Available A nonlinear third order dispersive shallow water equation including the Degasperis-Procesi model is investigated. The existence of weak solutions for the equation is proved in the space L1(R∩BV (R under certain assumptions. The Oleinik type estimate and L2N(R (N is a natural number estimate for the solution are obtained.
Exact solutions of some nonlinear partial differential equations using ...
Indian Academy of Sciences (India)
The functional variable method is a powerful solution method for obtaining exact solutions of some nonlinear partial differential equations. In this paper, the functional variable method is used to establish exact solutions of the generalized forms of Klein–Gordon equation, the (2 + 1)-dimensional Camassa–Holm ...
STABILITY OF NONLINEAR NEUTRAL DIFFERENTIAL EQUATION VIA FIXED POINT
Institute of Scientific and Technical Information of China (English)
无
2012-01-01
In this paper,a nonlinear neutral differential equation is considered.By a fixed point theory,we give some conditions to ensure that the zero solution to the equation is asymptotically stable.Some existing results are improved and generalized.
Application of the trial equation method for solving some nonlinear ...
Indian Academy of Sciences (India)
Therefore, our aim is just to find the function F. Liu has obtained a number of exact solutions to many nonlinear differential equations when F(u) is a polynomial or a rational function. ... In this study, we apply the trial equation method to seek exact solutions of the ... twice and setting the integration constant to zero, we have.
Creation and annihilation of solitons in the string nonlinear equation
International Nuclear Information System (INIS)
Aguero G, M.A.; Espinosa G, A.A.; Martinez O, J.
1997-01-01
Starting from the cubic-quintic Schroedinger equation it is obtained the nonlinear string equation. This system supports regular and singular solitons. It is shown that two singular solitons could be generated after the interaction of two regular solitons and viceversa. (Author)
Multiple solutions to some singular nonlinear Schrodinger equations
Directory of Open Access Journals (Sweden)
Monica Lazzo
2001-01-01
Full Text Available We consider the equation $$ - h^2 Delta u + V_varepsilon(x u = |u|^{p-2} u $$ which arises in the study of standing waves of a nonlinear Schrodinger equation. We allow the potential $V_varepsilon$ to be unbounded below and prove existence and multiplicity results for positive solutions.
Exact solutions for the cubic-quintic nonlinear Schroedinger equation
International Nuclear Information System (INIS)
Zhu Jiamin; Ma Zhengyi
2007-01-01
In this paper, the cubic-quintic nonlinear Schroedinger equation is solved through the extended elliptic sub-equation method. As a consequence, many types of exact travelling wave solutions are obtained which including bell and kink profile solitary wave solutions, triangular periodic wave solutions and singular solutions
Numerical bifurcation analysis of a class of nonlinear renewal equations
Breda, Dimitri; Diekmann, Odo; Liessi, Davide; Scarabel, Francesca
2016-01-01
We show, by way of an example, that numerical bifurcation tools for ODE yield reliable bifurcation diagrams when applied to the pseudospectral approximation of a one-parameter family of nonlinear renewal equations. The example resembles logistic-and Ricker-type population equations and exhibits
Entire solutions of nonlinear differential-difference equations.
Li, Cuiping; Lü, Feng; Xu, Junfeng
2016-01-01
In this paper, we describe the properties of entire solutions of a nonlinear differential-difference equation and a Fermat type equation, and improve several previous theorems greatly. In addition, we also deduce a uniqueness result for an entire function f(z) that shares a set with its shift [Formula: see text], which is a generalization of a result of Liu.
Exact solutions of a nonpolynomially nonlinear Schrodinger equation
International Nuclear Information System (INIS)
Parwani, R.; Tan, H.S.
2007-01-01
A nonlinear generalisation of Schrodinger's equation had previously been obtained using information-theoretic arguments. The nonlinearities in that equation were of a nonpolynomial form, equivalent to the occurrence of higher-derivative nonlinear terms at all orders. Here we construct some exact solutions to that equation in 1+1 dimensions. On the half-line, the solutions resemble (exponentially damped) Bloch waves even though no external periodic potential is included. The solutions are nonperturbative as they do not reduce to solutions of the linear theory in the limit that the nonlinearity parameter vanishes. An intriguing feature of the solutions is their infinite degeneracy: for a given energy, there exists a very large arbitrariness in the normalisable wavefunctions. We also consider solutions to a q-deformed version of the nonlinear equation and discuss a natural discretisation implied by the nonpolynomiality. Finally, we contrast the properties of our solutions with other solutions of nonlinear Schrodinger equations in the literature and suggest some possible applications of our results in the domains of low-energy and high-energy physics
Entropy and convexity for nonlinear partial differential equations.
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.
The numerical dynamic for highly nonlinear partial differential equations
Lafon, A.; Yee, H. C.
1992-01-01
Problems associated with the numerical computation of highly nonlinear equations in computational fluid dynamics are set forth and analyzed in terms of the potential ranges of spurious behaviors. A reaction-convection equation with a nonlinear source term is employed to evaluate the effects related to spatial and temporal discretizations. The discretization of the source term is described according to several methods, and the various techniques are shown to have a significant effect on the stability of the spurious solutions. Traditional linearized stability analyses cannot provide the level of confidence required for accurate fluid dynamics computations, and the incorporation of nonlinear analysis is proposed. Nonlinear analysis based on nonlinear dynamical systems complements the conventional linear approach and is valuable in the analysis of hypersonic aerodynamics and combustion phenomena.
International Nuclear Information System (INIS)
Yan Zhenya
2005-01-01
A new transformation method is developed using the general sine-Gordon travelling wave reduction equation and a generalized transformation. With the aid of symbolic computation, this method can be used to seek more types of solutions of nonlinear differential equations, which include not only the known solutions derived by some known methods but new solutions. Here we choose the double sine-Gordon equation, the Magma equation and the generalized Pochhammer-Chree (PC) equation to illustrate the method. As a result, many types of new doubly periodic solutions are obtained. Moreover when using the method to these special nonlinear differential equations, some transformations are firstly needed. The method can be also extended to other nonlinear differential equations
Reduction of the equation for lower hybrid waves in a plasma to a nonlinear Schroedinger equation
Karney, C. F. F.
1977-01-01
Equations describing the nonlinear propagation of waves in an anisotropic plasma are rarely exactly soluble. However it is often possible to make approximations that reduce the exact equations into a simpler equation. The use of MACSYMA to make such approximations, and so reduce the equation describing lower hybrid waves into the nonlinear Schrodinger equation which is soluble by the inverse scattering method is demonstrated. MACSYMA is used at several stages in the calculation only because there is a natural division between calculations that are easiest done by hand, and those that are easiest done by machine.
Numerical study of fractional nonlinear Schrodinger equations
Klein, Christian; Sparber, Christof; Markowich, Peter A.
2014-01-01
Using a Fourier spectral method, we provide a detailed numerical investigation of dispersive Schrödinger-type equations involving a fractional Laplacian in an one-dimensional case. By an appropriate choice of the dispersive exponent, both mass
Integrable discretization s of derivative nonlinear Schroedinger equations
International Nuclear Information System (INIS)
Tsuchida, Takayuki
2002-01-01
We propose integrable discretizations of derivative nonlinear Schroedinger (DNLS) equations such as the Kaup-Newell equation, the Chen-Lee-Liu equation and the Gerdjikov-Ivanov equation by constructing Lax pairs. The discrete DNLS systems admit the reduction of complex conjugation between two dependent variables and possess bi-Hamiltonian structure. Through transformations of variables and reductions, we obtain novel integrable discretizations of the nonlinear Schroedinger (NLS), modified KdV (mKdV), mixed NLS, matrix NLS, matrix KdV, matrix mKdV, coupled NLS, coupled Hirota, coupled Sasa-Satsuma and Burgers equations. We also discuss integrable discretizations of the sine-Gordon equation, the massive Thirring model and their generalizations. (author)
Relations between nonlinear Riccati equations and other equations in fundamental physics
International Nuclear Information System (INIS)
Schuch, Dieter
2014-01-01
Many phenomena in the observable macroscopic world obey nonlinear evolution equations while the microscopic world is governed by quantum mechanics, a fundamental theory that is supposedly linear. In order to combine these two worlds in a common formalism, at least one of them must sacrifice one of its dogmas. Linearizing nonlinear dynamics would destroy the fundamental property of this theory, however, it can be shown that quantum mechanics can be reformulated in terms of nonlinear Riccati equations. In a first step, it will be shown that the information about the dynamics of quantum systems with analytical solutions can not only be obtainable from the time-dependent Schrödinger equation but equally-well from a complex Riccati equation. Comparison with supersymmetric quantum mechanics shows that even additional information can be obtained from the nonlinear formulation. Furthermore, the time-independent Schrödinger equation can also be rewritten as a complex Riccati equation for any potential. Extension of the Riccati formulation to include irreversible dissipative effects is straightforward. Via (real and complex) Riccati equations, other fields of physics can also be treated within the same formalism, e.g., statistical thermodynamics, nonlinear dynamical systems like those obeying a logistic equation as well as wave equations in classical optics, Bose- Einstein condensates and cosmological models. Finally, the link to abstract ''quantizations'' such as the Pythagorean triples and Riccati equations connected with trigonometric and hyperbolic functions will be shown
Generalized nonlinear Proca equation and its free-particle solutions
Energy Technology Data Exchange (ETDEWEB)
Nobre, F.D. [Centro Brasileiro de Pesquisas Fisicas and National Institute of Science and Technology for Complex Systems, Rio de Janeiro, RJ (Brazil); Plastino, A.R. [Universidad Nacional Buenos Aires-Noreoeste, CeBio y Secretaria de Investigacion, Junin (Argentina)
2016-06-15
We introduce a nonlinear extension of Proca's field theory for massive vector (spin 1) bosons. The associated relativistic nonlinear wave equation is related to recently advanced nonlinear extensions of the Schroedinger, Dirac, and Klein-Gordon equations inspired on the non-extensive generalized thermostatistics. This is a theoretical framework that has been applied in recent years to several problems in nuclear and particle physics, gravitational physics, and quantum field theory. The nonlinear Proca equation investigated here has a power-law nonlinearity characterized by a real parameter q (formally corresponding to the Tsallis entropic parameter) in such a way that the standard linear Proca wave equation is recovered in the limit q → 1. We derive the nonlinear Proca equation from a Lagrangian, which, besides the usual vectorial field Ψ{sup μ}(vector x,t), involves an additional field Φ{sup μ}(vector x,t). We obtain exact time-dependent soliton-like solutions for these fields having the form of a q-plane wave, and we show that both field equations lead to the relativistic energy-momentum relation E{sup 2} = p{sup 2}c{sup 2} + m{sup 2}c{sup 4} for all values of q. This suggests that the present nonlinear theory constitutes a new field theoretical representation of particle dynamics. In the limit of massless particles the present q-generalized Proca theory reduces to Maxwell electromagnetism, and the q-plane waves yield localized, transverse solutions of Maxwell equations. Physical consequences and possible applications are discussed. (orig.)
Nonlinear Fokker-Planck Equations Fundamentals and Applications
Frank, Till Daniel
2005-01-01
Providing an introduction to the theory of nonlinear Fokker-Planck equations, this book discusses fundamental properties of transient and stationary solutions, emphasizing the stability analysis of stationary solutions by means of self-consistency equations, linear stability analysis, and Lyapunov's direct method. Also treated are Langevin equations and correlation functions. Nonlinear Fokker-Planck Equations addresses various phenomena such as phase transitions, multistability of systems, synchronization, anomalous diffusion, cut-off solutions, travelling-wave solutions and the emergence of power law solutions. A nonlinear Fokker-Planck perspective to quantum statistics, generalized thermodynamics, and linear nonequilibrium thermodynamics is given. Theoretical concepts are illustrated where possible by simple examples. The book also reviews several applications in the fields of condensed matter physics, the physics of porous media and liquid crystals, accelerator physics, neurophysics, social sciences, popul...
Exact solutions for a system of nonlinear plasma fluid equations
International Nuclear Information System (INIS)
Prahovic, M.G.; Hazeltine, R.D.; Morrison, P.J.
1991-04-01
A method is presented for constructing exact solutions to a system of nonlinear plasma fluid equations that combines the physics of reduced magnetohydrodynamics and the electrostatic drift-wave description of the Charney-Hasegawa-Mima equation. The system has nonlinearities that take the form of Poisson brackets involving the fluid field variables. The method relies on modifying a class of simple equilibrium solutions, but no approximations are made. A distinguishing feature is that the original nonlinear problem is reduced to the solution of two linear partial differential equations, one fourth-order and the other first-order. The first-order equation has Hamiltonian characteristics and is easily integrated, supplying information about the general structure of solutions. 6 refs
New variable separation approach: application to nonlinear diffusion equations
International Nuclear Information System (INIS)
Zhang Shunli; Lou, S Y; Qu Changzheng
2003-01-01
The concept of the derivative-dependent functional separable solution (DDFSS), as a generalization to the functional separable solution, is proposed. As an application, it is used to discuss the generalized nonlinear diffusion equations based on the generalized conditional symmetry approach. As a consequence, a complete list of canonical forms for such equations which admit the DDFSS is obtained and some exact solutions to the resulting equations are described
Self-similar solutions of the modified nonlinear schrodinger equation
International Nuclear Information System (INIS)
Kitaev, A.V.
1986-01-01
This paper considers a 2 x 2 matrix linear ordinary differential equation with large parameter t and irregular singular point of fourth order at infinity. The leading order of the monodromy data of this equation is calculated in terms of its coefficients. Isomonodromic deformations of the equation are self-similar solutions of the modified nonlinear Schrodinger equation, and therefore inversion of the expressions obtained for the monodromy data gives the leading term in the time-asymptotic behavior of the self-similar solution. The application of these results to the type IV Painleve equation is considered in detail
Complex nonlinear Lagrangian for the Hasegawa-Mima equation
International Nuclear Information System (INIS)
Dewar, R.L.; Abdullatif, R.F.; Sangeetha, G.G.
2005-01-01
The Hasegawa-Mima equation is the simplest nonlinear single-field model equation that captures the essence of drift wave dynamics. Like the Schroedinger equation it is first order in time. However its coefficients are real, so if the potential φ is initially real it remains real. However, by embedding φ in the space of complex functions a simple Lagrangian is found from which the Hasegawa-Mima equation may be derived from Hamilton's Principle. This Lagrangian is used to derive an action conservation equation which agrees with that of Biskamp and Horton. (author)
Linear differential equations to solve nonlinear mechanical problems: A novel approach
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...
Comment on connections between nonlinear evolution equations
International Nuclear Information System (INIS)
Fuchssteiner, B.; Hefter, E.F.
1981-01-01
An open problem raised in a recent paper by Chodos is treated. We explain the reason for the interrelation between the conservation laws of the Korteweg-de Vries (KdV) and sine-Gordon equations. We point out that it is due to a corresponding connection between the infinite-dimensional Abelian symmetry groups of these equations. While it has been known for a long time that a Baecklund transformation (in this case the Miura transformation) connects corresponding members of the KdV and the sine-Gordon families, it is quite obvious that no Baecklund transformation can exist between different members of these families. And since the KdV and sine-Gordon equations do not correspond to each other, one cannot expect a Baecklund transformation between them; nevertheless we can give explicit relations between their two-soliton solutions. No inverse scattering techniques are used in this paper
Nonlinear partial differential equation in engineering
Ames, William F
1972-01-01
In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation;methods for low-rank mat
Backward stochastic differential equations from linear to fully nonlinear theory
Zhang, Jianfeng
2017-01-01
This book provides a systematic and accessible approach to stochastic differential equations, backward stochastic differential equations, and their connection with partial differential equations, as well as the recent development of the fully nonlinear theory, including nonlinear expectation, second order backward stochastic differential equations, and path dependent partial differential equations. Their main applications and numerical algorithms, as well as many exercises, are included. The book focuses on ideas and clarity, with most results having been solved from scratch and most theories being motivated from applications. It can be considered a starting point for junior researchers in the field, and can serve as a textbook for a two-semester graduate course in probability theory and stochastic analysis. It is also accessible for graduate students majoring in financial engineering.
Multi-diffusive nonlinear Fokker–Planck equation
International Nuclear Information System (INIS)
Ribeiro, Mauricio S; Casas, Gabriela A; Nobre, Fernando D
2017-01-01
Nonlinear Fokker–Planck equations, characterized by more than one diffusion term, have appeared recently in literature. Here, it is shown that these equations may be derived either from approximations in a master equation, or from a Langevin-type approach. An H-theorem is proven, relating these Fokker–Planck equations to an entropy composed by a sum of contributions, each of them associated with a given diffusion term. Moreover, the stationary state of the Fokker–Planck equation is shown to coincide with the equilibrium state, obtained by extremization of the entropy, in the sense that both procedures yield precisely the same equation. Due to the nonlinear character of this equation, the equilibrium probability may be obtained, in most cases, only by means of numerical approaches. Some examples are worked out, where the equilibrium probability distribution is computed for nonlinear Fokker–Planck equations presenting two diffusion terms, corresponding to an entropy characterized by a sum of two contributions. It is shown that the resulting equilibrium distribution, in general, presents a form that differs from a sum of the equilibrium distributions that maximizes each entropic contribution separately, although in some cases one may construct such a linear combination as a good approximation for the equilibrium distribution. (paper)
International Nuclear Information System (INIS)
Liu Chunliang; Xie Xi; Chen Yinbao
1991-01-01
The universal nonlinear dynamic system equation is equivalent to its nonlinear Volterra's integral equation, and any order approximate analytical solution of the nonlinear Volterra's integral equation is obtained by exact analytical method, thus giving another derivation procedure as well as another computation algorithm for the solution of the universal nonlinear dynamic system equation
International Nuclear Information System (INIS)
Belmonte-Beitia, Juan; Calvo, Gabriel F.
2009-01-01
In this Letter, by means of similarity transformations, we construct explicit solutions to the quintic nonlinear Schroedinger equation with potentials and nonlinearities depending both on time and on the spatial coordinates. We present the general approach and use it to study some examples and find nontrivial explicit solutions such as periodic (breathers), quasiperiodic and bright and dark soliton solutions
Blow-Up Time for Nonlinear Heat Equations with Transcendental Nonlinearity
Directory of Open Access Journals (Sweden)
Hee Chul Pak
2012-01-01
Full Text Available A blow-up time for nonlinear heat equations with transcendental nonlinearity is investigated. An upper bound of the first blow-up time is presented. It is pointed out that the upper bound of the first blow-up time depends on the support of the initial datum.
Nonlinear MHD-equations: symmetries, solutions and conservation laws
International Nuclear Information System (INIS)
Samokhin, A.V.
1985-01-01
To investigate stability and nonlinear effects in a high-temperature plasma the system of two scalar nonlinear equations is considered. The algebra of classical symmetries of this system and a certain natural part of its conservation laws are described. It is shown that first, with symmetries one can derive invariant (self-similar) solutions, second, acting with symmetry on the known solution the latter can be included into parametric family
Perturbation Solutions of the Quintic Duffing Equation with Strong Nonlinearities
Directory of Open Access Journals (Sweden)
Mehmet Pakdemirli
Full Text Available The quintic Duffing equation with strong nonlinearities is considered. Perturbation solutions are constructed using two different techniques: The classical multiple scales method (MS and the newly developed multiple scales Lindstedt Poincare method (MSLP. The validity criteria for admissible solutions are derived. Both approximate solutions are contrasted with the numerical solutions. It is found that MSLP provides compatible solution with the numerical solution for strong nonlinearities whereas MS solution fail to produce physically acceptable solution for large perturbation parameters.
Embedded solitons in the third-order nonlinear Schroedinger equation
International Nuclear Information System (INIS)
Pal, Debabrata; Ali, Sk Golam; Talukdar, B
2008-01-01
We work with a sech trial function with space-dependent soliton parameters and envisage a variational study for the nonlinear Schoedinger (NLS) equation in the presence of third-order dispersion. We demonstrate that the variational equations for pulse evolution in this NLS equation provide a natural basis to derive a potential model which can account for the existence of a continuous family of embedded solitons supported by the third-order NLS equation. Each member of the family is parameterized by the propagation velocity and co-efficient of the third-order dispersion
Yang, Xiao; Du, Dianlou
2010-08-01
The Poisson structure on CN×RN is introduced to give the Hamiltonian system associated with a spectral problem which yields the nonlinear Schrödinger (NLS) hierarchy. The Hamiltonian system is proven to be Liouville integrable. Some (2+1)-dimensional equations including NLS equation, Kadomtesev-Petviashvili I (KPI) equation, coupled KPI equation, and modified Kadomtesev-Petviashvili (mKP) equation, are decomposed into Hamilton flows via the NLS hierarchy. The algebraic curve, Abel-Jacobi coordinates, and Riemann-Jacobi inversion are used to obtain the algebrogeometric solutions of these equations.
International Nuclear Information System (INIS)
Yang Xiao; Du Dianlou
2010-01-01
The Poisson structure on C N xR N is introduced to give the Hamiltonian system associated with a spectral problem which yields the nonlinear Schroedinger (NLS) hierarchy. The Hamiltonian system is proven to be Liouville integrable. Some (2+1)-dimensional equations including NLS equation, Kadomtesev-Petviashvili I (KPI) equation, coupled KPI equation, and modified Kadomtesev-Petviashvili (mKP) equation, are decomposed into Hamilton flows via the NLS hierarchy. The algebraic curve, Abel-Jacobi coordinates, and Riemann-Jacobi inversion are used to obtain the algebrogeometric solutions of these equations.
Universality in an information-theoretic motivated nonlinear Schrodinger equation
International Nuclear Information System (INIS)
Parwani, R; Tabia, G
2007-01-01
Using perturbative methods, we analyse a nonlinear generalization of Schrodinger's equation that had previously been obtained through information-theoretic arguments. We obtain analytical expressions for the leading correction, in terms of the nonlinearity scale, to the energy eigenvalues of the linear Schrodinger equation in the presence of an external potential and observe some generic features. In one space dimension these are (i) for nodeless ground states, the energy shifts are subleading in the nonlinearity parameter compared to the shifts for the excited states; (ii) the shifts for the excited states are due predominantly to contribution from the nodes of the unperturbed wavefunctions, and (iii) the energy shifts for excited states are positive for small values of a regulating parameter and negative at large values, vanishing at a universal critical value that is not manifest in the equation. Some of these features hold true for higher dimensional problems. We also study two exactly solved nonlinear Schrodinger equations so as to contrast our observations. Finally, we comment on the possible significance of our results if the nonlinearity is physically realized
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
Superdiffusions and positive solutions of nonlinear partial differential equations
Dynkin, E B
2004-01-01
This book is devoted to the applications of probability theory to the theory of nonlinear partial differential equations. More precisely, it is shown that all positive solutions for a class of nonlinear elliptic equations in a domain are described in terms of their traces on the boundary of the domain. The main probabilistic tool is the theory of superdiffusions, which describes a random evolution of a cloud of particles. A substantial enhancement of this theory is presented that can be of interest for everybody who works on applications of probabilistic methods to mathematical analysis.
Solving Nonlinear Partial Differential Equations with Maple and Mathematica
Shingareva, Inna K
2011-01-01
The emphasis of the book is given in how to construct different types of solutions (exact, approximate analytical, numerical, graphical) of numerous nonlinear PDEs correctly, easily, and quickly. The reader can learn a wide variety of techniques and solve numerous nonlinear PDEs included and many other differential equations, simplifying and transforming the equations and solutions, arbitrary functions and parameters, presented in the book). Numerous comparisons and relationships between various types of solutions, different methods and approaches are provided, the results obtained in Maple an
Variational principle for nonlinear gyrokinetic Vlasov--Maxwell equations
International Nuclear Information System (INIS)
Brizard, Alain J.
2000-01-01
A new variational principle for the nonlinear gyrokinetic Vlasov--Maxwell equations is presented. This Eulerian variational principle uses constrained variations for the gyrocenter Vlasov distribution in eight-dimensional extended phase space and turns out to be simpler than the Lagrangian variational principle recently presented by H. Sugama [Phys. Plasmas 7, 466 (2000)]. A local energy conservation law is then derived explicitly by the Noether method. In future work, this new variational principle will be used to derive self-consistent, nonlinear, low-frequency Vlasov--Maxwell bounce-gyrokinetic equations, in which the fast gyromotion and bounce-motion time scales have been eliminated
Properties of some nonlinear Schroedinger equations motivated through information theory
International Nuclear Information System (INIS)
Yuan, Liew Ding; Parwani, Rajesh R
2009-01-01
We update our understanding of nonlinear Schroedinger equations motivated through information theory. In particular we show that a q-deformation of the basic nonlinear equation leads to a perturbative increase in the energy of a system, thus favouring the simplest q = 1 case. Furthermore the energy minimisation criterion is shown to be equivalent, at leading order, to an uncertainty maximisation argument. The special value η = 1/4 for the interpolation parameter, where leading order energy shifts vanish, implies the preservation of existing supersymmetry in nonlinearised supersymmetric quantum mechanics. Physically, η might be encoding relativistic effects.
Numerical simulation of nonlinear continuity equations by evolving diffeomorphisms
Carrillo, José A.
2016-09-22
In this paper we present a numerical scheme for nonlinear continuity equations, which is based on the gradient flow formulation of an energy functional with respect to the quadratic transportation distance. It can be applied to a large class of nonlinear continuity equations, whose dynamics are driven by internal energies, given external potentials and/or interaction energies. The solver is based on its variational formulation as a gradient flow with respect to the Wasserstein distance. Positivity of solutions as well as energy decrease of the semi-discrete scheme are guaranteed by its construction. We illustrate this property with various examples in spatial dimension one and two.
Stability of Nonlinear Neutral Stochastic Functional Differential Equations
Directory of Open Access Journals (Sweden)
Minggao Xue
2010-01-01
Full Text Available Neutral stochastic functional differential equations (NSFDEs have recently been studied intensively. The well-known conditions imposed for the existence and uniqueness and exponential stability of the global solution are the local Lipschitz condition and the linear growth condition. Therefore, the existing results cannot be applied to many important nonlinear NSFDEs. The main aim of this paper is to remove the linear growth condition and establish a Khasminskii-type test for nonlinear NSFDEs. New criteria not only cover a wide class of highly nonlinear NSFDEs but they can also be verified much more easily than the classical criteria. Finally, several examples are given to illustrate main results.
Nonlinear evolution equations for waves in random media
International Nuclear Information System (INIS)
Pelinovsky, E.; Talipova, T.
1994-01-01
The scope of this paper is to highlight the main ideas of asymptotical methods applying in modern approaches of description of nonlinear wave propagation in random media. We start with the discussion of the classical conception of ''mean field''. Then an exactly solvable model describing nonlinear wave propagation in the medium with fluctuating parameters is considered in order to demonstrate that the ''mean field'' method is not correct. We develop new asymptotic procedures of obtaining the nonlinear evolution equations for the wave fields in random media. (author). 16 refs
Integrability of a system of two nonlinear Schroedinger equations
International Nuclear Information System (INIS)
Zhukhunashvili, V.Z.
1989-01-01
In recent years the inverse scattering method has achieved significant successes in the integration of nonlinear models that arise in different branches of physics. However, its region of applicability is still restricted, i.e., not all nonlinear models can be integrated. In view of the great mathematical difficulties that arise in integration, it is clearly worth testing a model for integrability before turning to integration. Such a possibility is provided by the Zakharov-Schulman method. The question of the integrability of a system of two nonlinear Schroedinger equations is resolved. It is shown that the previously known cases exhaust all integrable variants
Reduction of the state vector by a nonlinear Schrodinger equation
International Nuclear Information System (INIS)
Pearle, P.
1976-01-01
It is hypothesized that the state vector describes the physical state of a single system in nature. Then it is necessary that the state vector of a macroscopic apparatus not assume the form of a superposition of macroscopically distinguishable state vectors. To prevent this, it is suggested that a nonlinear term be added to the Schrodinger equation, which rapidly drives the amplitude of one or another of the state vectors in such a superposition to one, and the rest to zero. It is proposed that it is the phase angles of the amplitudes immediately after a measurement which determine which amplitude is driven to one. A diffusion equation is arrived at to describe the reduction of an ensemble of state vectors corresponding to an ensemble of macroscopically identically prepared experiments. Then a nonlinear term to add to the Schrodinger equation is presented, and it is shown that this leads to the diffusion equation in a weak-coupling approximation
Closed form solutions of two time fractional nonlinear wave equations
Directory of Open Access Journals (Sweden)
M. Ali Akbar
2018-06-01
Full Text Available In this article, we investigate the exact traveling wave solutions of two nonlinear time fractional wave equations. The fractional derivatives are described in the sense of conformable fractional derivatives. In addition, the traveling wave solutions are accomplished in the form of hyperbolic, trigonometric, and rational functions involving free parameters. To investigate such types of solutions, we implement the new generalized (G′/G-expansion method. The extracted solutions are reliable, useful and suitable to comprehend the optimal control problems, chaotic vibrations, global and local bifurcations and resonances, furthermore, fission and fusion phenomena occur in solitons, the relativistic energy-momentum relation, scalar electrodynamics, quantum relativistic one-particle theory, electromagnetic interactions etc. The results reveal that the method is very fruitful and convenient for exploring nonlinear differential equations of fractional order treated in theoretical physics. Keywords: Traveling wave solution, Soliton, Generalized (G′/G-expansion method, Time fractional Duffing equation, Time fractional Riccati equation
Nonlinear electrostatic wave equations for magnetized plasmas - II
DEFF Research Database (Denmark)
Dysthe, K. B.; Mjølhus, E.; Pécseli, H. L.
1985-01-01
For pt.I see ibid., vol.26, p.443-7 (1984). The problem of extending the high frequency part of the Zakharov equations for nonlinear electrostatic waves to magnetized plasmas, is considered. Weak electromagnetic and thermal effects are retained on an equal footing. Direction dependent (electrosta......For pt.I see ibid., vol.26, p.443-7 (1984). The problem of extending the high frequency part of the Zakharov equations for nonlinear electrostatic waves to magnetized plasmas, is considered. Weak electromagnetic and thermal effects are retained on an equal footing. Direction dependent...... (electrostatic) cut-off implies that various cases must be considered separately, leading to equations with rather different properties. Various equations encountered previously in the literature are recovered as limiting cases....
Soliton solutions of coupled nonlinear Klein-Gordon equations
International Nuclear Information System (INIS)
Alagesan, T.; Chung, Y.; Nakkeeran, K.
2004-01-01
The coupled nonlinear Klein-Gordon equations are analyzed for their integrability properties in a systematic manner through Painleve test. From the Painleve test, by truncating the Laurent series at the constant level term, the Hirota bilinear form is identified, from which one-soliton solutions are derived. Then, the results are generalized to the two, three and N-coupled Klein-Gordon equations
Asymptotic Behavior of Solutions for Nonlinear Volterra Discrete Equations
Directory of Open Access Journals (Sweden)
E. Messina
2008-01-01
Full Text Available We consider nonlinear difference equations of unbounded order of the form xi=bi−∑j=0iai,jfi−j(xj, i=0,1,2,…, where fj(x (j=0,…,i are suitable functions. We establish sufficient conditions for the boundedness and the convergence of xi as i→+∞. Some of these conditions are interesting mainly for studying stability of numerical methods for Volterra integral equations.
Iteration of some discretizations of the nonlinear Schroedinger equation
International Nuclear Information System (INIS)
Ross, K.A.; Thompson, C.J.
1986-01-01
We consider several discretizations of the nonlinear Schroedinger equation which lead naturally to the study of some symmetric difference equations of the form PHIsub(n+1) + PHIsub(n-1) = f(PHIsub(n)). We find a variety of interesting and exotic behaviour from simple closed orbits to intricate patterns of orbits and loops in the (PHIsub(n+1),PHIsub(n)) phase-plane. Some analytical results for a special case are also presented. (orig.)
Khokhlov Zabolotskaya Kuznetsov type equation: nonlinear acoustics in heterogeneous media
Kostin, Ilya; Panasenko, Grigory
2006-04-01
The KZK type equation introduced in this Note differs from the traditional form of the KZK model known in acoustics by the assumptions on the nonlinear term. For this modified form, a global existence and uniqueness result is established for the case of non-constant coefficients. Afterwards the asymptotic behaviour of the solution of the KZK type equation with rapidly oscillating coefficients is studied. To cite this article: I. Kostin, G. Panasenko, C. R. Mecanique 334 (2006).
Evans functions and bifurcations of nonlinear waves of some nonlinear reaction diffusion equations
Zhang, Linghai
2017-10-01
The main purposes of this paper are to accomplish the existence, stability, instability and bifurcation of the nonlinear waves of the nonlinear system of reaction diffusion equations ut =uxx + α [ βH (u - θ) - u ] - w, wt = ε (u - γw) and to establish the existence, stability, instability and bifurcation of the nonlinear waves of the nonlinear scalar reaction diffusion equation ut =uxx + α [ βH (u - θ) - u ], under different conditions on the model constants. To establish the bifurcation for the system, we will study the existence and instability of a standing pulse solution if 0 1; the existence and instability of two standing wave fronts if 2 (1 + αγ) θ = αβγ and 0 traveling wave front as well as the existence and instability of a standing pulse solution if 0 traveling wave front as well as the existence and instability of an upside down standing pulse solution if 0 traveling wave back of the nonlinear scalar reaction diffusion equation ut =uxx + α [ βH (u - θ) - u ] -w0, where w0 = α (β - 2 θ) > 0 is a positive constant, if 0 motivation to study the existence, stability, instability and bifurcations of the nonlinear waves is to study the existence and stability/instability of infinitely many fast/slow multiple traveling pulse solutions of the nonlinear system of reaction diffusion equations. The existence and stability of infinitely many fast multiple traveling pulse solutions are of great interests in mathematical neuroscience.
Solitonlike solutions of the generalized discrete nonlinear Schrödinger equation
DEFF Research Database (Denmark)
Rasmussen, Kim; Henning, D.; Gabriel, H.
1996-01-01
We investigate the solution properties oi. a generalized discrete nonlinear Schrodinger equation describing a nonlinear lattice chain. The generalized equation interpolates between the integrable discrete Ablowitz-Ladik equation and the nonintegrable discrete Schrodinger equation. Special interes...... nonlinear Schrodinger equation. In this way eve are able to construct coherent solitonlike structures of profile determined by the map parameters.......We investigate the solution properties oi. a generalized discrete nonlinear Schrodinger equation describing a nonlinear lattice chain. The generalized equation interpolates between the integrable discrete Ablowitz-Ladik equation and the nonintegrable discrete Schrodinger equation. Special interest...
Iterative solution of a nonlinear operator equation
International Nuclear Information System (INIS)
Chidume, C.E.
1988-01-01
Suppose X=L p , p ≥ 2, and K is a non-empty closed convex subset of X. Suppose T:K → X is a monotonic Lipschitzian mapping with Lipschitz constant L ≥ 1 such that, for x in K and fixed f in X, the equation x+Tx=f has a solution in K. Define the sequence (x n ) ∞ n=0 by x 0 is an element of K, x n+1 =x n +λr n , for n ≥ 1, where λ=((p-1)L 2 ) -1 and r n =f-x n -Tx n . Then, (x n ) ∞ n=0 converges strongly to a solution of x+Tx=f in K. Convergence is at least as fast as a geometric progression with ratio (1-λ) 1/2 . A related result deals with convergence of the sequence (x n ) ∞ n=0 when T is monotone and locally Lipschitzian. (author). 19 refs
Advances in nonlinear partial differential equations and stochastics
Kawashima, S
1998-01-01
In the past two decades, there has been great progress in the theory of nonlinear partial differential equations. This book describes the progress, focusing on interesting topics in gas dynamics, fluid dynamics, elastodynamics etc. It contains ten articles, each of which discusses a very recent result obtained by the author. Some of these articles review related results.
Evolutionary algorithm based heuristic scheme for nonlinear heat transfer equations.
Ullah, Azmat; Malik, Suheel Abdullah; Alimgeer, Khurram Saleem
2018-01-01
In this paper, a hybrid heuristic scheme based on two different basis functions i.e. Log Sigmoid and Bernstein Polynomial with unknown parameters is used for solving the nonlinear heat transfer equations efficiently. The proposed technique transforms the given nonlinear ordinary differential equation into an equivalent global error minimization problem. Trial solution for the given nonlinear differential equation is formulated using a fitness function with unknown parameters. The proposed hybrid scheme of Genetic Algorithm (GA) with Interior Point Algorithm (IPA) is opted to solve the minimization problem and to achieve the optimal values of unknown parameters. The effectiveness of the proposed scheme is validated by solving nonlinear heat transfer equations. The results obtained by the proposed scheme are compared and found in sharp agreement with both the exact solution and solution obtained by Haar Wavelet-Quasilinearization technique which witnesses the effectiveness and viability of the suggested scheme. Moreover, the statistical analysis is also conducted for investigating the stability and reliability of the presented scheme.
Projection-iteration methods for solving nonlinear operator equations
International Nuclear Information System (INIS)
Nguyen Minh Chuong; Tran thi Lan Anh; Tran Quoc Binh
1989-09-01
In this paper, the authors investigate a nonlinear operator equation in uniformly convex Banach spaces as in metric spaces by using stationary and nonstationary generalized projection-iteration methods. Convergence theorems in the strong and weak sense were established. (author). 7 refs
dimensional nonlinear Schrödinger equation with spatially
Indian Academy of Sciences (India)
Hong-Yu Wu
2017-08-16
Aug 16, 2017 ... HONG-YU WU. ∗ and LI-HONG JIANG ... Our present work provides a detailed answer to these questions. ... with the self-consistency condition |Y(θ,ϕ)|2 = 1. Equation (4) .... [4] L Q Kong and C Q Dai, Nonlinear Dyn. 81, 1553 ...
Topological horseshoes in travelling waves of discretized nonlinear wave equations
International Nuclear Information System (INIS)
Chen, Yi-Chiuan; Chen, Shyan-Shiou; Yuan, Juan-Ming
2014-01-01
Applying the concept of anti-integrable limit to coupled map lattices originated from space-time discretized nonlinear wave equations, we show that there exist topological horseshoes in the phase space formed by the initial states of travelling wave solutions. In particular, the coupled map lattices display spatio-temporal chaos on the horseshoes
An approximation method for nonlinear integral equations of Hammerstein type
International Nuclear Information System (INIS)
Chidume, C.E.; Moore, C.
1989-05-01
The solution of a nonlinear integral equation of Hammerstein type in Hilbert spaces is approximated by means of a fixed point iteration method. Explicit error estimates are given and, in some cases, convergence is shown to be at least as fast as a geometric progression. (author). 25 refs
Perturbation method for periodic solutions of nonlinear jerk equations
International Nuclear Information System (INIS)
Hu, H.
2008-01-01
A Lindstedt-Poincare type perturbation method with bookkeeping parameters is presented for determining accurate analytical approximate periodic solutions of some third-order (jerk) differential equations with cubic nonlinearities. In the process of the solution, higher-order approximate angular frequencies are obtained by Newton's method. A typical example is given to illustrate the effectiveness and simplicity of the proposed method
Invariant Solutions for a Class of Perturbed Nonlinear Wave Equations
Directory of Open Access Journals (Sweden)
Waheed A. Ahmed
2017-11-01
Full Text Available Approximate symmetries of a class of perturbed nonlinear wave equations are computed using two newly-developed methods. Invariant solutions associated with the approximate symmetries are constructed for both methods. Symmetries and solutions are compared through discussing the advantages and disadvantages of each method.
Evolutionary algorithm based heuristic scheme for nonlinear heat transfer equations.
Directory of Open Access Journals (Sweden)
Azmat Ullah
Full Text Available In this paper, a hybrid heuristic scheme based on two different basis functions i.e. Log Sigmoid and Bernstein Polynomial with unknown parameters is used for solving the nonlinear heat transfer equations efficiently. The proposed technique transforms the given nonlinear ordinary differential equation into an equivalent global error minimization problem. Trial solution for the given nonlinear differential equation is formulated using a fitness function with unknown parameters. The proposed hybrid scheme of Genetic Algorithm (GA with Interior Point Algorithm (IPA is opted to solve the minimization problem and to achieve the optimal values of unknown parameters. The effectiveness of the proposed scheme is validated by solving nonlinear heat transfer equations. The results obtained by the proposed scheme are compared and found in sharp agreement with both the exact solution and solution obtained by Haar Wavelet-Quasilinearization technique which witnesses the effectiveness and viability of the suggested scheme. Moreover, the statistical analysis is also conducted for investigating the stability and reliability of the presented scheme.
Topological horseshoes in travelling waves of discretized nonlinear wave equations
Energy Technology Data Exchange (ETDEWEB)
Chen, Yi-Chiuan, E-mail: YCChen@math.sinica.edu.tw [Institute of Mathematics, Academia Sinica, Taipei 10617, Taiwan (China); Chen, Shyan-Shiou, E-mail: sschen@ntnu.edu.tw [Department of Mathematics, National Taiwan Normal University, Taipei 11677, Taiwan (China); Yuan, Juan-Ming, E-mail: jmyuan@pu.edu.tw [Department of Financial and Computational Mathematics, Providence University, Shalu, Taichung 43301, Taiwan (China)
2014-04-15
Applying the concept of anti-integrable limit to coupled map lattices originated from space-time discretized nonlinear wave equations, we show that there exist topological horseshoes in the phase space formed by the initial states of travelling wave solutions. In particular, the coupled map lattices display spatio-temporal chaos on the horseshoes.
Quantum osp-invariant non-linear Schroedinger equation
International Nuclear Information System (INIS)
Kulish, P.P.
1985-04-01
The generalizations of the non-linear Schroedinger equation (NS) associated with the orthosymplectic superalgebras are formulated. The simplest osp(1/2)-NS model is solved by the quantum inverse scattering method on a finite interval under periodic boundary conditions as well as on the wholeline in the case of a finite number of excitations. (author)
Oscillation criteria for first-order forced nonlinear difference equations
Grace Said R; Agarwal Ravi P; Smith Tim
2006-01-01
Some new criteria for the oscillation of first-order forced nonlinear difference equations of the form Δx(n)+q1(n)xμ(n+1) = q2(n)xλ(n+1)+e(n), where λ, μ are the ratios of positive odd integers 0 <μ < 1 and λ > 1, are established.
The Local Stability of Solutions for a Nonlinear Equation
Directory of Open Access Journals (Sweden)
Haibo Yan
2014-01-01
Full Text Available The approach of Kruzkov’s device of doubling the variables is applied to establish the local stability of strong solutions for a nonlinear partial differential equation in the space L1(R by assuming that the initial value only lies in the space L1(R∩L∞(R.
An inhomogeneous wave equation and non-linear Diophantine approximation
DEFF Research Database (Denmark)
Beresnevich, V.; Dodson, M. M.; Kristensen, S.
2008-01-01
A non-linear Diophantine condition involving perfect squares and arising from an inhomogeneous wave equation on the torus guarantees the existence of a smooth solution. The exceptional set associated with the failure of the Diophantine condition and hence of the existence of a smooth solution...
Nonlinear anisotropic elliptic equations with variable exponents and degenerate coercivity
Directory of Open Access Journals (Sweden)
Hocine Ayadi
2018-02-01
Full Text Available In this article, we prove the existence and the regularity of distributional solutions for a class of nonlinear anisotropic elliptic equations with $p_i(x$ growth conditions, degenerate coercivity and $L^{m(\\cdot}$ data, with $m(\\cdot$ being small, in appropriate Lebesgue-Sobolev spaces with variable exponents. The obtained results extend some existing ones [8,10].
Travelling solitons in the parametrically driven nonlinear Schroedinger equation
International Nuclear Information System (INIS)
Barashenkov, I.V.; Zemlyanaya, E.V.; Baer, M.
2000-01-01
We show that the parametrically driven nonlinear Schroedinger equation has wide classes of travelling soliton solutions, some of which are stable. For small driving strengths stable nonpropagating and moving solitons co-exist while strongly forced solitons can only be stable when moving sufficiently fast
Numerical treatments for solving nonlinear mixed integral equation
Directory of Open Access Journals (Sweden)
M.A. Abdou
2016-12-01
Full Text Available We consider a mixed type of nonlinear integral equation (MNLIE of the second kind in the space C[0,T]×L2(Ω,T<1. The Volterra integral terms (VITs are considered in time with continuous kernels, while the Fredholm integral term (FIT is considered in position with singular general kernel. Using the quadratic method and separation of variables method, we obtain a nonlinear system of Fredholm integral equations (NLSFIEs with singular kernel. A Toeplitz matrix method, in each case, is then used to obtain a nonlinear algebraic system. Numerical results are calculated when the kernels take a logarithmic form or Carleman function. Moreover, the error estimates, in each case, are then computed.
New non-linear modified massless Klein-Gordon equation
Energy Technology Data Exchange (ETDEWEB)
Asenjo, Felipe A. [Universidad Adolfo Ibanez, UAI Physics Center, Santiago (Chile); Universidad Adolfo Ibanez, Facultad de Ingenieria y Ciencias, Santiago (Chile); Hojman, Sergio A. [Universidad Adolfo Ibanez, UAI Physics Center, Santiago (Chile); Universidad Adolfo Ibanez, Departamento de Ciencias, Facultad de Artes Liberales, Santiago (Chile); Universidad de Chile, Departamento de Fisica, Facultad de Ciencias, Santiago (Chile); Centro de Recursos Educativos Avanzados, CREA, Santiago (Chile)
2017-11-15
The massless Klein-Gordon equation on arbitrary curved backgrounds allows for solutions which develop ''tails'' inside the light cone and, therefore, do not strictly follow null geodesics as discovered by DeWitt and Brehme almost 60 years ago. A modification of the massless Klein-Gordon equation is presented, which always exhibits null geodesic propagation of waves on arbitrary curved spacetimes. This new equation is derived from a Lagrangian which exhibits current-current interaction. Its non-linearity is due to a self-coupling term which is related to the quantum mechanical Bohm potential. (orig.)
Two-dimensional nonlinear equations of supersymmetric gauge theories
International Nuclear Information System (INIS)
Savel'ev, M.V.
1985-01-01
Supersymmetric generalization of two-dimensional nonlinear dynamical equations of gauge theories is presented. The nontrivial dynamics of a physical system in the supersymmetry and supergravity theories for (2+2)-dimensions is described by the integrable embeddings of Vsub(2/2) superspace into the flat enveloping superspace Rsub(N/M), supplied with the structure of a Lie superalgebra. An equation is derived which describes a supersymmetric generalization of the two-dimensional Toda lattice. It contains both super-Liouville and Sinh-Gordon equations
An Efficient Series Solution for Nonlinear Multiterm Fractional Differential Equations
Directory of Open Access Journals (Sweden)
Moh’d Khier Al-Srihin
2017-01-01
Full Text Available In this paper, we introduce an efficient series solution for a class of nonlinear multiterm fractional differential equations of Caputo type. The approach is a generalization to our recent work for single fractional differential equations. We extend the idea of the Taylor series expansion method to multiterm fractional differential equations, where we overcome the difficulty of computing iterated fractional derivatives, which are difficult to be computed in general. The terms of the series are obtained sequentially using a closed formula, where only integer derivatives have to be computed. Several examples are presented to illustrate the efficiency of the new approach and comparison with the Adomian decomposition method is performed.
Global dynamics and control of a comprehensive nonlinear beam equation
International Nuclear Information System (INIS)
You Yuncheng; Taboada, M.
1994-01-01
A nonlinear hinged extensible elastic beam equation with the structural damping and Balakrishnan-Taylor damping of full exponent is studied as a general model for large space structures. It is proved that there exists an absorbing set in the energy space and that there exist inertial manifolds whose exponential attracting rates however are nonuniform. The control spillover problem associated with the stabilization of this equation is resolved by constructing a linear finite-dimensional feedback control based on the existence of inertial manifolds of the uncontrolled equation. Moreover, the results obtained are robust with respect to uncertainty in the structural parameters. (author). 5 refs
A nonlinear wave equation in nonadiabatic flame propagation
International Nuclear Information System (INIS)
Booty, M.R.; Matalon, M.; Matkowsky, B.J.
1988-01-01
The authors derive a nonlinear wave equation from the diffusional thermal model of gaseous combustion to describe the evolution of a flame front. The equation arises as a long wave theory, for values of the volumeric heat loss in a neighborhood of the extinction point (beyond which planar uniformly propagating flames cease to exist), and for Lewis numbers near the critical value beyond which uniformly propagating planar flames lose stability via a degenerate Hopf bifurcation. Analysis of the equation suggests the possibility of a singularity developing in finite time
Nonlinear dynamics in the Einstein-Friedmann equation
International Nuclear Information System (INIS)
Tanaka, Yosuke; Mizuno, Yuji; Ohta, Shigetoshi; Mori, Keisuke; Horiuchi, Tanji
2009-01-01
We have studied the gravitational field equations on the basis of general relativity and nonlinear dynamics. The space component of the Einstein-Friedmann equation shows the chaotic behaviours in case the following conditions are satisfied: (i)the expanding ratio: h=x . /x max = +0.14) for the occurrence of the chaotic behaviours in the Einstein-Friedmann equation (0 ≤ λ ≤ +0.14). The numerical calculations are performed with the use of the Microsoft EXCEL(2003), and the results are shown in the following cases; λ = 2b = +0.06 and +0.14.
Exact non-linear equations for cosmological perturbations
Energy Technology Data Exchange (ETDEWEB)
Gong, Jinn-Ouk [Asia Pacific Center for Theoretical Physics, Pohang 37673 (Korea, Republic of); Hwang, Jai-chan [Department of Astronomy and Atmospheric Sciences, Kyungpook National University, Daegu 41566 (Korea, Republic of); Noh, Hyerim [Korea Astronomy and Space Science Institute, Daejeon 34055 (Korea, Republic of); Wu, David Chan Lon; Yoo, Jaiyul, E-mail: jinn-ouk.gong@apctp.org, E-mail: jchan@knu.ac.kr, E-mail: hr@kasi.re.kr, E-mail: clwu@physik.uzh.ch, E-mail: jyoo@physik.uzh.ch [Center for Theoretical Astrophysics and Cosmology, Institute for Computational Science, Universität Zürich, CH-8057 Zürich (Switzerland)
2017-10-01
We present a complete set of exact and fully non-linear equations describing all three types of cosmological perturbations—scalar, vector and tensor perturbations. We derive the equations in a thoroughly gauge-ready manner, so that any spatial and temporal gauge conditions can be employed. The equations are completely general without any physical restriction except that we assume a flat homogeneous and isotropic universe as a background. We also comment briefly on the application of our formulation to the non-expanding Minkowski background.
Solution of linear and nonlinear matrix systems. Application to a nonlinear diffusion equation
International Nuclear Information System (INIS)
Bonnet, M.; Meurant, G.
1978-01-01
Different methods of solution of linear and nonlinear algebraic systems are applied to the nonlinear system obtained by discretizing a nonlinear diffusion equation. For linear systems, methods in general use of alternating directions type or Gauss Seidel's methods are compared to more recent ones of the type of generalized conjugate gradient; the superiority of the latter is shown by numerical examples. For nonlinear systems, a method on nonlinear conjugate gradient is studied as also Newton's method and some of its variants. It should be noted, however that Newton's method is found to be more efficient when coupled with a good method for solution of the linear system. To conclude, such methods are used to solve a nonlinear diffusion problem and the numerical results obtained are to be compared [fr
Solution of linear and nonlinear matrix systems. Application to a nonlinear diffusion equation
International Nuclear Information System (INIS)
Bonnet, M.; Meurant, G.
1978-01-01
The object of this study is to compare different methods of solving linear and nonlinear algebraic systems and to apply them to the nonlinear system obtained by discretizing a nonlinear diffusion equation. For linear systems the conventional methods of alternating direction type or Gauss Seidel's methods are compared to more recent ones of the type of generalized conjugate gradient; the superiority of the latter is shown by numerical examples. For nonlinear systems, a method of nonlinear conjugate gradient is studied together with Newton's method and some of its variants. It should be noted, however, that Newton's method is found to be more efficient when coupled with a good method for solving the linear system. As a conclusion, these methods are used to solve a nonlinear diffusion problem and the numerical results obtained are compared [fr
Optimal analytic method for the nonlinear Hasegawa-Mima equation
Baxter, Mathew; Van Gorder, Robert A.; Vajravelu, Kuppalapalle
2014-05-01
The Hasegawa-Mima equation is a nonlinear partial differential equation that describes the electric potential due to a drift wave in a plasma. In the present paper, we apply the method of homotopy analysis to a slightly more general Hasegawa-Mima equation, which accounts for hyper-viscous damping or viscous dissipation. First, we outline the method for the general initial/boundary value problem over a compact rectangular spatial domain. We use a two-stage method, where both the convergence control parameter and the auxiliary linear operator are optimally selected to minimize the residual error due to the approximation. To do the latter, we consider a family of operators parameterized by a constant which gives the decay rate of the solutions. After outlining the general method, we consider a number of concrete examples in order to demonstrate the utility of this approach. The results enable us to study properties of the initial/boundary value problem for the generalized Hasegawa-Mima equation. In several cases considered, we are able to obtain solutions with extremely small residual errors after relatively few iterations are computed (residual errors on the order of 10-15 are found in multiple cases after only three iterations). The results demonstrate that selecting a parameterized auxiliary linear operator can be extremely useful for minimizing residual errors when used concurrently with the optimal homotopy analysis method, suggesting that this approach can prove useful for a number of nonlinear partial differential equations arising in physics and nonlinear mechanics.
Exact solutions of nonlinear generalizations of the Klein Gordon and Schrodinger equations
International Nuclear Information System (INIS)
Burt, P.B.
1978-01-01
Exact solutions of sine Gordon and multiple sine Gordon equations are constructed in terms of solutions of a linear base equation, the Klein Gordon equation and also in terms of nonlinear base equations where the nonlinearity is polynomial in the dependent variable. Further, exact solutions of nonlinear generalizations of the Schrodinger equation and of additional nonlinear generalizations of the Klein Gordon equation are constructed in terms of solutions of linear base equations. Finally, solutions with spherical symmetry, of nonlinear Klein Gordon equations are given. 14 references
Traveling wavefront solutions to nonlinear reaction-diffusion-convection equations
International Nuclear Information System (INIS)
Indekeu, Joseph O; Smets, Ruben
2017-01-01
Physically motivated modified Fisher equations are studied in which nonlinear convection and nonlinear diffusion is allowed for besides the usual growth and spread of a population. It is pointed out that in a large variety of cases separable functions in the form of exponentially decaying sharp wavefronts solve the differential equation exactly provided a co-moving point source or sink is active at the wavefront. The velocity dispersion and front steepness may differ from those of some previously studied exact smooth traveling wave solutions. For an extension of the reaction-diffusion-convection equation, featuring a memory effect in the form of a maturity delay for growth and spread, also smooth exact wavefront solutions are obtained. The stability of the solutions is verified analytically and numerically. (paper)
Traveling wavefront solutions to nonlinear reaction-diffusion-convection equations
Indekeu, Joseph O.; Smets, Ruben
2017-08-01
Physically motivated modified Fisher equations are studied in which nonlinear convection and nonlinear diffusion is allowed for besides the usual growth and spread of a population. It is pointed out that in a large variety of cases separable functions in the form of exponentially decaying sharp wavefronts solve the differential equation exactly provided a co-moving point source or sink is active at the wavefront. The velocity dispersion and front steepness may differ from those of some previously studied exact smooth traveling wave solutions. For an extension of the reaction-diffusion-convection equation, featuring a memory effect in the form of a maturity delay for growth and spread, also smooth exact wavefront solutions are obtained. The stability of the solutions is verified analytically and numerically.
Non-linear wave equations:Mathematical techniques
International Nuclear Information System (INIS)
1978-01-01
An account of certain well-established mathematical methods, which prove useful to deal with non-linear partial differential equations is presented. Within the strict framework of Functional Analysis, it describes Semigroup Techniques in Banach Spaces as well as variational approaches towards critical points. Detailed proofs are given of the existence of local and global solutions of the Cauchy problem and of the stability of stationary solutions. The formal approach based upon invariance under Lie transformations deserves attention due to its wide range of applicability, even if the explicit solutions thus obtained do not allow for a deep analysis of the equations. A compre ensive introduction to the inverse scattering approach and to the solution concept for certain non-linear equations of physical interest are also presented. A detailed discussion is made about certain convergence and stability problems which arise in importance need not be emphasized. (author) [es
A mixed finite element method for nonlinear diffusion equations
Burger, Martin; Carrillo, José
2010-01-01
We propose a mixed finite element method for a class of nonlinear diffusion equations, which is based on their interpretation as gradient flows in optimal transportation metrics. We introduce an appropriate linearization of the optimal transport problem, which leads to a mixed symmetric formulation. This formulation preserves the maximum principle in case of the semi-discrete scheme as well as the fully discrete scheme for a certain class of problems. In addition solutions of the mixed formulation maintain exponential convergence in the relative entropy towards the steady state in case of a nonlinear Fokker-Planck equation with uniformly convex potential. We demonstrate the behavior of the proposed scheme with 2D simulations of the porous medium equations and blow-up questions in the Patlak-Keller-Segel model. © American Institute of Mathematical Sciences.
Spectral transform and solvability of nonlinear evolution equations
International Nuclear Information System (INIS)
Degasperis, A.
1979-01-01
These lectures deal with an exciting development of the last decade, namely the resolving method based on the spectral transform which can be considered as an extension of the Fourier analysis to nonlinear evolution equations. Since many important physical phenomena are modeled by nonlinear partial wave equations this method is certainly a major breakthrough in mathematical physics. We follow the approach, introduced by Calogero, which generalizes the usual Wronskian relations for solutions of a Sturm-Liouville problem. Its application to the multichannel Schroedinger problem will be the subject of these lectures. We will focus upon dynamical systems described at time t by a multicomponent field depending on one space coordinate only. After recalling the Fourier technique for linear evolution equations we introduce the spectral transform method taking the integral equations of potential scattering as an example. The second part contains all the basic functional relationships between the fields and their spectral transforms as derived from the Wronskian approach. In the third part we discuss a particular class of solutions of nonlinear evolution equations, solitons, which are considered by many physicists as a first step towards an elementary particle theory, because of their particle-like behaviour. The effect of the polarization time-dependence on the motion of the soliton is studied by means of the corresponding spectral transform, leading to new concepts such as the 'boomeron' and the 'trappon'. The rich dynamic structure is illustrated by a brief report on the main results of boomeron-boomeron and boomeron-trappon collisions. In the final section we discuss further results concerning important properties of the solutions of basic nonlinear equations. We introduce the Baecklund transform for the special case of scalar fields and demonstrate how it can be used to generate multisoliton solutions and how the conservation laws are obtained. (HJ)
Center manifold for nonintegrable nonlinear Schroedinger equations on the line
International Nuclear Information System (INIS)
Weder, R.
2000-01-01
In this paper we study the following nonlinear Schroedinger equation on the line, where f is real-valued, and it satisfies suitable conditions on regularity, on growth as a function of u and on decay as x → ± ∞. The generic potential, V, is real-valued and it is chosen so that the spectrum of H:= -d 2 /dx 2 +V consists of one simple negative eigenvalue and absolutely-continuous spectrum filling (0,∞). The solutions to this equation have, in general, a localized and a dispersive component. The nonlinear bound states, that bifurcate from the zero solution at the energy of the eigenvalue of H, define an invariant center manifold that consists of the orbits of time-periodic localized solutions. We prove that all small solutions approach a particular periodic orbit in the center manifold as t→ ± ∞. In general, the periodic orbits are different for t→ ± ∞. Our result implies also that the nonlinear bound states are asymptotically stable, in the sense that each solution with initial data near a nonlinear bound state is asymptotic as t→ ± ∞ to the periodic orbits of nearby nonlinear bound states that are, in general, different for t→ ± ∞. (orig.)
International Nuclear Information System (INIS)
Zhang Huiqun
2009-01-01
By using a new coupled Riccati equations, a direct algebraic method, which was applied to obtain exact travelling wave solutions of some complex nonlinear equations, is improved. And the exact travelling wave solutions of the complex KdV equation, Boussinesq equation and Klein-Gordon equation are investigated using the improved method. The method presented in this paper can also be applied to construct exact travelling wave solutions for other nonlinear complex equations.
Traveling wave solutions for two nonlinear evolution equations with nonlinear terms of any order
International Nuclear Information System (INIS)
Feng Qing-Hua; Zhang Yao-Ming; Meng Fan-Wei
2011-01-01
In this paper, based on the known first integral method and the Riccati sub-ordinary differential equation (ODE) method, we try to seek the exact solutions of the general Gardner equation and the general Benjamin—Bona—Mahoney equation. As a result, some traveling wave solutions for the two nonlinear equations are established successfully. Also we make a comparison between the two methods. It turns out that the Riccati sub-ODE method is more effective than the first integral method in handling the proposed problems, and more general solutions are constructed by the Riccati sub-ODE method. (general)
Operational Solution to the Nonlinear Klein-Gordon Equation
Bengochea, G.; Verde-Star, L.; Ortigueira, M.
2018-05-01
We obtain solutions of the nonlinear Klein-Gordon equation using a novel operational method combined with the Adomian polynomial expansion of nonlinear functions. Our operational method does not use any integral transforms nor integration processes. We illustrate the application of our method by solving several examples and present numerical results that show the accuracy of the truncated series approximations to the solutions. Supported by Grant SEP-CONACYT 220603, the first author was supported by SEP-PRODEP through the project UAM-PTC-630, the third author was supported by Portuguese National Funds through the FCT Foundation for Science and Technology under the project PEst-UID/EEA/00066/2013
Taylor's series method for solving the nonlinear point kinetics equations
International Nuclear Information System (INIS)
Nahla, Abdallah A.
2011-01-01
Highlights: → Taylor's series method for nonlinear point kinetics equations is applied. → The general order of derivatives are derived for this system. → Stability of Taylor's series method is studied. → Taylor's series method is A-stable for negative reactivity. → Taylor's series method is an accurate computational technique. - Abstract: Taylor's series method for solving the point reactor kinetics equations with multi-group of delayed neutrons in the presence of Newtonian temperature feedback reactivity is applied and programmed by FORTRAN. This system is the couples of the stiff nonlinear ordinary differential equations. This numerical method is based on the different order derivatives of the neutron density, the precursor concentrations of i-group of delayed neutrons and the reactivity. The r th order of derivatives are derived. The stability of Taylor's series method is discussed. Three sets of applications: step, ramp and temperature feedback reactivities are computed. Taylor's series method is an accurate computational technique and stable for negative step, negative ramp and temperature feedback reactivities. This method is useful than the traditional methods for solving the nonlinear point kinetics equations.
Quasi-periodic solutions of nonlinear beam equations with quintic quasi-periodic nonlinearities
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Qiuju Tuo
2015-01-01
Full Text Available In this article, we consider the one-dimensional nonlinear beam equations with quasi-periodic quintic nonlinearities $$ u_{tt}+u_{xxxx}+(B+ \\varepsilon\\phi(tu^5=0 $$ under periodic boundary conditions, where B is a positive constant, $\\varepsilon$ is a small positive parameter, $\\phi(t$ is a real analytic quasi-periodic function in t with frequency vector $\\omega=(\\omega_1,\\omega_2,\\dots,\\omega_m$. It is proved that the above equation admits many quasi-periodic solutions by KAM theory and partial Birkhoff normal form.
Painleve analysis, conservation laws, and symmetry of perturbed nonlinear equations
International Nuclear Information System (INIS)
Basak, S.; Chowdhury, A.R.
1987-01-01
The authors consider the Lie-Backlund symmetries and conservation laws of a perturbed KdV equation and NLS equation. The arbitrary coefficients of the perturbing terms can be related to the condition of existence of nontrivial LB symmetry generators. When the perturbed KdV equation is subjected to Painleve analysis a la Weiss, it is found that the resonance position changes compared to the unperturbed one. They prove the compatibility of the overdetermined set of equations obtained at the different stages of recursion relations, at least for one branch. All other branches are also indicated and difficulties associated them are discussed considering the perturbation parameter epsilon to be small. They determine the Lax pair for the aforesaid branch through the use of Schwarzian derivative. For the perturbed NLS equation they determine the conservation laws following the approach of Chen and Liu. From the recurrence of these conservation laws a Lax pair is constructed. But the Painleve analysis does not produce a positive answer for the perturbed NLS equation. So here they have two contrasting examples of perturbed nonlinear equations: one passes the Painleve test and its Lax pair can be found from the analysis itself, but the other equation does not meet the criterion of the Painleve test, though its Lax pair is found in another way
Physical dynamics of quasi-particles in nonlinear wave equations
Energy Technology Data Exchange (ETDEWEB)
Christov, Ivan [Department of Mathematics, Texas A and M University, College Station, TX 77843-3368 (United States)], E-mail: christov@alum.mit.edu; Christov, C.I. [Department of Mathematics, University of Louisiana at Lafayette, Lafayette, LA 70504-1010 (United States)], E-mail: christov@louisiana.edu
2008-02-04
By treating the centers of solitons as point particles and studying their discrete dynamics, we demonstrate a new approach to the quantization of the soliton solutions of the sine-Gordon equation, one of the first model nonlinear field equations. In particular, we show that a linear superposition of the non-interacting shapes of two solitons offers a qualitative (and to a good approximation quantitative) description of the true two-soliton solution, provided that the trajectories of the centers of the superimposed solitons are considered unknown. Via variational calculus, we establish that the dynamics of the quasi-particles obey a pseudo-Newtonian law, which includes cross-mass terms. The successful identification of the governing equations of the (discrete) quasi-particles from the (continuous) field equation shows that the proposed approach provides a basis for the passage from the continuous to a discrete description of the field.
Physical dynamics of quasi-particles in nonlinear wave equations
International Nuclear Information System (INIS)
Christov, Ivan; Christov, C.I.
2008-01-01
By treating the centers of solitons as point particles and studying their discrete dynamics, we demonstrate a new approach to the quantization of the soliton solutions of the sine-Gordon equation, one of the first model nonlinear field equations. In particular, we show that a linear superposition of the non-interacting shapes of two solitons offers a qualitative (and to a good approximation quantitative) description of the true two-soliton solution, provided that the trajectories of the centers of the superimposed solitons are considered unknown. Via variational calculus, we establish that the dynamics of the quasi-particles obey a pseudo-Newtonian law, which includes cross-mass terms. The successful identification of the governing equations of the (discrete) quasi-particles from the (continuous) field equation shows that the proposed approach provides a basis for the passage from the continuous to a discrete description of the field
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 ...
Solving nonlinear evolution equation system using two different methods
Kaplan, Melike; Bekir, Ahmet; Ozer, Mehmet N.
2015-12-01
This paper deals with constructing more general exact solutions of the coupled Higgs equation by using the (G0/G, 1/G)-expansion and (1/G0)-expansion methods. The obtained solutions are expressed by three types of functions: hyperbolic, trigonometric and rational functions with free parameters. It has been shown that the suggested methods are productive and will be used to solve nonlinear partial differential equations in applied mathematics and engineering. Throughout the paper, all the calculations are made with the aid of the Maple software.
Various Newton-type iterative methods for solving nonlinear equations
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Manoj Kumar
2013-10-01
Full Text Available The aim of the present paper is to introduce and investigate new ninth and seventh order convergent Newton-type iterative methods for solving nonlinear equations. The ninth order convergent Newton-type iterative method is made derivative free to obtain seventh-order convergent Newton-type iterative method. These new with and without derivative methods have efficiency indices 1.5518 and 1.6266, respectively. The error equations are used to establish the order of convergence of these proposed iterative methods. Finally, various numerical comparisons are implemented by MATLAB to demonstrate the performance of the developed methods.
Comparison Criteria for Nonlinear Functional Dynamic Equations of Higher Order
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Taher S. Hassan
2016-01-01
Full Text Available We will consider the higher order functional dynamic equations with mixed nonlinearities of the form xnt+∑j=0Npjtϕγjxφjt=0, on an above-unbounded time scale T, where n≥2, xi(t≔ri(tϕαixi-1Δ(t, i=1,…,n-1, with x0=x, ϕβ(u≔uβsgnu, and α[i,j]≔αi⋯αj. The function φi:T→T is a rd-continuous function such that limt→∞φi(t=∞ for j=0,1,…,N. The results extend and improve some known results in the literature on higher order nonlinear dynamic equations.
Intermittent Motion, Nonlinear Diffusion Equation and Tsallis Formalism
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Ervin K. Lenzi
2017-01-01
Full Text Available We investigate an intermittent process obtained from the combination of a nonlinear diffusion equation and pauses. We consider the porous media equation with reaction terms related to the rate of switching the particles from the diffusive mode to the resting mode or switching them from the resting to the movement. The results show that in the asymptotic limit of small and long times, the spreading of the system is essentially governed by the diffusive term. The behavior exhibited for intermediate times depends on the rates present in the reaction terms. In this scenario, we show that, in the asymptotic limits, the distributions for this process are given by in terms of power laws which may be related to the q-exponential present in the Tsallis statistics. Furthermore, we also analyze a situation characterized by different diffusive regimes, which emerges when the diffusive term is a mixing of linear and nonlinear terms.
Closed form solutions of two time fractional nonlinear wave equations
Akbar, M. Ali; Ali, Norhashidah Hj. Mohd.; Roy, Ripan
2018-06-01
In this article, we investigate the exact traveling wave solutions of two nonlinear time fractional wave equations. The fractional derivatives are described in the sense of conformable fractional derivatives. In addition, the traveling wave solutions are accomplished in the form of hyperbolic, trigonometric, and rational functions involving free parameters. To investigate such types of solutions, we implement the new generalized (G‧ / G) -expansion method. The extracted solutions are reliable, useful and suitable to comprehend the optimal control problems, chaotic vibrations, global and local bifurcations and resonances, furthermore, fission and fusion phenomena occur in solitons, the relativistic energy-momentum relation, scalar electrodynamics, quantum relativistic one-particle theory, electromagnetic interactions etc. The results reveal that the method is very fruitful and convenient for exploring nonlinear differential equations of fractional order treated in theoretical physics.
Hidden regularity for a strongly nonlinear wave equation
International Nuclear Information System (INIS)
Rivera, J.E.M.
1988-08-01
The nonlinear wave equation u''-Δu+f(u)=v in Q=Ωx]0,T[;u(0)=u 0 ,u'(0)=u 1 in Ω; u(x,t)=0 on Σ= Γx]0,T[ where f is a continuous function satisfying, lim |s| sup →+∞ f(s)/s>-∞, and Ω is a bounded domain of R n with smooth boundary Γ, is analysed. It is shown that there exist a solution for the presented nonlinear wave equation that satisfies the regularity condition: |∂u/∂ η|ε L 2 (Σ). Moreover, it is shown that there exist a constant C>0 such that, |∂u/∂ η|≤c{ E(0)+|v| 2 Q }. (author) [pt
Nonlinear gyrokinetic Maxwell-Vlasov equations using magnetic coordinates
International Nuclear Information System (INIS)
Brizard, A.
1988-09-01
A gyrokinetic formalism using magnetic coordinates is used to derive self-consistent, nonlinear Maxwell-Vlasov equations that are suitable for particle simulation studies of finite-β tokamak microturbulence and its associated anomalous transport. The use of magnetic coordinates is an important feature of this work as it introduces the toroidal geometry naturally into our gyrokinetic formalism. The gyrokinetic formalism itself is based on the use of the Action-variational Lie perturbation method of Cary and Littlejohn, and preserves the Hamiltonian structure of the original Maxwell-Vlasov system. Previous nonlinear gyrokinetic sets of equations suitable for particle simulation analysis have considered either electrostatic and shear-Alfven perturbations in slab geometry, or electrostatic perturbations in toroidal geometry. In this present work, fully electromagnetic perturbations in toroidal geometry are considered. 26 refs
Nonlinear partial differential equations for scientists and engineers
Debnath, Lokenath
1997-01-01
"An exceptionally complete overview. There are numerous examples and the emphasis is on applications to almost all areas of science and engineering. There is truly something for everyone here. This reviewer feels that it is a very hard act to follow, and recommends it strongly. [This book] is a jewel." ---Applied Mechanics Review (Review of First Edition) This expanded and revised second edition is a comprehensive and systematic treatment of linear and nonlinear partial differential equations and their varied applications. Building upon the successful material of the first book, this edition contains updated modern examples and applications from areas of fluid dynamics, gas dynamics, plasma physics, nonlinear dynamics, quantum mechanics, nonlinear optics, acoustics, and wave propagation. Methods and properties of solutions are presented, along with their physical significance, making the book more useful for a diverse readership. Topics and key features: * Thorough coverage of derivation and methods of soluti...
Loss of Energy Concentration in Nonlinear Evolution Beam Equations
Garrione, Maurizio; Gazzola, Filippo
2017-12-01
Motivated by the oscillations that were seen at the Tacoma Narrows Bridge, we introduce the notion of solutions with a prevailing mode for the nonlinear evolution beam equation u_{tt} + u_{xxxx} + f(u)= g(x, t) in bounded space-time intervals. We give a new definition of instability for these particular solutions, based on the loss of energy concentration on their prevailing mode. We distinguish between two different forms of energy transfer, one physiological (unavoidable and depending on the nonlinearity) and one due to the insurgence of instability. We then prove a theoretical result allowing to reduce the study of this kind of infinite-dimensional stability to that of a finite-dimensional approximation. With this background, we study the occurrence of instability for three different kinds of nonlinearities f and for some forcing terms g, highlighting some of their structural properties and performing some numerical simulations.
New Efficient Fourth Order Method for Solving Nonlinear Equations
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Farooq Ahmad
2013-12-01
Full Text Available In a paper [Appl. Math. Comput., 188 (2 (2007 1587--1591], authors have suggested and analyzed a method for solving nonlinear equations. In the present work, we modified this method by using the finite difference scheme, which has a quintic convergence. We have compared this modified Halley method with some other iterative of fifth-orders convergence methods, which shows that this new method having convergence of fourth order, is efficient.
Nonlocal Symmetries to Systems of Nonlinear Diffusion Equations
International Nuclear Information System (INIS)
Qu Changzheng; Kang Jing
2008-01-01
In this paper, we study potential symmetries to certain systems of nonlinear diffusion equations. Those systems have physical applications in soil science, mathematical biology, and invariant curve flows in R 3 . Lie point symmetries of the potential system, which cannot be projected to vector fields of the given dependent and independent variables, yield potential symmetries. The class of the system that admits potential symmetries is expanded.
Strong phase correlations of solitons of nonlinear Schroedinger equation
International Nuclear Information System (INIS)
Litvak, A.G.; Mironov, V.A.; Protogenov, A.P.
1994-06-01
We discuss the possibility to suppress the collapse in the nonlinear 2+1 D Schroedinger equation by using the gauge theory of strong phase correlations. It is shown that invariance relative to q-deformed Hopf algebra with deformation parameter q being the fourth root of unity makes the values of the Chern-Simons term coefficient, k=2, and of the coupling constant, g=1/2, fixed; no collapsing solutions are present at those values. (author). 21 refs
Inhomogeneous critical nonlinear Schroedinger equations with a harmonic potential
International Nuclear Information System (INIS)
Cao Daomin; Han Pigong
2010-01-01
In this paper, we study the Cauchy problem of the inhomogeneous nonlinear Schroedinger equation with a harmonic potential: i∂ t u=-div(f(x)∇u)+|x| 2 u-k(x)|u| 4/N u, x is an element of R N , N≥1, which models the remarkable Bose-Einstein condensation. We discuss the existence and nonexistence results and investigate the limiting profile of blow-up solutions with critical mass.
DEFF Research Database (Denmark)
Oster, Michael; Gaididei, Yuri B.; Johansson, Magnus
2004-01-01
We study the continuum limit of a nonlinear Schrodinger lattice model with both on-site and inter-site nonlinearities, describing weakly coupled optical waveguides or Bose-Einstein condensates. The resulting continuum nonlinear Schrodinger-type equation includes both nonlocal and nonlinear...
Periodic solutions for one dimensional wave equation with bounded nonlinearity
Ji, Shuguan
2018-05-01
This paper is concerned with the periodic solutions for the one dimensional nonlinear wave equation with either constant or variable coefficients. The constant coefficient model corresponds to the classical wave equation, while the variable coefficient model arises from the forced vibrations of a nonhomogeneous string and the propagation of seismic waves in nonisotropic media. For finding the periodic solutions of variable coefficient wave equation, it is usually required that the coefficient u (x) satisfies ess infηu (x) > 0 with ηu (x) = 1/2 u″/u - 1/4 (u‧/u)2, which actually excludes the classical constant coefficient model. For the case ηu (x) = 0, it is indicated to remain an open problem by Barbu and Pavel (1997) [6]. In this work, for the periods having the form T = 2p-1/q (p , q are positive integers) and some types of boundary value conditions, we find some fundamental properties for the wave operator with either constant or variable coefficients. Based on these properties, we obtain the existence of periodic solutions when the nonlinearity is monotone and bounded. Such nonlinearity may cross multiple eigenvalues of the corresponding wave operator. In particular, we do not require the condition ess infηu (x) > 0.
Numerical method for the nonlinear Fokker-Planck equation
International Nuclear Information System (INIS)
Zhang, D.S.; Wei, G.W.; Kouri, D.J.; Hoffman, D.K.
1997-01-01
A practical method based on distributed approximating functionals (DAFs) is proposed for numerically solving a general class of nonlinear time-dependent Fokker-Planck equations. The method relies on a numerical scheme that couples the usual path-integral concept to the DAF idea. The high accuracy and reliability of the method are illustrated by applying it to an exactly solvable nonlinear Fokker-Planck equation, and the method is compared with the accurate K-point Stirling interpolation formula finite-difference method. The approach is also used successfully to solve a nonlinear self-consistent dynamic mean-field problem for which both the cumulant expansion and scaling theory have been found by Drozdov and Morillo [Phys. Rev. E 54, 931 (1996)] to be inadequate to describe the occurrence of a long-lived transient bimodality. The standard interpretation of the transient bimodality in terms of the flat region in the kinetic potential fails for the present case. An alternative analysis based on the effective potential of the Schroedinger-like Fokker-Planck equation is suggested. Our analysis of the transient bimodality is strongly supported by two examples that are numerically much more challenging than other examples that have been previously reported for this problem. copyright 1997 The American Physical Society
Directory of Open Access Journals (Sweden)
H. Jafari
2010-07-01
Full Text Available In this paper, nonlinear Klein-Gordon equation with quadratic term is solved by means of an analytic technique, namely the Homotopy analysis method (HAM.Comparisons are made between the Adomian decomposition method (ADM, the exact solution and homotopy analysis method. The results reveal that the proposed method is very effective and simple.
Improved algorithm for solving nonlinear parabolized stability equations
Zhao, Lei; Zhang, Cun-bo; Liu, Jian-xin; Luo, Ji-sheng
2016-08-01
Due to its high computational efficiency and ability to consider nonparallel and nonlinear effects, nonlinear parabolized stability equations (NPSE) approach has been widely used to study the stability and transition mechanisms. However, it often diverges in hypersonic boundary layers when the amplitude of disturbance reaches a certain level. In this study, an improved algorithm for solving NPSE is developed. In this algorithm, the mean flow distortion is included into the linear operator instead of into the nonlinear forcing terms in NPSE. An under-relaxation factor for computing the nonlinear terms is introduced during the iteration process to guarantee the robustness of the algorithm. Two case studies, the nonlinear development of stationary crossflow vortices and the fundamental resonance of the second mode disturbance in hypersonic boundary layers, are presented to validate the proposed algorithm for NPSE. Results from direct numerical simulation (DNS) are regarded as the baseline for comparison. Good agreement can be found between the proposed algorithm and DNS, which indicates the great potential of the proposed method on studying the crossflow and streamwise instability in hypersonic boundary layers. Project supported by the National Natural Science Foundation of China (Grant Nos. 11332007 and 11402167).
Improved algorithm for solving nonlinear parabolized stability equations
International Nuclear Information System (INIS)
Zhao Lei; Zhang Cun-bo; Liu Jian-xin; Luo Ji-sheng
2016-01-01
Due to its high computational efficiency and ability to consider nonparallel and nonlinear effects, nonlinear parabolized stability equations (NPSE) approach has been widely used to study the stability and transition mechanisms. However, it often diverges in hypersonic boundary layers when the amplitude of disturbance reaches a certain level. In this study, an improved algorithm for solving NPSE is developed. In this algorithm, the mean flow distortion is included into the linear operator instead of into the nonlinear forcing terms in NPSE. An under-relaxation factor for computing the nonlinear terms is introduced during the iteration process to guarantee the robustness of the algorithm. Two case studies, the nonlinear development of stationary crossflow vortices and the fundamental resonance of the second mode disturbance in hypersonic boundary layers, are presented to validate the proposed algorithm for NPSE. Results from direct numerical simulation (DNS) are regarded as the baseline for comparison. Good agreement can be found between the proposed algorithm and DNS, which indicates the great potential of the proposed method on studying the crossflow and streamwise instability in hypersonic boundary layers. (paper)
Stokes phenomena and monodromy deformation problem for nonlinear Schrodinger equation
International Nuclear Information System (INIS)
Chowdury, A.R.; Naskar, M.
1986-01-01
Following Flaschka and Newell, the inverse problem for Painleve IV is formulated with the help of similarity variables. The Painleve IV arises as the eliminant of the two second-order ordinary differential equations originating from the nonlinear Schrodinger equation. Asymptotic expansions are obtained near the singularities at zero and infinity of the complex eigenvalue plane. The corresponding analysis then displays the Stokes phenomena. The monodromy matrices connecting the solution Y /sub j/ in the sector S /sub j/ to that in S /sub j+1/ are fixed in structure by the imposition of certain conditions. It is then shown that a deformation keeping the monodromy data fixed leads to the nonlinear Schrodinger equation. While Flaschka and Newell did not make any absolute determination of the Stokes parameters, the present approach yields the values of the Stokes parameters in an explicit way, which in turn can determine the matrix connecting the solutions near zero and infinity. Finally, it is shown that the integral equation originating from the analyticity and asymptotic nature of the problem leads to the similarity solution previously determined by Boiti and Pampinelli
The application of He's exp-function method to a nonlinear differential-difference equation
International Nuclear Information System (INIS)
Dai Chaoqing; Cen Xu; Wu Shengsheng
2009-01-01
This paper applies He's exp-function method, which was originally proposed to find new exact travelling wave solutions of nonlinear partial differential equations (NPDEs) or coupled nonlinear partial differential equations (CNPDEs), to a nonlinear differential-difference equation, and some new travelling wave solutions are obtained.
On localization in the discrete nonlinear Schrödinger equation
DEFF Research Database (Denmark)
Bang, O.; Juul Rasmussen, J.; Christiansen, P.L.
1993-01-01
For some values of the grid resolution, depending on the nonlinearity, the discrete nonlinear Schrodinger equation with arbitrary power nonlinearity can be approximated by the corresponding continuum version of the equation. When the discretization becomes too coarse, the discrete equation exhibits...
Dynamic behavior of a nonlinear rational difference equation and generalization
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Shi Qihong
2011-01-01
Full Text Available Abstract This paper is concerned about the dynamic behavior for the following high order nonlinear difference equation x n = (x n-k + x n-m + x n-l /(x n-k x n-m + x n-m x n-l +1 with the initial data { x - l , x - l + 1 , … , x - 1 } ∈ ℝ + l and 1 ≤ k ≤ m ≤ l. The convergence of solution to this equation is investigated by introducing a new sequence, which extends and includes corresponding results obtained in the references (Li in J Math Anal Appl 312:103-111, 2005; Berenhaut et al. Appl. Math. Lett. 20:54-58, 2007; Papaschinopoulos and Schinas J Math Anal Appl 294:614-620, 2004 to a large extent. In addition, some propositions for generalized equations are reported.
Nonlinear electromagnetic gyrokinetic equations for rotating axisymmetric plasmas
International Nuclear Information System (INIS)
Artun, M.; Tang, W.M.
1994-03-01
The influence of sheared equilibrium flows on the confinement properties of tokamak plasmas is a topic of much current interest. A proper theoretical foundation for the systematic kinetic analysis of this important problem has been provided here by presented the derivation of a set of nonlinear electromagnetic gyrokinetic equations applicable to low frequency microinstabilities in a rotating axisymmetric plasma. The subsonic rotation velocity considered is in the direction of symmetry with the angular rotation frequency being a function of the equilibrium magnetic flux surface. In accordance with experimental observations, the rotation profile is chosen to scale with the ion temperature. The results obtained represent the shear flow generalization of the earlier analysis by Frieman and Chen where such flows were not taken into account. In order to make it readily applicable to gyrokinetic particle simulations, this set of equations is cast in a phase-space-conserving continuity equation form
Domain decomposition solvers for nonlinear multiharmonic finite element equations
Copeland, D. M.
2010-01-01
In many practical applications, for instance, in computational electromagnetics, the excitation is time-harmonic. Switching from the time domain to the frequency domain allows us to replace the expensive time-integration procedure by the solution of a simple elliptic equation for the amplitude. This is true for linear problems, but not for nonlinear problems. However, due to the periodicity of the solution, we can expand the solution in a Fourier series. Truncating this Fourier series and approximating the Fourier coefficients by finite elements, we arrive at a large-scale coupled nonlinear system for determining the finite element approximation to the Fourier coefficients. The construction of fast solvers for such systems is very crucial for the efficiency of this multiharmonic approach. In this paper we look at nonlinear, time-harmonic potential problems as simple model problems. We construct and analyze almost optimal solvers for the Jacobi systems arising from the Newton linearization of the large-scale coupled nonlinear system that one has to solve instead of performing the expensive time-integration procedure. © 2010 de Gruyter.
Jacobi Elliptic Solutions for Nonlinear Differential Difference Equations in Mathematical Physics
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Khaled A. Gepreel
2012-01-01
Full Text Available We put a direct new method to construct the rational Jacobi elliptic solutions for nonlinear differential difference equations which may be called the rational Jacobi elliptic functions method. We use the rational Jacobi elliptic function method to construct many new exact solutions for some nonlinear differential difference equations in mathematical physics via the lattice equation and the discrete nonlinear Schrodinger equation with a saturable nonlinearity. The proposed method is more effective and powerful to obtain the exact solutions for nonlinear differential difference equations.
Non-linear effects in the Boltzmann equation
International Nuclear Information System (INIS)
Barrachina, R.O.
1985-01-01
The Boltzmann equation is studied by defining an integral transformation of the energy distribution function for an isotropic and homogeneous gas. This transformation may be interpreted as a linear superposition of equilibrium states with variable temperatures. It is shown that the temporal evolution features of the distribution function are determined by the singularities of said transformation. This method is applied to Maxwell and Very Hard Particle interaction models. For the latter, the solution of the Boltzmann equation with the solution of its linearized version is compared, finding out many basic discrepancies and non-linear effects. This gives a hint to propose a new rational approximation method with a clear physical meaning. Applying this technique, the relaxation features of the BKW (Bobylev, Krook anf Wu) mode is analyzed, finding a conclusive counter-example for the Krook and Wu conjecture. The anisotropic Boltzmann equation for Maxwell models is solved as an expansion in terms of the eigenfunctions of the corresponding linearized collision operator, finding interesting transient overpopulation and underpopulation effects at thermal energies as well as a new preferential spreading effect. By analyzing the initial collision, a criterion is established to deduce the general features of the final approach to equilibrium. Finally, it is shown how to improve the convergence of the eigenfunction expansion for high energy underpopulated distribution functions. As an application of this theory, the linear cascade model for sputtering is analyzed, thus finding out that many differences experimentally observed are due to non-linear effects. (M.E.L.) [es
Robust fast controller design via nonlinear fractional differential equations.
Zhou, Xi; Wei, Yiheng; Liang, Shu; Wang, Yong
2017-07-01
A new method for linear system controller design is proposed whereby the closed-loop system achieves both robustness and fast response. The robustness performance considered here means the damping ratio of closed-loop system can keep its desired value under system parameter perturbation, while the fast response, represented by rise time of system output, can be improved by tuning the controller parameter. We exploit techniques from both the nonlinear systems control and the fractional order systems control to derive a novel nonlinear fractional order controller. For theoretical analysis of the closed-loop system performance, two comparison theorems are developed for a class of fractional differential equations. Moreover, the rise time of the closed-loop system can be estimated, which facilitates our controller design to satisfy the fast response performance and maintain the robustness. Finally, numerical examples are given to illustrate the effectiveness of our methods. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.
Soliton interaction in the coupled mixed derivative nonlinear Schroedinger equations
International Nuclear Information System (INIS)
Zhang Haiqiang; Tian Bo; Lue Xing; Li He; Meng Xianghua
2009-01-01
The bright one- and two-soliton solutions of the coupled mixed derivative nonlinear Schroedinger equations in birefringent optical fibers are obtained by using the Hirota's bilinear method. The investigation on the collision dynamics of the bright vector solitons shows that there exists complete or partial energy switching in this coupled model. Such parametric energy exchanges can be effectively controlled and quantificationally measured by analyzing the collision dynamics of the bright vector solitons. The influence of two types of nonlinear coefficient parameters on the energy of each vector soliton, is also discussed. Based on the significant energy transfer between the two components of each vector soliton, it is feasible to exploit the future applications in the design of logical gates, fiber directional couplers and quantum information processors.
Dynamical Properties in a Fourth-Order Nonlinear Difference Equation
Xianyi Li; Yunxin Chen
2010-01-01
The rule of trajectory structure for fourth-order nonlinear difference equation xn+1=(xan−2+xn−3)/(xan−2xn−3+1), n=0,1,2,…, where a∈[0,1) and the initial values x−3,x−2,x−1,x0∈[0,∞), is described clearly out in this paper. Mainly, the lengths of positive and negative semicycles of its nontrivial solutions are found to occur periodically with prime period 15. The rule is 4+,3−,1+,2−,2+,1−,1+, 1&#x...
Reproducing Kernel Method for Solving Nonlinear Differential-Difference Equations
Directory of Open Access Journals (Sweden)
Reza Mokhtari
2012-01-01
Full Text Available On the basis of reproducing kernel Hilbert spaces theory, an iterative algorithm for solving some nonlinear differential-difference equations (NDDEs is presented. The analytical solution is shown in a series form in a reproducing kernel space, and the approximate solution , is constructed by truncating the series to terms. The convergence of , to the analytical solution is also proved. Results obtained by the proposed method imply that it can be considered as a simple and accurate method for solving such differential-difference problems.
Picone-type inequalities for nonlinear elliptic equations and their applications
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Takaŝi Kusano
2001-01-01
Full Text Available Picone-type inequalities are derived for nonlinear elliptic equations, and Sturmian comparison theorems are established as applications. Oscillation theorems for forced super-linear elliptic equations and superlinear-sublinear elliptic equations are also obtained.
Symmetry reduction for nonlinear wave equations in Riemannian and pseudo-Riemannian spaces
International Nuclear Information System (INIS)
Grundland, A.M.; Harnad, J.; Winternitz, P.
1984-01-01
The authors show how group theory can be systematically employed to reduce nonlinear partial differential equations in n independent variables to partial differential equations in fewer variables and in particular, to ordinary differential equations. (Auth.)
The presentation of explicit analytical solutions of a class of nonlinear evolution equations
International Nuclear Information System (INIS)
Feng Jinshun; Guo Mingpu; Yuan Deyou
2009-01-01
In this paper, we introduce a function set Ω m . There is a conjecture that an arbitrary explicit travelling-wave analytical solution of a real constant coefficient nonlinear evolution equation is necessarily a linear (or nonlinear) combination of the product of some elements in Ω m . A widespread applicable approach for solving a class of nonlinear evolution equations is established. The new analytical solutions to two kinds of nonlinear evolution equations are described with the aid of the guess.
Liu, Ping; Shi, Junping
2018-01-01
The bifurcation of non-trivial steady state solutions of a scalar reaction-diffusion equation with nonlinear boundary conditions is considered using several new abstract bifurcation theorems. The existence and stability of positive steady state solutions are proved using a unified approach. The general results are applied to a Laplace equation with nonlinear boundary condition and bistable nonlinearity, and an elliptic equation with superlinear nonlinearity and sublinear boundary conditions.
Superposition of elliptic functions as solutions for a large number of nonlinear equations
International Nuclear Information System (INIS)
Khare, Avinash; Saxena, Avadh
2014-01-01
For a large number of nonlinear equations, both discrete and continuum, we demonstrate a kind of linear superposition. We show that whenever a nonlinear equation admits solutions in terms of both Jacobi elliptic functions cn(x, m) and dn(x, m) with modulus m, then it also admits solutions in terms of their sum as well as difference. We have checked this in the case of several nonlinear equations such as the nonlinear Schrödinger equation, MKdV, a mixed KdV-MKdV system, a mixed quadratic-cubic nonlinear Schrödinger equation, the Ablowitz-Ladik equation, the saturable nonlinear Schrödinger equation, λϕ 4 , the discrete MKdV as well as for several coupled field equations. Further, for a large number of nonlinear equations, we show that whenever a nonlinear equation admits a periodic solution in terms of dn 2 (x, m), it also admits solutions in terms of dn 2 (x,m)±√(m) cn (x,m) dn (x,m), even though cn(x, m)dn(x, m) is not a solution of these nonlinear equations. Finally, we also obtain superposed solutions of various forms for several coupled nonlinear equations
Stochastic Calculus and Differential Equations for Physics and Finance
McCauley, Joseph L.
2013-02-01
1. Random variables and probability distributions; 2. Martingales, Markov, and nonstationarity; 3. Stochastic calculus; 4. Ito processes and Fokker-Planck equations; 5. Selfsimilar Ito processes; 6. Fractional Brownian motion; 7. Kolmogorov's PDEs and Chapman-Kolmogorov; 8. Non Markov Ito processes; 9. Black-Scholes, martingales, and Feynman-Katz; 10. Stochastic calculus with martingales; 11. Statistical physics and finance, a brief history of both; 12. Introduction to new financial economics; 13. Statistical ensembles and time series analysis; 14. Econometrics; 15. Semimartingales; References; Index.
Using Partial Differential Equations for Pricing of Goods and Services
Directory of Open Access Journals (Sweden)
Traykov Metodi
2016-06-01
Full Text Available This article is based on the methodology of comparative analysis, using an innovative approach for pricing of various goods and services. Benchmarking is the continuous search to find and adapt better pricing methods that leading to increased profits. We will consider the numerical solution of partial differential equations, based on Black-Scholes model for pricing of goods and services within European option. Also, we will present formulation and numerical behavior of explicit and implicit methods that can be use in pricing for company assets within European option.
Generalized multiscale finite element methods. nonlinear elliptic equations
Efendiev, Yalchin R.; Galvis, Juan; Li, Guanglian; Presho, Michael
2013-01-01
In this paper we use the Generalized Multiscale Finite Element Method (GMsFEM) framework, introduced in [26], in order to solve nonlinear elliptic equations with high-contrast coefficients. The proposed solution method involves linearizing the equation so that coarse-grid quantities of previous solution iterates can be regarded as auxiliary parameters within the problem formulation. With this convention, we systematically construct respective coarse solution spaces that lend themselves to either continuous Galerkin (CG) or discontinuous Galerkin (DG) global formulations. Here, we use Symmetric Interior Penalty Discontinuous Galerkin approach. Both methods yield a predictable error decline that depends on the respective coarse space dimension, and we illustrate the effectiveness of the CG and DG formulations by offering a variety of numerical examples. © 2014 Global-Science Press.
Nonlinear Schroedinger equation with U(p,q) isotopical group
International Nuclear Information System (INIS)
Makhankov, V.G.; Pashaev, O.K.
1981-01-01
The properties of the nonlinear Schroedinger equation (NLS) with U(1,1) isogroup are considered in detail. This example illustrates the essential difference between the system and the well-known ''vector'' NLS, i.e. the large set of allowed boundary conditions on the fields that leads to a rich set of solutions of the system. Four types of boundary conditions and related soliton solutions are considered. The Bohr-Sommerfeld quantization allows to interpret them in terms of ''drops'' and ''bubbles'' as bound states of a large number of constituent bosons subject to the thermodynamical relations for gas mixtures. The U(1,1) system under the vanishing boundary conditions may be considered as continuous analog of the Hubbard model and therefore the paper is concluded by studying the inverse scattering equations for this case [ru
Stochastic Computational Approach for Complex Nonlinear Ordinary Differential Equations
International Nuclear Information System (INIS)
Khan, Junaid Ali; Raja, Muhammad Asif Zahoor; Qureshi, Ijaz Mansoor
2011-01-01
We present an evolutionary computational approach for the solution of nonlinear ordinary differential equations (NLODEs). The mathematical modeling is performed by a feed-forward artificial neural network that defines an unsupervised error. The training of these networks is achieved by a hybrid intelligent algorithm, a combination of global search with genetic algorithm and local search by pattern search technique. The applicability of this approach ranges from single order NLODEs, to systems of coupled differential equations. We illustrate the method by solving a variety of model problems and present comparisons with solutions obtained by exact methods and classical numerical methods. The solution is provided on a continuous finite time interval unlike the other numerical techniques with comparable accuracy. With the advent of neuroprocessors and digital signal processors the method becomes particularly interesting due to the expected essential gains in the execution speed. (general)
Nonlinear wave equation with intrinsic wave particle dualism
International Nuclear Information System (INIS)
Klein, J.J.
1976-01-01
A nonlinear wave equation derived from the sine-Gordon equation is shown to possess a variety of solutions, the most interesting of which is a solution that describes a wave packet travelling with velocity usub(e) modulating a carrier wave travelling with velocity usub(c). The envelop and carrier wave speeds agree precisely with the group and phase velocities found by de Broglie for matter waves. No spreading is exhibited by the soliton, so that it behaves exactly like a particle in classical mechanics. Moreover, the classically computed energy E of the disturbance turns out to be exactly equal to the frequency ω of the carrier wave, so that the Planck relation is automatically satisfied without postulating a particle-wave dualism. (author)
A procedure to construct exact solutions of nonlinear fractional differential equations.
Güner, Özkan; Cevikel, Adem C
2014-01-01
We use the fractional transformation to convert the nonlinear partial fractional differential equations with the nonlinear ordinary differential equations. The Exp-function method is extended to solve fractional partial differential equations in the sense of the modified Riemann-Liouville derivative. We apply the Exp-function method to the time fractional Sharma-Tasso-Olver equation, the space fractional Burgers equation, and the time fractional fmKdV equation. As a result, we obtain some new exact solutions.
International Nuclear Information System (INIS)
Zhang Zaiyun; Liu Zhenhai; Miao Xiujin; Chen Yuezhong
2011-01-01
In this Letter, we investigate the perturbed nonlinear Schroedinger's equation (NLSE) with Kerr law nonlinearity. All explicit expressions of the bounded traveling wave solutions for the equation are obtained by using the bifurcation method and qualitative theory of dynamical systems. These solutions contain bell-shaped solitary wave solutions, kink-shaped solitary wave solutions and Jacobi elliptic function periodic solutions. Moreover, we point out the region which these periodic wave solutions lie in. We present the relation between the bounded traveling wave solution and the energy level h. We find that these periodic wave solutions tend to the corresponding solitary wave solutions as h increases or decreases. Finally, for some special selections of the energy level h, it is shown that the exact periodic solutions evolute into solitary wave solution.
Singular solitons and other solutions to a couple of nonlinear wave equations
International Nuclear Information System (INIS)
Inc Mustafa; Ulutaş Esma; Biswas Anjan
2013-01-01
This paper addresses the extended (G'/G)-expansion method and applies it to a couple of nonlinear wave equations. These equations are modified the Benjamin—Bona—Mahoney equation and the Boussinesq equation. This extended method reveals several solutions to these equations. Additionally, the singular soliton solutions are revealed, for these two equations, with the aid of the ansatz method
International Nuclear Information System (INIS)
Zhang Huiqun
2009-01-01
By using some exact solutions of an auxiliary ordinary differential equation, a direct algebraic method is described to construct the exact complex solutions for nonlinear partial differential equations. The method is implemented for the NLS equation, a new Hamiltonian amplitude equation, the coupled Schrodinger-KdV equations and the Hirota-Maccari equations. New exact complex solutions are obtained.
International Nuclear Information System (INIS)
Yao Ruo-Xia; Wang Wei; Chen Ting-Hua
2014-01-01
Motivated by the widely used ansätz method and starting from the modified Riemann—Liouville derivative together with a fractional complex transformation that can be utilized to transform nonlinear fractional partial differential equations to nonlinear ordinary differential equations, new types of exact traveling wave solutions to three important nonlinear space- and time-fractional partial differential equations are obtained simultaneously in terms of solutions of a Riccati equation. The results are new and first reported in this paper. (general)
Hidden physics models: Machine learning of nonlinear partial differential equations
Raissi, Maziar; Karniadakis, George Em
2018-03-01
While there is currently a lot of enthusiasm about "big data", useful data is usually "small" and expensive to acquire. In this paper, we present a new paradigm of learning partial differential equations from small data. In particular, we introduce hidden physics models, which are essentially data-efficient learning machines capable of leveraging the underlying laws of physics, expressed by time dependent and nonlinear partial differential equations, to extract patterns from high-dimensional data generated from experiments. The proposed methodology may be applied to the problem of learning, system identification, or data-driven discovery of partial differential equations. Our framework relies on Gaussian processes, a powerful tool for probabilistic inference over functions, that enables us to strike a balance between model complexity and data fitting. The effectiveness of the proposed approach is demonstrated through a variety of canonical problems, spanning a number of scientific domains, including the Navier-Stokes, Schrödinger, Kuramoto-Sivashinsky, and time dependent linear fractional equations. The methodology provides a promising new direction for harnessing the long-standing developments of classical methods in applied mathematics and mathematical physics to design learning machines with the ability to operate in complex domains without requiring large quantities of data.
KAM for the non-linear Schroedinger equation
Eliasson, L H
2006-01-01
We consider the $d$-dimensional nonlinear Schr\\"o\\-dinger equation under periodic boundary conditions:-i\\dot u=\\Delta u+V(x)*u+\\ep|u|^2u;\\quad u=u(t,x),\\;x\\in\\T^dwhere $V(x)=\\sum \\hat V(a)e^{i\\sc{a,x}}$ is an analytic function with $\\hat V$ real. (This equation is a popular model for the `real' NLS equation, where instead of the convolution term $V*u$ we have the potential term $Vu$.) For $\\ep=0$ the equation is linear and has time--quasi-periodic solutions $u$,u(t,x)=\\sum_{s\\in \\AA}\\hat u_0(a)e^{i(|a|^2+\\hat V(a))t}e^{i\\sc{a,x}}, \\quad 0<|\\hat u_0(a)|\\le1,where $\\AA$ is any finite subset of $\\Z^d$. We shall treat $\\omega_a=|a|^2+\\hat V(a)$, $a\\in\\AA$, as free parameters in some domain $U\\subset\\R^{\\AA}$. This is a Hamiltonian system in infinite degrees of freedom, degenerate but with external parameters, and we shall describe a KAM-theory which, in particular, will have the following consequence: \\smallskip {\\it If $|\\ep|$ is sufficiently small, then there is a large subset $U'$ of $U$ such that for all $...
Asymptotic behavior for a quadratic nonlinear Schrodinger equation
Directory of Open Access Journals (Sweden)
Pavel I. Naumkin
2008-02-01
Full Text Available We study the initial-value problem for the quadratic nonlinear Schrodinger equation $$displaylines{ iu_{t}+frac{1}{2}u_{xx}=partial _{x}overline{u}^{2},quad xin mathbb{R},; t>1, cr u(1,x=u_{1}(x,quad xin mathbb{R}. }$$ For small initial data $u_{1}in mathbf{H}^{2,2}$ we prove that there exists a unique global solution $uin mathbf{C}([1,infty ;mathbf{H}^{2,2}$ of this Cauchy problem. Moreover we show that the large time asymptotic behavior of the solution is defined in the region $|x|leq Csqrt{t}$ by the self-similar solution $frac{1}{sqrt{t}}MS(frac{x}{sqrt{t}}$ such that the total mass $$ frac{1}{sqrt{t}}int_{mathbb{R}}MS(frac{x}{sqrt{t}} dx=int_{mathbb{R}}u_{1}(xdx, $$ and in the far region $|x|>sqrt{t}$ the asymptotic behavior of solutions has rapidly oscillating structure similar to that of the cubic nonlinear Schrodinger equations.
Nonlinear H-infinity control, Hamiltonian systems and Hamilton-Jacobi equations
Aliyu, MDS
2011-01-01
A comprehensive overview of nonlinear Haeu control theory for both continuous-time and discrete-time systems, Nonlinear Haeu-Control, Hamiltonian Systems and Hamilton-Jacobi Equations covers topics as diverse as singular nonlinear Haeu-control, nonlinear Haeu -filtering, mixed H2/ Haeu-nonlinear control and filtering, nonlinear Haeu-almost-disturbance-decoupling, and algorithms for solving the ubiquitous Hamilton-Jacobi-Isaacs equations. The link between the subject and analytical mechanics as well as the theory of partial differential equations is also elegantly summarized in a single chapter
International Nuclear Information System (INIS)
Alvarez-Estrada, R.F.
1979-01-01
A comprehensive review of the inverse scattering solution of certain non-linear evolution equations of physical interest in one space dimension is presented. We explain in some detail the interrelated techniques which allow to linearize exactly the following equations: (1) the Korteweg and de Vries equation; (2) the non-linear Schrodinger equation; (3) the modified Korteweg and de Vries equation; (4) the Sine-Gordon equation. We concentrate in discussing the pairs of linear operators which accomplish such an exact linearization and the solution of the associated initial value problem. The application of the method to other non-linear evolution equations is reviewed very briefly
The Volterra's integral equation theory for accelerator single-freedom nonlinear components
International Nuclear Information System (INIS)
Wang Sheng; Xie Xi
1996-01-01
The Volterra's integral equation equivalent to the dynamic equation of accelerator single-freedom nonlinear components is given, starting from which the transport operator of accelerator single-freedom nonlinear components and its inverse transport operator are obtained. Therefore, another algorithm for the expert system of the beam transport operator of accelerator single-freedom nonlinear components is developed
Nonlinear differential equations with exact solutions expressed via the Weierstrass function
Kudryashov, NA
2004-01-01
A new problem is studied, that is to find nonlinear differential equations with special solutions expressed via the Weierstrass function. A method is discussed to construct nonlinear ordinary differential equations with exact solutions. The main step of our method is the assumption that nonlinear
Semiclassical regularization of Vlasov equations and wavepackets for nonlinear Schrödinger equations
Athanassoulis, Agissilaos
2018-03-01
We consider the semiclassical limit of nonlinear Schrödinger equations with initial data that are well localized in both position and momentum (non-parametric wavepackets). We recover the Wigner measure (WM) of the problem, a macroscopic phase-space density which controls the propagation of the physical observables such as mass, energy and momentum. WMs have been used to create effective models for wave propagation in: random media, quantum molecular dynamics, mean field limits, and the propagation of electrons in graphene. In nonlinear settings, the Vlasov-type equations obtained for the WM are often ill-posed on the physically interesting spaces of initial data. In this paper we are able to select the measure-valued solution of the 1 + 1 dimensional Vlasov-Poisson equation which correctly captures the semiclassical limit, thus finally resolving the non-uniqueness in the seminal result of Zhang et al (2012 Comm. Pure Appl. Math. 55 582-632). The same approach is also applied to the Vlasov-Dirac-Benney equation with small wavepacket initial data, extending several known results.
Fully Electromagnetic Nonlinear Gyrokinetic Equations for Tokamak Edge Turbulence
International Nuclear Information System (INIS)
Hahm, T.S.; Wang, Lu; Madsen, J.
2008-01-01
An energy conserving set of the fully electromagnetic nonlinear gyrokinetic Vlasov equation and Maxwell's equations, which is applicable to both L-mode turbulence with large amplitude and H-mode turbulence in the presence of high E x B shear has been derived. The phase-space action variational Lie perturbation method ensures the preservation of the conservation laws of the underlying Vlasov-Maxwell system. Our generalized ordering takes ρ i θi ∼ L E ∼ L p i is the thermal ion Larmor radius and ρ θi = B/B θ ρ i ), as typically observed in the tokamak H-mode edge, with L E and L p being the radial electric field and pressure gradient lengths. We take k # perpendicular# ρ i ∼ 1 for generality, and keep the relative fluctuation amplitudes e(delta)φ/T i ∼ (delta)B/B up to the second order. Extending the electrostatic theory in the presence of high E x B shear [Hahm, Phys. Plasmas 3, 4658 (1996)], contributions of electromagnetic fluctuations to the particle charge density and current are explicitly evaluated via pull-back transformation from the gyrocenter distribution function in the gyrokinetic Maxwell's equation
Group Classification of a General Bond-Option Pricing Equation of Mathematical Finance
Motsepa, Tanki; Khalique, Chaudry Masood; Molati, Motlatsi
2014-01-01
We carry out group classification of a general bond-option pricing equation. We show that the equation admits a three-dimensional equivalence Lie algebra. We also show that some of the values of the constants which result from group classification give us well-known models in mathematics of finance such as Black-Scholes, Vasicek, and Cox-Ingersoll-Ross. For all such values of these arbitrary constants we obtain Lie point symmetries. Symmetry reductions are then obtained and group invariant so...
Operational method of solution of linear non-integer ordinary and partial differential equations.
Zhukovsky, K V
2016-01-01
We propose operational method with recourse to generalized forms of orthogonal polynomials for solution of a variety of differential equations of mathematical physics. Operational definitions of generalized families of orthogonal polynomials are used in this context. Integral transforms and the operational exponent together with some special functions are also employed in the solutions. The examples of solution of physical problems, related to such problems as the heat propagation in various models, evolutional processes, Black-Scholes-like equations etc. are demonstrated by the operational technique.
Group Classification of a General Bond-Option Pricing Equation of Mathematical Finance
Directory of Open Access Journals (Sweden)
Tanki Motsepa
2014-01-01
Full Text Available We carry out group classification of a general bond-option pricing equation. We show that the equation admits a three-dimensional equivalence Lie algebra. We also show that some of the values of the constants which result from group classification give us well-known models in mathematics of finance such as Black-Scholes, Vasicek, and Cox-Ingersoll-Ross. For all such values of these arbitrary constants we obtain Lie point symmetries. Symmetry reductions are then obtained and group invariant solutions are constructed for some cases.
Institute of Scientific and Technical Information of China (English)
Wan-sheng WANG; Shou-fu LI; Run-sheng YANG
2012-01-01
A series of contractivity and exponential stability results for the solutions to nonlinear neutral functional differential equations (NFDEs) in Banach spaces are obtained,which provide unified theoretical foundation for the contractivity analysis of solutions to nonlinear problems in functional differential equations (FDEs),neutral delay differential equations (NDDEs) and NFDEs of other types which appear in practice.
Directory of Open Access Journals (Sweden)
Wansheng Wang
2010-01-01
Full Text Available This paper is devoted to generalize Halanay's inequality which plays an important rule in study of stability of differential equations. By applying the generalized Halanay inequality, the stability results of nonlinear neutral functional differential equations (NFDEs and nonlinear neutral delay integrodifferential equations (NDIDEs are obtained.
Nonlinear Fredholm Integral Equation of the Second Kind with Quadrature Methods
Directory of Open Access Journals (Sweden)
M. Jafari Emamzadeh
2010-06-01
Full Text Available In this paper, a numerical method for solving the nonlinear Fredholm integral equation is presented. We intend to approximate the solution of this equation by quadrature methods and by doing so, we solve the nonlinear Fredholm integral equation more accurately. Several examples are given at the end of this paper
Explicit Solutions for Generalized (2+1)-Dimensional Nonlinear Zakharov-Kuznetsov Equation
International Nuclear Information System (INIS)
Sun Yuhuai; Ma Zhimin; Li Yan
2010-01-01
The exact solutions of the generalized (2+1)-dimensional nonlinear Zakharov-Kuznetsov (Z-K) equation are explored by the method of the improved generalized auxiliary differential equation. Many explicit analytic solutions of the Z-K equation are obtained. The methods used to solve the Z-K equation can be employed in further work to establish new solutions for other nonlinear partial differential equations. (general)
Goorjian, Peter M.; Silberberg, Yaron; Kwak, Dochan (Technical Monitor)
1995-01-01
This paper will present results in computational nonlinear optics. An algorithm will be described that solves the full vector nonlinear Maxwell's equations exactly without the approximations that we currently made. Present methods solve a reduced scalar wave equation, namely the nonlinear Schrodinger equation, and neglect the optical carrier. Also, results will be shown of calculations of 2-D electromagnetic nonlinear waves computed by directly integrating in time the nonlinear vector Maxwell's equations. The results will include simulations of 'light bullet' like pulses. Here diffraction and dispersion will be counteracted by nonlinear effects. The time integration efficiently implements linear and nonlinear convolutions for the electric polarization, and can take into account such quantum effects as Karr and Raman interactions. The present approach is robust and should permit modeling 2-D and 3-D optical soliton propagation, scattering, and switching directly from the full-vector Maxwell's equations.
Exact solutions to a class of nonlinear Schrödinger-type equations
Indian Academy of Sciences (India)
A class of nonlinear Schrödinger-type equations, including the Rangwala–Rao equation, the Gerdjikov–Ivanov equation, the Chen–Lee–Lin equation and the Ablowitz–Ramani–Segur equation are investigated, and the exact solutions are derived with the aid of the homogeneous balance principle, and a set of subsidiary ...
International Nuclear Information System (INIS)
Qin Maochang; Fan Guihong
2008-01-01
There are many interesting methods can be utilized to construct special solutions of nonlinear differential equations with constant coefficients. However, most of these methods are not applicable to nonlinear differential equations with variable coefficients. A new method is presented in this Letter, which can be used to find special solutions of nonlinear differential equations with variable coefficients. This method is based on seeking appropriate Bernoulli equation corresponding to the equation studied. Many well-known equations are chosen to illustrate the application of this method
International Nuclear Information System (INIS)
Lu, Bin
2012-01-01
In this Letter, the fractional derivatives in the sense of modified Riemann–Liouville derivative and the Bäcklund transformation of fractional Riccati equation are employed for constructing the exact solutions of nonlinear fractional partial differential equations. The power of this manageable method is presented by applying it to several examples. This approach can also be applied to other nonlinear fractional differential equations. -- Highlights: ► Backlund transformation of fractional Riccati equation is presented. ► A new method for solving nonlinear fractional differential equations is proposed. ► Three important fractional differential equations are solved successfully. ► Some new exact solutions of the fractional differential equations are obtained.
Nonlinear Schrödinger equations with single power nonlinearity and harmonic potential
Cipolatti, R.; de Macedo Lira, Y.; Trallero-Giner, C.
2018-03-01
We consider a generalized nonlinear Schrödinger equation (GNLS) with a single power nonlinearity of the form λ ≤ft\\vert \\varphi \\right\\vert p , with p > 0 and λ\\in{R} , in the presence of a harmonic confinement. We report the conditions that p and λ must fulfill for the existence and uniqueness of ground states of the GNLS. We discuss the Cauchy problem and summarize which conditions are required for the nonlinear term λ ≤ft\\vert \\varphi \\right\\vert p to render the ground state solutions orbitally stable. Based on a new variational method we provide exact formulæ for the minimum energy for each index p and the changing range of values of the nonlinear parameter λ. Also, we report an approximate close analytical expression for the ground state energy, performing a comparative analysis of the present variational calculations with those obtained by a generalized Thomas-Fermi approach, and soliton solutions for the respective ranges of p and λ where these solutions can be implemented to describe the minimum energy.
Frank, T. D.
2008-02-01
We discuss two central claims made in the study by Bassler et al. [K.E. Bassler, G.H. Gunaratne, J.L. McCauley, Physica A 369 (2006) 343]. Bassler et al. claimed that Green functions and Langevin equations cannot be defined for nonlinear diffusion equations. In addition, they claimed that nonlinear diffusion equations are linear partial differential equations disguised as nonlinear ones. We review bottom-up and top-down approaches that have been used in the literature to derive Green functions for nonlinear diffusion equations and, in doing so, show that the first claim needs to be revised. We show that the second claim as well needs to be revised. To this end, we point out similarities and differences between non-autonomous linear Fokker-Planck equations and autonomous nonlinear Fokker-Planck equations. In this context, we raise the question whether Bassler et al.’s approach to financial markets is physically plausible because it necessitates the introduction of external traders and causes. Such external entities can easily be eliminated when taking self-organization principles and concepts of nonextensive thermostatistics into account and modeling financial processes by means of nonlinear Fokker-Planck equations.
Iterative solution for nonlinear integral equations of Hammerstein type
International Nuclear Information System (INIS)
Chidume, C.E.; Osilike, M.O.
1990-12-01
Let E be a real Banach space with a uniformly convex dual, E*. Suppose N is a nonlinear set-valued accretive map of E into itself with open domain D; K is a linear single-valued accretive map with domain D(K) in E such that Im(N) is contained in D(K); K -1 exists and satisfies -1 x-K -1 y,j(x-y)>≥β||x-y|| 2 for each x, y is an element of Im(K) and some constant β > 0, where j denotes the single-valued normalized duality map on E. Suppose also that for each h is an element Im(K) the equation h is an element x+KNx has a solution x* in D. An iteration method is constructed which converges strongly to x*. Explicit error estimates are also computed. (author). 25 refs
On the so called rogue waves in nonlinear Schrodinger equations
Directory of Open Access Journals (Sweden)
Y. Charles Li
2016-04-01
Full Text Available The mechanism of a rogue water wave is still unknown. One popular conjecture is that the Peregrine wave solution of the nonlinear Schrodinger equation (NLS provides a mechanism. A Peregrine wave solution can be obtained by taking the infinite spatial period limit to the homoclinic solutions. In this article, from the perspective of the phase space structure of these homoclinic orbits in the infinite dimensional phase space where the NLS defines a dynamical system, we examine the observability of these homoclinic orbits (and their approximations. Our conclusion is that these approximate homoclinic orbits are the most observable solutions, and they should correspond to the most common deep ocean waves rather than the rare rogue waves. We also discuss other possibilities for the mechanism of a rogue wave: rough dependence on initial data or finite time blow up.
Symbolic computation of exact solutions for a nonlinear evolution equation
International Nuclear Information System (INIS)
Liu Yinping; Li Zhibin; Wang Kuncheng
2007-01-01
In this paper, by means of the Jacobi elliptic function method, exact double periodic wave solutions and solitary wave solutions of a nonlinear evolution equation are presented. It can be shown that not only the obtained solitary wave solutions have the property of loop-shaped, cusp-shaped and hump-shaped for different values of parameters, but also different types of double periodic wave solutions are possible, namely periodic loop-shaped wave solutions, periodic hump-shaped wave solutions or periodic cusp-shaped wave solutions. Furthermore, periodic loop-shaped wave solutions will be degenerated to loop-shaped solitary wave solutions for the same values of parameters. So do cusp-shaped solutions and hump-shaped solutions. All these solutions are new and first reported here
Lipschitz Metrics for a Class of Nonlinear Wave Equations
Bressan, Alberto; Chen, Geng
2017-12-01
The nonlinear wave equation {u_{tt}-c(u)(c(u)u_x)_x=0} determines a flow of conservative solutions taking values in the space {H^1(R)}. However, this flow is not continuous with respect to the natural H 1 distance. The aim of this paper is to construct a new metric which renders the flow uniformly Lipschitz continuous on bounded subsets of {H^1(R)}. For this purpose, H 1 is given the structure of a Finsler manifold, where the norm of tangent vectors is defined in terms of an optimal transportation problem. For paths of piecewise smooth solutions, one can carefully estimate how the weighted length grows in time. By the generic regularity result proved in [7], these piecewise regular paths are dense and can be used to construct a geodesic distance with the desired Lipschitz property.
Soliton solution for nonlinear partial differential equations by cosine-function method
International Nuclear Information System (INIS)
Ali, A.H.A.; Soliman, A.A.; Raslan, K.R.
2007-01-01
In this Letter, we established a traveling wave solution by using Cosine-function algorithm for nonlinear partial differential equations. The method is used to obtain the exact solutions for five different types of nonlinear partial differential equations such as, general equal width wave equation (GEWE), general regularized long wave equation (GRLW), general Korteweg-de Vries equation (GKdV), general improved Korteweg-de Vries equation (GIKdV), and Coupled equal width wave equations (CEWE), which are the important soliton equations
Hyperbolicity of the Nonlinear Models of Maxwell's Equations
Serre, Denis
. We consider the class of nonlinear models of electromagnetism that has been described by Coleman & Dill [7]. A model is completely determined by its energy density W(B,D). Viewing the electromagnetic field (B,D) as a 3×2 matrix, we show that polyconvexity of W implies the local well-posedness of the Cauchy problem within smooth functions of class Hs with s>1+d/2. The method follows that designed by Dafermos in his book [9] in the context of nonlinear elasticity. We use the fact that B×D is a (vectorial, non-convex) entropy, and we enlarge the system from 6 to 9 equations. The resulting system admits an entropy (actually the energy) that is convex. Since the energy conservation law does not derive from the system of conservation laws itself (Faraday's and Ampère's laws), but also needs the compatibility relations divB=divD=0 (the latter may be relaxed in order to take into account electric charges), the energy density is not an entropy in the classical sense. Thus the system cannot be symmetrized, strictly speaking. However, we show that the structure is close enough to symmetrizability, so that the standard estimates still hold true.
Reformulation of nonlinear integral magnetostatic equations for rapid iterative convergence
International Nuclear Information System (INIS)
Bloomberg, D.S.; Castelli, V.
1985-01-01
The integral equations of magnetostatics, conventionally given in terms of the field variables M and H, are reformulated with M and B. Stability criteria and convergence rates of the eigenvectors of the linear iteration matrices are evaluated. The relaxation factor β in the MH approach varies inversely with permeability μ, and nonlinear problems with high permeability converge slowly. In contrast, MB iteration is stable for β 3 , the number of iterations is reduced by two orders of magnitude over the conventional method, and at higher permeabilities the reduction is proportionally greater. The dependence of MB convergence rate on β, degree of saturation, element aspect ratio, and problem size is found numerically. An analytical result for the MB convergence rate for small nonlinear problems is found to be accurate for βless than or equal to1.2. The results are generally valid for two- and three-dimensional integral methods and are independent of the particular discretization procedures used to compute the field matrix
Controlled Nonlinear Stochastic Delay Equations: Part I: Modeling and Approximations
International Nuclear Information System (INIS)
Kushner, Harold J.
2012-01-01
This two-part paper deals with “foundational” issues that have not been previously considered in the modeling and numerical optimization of nonlinear stochastic delay systems. There are new classes of models, such as those with nonlinear functions of several controls (such as products), each with is own delay, controlled random Poisson measure driving terms, admissions control with delayed retrials, and others. There are two basic and interconnected themes for these models. The first, dealt with in this part, concerns the definition of admissible control. The classical definition of an admissible control as a nonanticipative relaxed control is inadequate for these models and needs to be extended. This is needed for the convergence proofs of numerical approximations for optimal controls as well as to have a well-defined model. It is shown that the new classes of admissible controls do not enlarge the range of the value functions, is closed (together with the associated paths) under weak convergence, and is approximatable by ordinary controls. The second theme, dealt with in Part II, concerns transportation equation representations, and their role in the development of numerical algorithms with much reduced memory and computational requirements.
Non-linear partial differential equations an algebraic view of generalized solutions
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
Spline Collocation Method for Nonlinear Multi-Term Fractional Differential Equation
Choe, Hui-Chol; Kang, Yong-Suk
2013-01-01
We study an approximation method to solve nonlinear multi-term fractional differential equations with initial conditions or boundary conditions. First, we transform the nonlinear multi-term fractional differential equations with initial conditions and boundary conditions to nonlinear fractional integral equations and consider the relations between them. We present a Spline Collocation Method and prove the existence, uniqueness and convergence of approximate solution as well as error estimatio...
Approach in Theory of Nonlinear Evolution Equations: The Vakhnenko-Parkes Equation
Directory of Open Access Journals (Sweden)
V. O. Vakhnenko
2016-01-01
Full Text Available A variety of methods for examining the properties and solutions of nonlinear evolution equations are explored by using the Vakhnenko equation (VE as an example. The VE, which arises in modelling the propagation of high-frequency waves in a relaxing medium, has periodic and solitary traveling wave solutions some of which are loop-like in nature. The VE can be written in an alternative form, known as the Vakhnenko-Parkes equation (VPE, by a change of independent variables. The VPE has an N-soliton solution which is discussed in detail. Individual solitons are hump-like in nature whereas the corresponding solution to the VE comprises N-loop-like solitons. Aspects of the inverse scattering transform (IST method, as applied originally to the KdV equation, are used to find one- and two-soliton solutions to the VPE even though the VPE’s spectral equation is third-order and not second-order. A Bäcklund transformation for the VPE is used to construct conservation laws. The standard IST method for third-order spectral problems is used to investigate solutions corresponding to bound states of the spectrum and to a continuous spectrum. This leads to N-soliton solutions and M-mode periodic solutions, respectively. Interactions between these types of solutions are investigated.
Maintaining the stability of nonlinear differential equations by the enhancement of HPM
International Nuclear Information System (INIS)
Hosein Nia, S.H.; Ranjbar, A.N.; Ganji, D.D.; Soltani, H.; Ghasemi, J.
2008-01-01
Homotopy perturbation method is an effective method to find a solution of a nonlinear differential equation. In this method, a nonlinear complex differential equation is transformed to a series of linear and nonlinear parts, almost simpler differential equations. These sets of equations are then solved iteratively. Finally, a linear series of the solutions completes the answer if the convergence is maintained. In this Letter, the need for stability verification is shown through some examples. Consequently, HPM is enhanced by a preliminary assumption. The idea is to keep the inherent stability of nonlinear dynamic, even the selected linear part is not
Nonlinear stochastic heat equations with cubic nonlinearities and additive Q-regular noise in R^1
Directory of Open Access Journals (Sweden)
Henri Schurz
2010-09-01
Full Text Available Semilinear stochastic heat equations perturbed by cubic-type nonlinearities and additive space-time noise with homogeneous boundary conditions are discussed in R^1. The space-time noise is supposed to be Gaussian in time and possesses a Fourier expansion in space along the eigenfunctions of underlying Lapace operators. We follow the concept of approximate strong (classical Fourier solutions. The existence of unique continuous L^2-bounded solutions is proved. Furthermore, we present a procedure for its numerical approximation based on nonstandard methods (linear-implicit and justify their stability and consistency. The behavior of related total energy functional turns out to be crucial in the presented analysis.
The nonlinear Schrödinger equation singular solutions and optical collapse
Fibich, Gadi
2015-01-01
This book is an interdisciplinary introduction to optical collapse of laser beams, which is modelled by singular (blow-up) solutions of the nonlinear Schrödinger equation. With great care and detail, it develops the subject including the mathematical and physical background and the history of the subject. It combines rigorous analysis, asymptotic analysis, informal arguments, numerical simulations, physical modelling, and physical experiments. It repeatedly emphasizes the relations between these approaches, and the intuition behind the results. The Nonlinear Schrödinger Equation will be useful to graduate students and researchers in applied mathematics who are interested in singular solutions of partial differential equations, nonlinear optics and nonlinear waves, and to graduate students and researchers in physics and engineering who are interested in nonlinear optics and Bose-Einstein condensates. It can be used for courses on partial differential equations, nonlinear waves, and nonlinear optics. Gadi Fib...
The generalized tanh method to obtain exact solutions of nonlinear partial differential equation
Gómez, César
2007-01-01
In this paper, we present the generalized tanh method to obtain exact solutions of nonlinear partial differential equations, and we obtain solitons and exact solutions of some important equations of the mathematical physics.
PERTURBATION ESTIMATES FOR THE MAXIMAL SOLUTION OF A NONLINEAR MATRIX EQUATION
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Vejdi I. Hasanov
2017-06-01
Full Text Available In this paper a nonlinear matrix equation is considered. Perturba- tion estimations for the maximal solution of the considered equation are obtained. The results are illustrated by the use of numerical ex- amples.
On choosing a nonlinear initial iterate for solving the 2-D 3-T heat conduction equations
International Nuclear Information System (INIS)
An Hengbin; Mo Zeyao; Xu Xiaowen; Liu Xu
2009-01-01
The 2-D 3-T heat conduction equations can be used to approximately describe the energy broadcast in materials and the energy swapping between electron and photon or ion. To solve the equations, a fully implicit finite volume scheme is often used as the discretization method. Because the energy diffusion and swapping coefficients have a strongly nonlinear dependence on the temperature, and some physical parameters are discontinuous across the interfaces between the materials, it is a challenge to solve the discretized nonlinear algebraic equations. Particularly, as time advances, the temperature varies so greatly in the front of energy that it is difficult to choose an effective initial iterate when the nonlinear algebraic equations are solved by an iterative method. In this paper, a method of choosing a nonlinear initial iterate is proposed for iterative solving this kind of nonlinear algebraic equations. Numerical results show the proposed initial iterate can improve the computational efficiency, and also the convergence behavior of the nonlinear iteration.
Regarding on the exact solutions for the nonlinear fractional differential equations
Directory of Open Access Journals (Sweden)
Kaplan Melike
2016-01-01
Full Text Available In this work, we have considered the modified simple equation (MSE method for obtaining exact solutions of nonlinear fractional-order differential equations. The space-time fractional equal width (EW and the modified equal width (mEW equation are considered for illustrating the effectiveness of the algorithm. It has been observed that all exact solutions obtained in this paper verify the nonlinear ordinary differential equations which was obtained from nonlinear fractional-order differential equations under the terms of wave transformation relationship. The obtained results are shown graphically.
Directory of Open Access Journals (Sweden)
Shaheed N. Huseen
2013-01-01
Full Text Available A modified q-homotopy analysis method (mq-HAM was proposed for solving nth-order nonlinear differential equations. This method improves the convergence of the series solution in the nHAM which was proposed in (see Hassan and El-Tawil 2011, 2012. The proposed method provides an approximate solution by rewriting the nth-order nonlinear differential equation in the form of n first-order differential equations. The solution of these n differential equations is obtained as a power series solution. This scheme is tested on two nonlinear exactly solvable differential equations. The results demonstrate the reliability and efficiency of the algorithm developed.
Inverse Boundary Value Problem for Non-linear Hyperbolic Partial Differential Equations
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...
Traveling solitary wave solutions to evolution equations with nonlinear terms of any order
International Nuclear Information System (INIS)
Feng Zhaosheng
2003-01-01
Many physical phenomena in one- or higher-dimensional space can be described by nonlinear evolution equations, which can be reduced to ordinary differential equations such as the Lienard equation. Thus, to study those ordinary differential equations is of significance not only in mathematics itself, but also in physics. In this paper, a kind of explicit exact solutions to the Lienard equation is obtained. The applications of the solutions to the nonlinear RR-equation and the compound KdV-type equation are presented, which extend the results obtained in the previous literature
Application of Exp-function method for (2 + 1)-dimensional nonlinear evolution equations
International Nuclear Information System (INIS)
Bekir, Ahmet; Boz, Ahmet
2009-01-01
In this paper, the Exp-function method is used to construct solitary and soliton solutions of (2 + 1)-dimensional nonlinear evolution equations. (2 + 1)-dimensional breaking soliton (Calogero) equation, modified Zakharov-Kuznetsov and Konopelchenko-Dubrovsky equations are chosen to illustrate the effectiveness of the method. The method is straightforward and concise, and its applications are promising. The Exp-function method presents a wider applicability for handling nonlinear wave equations.
Institute of Scientific and Technical Information of China (English)
LI Shoufu
2005-01-01
A series of stability, contractivity and asymptotic stability results of the solutions to nonlinear stiff Volterra functional differential equations (VFDEs) in Banach spaces is obtained, which provides the unified theoretical foundation for the stability analysis of solutions to nonlinear stiff problems in ordinary differential equations(ODEs), delay differential equations(DDEs), integro-differential equations(IDEs) and VFDEs of other type which appear in practice.
On nonlinear differential equation with exact solutions having various pole orders
International Nuclear Information System (INIS)
Kudryashov, N.A.
2015-01-01
We consider a nonlinear ordinary differential equation having solutions with various movable pole order on the complex plane. We show that the pole order of exact solution is determined by values of parameters of the equation. Exact solutions in the form of the solitary waves for the second order nonlinear differential equation are found taking into account the method of the logistic function. Exact solutions of differential equations are discussed and analyzed
Exact solutions of nonlinear fractional differential equations by (G′/G)-expansion method
International Nuclear Information System (INIS)
Bekir Ahmet; Güner Özkan
2013-01-01
In this paper, we use the fractional complex transform and the (G′/G)-expansion method to study the nonlinear fractional differential equations and find the exact solutions. The fractional complex transform is proposed to convert a partial fractional differential equation with Jumarie's modified Riemann—Liouville derivative into its ordinary differential equation. It is shown that the considered transform and method are very efficient and powerful in solving wide classes of nonlinear fractional order equations
Discrete coupled derivative nonlinear Schroedinger equations and their quasi-periodic solutions
International Nuclear Information System (INIS)
Geng Xianguo; Su Ting
2007-01-01
A hierarchy of nonlinear differential-difference equations associated with a discrete isospectral problem is proposed, in which a typical differential-difference equation is a discrete coupled derivative nonlinear Schroedinger equation. With the help of the nonlinearization of the Lax pairs, the hierarchy of nonlinear differential-difference equations is decomposed into a new integrable symplectic map and a class of finite-dimensional integrable Hamiltonian systems. Based on the theory of algebraic curve, the Abel-Jacobi coordinates are introduced to straighten out the corresponding flows, from which quasi-periodic solutions for these differential-difference equations are obtained resorting to the Riemann-theta functions. Moreover, a (2+1)-dimensional discrete coupled derivative nonlinear Schroedinger equation is proposed and its quasi-periodic solutions are derived
Exact solitary wave solutions for some nonlinear evolution equations via Exp-function method
International Nuclear Information System (INIS)
Ebaid, A.
2007-01-01
Based on the Exp-function method, exact solutions for some nonlinear evolution equations are obtained. The KdV equation, Burgers' equation and the combined KdV-mKdV equation are chosen to illustrate the effectiveness of the method
Directory of Open Access Journals (Sweden)
Md. Nur Alam
2016-06-01
Full Text Available In this article, we apply the exp(-Φ(ξ-expansion method to construct many families of exact solutions of nonlinear evolution equations (NLEEs via the nonlinear diffusive predator–prey system and the Bogoyavlenskii equations. These equations can be transformed to nonlinear ordinary differential equations. As a result, some new exact solutions are obtained through the hyperbolic function, the trigonometric function, the exponential functions and the rational forms. If the parameters take specific values, then the solitary waves are derived from the traveling waves. Also, we draw 2D and 3D graphics of exact solutions for the special diffusive predator–prey system and the Bogoyavlenskii equations by the help of programming language Maple.
ON THE INSTABILITY OF SOLUTIONS TO A NONLINEAR VECTOR DIFFERENTIAL EQUATION OF FOURTH ORDER
Institute of Scientific and Technical Information of China (English)
无
2011-01-01
This paper presents a new result related to the instability of the zero solution to a nonlinear vector differential equation of fourth order.Our result includes and improves an instability result in the previous literature,which is related to the instability of the zero solution to a nonlinear scalar differential equation of fourth order.
EXISTENCE AND UNIQUENESS OF SOLUTIONS TO A NONLINEAR FRACTIONAL DIFFERENTIAL EQUATION
Institute of Scientific and Technical Information of China (English)
无
2011-01-01
The initial value problem of a nonlinear fractional differential equation is discussed in this paper. Using the nonlinear alternative of Leray-Schauder type and the contraction mapping principle,we obtain the existence and uniqueness of solutions to the fractional differential equation,which extend some results of the previous papers.
Stabilization of solutions to higher-order nonlinear Schrodinger equation with localized damping
Directory of Open Access Journals (Sweden)
Eleni Bisognin
2007-01-01
Full Text Available We study the stabilization of solutions to higher-order nonlinear Schrodinger equations in a bounded interval under the effect of a localized damping mechanism. We use multiplier techniques to obtain exponential decay in time of the solutions of the linear and nonlinear equations.
Allowable graphs of the nonlinear Schrödinger equation and their ...
Indian Academy of Sciences (India)
Bich Nguyen
2017-11-20
Nov 20, 2017 ... Non-linear Schrödinger equation; graphs; characteristic polynomial; .... Allowable graphs of the NLS and their applications. 795 ...... nonlinear Schroödinger equation, J. Algebra Appl. 16 (2017) 37 pp., https://doi.org/10.1142/.
Discrete Localized States and Localization Dynamics in Discrete Nonlinear Schrödinger Equations
DEFF Research Database (Denmark)
Christiansen, Peter Leth; Gaididei, Yu.B.; Mezentsev, V.K.
1996-01-01
Dynamics of two-dimensional discrete structures is studied in the framework of the generalized two-dimensional discrete nonlinear Schrodinger equation. The nonlinear coupling in the form of the Ablowitz-Ladik nonlinearity is taken into account. Stability properties of the stationary solutions...
New Exact Travelling Wave and Periodic Solutions of Discrete Nonlinear Schroedinger Equation
International Nuclear Information System (INIS)
Yang Qin; Dai Chaoqing; Zhang Jiefang
2005-01-01
Some new exact travelling wave and period solutions of discrete nonlinear Schroedinger equation are found by using a hyperbolic tangent function approach, which was usually presented to find exact travelling wave solutions of certain nonlinear partial differential models. Now we can further extend the new algorithm to other nonlinear differential-different models.
Initial boundary value problems of nonlinear wave equations in an exterior domain
International Nuclear Information System (INIS)
Chen Yunmei.
1987-06-01
In this paper, we investigate the existence and uniqueness of the global solutions to the initial boundary value problems of nonlinear wave equations in an exterior domain. When the space dimension n >= 3, the unique global solution of the above problem is obtained for small initial data, even if the nonlinear term is fully nonlinear and contains the unknown function itself. (author). 10 refs
Role of statistical linearization in the solution of nonlinear stochastic equations
International Nuclear Information System (INIS)
Budgor, A.B.
1977-01-01
The solution of a generalized Langevin equation is referred to as a stochastic process. If the external forcing function is Gaussian white noise, the forward Kolmogarov equation yields the transition probability density function. Nonlinear problems must be handled by approximation procedures e.g., perturbation theories, eigenfunction expansions, and nonlinear optimization procedures. After some comments on the first two of these, attention is directed to the third, and the method of statistical linearization is used to demonstrate a relation to the former two. Nonlinear stochastic systems exhibiting sustained or forced oscillations and the centered nonlinear Schroedinger equation in the presence of Gaussian white noise excitation are considered as examples. 5 figures, 2 tables
International Nuclear Information System (INIS)
Pradeep, R Gladwin; Chandrasekar, V K; Senthilvelan, M; Lakshmanan, M
2011-01-01
In this paper, we devise a systematic procedure to obtain nonlocal symmetries of a class of scalar nonlinear ordinary differential equations (ODEs) of arbitrary order related to linear ODEs through nonlocal relations. The procedure makes use of the Lie point symmetries of the linear ODEs and the nonlocal connection to deduce the nonlocal symmetries of the corresponding nonlinear ODEs. Using these nonlocal symmetries, we obtain reduction transformations and reduced equations to specific examples. We find that the reduced equations can be explicitly integrated to deduce the general solutions for these cases. We also extend this procedure to coupled higher order nonlinear ODEs with specific reference to second-order nonlinear ODEs. (paper)
Flow Equation Approach to the Statistics of Nonlinear Dynamical Systems
Marston, J. B.; Hastings, M. B.
2005-03-01
The probability distribution function of non-linear dynamical systems is governed by a linear framework that resembles quantum many-body theory, in which stochastic forcing and/or averaging over initial conditions play the role of non-zero . Besides the well-known Fokker-Planck approach, there is a related Hopf functional methodootnotetextUriel Frisch, Turbulence: The Legacy of A. N. Kolmogorov (Cambridge University Press, 1995) chapter 9.5.; in both formalisms, zero modes of linear operators describe the stationary non-equilibrium statistics. To access the statistics, we investigate the method of continuous unitary transformationsootnotetextS. D. Glazek and K. G. Wilson, Phys. Rev. D 48, 5863 (1993); Phys. Rev. D 49, 4214 (1994). (also known as the flow equation approachootnotetextF. Wegner, Ann. Phys. 3, 77 (1994).), suitably generalized to the diagonalization of non-Hermitian matrices. Comparison to the more traditional cumulant expansion method is illustrated with low-dimensional attractors. The treatment of high-dimensional dynamical systems is also discussed.
Computer programs for solving systems of nonlinear equations
International Nuclear Information System (INIS)
Asaoka, Takumi
1978-03-01
Computer programs to find a solution, usually the one closest to some guess, of a system of simultaneous nonlinear equations are provided for real functions of the real arguments. These are based on quasi-Newton methods or projection methods, which are briefly reviewed in the present report. Benchmark tests were performed on these subroutines to grasp their characteristics. As the program not requiring analytical forms of the derivatives of the Jacobian matrix, we have dealt with NS01A of Powell, NS03A of Reid for a system with the sparse Jacobian and NONLIN of Brown. Of these three subroutines of quasi-Newton methods, NONLIN is shown to be the most useful because of its stable algorithm and short computation time. On the other hand, as the subroutine for which the derivatives of the Jacobian are to be supplied analytically, we have tested INTECH of a quasi-Newton method based on the Boggs' algorithm, PROJA of Georg and Keller based on the projection method and an option of NS03A. The results have shown that INTECH, treating variables which appear only linearly in the functions separately, takes the shortest computation time, on the whole, while the projection method requires further research to find an optimal algorithm. (auth.)
Linear homotopy solution of nonlinear systems of equations in geodesy
Paláncz, Béla; Awange, Joseph L.; Zaletnyik, Piroska; Lewis, Robert H.
2010-01-01
A fundamental task in geodesy is solving systems of equations. Many geodetic problems are represented as systems of multivariate polynomials. A common problem in solving such systems is improper initial starting values for iterative methods, leading to convergence to solutions with no physical meaning, or to convergence that requires global methods. Though symbolic methods such as Groebner bases or resultants have been shown to be very efficient, i.e., providing solutions for determined systems such as 3-point problem of 3D affine transformation, the symbolic algebra can be very time consuming, even with special Computer Algebra Systems (CAS). This study proposes the Linear Homotopy method that can be implemented easily in high-level computer languages like C++ and Fortran that are faster than CAS by at least two orders of magnitude. Using Mathematica, the power of Homotopy is demonstrated in solving three nonlinear geodetic problems: resection, GPS positioning, and affine transformation. The method enlarging the domain of convergence is found to be efficient, less sensitive to rounding of numbers, and has lower complexity compared to other local methods like Newton-Raphson.
Recent topics in non-linear partial differential equations 4
Mimura, M
1989-01-01
This fourth volume concerns the theory and applications of nonlinear PDEs in mathematical physics, reaction-diffusion theory, biomathematics, and in other applied sciences. Twelve papers present recent work in analysis, computational analysis of nonlinear PDEs and their applications.
International Nuclear Information System (INIS)
Mickens, R.E.
1986-01-01
Investigations in mathematical physics are summarized for projects concerning a nonlinear wave equation; a second-order nonlinear difference equation; singular, nonlinear oscillators; and numerical instabilities. All of the results obtained through these research efforts have been presented in seminars and professional meetings and conferences. Further, all of these results have been published in the scientific literature. A list of exact references are given in the appendices to this report
International Nuclear Information System (INIS)
Bouard, Anne de; Debussche, Arnaud
2006-01-01
In this article we analyze the error of a semidiscrete scheme for the stochastic nonlinear Schrodinger equation with power nonlinearity. We consider supercritical or subcritical nonlinearity and the equation can be either focusing or defocusing. Allowing sufficient spatial regularity we prove that the numerical scheme has strong order 1/2 in general and order 1 if the noise is additive. Furthermore, we also prove that the weak order is always 1
Semiclassical soliton ensembles for the focusing nonlinear Schrödinger equation
Kamvissis, Spyridon; Miller, Peter D
2003-01-01
This book represents the first asymptotic analysis, via completely integrable techniques, of the initial value problem for the focusing nonlinear Schrödinger equation in the semiclassical asymptotic regime. This problem is a key model in nonlinear optical physics and has increasingly important applications in the telecommunications industry. The authors exploit complete integrability to establish pointwise asymptotics for this problem's solution in the semiclassical regime and explicit integration for the underlying nonlinear, elliptic, partial differential equations suspected of governing
Directory of Open Access Journals (Sweden)
Hasibun Naher
2014-10-01
Full Text Available In this article, new extension of the generalized and improved (G′/G-expansion method is proposed for constructing more general and a rich class of new exact traveling wave solutions of nonlinear evolution equations. To demonstrate the novelty and motivation of the proposed method, we implement it to the Korteweg-de Vries (KdV equation. The new method is oriented toward the ease of utilize and capability of computer algebraic system and provides a more systematic, convenient handling of the solution process of nonlinear equations. Further, obtained solutions disclose a wider range of applicability for handling a large variety of nonlinear partial differential equations.
Polyanin, A. D.; Sorokin, V. G.
2017-12-01
The paper deals with nonlinear reaction-diffusion equations with one or several delays. We formulate theorems that allow constructing exact solutions for some classes of these equations, which depend on several arbitrary functions. Examples of application of these theorems for obtaining new exact solutions in elementary functions are provided. We state basic principles of construction, selection, and use of test problems for nonlinear partial differential equations with delay. Some test problems which can be suitable for estimating accuracy of approximate analytical and numerical methods of solving reaction-diffusion equations with delay are presented. Some examples of numerical solutions of nonlinear test problems with delay are considered.
International Nuclear Information System (INIS)
Mesgarani, H; Parmour, P; Aghazadeh, N
2010-01-01
In this paper, we apply Aitken extrapolation and epsilon algorithm as acceleration technique for the solution of a weakly singular nonlinear Volterra integral equation of the second kind. In this paper, based on Tao and Yong (2006 J. Math. Anal. Appl. 324 225-37.) the integral equation is solved by Navot's quadrature formula. Also, Tao and Yong (2006) for the first time applied Richardson extrapolation to accelerating convergence for the weakly singular nonlinear Volterra integral equations of the second kind. To our knowledge, this paper may be the first attempt to apply Aitken extrapolation and epsilon algorithm for the weakly singular nonlinear Volterra integral equations of the second kind.
Directory of Open Access Journals (Sweden)
Espen R. Jakobsen
2002-05-01
Full Text Available Using the maximum principle for semicontinuous functions [3,4], we prove a general ``continuous dependence on the nonlinearities'' estimate for bounded Holder continuous viscosity solutions of fully nonlinear degenerate elliptic equations. Furthermore, we provide existence, uniqueness, and Holder continuity results for bounded viscosity solutions of such equations. Our results are general enough to encompass Hamilton-Jacobi-Bellman-Isaacs's equations of zero-sum, two-player stochastic differential games. An immediate consequence of the results obtained herein is a rate of convergence for the vanishing viscosity method for fully nonlinear degenerate elliptic equations.
Modified harmonic balance method for the solution of nonlinear jerk equations
Rahman, M. Saifur; Hasan, A. S. M. Z.
2018-03-01
In this paper, a second approximate solution of nonlinear jerk equations (third order differential equation) can be obtained by using modified harmonic balance method. The method is simpler and easier to carry out the solution of nonlinear differential equations due to less number of nonlinear equations are required to solve than the classical harmonic balance method. The results obtained from this method are compared with those obtained from the other existing analytical methods that are available in the literature and the numerical method. The solution shows a good agreement with the numerical solution as well as the analytical methods of the available literature.
International Nuclear Information System (INIS)
Weiland, J.; Ichikawa, Y.H.; Wilhelmsson, H.
1977-12-01
The Bogoliubov-Mitropolsky perturbation method has been applied to the study of a perturbation on soliton solutions to the nonlinear Schroedinger equation. The results are compared to those of Karpman and Maslov using the inverse scattering method and to those by Ott and Sudan on the KdV equation. (auth.)
Directory of Open Access Journals (Sweden)
S. S. Motsa
2014-01-01
Full Text Available This paper presents a new method for solving higher order nonlinear evolution partial differential equations (NPDEs. The method combines quasilinearisation, the Chebyshev spectral collocation method, and bivariate Lagrange interpolation. In this paper, we use the method to solve several nonlinear evolution equations, such as the modified KdV-Burgers equation, highly nonlinear modified KdV equation, Fisher's equation, Burgers-Fisher equation, Burgers-Huxley equation, and the Fitzhugh-Nagumo equation. The results are compared with known exact analytical solutions from literature to confirm accuracy, convergence, and effectiveness of the method. There is congruence between the numerical results and the exact solutions to a high order of accuracy. Tables were generated to present the order of accuracy of the method; convergence graphs to verify convergence of the method and error graphs are presented to show the excellent agreement between the results from this study and the known results from literature.
Motsa, S S; Magagula, V M; Sibanda, P
2014-01-01
This paper presents a new method for solving higher order nonlinear evolution partial differential equations (NPDEs). The method combines quasilinearisation, the Chebyshev spectral collocation method, and bivariate Lagrange interpolation. In this paper, we use the method to solve several nonlinear evolution equations, such as the modified KdV-Burgers equation, highly nonlinear modified KdV equation, Fisher's equation, Burgers-Fisher equation, Burgers-Huxley equation, and the Fitzhugh-Nagumo equation. The results are compared with known exact analytical solutions from literature to confirm accuracy, convergence, and effectiveness of the method. There is congruence between the numerical results and the exact solutions to a high order of accuracy. Tables were generated to present the order of accuracy of the method; convergence graphs to verify convergence of the method and error graphs are presented to show the excellent agreement between the results from this study and the known results from literature.
DEFF Research Database (Denmark)
Miansari, Mo; Miansari, Me; Barari, Amin
2009-01-01
In this article, He’s variational iteration method (VIM), is implemented to solve the linear Helmholtz partial differential equation and some nonlinear fifth-order Korteweg-de Vries (FKdV) partial differential equations with specified initial conditions. The initial approximations can be freely c...
DEFF Research Database (Denmark)
Backi, Christoph Josef; Bendtsen, Jan Dimon; Leth, John-Josef
2014-01-01
In this work the stability properties of a nonlinear partial differential equation (PDE) with state–dependent parameters is investigated. Among other things, the PDE describes freezing of foodstuff, and is closely related to the (Potential) Burgers’ Equation. We show that for certain forms of coe...
Nonlinear Schrodinger equation: A testing ground for the quantization of nonlinear waves
International Nuclear Information System (INIS)
Klein, A.; Krejs, F.
1976-01-01
Quantization of the nonlinear Schrodinger equation is carried out by the method due to Kerman and Klein. A viable procedure is inferred from the quantum interpretation of the classical (soliton) solution. The ground-state energy for a system with n particles is calculated to an accuracy which includes the first quantum correction to the semiclassical result. It is demonstrated that the exact answer can be obtained systematically only at the next level of approximation. For the calculation of the first quantum correction, the quantum theory of the stability of periodic orbits in field theory is developed and discussed. Since one is dealing with a finite many-body problem, the field theory can be written so that no infinite terms are encountered, but the Hamiltonian can also be artificially rearranged so as to destory this feature. For learning purposes the calculations are carried out with the various alternatives, and our methods prove capable of providing a uniform final result
Xie, Xi-Yang; Tian, Bo; Liu, Lei; Guan, Yue-Yang; Jiang, Yan
2017-06-01
In this paper, we investigate a generalized nonautonomous nonlinear equation, which describes the ultrashort optical pulse propagating in a nonlinear inhomogeneous fiber. Under certain integrable constraints, bilinear forms, bright one- and two-soliton solutions are obtained. Via certain transformation, we investigate the properties of the solitons with the first-order dispersion parameter σ1(x, t), second-order dispersion parameter σ2(x, t), third-order dispersion parameter σ3(x, t), phase modulation and gain (loss) v(x, t). Soliton propagation and collision are graphically presented and analyzed: One soliton is shown to maintain its amplitude and width during the propagation. When we choose σ1(x, t), σ2(x, t) and σ3(x, t) differently, travelling direction of the soliton is found to alter. v(x, t) is observed to affect the amplitude of the soliton. Head-on collision between the two solitons is presented with σ1(x, t), σ2(x, t), σ3(x, t) and v(x, t) as the constants, and solitons' amplitudes are the same before and after the collision. When σ1(x, t), σ2(x, t) and σ3(x, t) are chosen as certain functions, the solitons' traveling directions change during the collision. v(x, t) can influence the amplitudes of the two solitons.
International Nuclear Information System (INIS)
Eichmann, U.A.; Draayer, J.P.; Ludu, A.
2002-01-01
A potential representation for the subset of travelling solutions of nonlinear dispersive evolution equations is introduced. The procedure involves reduction of a third-order partial differential equation to a first-order ordinary differential equation. The potential representation allows us to deduce certain properties of the solutions without the actual need to solve the underlying evolution equation. In particular, the paper deals with the so-called K(n, m) equations. Starting from their respective potential representations it is shown that these equations can be classified according to a simple point transformation. As a result, e.g., all equations with linear dispersion join the same equivalence class with the Korteweg-deVries equation being its representative, and all soliton solutions of higher order nonlinear equations are thus equivalent to the KdV soliton. Certain equations with both linear and quadratic dispersions can also be treated within this equivalence class. (author)
International Nuclear Information System (INIS)
Tian Lixin; Yin Jiuli
2004-01-01
In this paper, we introduce the fully nonlinear generalized Camassa-Holm equation C(m,n,p) and by using four direct ansatzs, we obtain abundant solutions: compactons (solutions with the absence of infinite wings), solitary patterns solutions having infinite slopes or cups, solitary waves and singular periodic wave solutions and obtain kink compacton solutions and nonsymmetry compacton solutions. We also study other forms of fully nonlinear generalized Camassa-Holm equation, and their compacton solutions are governed by linear equations
Exact solutions for nonlinear evolution equations using Exp-function method
International Nuclear Information System (INIS)
Bekir, Ahmet; Boz, Ahmet
2008-01-01
In this Letter, the Exp-function method is used to construct solitary and soliton solutions of nonlinear evolution equations. The Klein-Gordon, Burger-Fisher and Sharma-Tasso-Olver equations are chosen to illustrate the effectiveness of the method. The method is straightforward and concise, and its applications are promising. The Exp-function method presents a wider applicability for handling nonlinear wave equations
Global existence and decay of solutions of a nonlinear system of wave equations
Said-Houari, Belkacem
2012-01-01
This work is concerned with a system of two wave equations with nonlinear damping and source terms acting in both equations. Under some restrictions on the nonlinearity of the damping and the source terms, we show that our problem has a unique local solution. Also, we prove that, for some restrictions on the initial data, the rate of decay of the total energy is exponential or polynomial depending on the exponents of the damping terms in both equations.
Exact traveling wave solution of nonlinear variants of the RLW and the PHI-four equations
Energy Technology Data Exchange (ETDEWEB)
Soliman, A.A. [Department of Mathematics, Faculty of Education (AL-Arish), Suez Canal University, AL-Arish 45111 (Egypt); Department of Mathematics, Teacher' s College, Bisha, P.O. Box 551 (Saudi Arabia)], E-mail: asoliman_99@yahoo.com
2007-08-27
By means of the modified extended tanh-function (METF) method the multiple traveling wave solutions of some different kinds of nonlinear partial differential equations are presented and implemented in a computer algebraic system. The solutions for the nonlinear equations such as variants of the RLW and variant of the PHI-four equations are exactly obtained and so the efficiency of the method can be demonstrated.
Global existence and decay of solutions of a nonlinear system of wave equations
Said-Houari, Belkacem
2012-03-01
This work is concerned with a system of two wave equations with nonlinear damping and source terms acting in both equations. Under some restrictions on the nonlinearity of the damping and the source terms, we show that our problem has a unique local solution. Also, we prove that, for some restrictions on the initial data, the rate of decay of the total energy is exponential or polynomial depending on the exponents of the damping terms in both equations.
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
Ma, Li-Yuan; Ji, Jia-Liang; Xu, Zong-Wei; Zhu, Zuo-Nong
2018-03-01
We study a nonintegrable discrete nonlinear Schrödinger (dNLS) equation with the term of nonlinear nearest-neighbor interaction occurred in nonlinear optical waveguide arrays. By using discrete Fourier transformation, we obtain numerical approximations of stationary and travelling solitary wave solutions of the nonintegrable dNLS equation. The analysis of stability of stationary solitary waves is performed. It is shown that the nonlinear nearest-neighbor interaction term has great influence on the form of solitary wave. The shape of solitary wave is important in the electric field propagating. If we neglect the nonlinear nearest-neighbor interaction term, much important information in the electric field propagating may be missed. Our numerical simulation also demonstrates the difference of chaos phenomenon between the nonintegrable dNLS equation with nonlinear nearest-neighbor interaction and another nonintegrable dNLS equation without the term. Project supported by the National Natural Science Foundation of China (Grant Nos. 11671255 and 11701510), the Ministry of Economy and Competitiveness of Spain (Grant No. MTM2016-80276-P (AEI/FEDER, EU)), and the China Postdoctoral Science Foundation (Grant No. 2017M621964).
An Integrable Discrete Generalized Nonlinear Schrödinger Equation and Its Reductions
International Nuclear Information System (INIS)
Li Hong-Min; Li Yu-Qi; Chen Yong
2014-01-01
An integrable discrete system obtained by the algebraization of the difference operator is studied. The system is named discrete generalized nonlinear Schrödinger (GNLS) equation, which can be reduced to classical discrete nonlinear Schrödinger (NLS) equation. Furthermore, all of the linear reductions for the discrete GNLS equation are given through the theory of circulant matrices and the discrete NLS equation is obtained by one of the reductions. At the same time, the recursion operator and symmetries of continuous GNLS equation are successfully recovered by its corresponding discrete ones. (general)
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.
Fujita Exponent for a Nonlinear Degenerate Parabolic Equation with Localized Source
Directory of Open Access Journals (Sweden)
Yulan Wang
2014-01-01
Full Text Available This paper is devoted to understand the blow-up properties of reaction-diffusion equations which combine a localized reaction term with nonlinear diffusion. In particular, we study the critical exponent of a p-Laplacian equation with a localized reaction. We obtain the Fujita exponent qc of the equation.
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.
On the equivalence between particular types of Navier-Stokes and non-linear Schroedinger equations
International Nuclear Information System (INIS)
Dietrich, K.; Vautherin, D.
1985-01-01
We derive a Schroedinger equation equivalent to the Navier-Stokes equation in the special case of constant kinematic viscosities. This equation contains a non-linear term similar to that proposed by Kostin for a quantum description of friction [fr
On the solvability of initial-value problems for nonlinear implicit difference equations
Directory of Open Access Journals (Sweden)
Ha Thi Ngoc Yen
2004-07-01
Full Text Available Our aim is twofold. First, we propose a natural definition of index for linear nonautonomous implicit difference equations, which is similar to that of linear differential-algebraic equations. Then we extend this index notion to a class of nonlinear implicit difference equations and prove some existence theorems for their initial-value problems.
Poincaré-MacMillan Equations of Motion for a Nonlinear Nonholonomic Dynamical System
Amjad, Hussain; Syed Tauseef, Mohyud-Din; Ahmet, Yildirim
2012-03-01
MacMillan's equations are extended to Poincaré's formalism, and MacMillan's equations for nonlinear nonholonomic systems are obtained in terms of Poincaré parameters. The equivalence of the results obtained here with other forms of equations of motion is demonstrated. An illustrative example of the theory is provided as well.
On realization of nonlinear systems described by higher-order differential equations
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
International Nuclear Information System (INIS)
Khrennikov, A.Yu.
2005-01-01
One derived the general evolutionary differential equation within the Hilbert space describing dynamics of the wave function. The derived contextual model is more comprehensive in contrast to a quantum one. The contextual equation may be a nonlinear one. Paper presents the conditions ensuring linearity of the evolution and derivation of the Schroedinger equation [ru
Multiphase Weakly Nonlinear Geometric Optics for Schrödinger Equations
Carles, Ré mi; Dumas, Eric; Sparber, Christof
2010-01-01
We describe and rigorously justify the nonlinear interaction of highly oscillatory waves in nonlinear Schrödinger equations, posed on Euclidean space or on the torus. Our scaling corresponds to a weakly nonlinear regime where the nonlinearity affects the leading order amplitude of the solution, but does not alter the rapid oscillations. We consider initial states which are superpositions of slowly modulated plane waves, and use the framework of Wiener algebras. A detailed analysis of the corresponding nonlinear wave mixing phenomena is given, including a geometric interpretation of the resonance structure for cubic nonlinearities. As an application, we recover and extend some instability results for the nonlinear Schrödinger equation on the torus in negative order Sobolev spaces. © 2010 Society for Industrial and Applied Mathematics.
Current interactions from the one-form sector of nonlinear higher-spin equations
Gelfond, O. A.; Vasiliev, M. A.
2018-06-01
The form of higher-spin current interactions in the sector of one-forms is derived from the nonlinear higher-spin equations in AdS4. Quadratic corrections to higher-spin equations are shown to be independent of the phase of the parameter η = exp iφ in the full nonlinear higher-spin equations. The current deformation resulting from the nonlinear higher-spin equations is represented in the canonical form with the minimal number of space-time derivatives. The non-zero spin-dependent coupling constants of the resulting currents are determined in terms of the higher-spin coupling constant η η bar . Our results confirm the conjecture that (anti-)self-dual nonlinear higher-spin equations result from the full system at (η = 0) η bar = 0.
Separation of variables for the nonlinear wave equation in polar coordinates
International Nuclear Information System (INIS)
Shermenev, Alexander
2004-01-01
Some classical types of nonlinear wave motion in polar coordinates are studied within quadratic approximation. When the nonlinear quadratic terms in the wave equation are arbitrary, the usual perturbation techniques used in polar coordinates leads to overdetermined systems of linear algebraic equations for the unknown coefficients. However, we show that these overdetermined systems are compatible with the special case of the nonlinear shallow water equation and express explicitly the coefficients of the first two harmonics as polynomials of the Bessel functions of radius and of the trigonometric functions of angle. It gives a series of solutions to the nonlinear shallow water equation that are periodic in time and found with the same accuracy as the equation is derived
Modified wave operators for nonlinear Schrodinger equations in one and two dimensions
Directory of Open Access Journals (Sweden)
Nakao Hayashi
2004-04-01
Full Text Available We study the asymptotic behavior of solutions, in particular the scattering theory, for the nonlinear Schr"{o}dinger equations with cubic and quadratic nonlinearities in one or two space dimensions. The nonlinearities are summation of gauge invariant term and non-gauge invariant terms. The scattering problem of these equations belongs to the long range case. We prove the existence of the modified wave operators to those equations for small final data. Our result is an improvement of the previous work [13
Directory of Open Access Journals (Sweden)
Lakshmi Narayan Mishra
2016-04-01
Full Text Available In the present manuscript, we prove some results concerning the existence of solutions for some nonlinear functional-integral equations which contains various integral and functional equations that considered in nonlinear analysis and its applications. By utilizing the techniques of noncompactness measures, we operate the fixed point theorems such as Darbo's theorem in Banach algebra concerning the estimate on the solutions. The results obtained in this paper extend and improve essentially some known results in the recent literature. We also provide an example of nonlinear functional-integral equation to show the ability of our main result.
International Nuclear Information System (INIS)
Darmani, G.; Setayeshi, S.; Ramezanpour, H.
2012-01-01
In this paper an efficient computational method based on extending the sensitivity approach (SA) is proposed to find an analytic exact solution of nonlinear differential difference equations. In this manner we avoid solving the nonlinear problem directly. By extension of sensitivity approach for differential difference equations (DDEs), the nonlinear original problem is transformed into infinite linear differential difference equations, which should be solved in a recursive manner. Then the exact solution is determined in the form of infinite terms series and by intercepting series an approximate solution is obtained. Numerical examples are employed to show the effectiveness of the proposed approach. (general)
Finding all solutions of nonlinear equations using the dual simplex method
Yamamura, Kiyotaka; Fujioka, Tsuyoshi
2003-03-01
Recently, an efficient algorithm has been proposed for finding all solutions of systems of nonlinear equations using linear programming. This algorithm is based on a simple test (termed the LP test) for nonexistence of a solution to a system of nonlinear equations using the dual simplex method. In this letter, an improved version of the LP test algorithm is proposed. By numerical examples, it is shown that the proposed algorithm could find all solutions of a system of 300 nonlinear equations in practical computation time.
Blowing-up semilinear wave equation with exponential nonlinearity ...
Indian Academy of Sciences (India)
H1-norm. Hence, it is legitimate to consider an exponential nonlinearity. Moreover, the choice of an exponential nonlinearity emerges from a possible control of solutions via a. Moser–Trudinger type inequality [1, 16, 19]. In fact, Nakamura and Ozawa [17] proved global well-posedness and scattering for small Cauchy data in ...
Numerical Simulations of Self-Focused Pulses Using the Nonlinear Maxwell Equations
Goorjian, Peter M.; Silberberg, Yaron; Kwak, Dochan (Technical Monitor)
1994-01-01
This paper will present results in computational nonlinear optics. An algorithm will be described that solves the full vector nonlinear Maxwell's equations exactly without the approximations that are currently made. Present methods solve a reduced scalar wave equation, namely the nonlinear Schrodinger equation, and neglect the optical carrier. Also, results will be shown of calculations of 2-D electromagnetic nonlinear waves computed by directly integrating in time the nonlinear vector Maxwell's equations. The results will include simulations of 'light bullet' like pulses. Here diffraction and dispersion will be counteracted by nonlinear effects. The time integration efficiently implements linear and nonlinear convolutions for the electric polarization, and can take into account such quantum effects as Kerr and Raman interactions. The present approach is robust and should permit modeling 2-D and 3-D optical soliton propagation, scattering, and switching directly from the full-vector Maxwell's equations. Abstract of a proposed paper for presentation at the meeting NONLINEAR OPTICS: Materials, Fundamentals, and Applications, Hyatt Regency Waikaloa, Waikaloa, Hawaii, July 24-29, 1994, Cosponsored by IEEE/Lasers and Electro-Optics Society and Optical Society of America
International Nuclear Information System (INIS)
Belmonte-Beitia, Juan; Konotop, Vladimir V.; Perez-Garcia, Victor M.; Vekslerchik, Vadym E.
2009-01-01
Using similarity transformations we construct explicit solutions of the nonlinear Schroedinger equation with linear and nonlinear periodic potentials. We present explicit forms of spatially localized and periodic solutions, and study their properties. We put our results in the framework of the exploited perturbation techniques and discuss their implications on the properties of associated linear periodic potentials and on the possibilities of stabilization of gap solitons using polychromatic lattices.
International Nuclear Information System (INIS)
Najafi Mohammad; Arbabi Somayeh
2014-01-01
In this paper, we establish exact solutions for five complex nonlinear Schrödinger equations. The semi-inverse variational principle (SVP) is used to construct exact soliton solutions of five complex nonlinear Schrödinger equations. Many new families of exact soliton solutions of five complex nonlinear Schrödinger equations are successfully obtained. (general)
The Extended Fractional Subequation Method for Nonlinear Fractional Differential Equations
Zhao, Jianping; Tang, Bo; Kumar, Sunil; Hou, Yanren
2012-01-01
An extended fractional subequation method is proposed for solving fractional differential equations by introducing a new general ansätz and Bäcklund transformation of the fractional Riccati equation with known solutions. Being concise and straightforward, this method is applied to the space-time fractional coupled Burgers’ equations and coupled MKdV equations. As a result, many exact solutions are obtained. It is shown that the considered method provides a very effective, convenient, and powe...
The effect of nonlinearity on unstable zones of Mathieu equation
Indian Academy of Sciences (India)
2017-02-09
Feb 9, 2017 ... Abstract. Mathieu equation is a well-known ordinary differential equation in which the excitation term appears as the non-constant coefficient. The mathematical modelling of many dynamic systems leads to Mathieu equation. The determination of the locus of unstable zone is important for the control of ...
Equations of motion for a (non-linear) scalar field model as derived from the field equations
International Nuclear Information System (INIS)
Kaniel, S.; Itin, Y.
2006-01-01
The problem of derivation of the equations of motion from the field equations is considered. Einstein's field equations have a specific analytical form: They are linear in the second order derivatives and quadratic in the first order derivatives of the field variables. We utilize this particular form and propose a novel algorithm for the derivation of the equations of motion from the field equations. It is based on the condition of the balance between the singular terms of the field equation. We apply the algorithm to a non-linear Lorentz invariant scalar field model. We show that it results in the Newton law of attraction between the singularities of the field moved on approximately geodesic curves. The algorithm is applicable to the N-body problem of the Lorentz invariant field equations. (Abstract Copyright [2006], Wiley Periodicals, Inc.)
Solutions to the equations describing materials with competing quadratic and cubic nonlinearities
International Nuclear Information System (INIS)
Li-Na, Zhao; Ji, Lin; Zi-Shuang, Tong
2009-01-01
The Lie group theoretical method is used to study the equations describing materials with competing quadratic and cubic nonlinearities. The equations share some of the nice properties of soliton equations. From the elliptic functions expansion method, we obtain large families of analytical solutions, in special cases, we have the periodic, kink and solitary solutions of the equations. Furthermore, we investigate the stability of these solutions under the perturbation of amplitude noises by numerical simulation
Analysis of an Nth-order nonlinear differential-delay equation
Vallée, Réal; Marriott, Christopher
1989-01-01
The problem of a nonlinear dynamical system with delay and an overall response time which is distributed among N individual components is analyzed. Such a system can generally be modeled by an Nth-order nonlinear differential delay equation. A linear-stability analysis as well as a numerical simulation of that equation are performed and a comparison is made with the experimental results. Finally, a parallel is established between the first-order differential equation with delay and the Nth-order differential equation without delay.
International Nuclear Information System (INIS)
Kashaev, R.M.; Savel'ev, M.V.; Savel'eva, S.A.
1990-01-01
Nonlinear equations associated through a zero curvature type representation with Lie algebras S 0 Diff T 2 and of infinitesimal diffeomorphisms of (S 1 ) 2 , and also with a new infinite-dimensional Lie algebras. In particular, the general solution (in the sense of the Goursat problem) of the heavently equation which describes self-dual Einstein spaces with one rotational Killing symmetry is discussed, as well as the solutions to a generalized equation. The paper is supplied with Appendix containing the definition of the continuum graded Lie algebras and the general construction of the nonlinear equations associated with them. 11 refs
A general nonlinear evolution equation for irreversible conservative approach to stable equilibrium
International Nuclear Information System (INIS)
Beretta, G.P.
1986-01-01
This paper addresses a mathematical problem relevant to the question of nonequilibrium and irreversibility, namely, that of ''designing'' a general evolution equation capable of describing irreversible but conservative relaxtion towards equilibrium. The objective is to present an interesting mathematical solution to this design problem, namely, a new nonlinear evolution equation that satisfies a set of very stringent relevant requirements. Three different frameworks are defined from which the new equation could be adopted, with entirely different interpretations. Some useful well-known mathematics involving Gram determinants are presented and a nonlinear evolution equation is given which meets the stringent design specifications
Some aspects of transformation of the nonlinear plasma equations to the space-independent frame
International Nuclear Information System (INIS)
Paul, S.N.; Chakraborty, B.
1982-01-01
Relativistically correct transformation of nonlinear plasma equations are derived in a space-independent frame. This transformation is useful in many ways because in place of partial differential equations one obtains a set of ordinary differential equations in a single independent variable. Equations of Akhiezer and Polovin (1956) for nonlinear plasma oscillations have been generalized and the results of Arons and Max (1974), and others for wave number shift and precessional rotation of electromagnetic wave are recovered in a space-independent frame. (author)
Analytic treatment of nonlinear evolution equations using first ...
Indian Academy of Sciences (India)
1. — journal of. July 2012 physics pp. 3–17. Analytic treatment of nonlinear evolution ... Eskisehir Osmangazi University, Art-Science Faculty, Department of Mathematics, ... (2.2) is integrated where integration constants are considered zeros.
Nonlinear structures for extended Korteweg–de Vries equation in ...
Indian Academy of Sciences (India)
The presence of immobile nanodust grains changes the general properties of the ...... rational-type solutions, which may be helpful to explain the creation of very .... investigate the behaviour of nonlinear structures in the Earth's ionosphere ...
Analytical-numerical solution of a nonlinear integrodifferential equation in econometrics
Kakhktsyan, V. M.; Khachatryan, A. Kh.
2013-07-01
A mixed problem for a nonlinear integrodifferential equation arising in econometrics is considered. An analytical-numerical method is proposed for solving the problem. Some numerical results are presented.
Universal and integrable nonlinear evolution systems of equations in 2+1 dimensions
International Nuclear Information System (INIS)
Maccari, A.
1997-01-01
Integrable systems of nonlinear partial differential equations (PDEs) are obtained from integrable equations in 2+1 dimensions, by means of a reduction method of broad applicability based on Fourier expansion and spatio endash temporal rescalings, which is asymptotically exact in the limit of weak nonlinearity. The integrability by the spectral transform is explicitly demonstrated, because the corresponding Lax pairs have been derived, applying the same reduction method to the Lax pair of the initial equation. These systems of nonlinear PDEs are likely to be of applicative relevance and have a open-quotes universalclose quotes character, inasmuch as they may be derived from a very large class of nonlinear evolution equations with a linear dispersive part. copyright 1997 American Institute of Physics
Bonito, Andrea; Guermond, Jean-Luc; Popov, Bojan
2013-01-01
We establish the L2-stability of an entropy viscosity technique applied to nonlinear scalar conservation equations. First-and second-order explicit time-stepping techniques using continuous finite elements in space are considered. The method
Oscillating particle-like solutions of nonlinear Klein-Gordon equation
International Nuclear Information System (INIS)
Bogolubsky, I.L.
1976-01-01
A denumerable set of oscillating spherically-symmetric particle-like solutions of the Klein-Gordon equation with cubic nonlinearity is found. Extended particles modelled by them turn out to be slightly radiating and long-lived
International Nuclear Information System (INIS)
Steudel, H.
1980-01-01
It is shown that the two-parameter manifold of Baecklund transformations known for the nonlinear Schroedinger equation can be generated from one Baecklund transformation with specified parameters by use of scale transformation and Galilean transformation. (orig.)
EXISTENCE OF SOLUTION TO NONLINEAR SECOND ORDER NEUTRAL STOCHASTIC DIFFERENTIAL EQUATIONS WITH DELAY
Institute of Scientific and Technical Information of China (English)
无
2010-01-01
This paper is concerned with nonlinear second order neutral stochastic differential equations with delay in a Hilbert space. Sufficient conditions for the existence of solution to the system are obtained by Picard iterations.
ON THE BOUNDEDNESS AND THE STABILITY OF SOLUTION TO THIRD ORDER NON-LINEAR DIFFERENTIAL EQUATIONS
Institute of Scientific and Technical Information of China (English)
无
2008-01-01
In this paper we investigate the global asymptotic stability,boundedness as well as the ultimate boundedness of solutions to a general third order nonlinear differential equation,using complete Lyapunov function.
Stability analysis of Runge-Kutta methods for nonlinear neutral delay integro-differential equations
Institute of Scientific and Technical Information of China (English)
2007-01-01
The sufficient conditions for the stability and asymptotic stability of Runge-Kutta methods for nonlinear neutral delay integro-differential equations are derived. A numerical test that confirms the theoretical results is given in the end.
On the integrability of the generalized Fisher-type nonlinear diffusion equations
International Nuclear Information System (INIS)
Wang Dengshan; Zhang Zhifei
2009-01-01
In this paper, the geometric integrability and Lax integrability of the generalized Fisher-type nonlinear diffusion equations with modified diffusion in (1+1) and (2+1) dimensions are studied by the pseudo-spherical surface geometry method and prolongation technique. It is shown that the (1+1)-dimensional Fisher-type nonlinear diffusion equation is geometrically integrable in the sense of describing a pseudo-spherical surface of constant curvature -1 only for m = 2, and the generalized Fisher-type nonlinear diffusion equations in (1+1) and (2+1) dimensions are Lax integrable only for m = 2. This paper extends the results in Bindu et al 2001 (J. Phys. A: Math. Gen. 34 L689) and further provides the integrability information of (1+1)- and (2+1)-dimensional Fisher-type nonlinear diffusion equations for m = 2
Oscillation of solutions to neutral nonlinear impulsive hyperbolic equations with several delays
Directory of Open Access Journals (Sweden)
Jichen Yang
2013-01-01
Full Text Available In this article, we study oscillatory properties of solutions to neutral nonlinear impulsive hyperbolic partial differential equations with several delays. We establish sufficient conditions for oscillation of all solutions.
The Full—Discrete Mixed Finite Element Methods for Nonlinear Hyperbolic Equations
Institute of Scientific and Technical Information of China (English)
YanpingCHEN; YunqingHUANG
1998-01-01
This article treats mixed finite element methods for second order nonlinear hyperbolic equations.A fully discrete scheme is presented and improved L2-error estimates are established.The convergence of both the function value andthe flux is demonstrated.
Directory of Open Access Journals (Sweden)
Dhakne Machindra B.
2017-04-01
Full Text Available In this paper we discuss the existence of mild and strong solutions of abstract nonlinear mixed functional integrodifferential equation with nonlocal condition by using Sadovskii’s fixed point theorem and theory of fractional power of operators.
Stability and square integrability of solutions of nonlinear fourth order differential equations
Directory of Open Access Journals (Sweden)
Moussadek Remili
2016-05-01
Full Text Available The aim of the present paper is to establish a new result, which guarantees the asymptotic stability of zero solution and square integrability of solutions and their derivatives to nonlinear differential equations of fourth order.
Approximate Solution of Nonlinear Klein-Gordon Equation Using Sobolev Gradients
Directory of Open Access Journals (Sweden)
Nauman Raza
2016-01-01
Full Text Available The nonlinear Klein-Gordon equation (KGE models many nonlinear phenomena. In this paper, we propose a scheme for numerical approximation of solutions of the one-dimensional nonlinear KGE. A common approach to find a solution of a nonlinear system is to first linearize the equations by successive substitution or the Newton iteration method and then solve a linear least squares problem. Here, we show that it can be advantageous to form a sum of squared residuals of the nonlinear problem and then find a zero of the gradient. Our scheme is based on the Sobolev gradient method for solving a nonlinear least square problem directly. The numerical results are compared with Lattice Boltzmann Method (LBM. The L2, L∞, and Root-Mean-Square (RMS values indicate better accuracy of the proposed method with less computational effort.
Combined solitary-wave solution for coupled higher-order nonlinear Schroedinger equations
International Nuclear Information System (INIS)
Tian Jinping; Tian Huiping; Li Zhonghao; Zhou Guosheng
2004-01-01
Coupled nonlinear Schroedinger equations model several interesting physical phenomena. We used a trigonometric function transform method based on a homogeneous balance to solve the coupled higher-order nonlinear Schroedinger equations. We obtained four pairs of exact solitary-wave solutions including a dark and a bright-soliton pair, a bright- and a dark-soliton pair, a bright- and a bright-soliton pair, and the last pair, a combined bright-dark-soliton pair
International Nuclear Information System (INIS)
Abdou, M.A.
2008-01-01
The generalized F-expansion method with a computerized symbolic computation is used for constructing a new exact travelling wave solutions for the generalized nonlinear Schrodinger equation with a source. As a result, many exact travelling wave solutions are obtained which include new periodic wave solution, trigonometric function solutions and rational solutions. The method is straightforward and concise, and it can also be applied to other nonlinear evolution equations in physics
Construction of local and non-local conservation laws for non-linear field equations
International Nuclear Information System (INIS)
Vladimirov, V.S.; Volovich, I.V.
1984-08-01
A method of constructing conserved currents for non-linear field equations is presented. More explicitly for non-linear equations, which can be derived from compatibility conditions of some linear system with a parameter, a procedure of obtaining explicit expressions for local and non-local currents is developed. Some examples such as the classical Heisenberg spin chain and supersymmetric Yang-Mills theory are considered. (author)
Analytical approximate solutions for a general class of nonlinear delay differential equations.
Căruntu, Bogdan; Bota, Constantin
2014-01-01
We use the polynomial least squares method (PLSM), which allows us to compute analytical approximate polynomial solutions for a very general class of strongly nonlinear delay differential equations. The method is tested by computing approximate solutions for several applications including the pantograph equations and a nonlinear time-delay model from biology. The accuracy of the method is illustrated by a comparison with approximate solutions previously computed using other methods.
Analytic continuation of solutions of some nonlinear convolution partial differential equations
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Hidetoshi Tahara
2015-01-01
Full Text Available The paper considers a problem of analytic continuation of solutions of some nonlinear convolution partial differential equations which naturally appear in the summability theory of formal solutions of nonlinear partial differential equations. Under a suitable assumption it is proved that any local holomorphic solution has an analytic extension to a certain sector and its extension has exponential growth when the variable goes to infinity in the sector.
Conservation laws for certain time fractional nonlinear systems of partial differential equations
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.
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
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.
Polynomially decaying transmission for the nonlinear schrodinger equation in a random medium
International Nuclear Information System (INIS)
Devillard, P.; Sovillard, B.
1986-01-01
This is the first study of one the transmission problems associate to the nonlinear Schrodinger equation with a random potential. We show that for almost every realization of the medium the rate of transmission vanishes when increasing the size of the medium; however, whereas it decays exponentially in the linear regime, it decays polynomially in the nonlinear one
Small-χ singlet structure functions from the nonlinear GLR equation
International Nuclear Information System (INIS)
Kim, V.T.; Ryskin, M.G.
1991-06-01
The effect of absorptive corrections in the nonlinear GLR evolution equation is considered. A simple method how to estimate the corrections numerically is described. In the case of the parametrization based on semihard hadron phenomenology developed earlier a visible difference between linear and nonlinear evolution is expected at HERA energies. (orig.)
International Nuclear Information System (INIS)
Palacios, Sergio L.
2004-01-01
We propose two simple ansaetze that allow us to obtain different analytical solutions of the high dispersive cubic and cubic-quintic nonlinear Schroedinger equations. Among these solutions we can find solitary wave and periodic wave solutions representing the propagation of different waveforms in nonlinear media
Filamentary structures of the cosmic web and the nonlinear Schroedinger type equation
International Nuclear Information System (INIS)
Tigrak, E; Weygaert, R van de; Jones, B J T
2011-01-01
We show that the filamentary type structures of the cosmic web can be modeled as solitonic waves by solving the reaction diffusion system which is the hydrodynamical analogous of the nonlinear Schroedinger type equation. We find the analytical solution of this system by applying the Hirota direct method which produces the dissipative soliton solutions to formulate the dynamical evolution of the nonlinear structure formation.
Invariant measures for stochastic nonlinear beam and wave equations
Czech Academy of Sciences Publication Activity Database
Brzezniak, Z.; Ondreját, Martin; Seidler, Jan
2016-01-01
Roč. 260, č. 5 (2016), s. 4157-4179 ISSN 0022-0396 R&D Projects: GA ČR GAP201/10/0752 Institutional support: RVO:67985556 Keywords : stochastic partial differential equation * stochastic beam equation * stochastic wave equation * invariant measure Subject RIV: BA - General Mathematics Impact factor: 1.988, year: 2016 http://library.utia.cas.cz/separaty/2016/SI/ondrejat-0453412.pdf
Einstein-Friedmann equation, nonlinear dynamics and chaotic behaviours
International Nuclear Information System (INIS)
Tanaka, Yosuke; Nakano, Shingo; Ohta, Shigetoshi; Mori, Keisuke; Horiuchi, Tanji
2009-01-01
We have studied the Einstein-Friedmann equation [Case 1] on the basis of the bifurcation theory and shown that the chaotic behaviours in the Einstein-Friedmann equation [Case 1] are reduced to the pitchfork bifurcation and the homoclinic bifurcation. We have obtained the following results: (i) 'The chaos region diagram' (the p-λ plane) in the Einstein-Friedmann equation [Case 1]. (ii) 'The chaos inducing chart' of the homoclinic orbital systems in the unforced differential equations. We have discussed the non-integrable conditions in the Einstein-Friedmann equation and proposed the chaotic model: p=p 0 ρ n (n≥0). In case n≠0,1, the Einstein-Friedmann equation is not integrable and there may occur chaotic behaviours. The cosmological constant (λ) turns out to play important roles for the non-integrable condition in the Einstein-Friedmann equation and also for the pitchfork bifurcation and the homoclinic bifurcation in the relativistic field equation. With the use of the E-infinity theory, we have also discussed the physical quantities in the gravitational field equations, and obtained the formula logκ=-10(1/φ) 2 [1+(φ) 8 ]=-26.737, which is in nice agreement with the experiment (-26.730).
Sensitivity theory for general non-linear algebraic equations with constraints
International Nuclear Information System (INIS)
Oblow, E.M.
1977-04-01
Sensitivity theory has been developed to a high state of sophistication for applications involving solutions of the linear Boltzmann equation or approximations to it. The success of this theory in the field of radiation transport has prompted study of possible extensions of the method to more general systems of non-linear equations. Initial work in the U.S. and in Europe on the reactor fuel cycle shows that the sensitivity methodology works equally well for those non-linear problems studied to date. The general non-linear theory for algebraic equations is summarized and applied to a class of problems whose solutions are characterized by constrained extrema. Such equations form the basis of much work on energy systems modelling and the econometrics of power production and distribution. It is valuable to have a sensitivity theory available for these problem areas since it is difficult to repeatedly solve complex non-linear equations to find out the effects of alternative input assumptions or the uncertainties associated with predictions of system behavior. The sensitivity theory for a linear system of algebraic equations with constraints which can be solved using linear programming techniques is discussed. The role of the constraints in simplifying the problem so that sensitivity methodology can be applied is highlighted. The general non-linear method is summarized and applied to a non-linear programming problem in particular. Conclusions are drawn in about the applicability of the method for practical problems
Inverse operator method for solutions of nonlinear dynamical equations and some typical applications
International Nuclear Information System (INIS)
Fang Jinqing; Yao Weiguang
1993-01-01
The inverse operator method (IOM) is described briefly. We have realized the IOM for the solutions of nonlinear dynamical equations by the mathematics-mechanization (MM) with computers. They can then offer a new and powerful method applicable to many areas of physics. We have applied them successfully to study the chaotic behaviors of some nonlinear dynamical equations. As typical examples, the well-known Lorentz equation, generalized Duffing equation and two coupled generalized Duffing equations are investigated by using the IOM and the MM. The results are in good agreement with those given by Runge-Kutta method. So the IOM realized by the MM is of potential application valuable in nonlinear physics and many other fields
Quantum theory from a nonlinear perspective Riccati equations in fundamental physics
Schuch, Dieter
2018-01-01
This book provides a unique survey displaying the power of Riccati equations to describe reversible and irreversible processes in physics and, in particular, quantum physics. Quantum mechanics is supposedly linear, invariant under time-reversal, conserving energy and, in contrast to classical theories, essentially based on the use of complex quantities. However, on a macroscopic level, processes apparently obey nonlinear irreversible evolution equations and dissipate energy. The Riccati equation, a nonlinear equation that can be linearized, has the potential to link these two worlds when applied to complex quantities. The nonlinearity can provide information about the phase-amplitude correlations of the complex quantities that cannot be obtained from the linearized form. As revealed in this wide ranging treatment, Riccati equations can also be found in many diverse fields of physics from Bose-Einstein-condensates to cosmology. The book will appeal to graduate students and theoretical physicists interested in ...
Multi-symplectic Runge-Kutta methods for nonlinear Dirac equations
International Nuclear Information System (INIS)
Hong Jialin; Li Chun
2006-01-01
In this paper, we consider the multi-symplectic Runge-Kutta (MSRK) methods applied to the nonlinear Dirac equation in relativistic quantum physics, based on a discovery of the multi-symplecticity of the equation. In particular, the conservation of energy, momentum and charge under MSRK discretizations is investigated by means of numerical experiments and numerical comparisons with non-MSRK methods. Numerical experiments presented reveal that MSRK methods applied to the nonlinear Dirac equation preserve exactly conservation laws of charge and momentum, and conserve the energy conservation in the corresponding numerical accuracy to the method utilized. It is verified numerically that MSRK methods are stable and convergent with respect to the conservation laws of energy, momentum and charge, and MSRK methods preserve not only the inner geometric structure of the equation, but also some crucial conservative properties in quantum physics. A remarkable advantage of MSRK methods applied to the nonlinear Dirac equation is the precise preservation of charge conservation law
Nonlinear evolution equations and Painlevé test
Steeb, Willi-Hans
1988-01-01
This book is an edited version of lectures given by the authors at a seminar at the Rand Afrikaans University. It gives a survey on the Painlevé test, Painlevé property and integrability. Both ordinary differential equations and partial differential equations are considered.
Differential geometry techniques for sets of nonlinear partial differential equations
Estabrook, Frank B.
1990-01-01
An attempt is made to show that the Cartan theory of partial differential equations can be a useful technique for applied mathematics. Techniques for finding consistent subfamilies of solutions that are generically rich and well-posed and for introducing potentials or other usefully consistent auxiliary fields are introduced. An extended sample calculation involving the Korteweg-de Vries equation is given.
Directory of Open Access Journals (Sweden)
U. Filobello-Nino
2015-01-01
Full Text Available We propose an approximate solution of T-F equation, obtained by using the nonlinearities distribution homotopy perturbation method (NDHPM. Besides, we show a table of comparison, between this proposed approximate solution and a numerical of T-F, by establishing the accuracy of the results.
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.
Nonlinear second- and first-sound wave equations in 3He-4He mixtures
International Nuclear Information System (INIS)
Mohazzab, Masoud; Mulders, Norbert
2000-01-01
We derive nonlinear Burgers equations for first and second sound in mixtures of 3 He- 4 He, using a reductive perturbation method and obtain expressions for the nonlinear and dissipation coefficients. We further find a diffusion equation for a coupled temperature-concentration mode. The amplitude of first (second) sound generated from second (first) sound in mixtures is also derived. Our derivation includes the dependence of thermodynamical quantities on temperature, pressure, and 3 He concentration, and is valid up to a first order in terms of the isobaric expansion coefficient. We show that close to the λ line the nonlinearity of second sound in mixtures is enhanced as compared with pure 4 He
Nonlinear evolution equations and solving algebraic systems: the importance of computer algebra
International Nuclear Information System (INIS)
Gerdt, V.P.; Kostov, N.A.
1989-01-01
In the present paper we study the application of computer algebra to solve the nonlinear polynomial systems which arise in investigation of nonlinear evolution equations. We consider several systems which are obtained in classification of integrable nonlinear evolution equations with uniform rank. Other polynomial systems are related with the finding of algebraic curves for finite-gap elliptic potentials of Lame type and generalizations. All systems under consideration are solved using the method based on construction of the Groebner basis for corresponding polynomial ideals. The computations have been carried out using computer algebra systems. 20 refs
A variational approach to nonlinear evolution equations in optics
Indian Academy of Sciences (India)
optics. D ANDERSON, M LISAK and A BERNTSON£. Department of Electromagnetics, Chalmers University of Technology, SE-41296 Göteborg, Sweden. £Ericsson Telcom ... Many works in nonlinear optics have made efficient ...... focusing dynamics of a laser beam (or a Bose–Einstein condensate) in a parabolic external.
Accelerating Inexact Newton Schemes for Large Systems of Nonlinear Equations
Fokkema, D.R.; Sleijpen, G.L.G.; Vorst, H.A. van der
Classical iteration methods for linear systems, such as Jacobi iteration, can be accelerated considerably by Krylov subspace methods like GMRES. In this paper, we describe how inexact Newton methods for nonlinear problems can be accelerated in a similar way and how this leads to a general
Applicability of refined Born approximation to non-linear equations
International Nuclear Information System (INIS)
Rayski, J.
1990-01-01
A computational method called ''Refined Born Approximation'', formerly applied exclusively to linear problems, is shown to be successfully applicable also to non-linear problems enabling me to compute bifurcations and other irregular solutions which cannot be obtained by the standard perturbation procedures. (author)
Canonical structure of evolution equations with non-linear ...
Indian Academy of Sciences (India)
The dispersion produced is compensated by non-linear effects resulting in the formation of exponentially localized .... determining the values of Lagrange's multipliers αis. We postulate that a slightly .... c3 «w2x -v. (36). To include the effect of the secondary constraint c3 in the total Hamiltonian H we modify. (33) as. 104.
International Nuclear Information System (INIS)
Fang Jinqing; Yao Weiguang
1992-12-01
Inverse operator theory method (IOTM) has developed rapidly in the last few years. It is an effective and useful procedure for quantitative solution of nonlinear or stochastic continuous dynamical systems. Solutions are obtained in series form for deterministic equations, and in the case of stochastic equation it gives statistic measures of the solution process. A very important advantage of the IOTM is to eliminate a number of restrictive and assumption on the nature of stochastic processes. Therefore, it provides more realistic solutions. The IOTM and its mathematics-mechanization (MM) are briefly introduced. They are used successfully to study the chaotic behaviors of the nonlinear dynamical systems for the first time in the world. As typical examples, the Lorentz equation, generalized Duffing equation, two coupled generalized Duffing equations are investigated by the use of the IOTM and the MM. The results are in good agreement with ones by the Runge-Kutta method (RKM). It has higher accuracy and faster convergence. So the IOTM realized by the MM is of potential application valuable in nonlinear science
Wang, Xu-Jia
2006-01-01
In this paper we prove the interior gradient and second derivative estimates for a class of fully nonlinear elliptic equations determined by symmetric functions of eigenvalues of the Ricci or Schouten tensors. As an application we prove the existence of solutions to the equations when the manifold is locally conformally flat or the Ricci curvature is positive.
Institute of Scientific and Technical Information of China (English)
无
2008-01-01
Using direct algebraic method,exact solitary wave solutions are performed for a class of third order nonlinear dispersive disipative partial differential equations. These solutions are obtained under certain conditions for the relationship between the coefficients of the equation. The exact solitary waves of this class are rational functions of real exponentials of kink-type solutions.
Existence of bounded solutions of Neumann problem for a nonlinear degenerate elliptic equation
Directory of Open Access Journals (Sweden)
Salvatore Bonafede
2017-10-01
Full Text Available We prove the existence of bounded solutions of Neumann problem for nonlinear degenerate elliptic equations of second order in divergence form. We also study some properties as the Phragmen-Lindelof property and the asymptotic behavior of the solutions of Dirichlet problem associated to our equation in an unbounded domain.
Nonlinear Delay Discrete Inequalities and Their Applications to Volterra Type Difference Equations
Directory of Open Access Journals (Sweden)
Yu Wu
2010-01-01
Full Text Available Delay discrete inequalities with more than one nonlinear term are discussed, which generalize some known results and can be used in the analysis of various problems in the theory of certain classes of discrete equations. Application examples to show boundedness and uniqueness of solutions of a Volterra type difference equation are also given.
A study on linear and nonlinear Schrodinger equations by the variational iteration method
International Nuclear Information System (INIS)
Wazwaz, Abdul-Majid
2008-01-01
In this work, we introduce a framework to obtain exact solutions to linear and nonlinear Schrodinger equations. The He's variational iteration method (VIM) is used for analytic treatment of these equations. Numerical examples are tested to show the pertinent features of this method
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 .
Directory of Open Access Journals (Sweden)
San-Yang Liu
2014-01-01
Full Text Available Two unified frameworks of some sufficient descent conjugate gradient methods are considered. Combined with the hyperplane projection method of Solodov and Svaiter, they are extended to solve convex constrained nonlinear monotone equations. Their global convergence is proven under some mild conditions. Numerical results illustrate that these methods are efficient and can be applied to solve large-scale nonsmooth equations.
Directory of Open Access Journals (Sweden)
J. Prakash
2016-03-01
Full Text Available In this paper, a numerical algorithm based on a modified He-Laplace method (MHLM is proposed to solve space and time nonlinear fractional differential-difference equations (NFDDEs arising in physical phenomena such as wave phenomena in fluids, coupled nonlinear optical waveguides and nanotechnology fields. The modified He-Laplace method is a combined form of the fractional homotopy perturbation method and Laplace transforms method. The nonlinear terms can be easily decomposed by the use of He’s polynomials. This algorithm has been tested against time-fractional differential-difference equations such as the modified Lotka Volterra and discrete (modified KdV equations. The proposed scheme grants the solution in the form of a rapidly convergent series. Three examples have been employed to illustrate the preciseness and effectiveness of the proposed method. The achieved results expose that the MHLM is very accurate, efficient, simple and can be applied to other nonlinear FDDEs.
Forward-backward equations for nonlinear propagation in axially invariant optical systems
International Nuclear Information System (INIS)
Ferrando, Albert; Zacares, Mario; Fernandez de Cordoba, Pedro; Binosi, Daniele; Montero, Alvaro
2005-01-01
We present a general framework to deal with forward and backward components of the electromagnetic field in axially invariant nonlinear optical systems, which include those having any type of linear or nonlinear transverse inhomogeneities. With a minimum amount of approximations, we obtain a system of two first-order equations for forward and backward components, explicitly showing the nonlinear couplings among them. The modal approach used allows for an effective reduction of the dimensionality of the original problem from 3+1 (three spatial dimensions plus one time dimension) to 1+1 (one spatial dimension plus one frequency dimension). The new equations can be written in a spinor Dirac-like form, out of which conserved quantities can be calculated in an elegant manner. Finally, these equations inherently incorporate spatiotemporal couplings, so that they can be easily particularized to deal with purely temporal or purely spatial effects. Nonlinear forward pulse propagation and nonparaxial evolution of spatial structures are analyzed as examples
Numerical Solution of Nonlinear Volterra Integral Equations System Using Simpson’s 3/8 Rule
Directory of Open Access Journals (Sweden)
Adem Kılıçman
2012-01-01
Full Text Available The Simpson’s 3/8 rule is used to solve the nonlinear Volterra integral equations system. Using this rule the system is converted to a nonlinear block system and then by solving this nonlinear system we find approximate solution of nonlinear Volterra integral equations system. One of the advantages of the proposed method is its simplicity in application. Further, we investigate the convergence of the proposed method and it is shown that its convergence is of order O(h4. Numerical examples are given to show abilities of the proposed method for solving linear as well as nonlinear systems. Our results show that the proposed method is simple and effective.
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...
Parametric autoresonant excitation of the nonlinear Schrödinger equation.
Friedland, L; Shagalov, A G
2016-10-01
Parametric excitation of autoresonant solutions of the nonlinear Schrodinger (NLS) equation by a chirped frequency traveling wave is discussed. Fully nonlinear theory of the process is developed based on Whitham's averaged variational principle and its predictions verified in numerical simulations. The weakly nonlinear limit of the theory is used to find the threshold on the amplitude of the driving wave for entering the autoresonant regime. It is shown that above the threshold, a flat (spatially independent) NLS solution can be fully converted into a traveling wave. A simplified, few spatial harmonics expansion approach is also developed for studying this nonlinear mode conversion process, allowing interpretation as autoresonant interaction within triads of spatial harmonics.
Liu, Ping; Wang, Ya-Xiong; Ren, Bo; Li, Jin-Hua
2016-12-01
Exact solutions of the atmospheric (2+1)-dimensional nonlinear incompressible non-hydrostatic Boussinesq (INHB) equations are researched by Combining function expansion and symmetry method. By function expansion, several expansion coefficient equations are derived. Symmetries and similarity solutions are researched in order to obtain exact solutions of the INHB equations. Three types of symmetry reduction equations and similarity solutions for the expansion coefficient equations are proposed. Non-traveling wave solutions for the INHB equations are obtained by symmetries of the expansion coefficient equations. Making traveling wave transformations on expansion coefficient equations, we demonstrate some traveling wave solutions of the INHB equations. The evolutions on the wind velocities, temperature perturbation and pressure perturbation are demonstrated by figures, which demonstrate the periodic evolutions with time and space. Supported by the National Natural Science Foundation of China under Grant Nos. 11305031 and 11305106, and Training Programme Foundation for Outstanding Young Teachers in Higher Education Institutions of Guangdong Province under Grant No. Yq2013205
Infinite sets of conservation laws for linear and nonlinear field equations
International Nuclear Information System (INIS)
Mickelsson, J.
1984-01-01
The relation between an infinite set of conservation laws of a linear field equation and the enveloping algebra of the space-time symmetry group is established. It is shown that each symmetric element of the enveloping algebra of the space-time symmetry group of a linear field equation generates a one-parameter group of symmetries of the field equation. The cases of the Maxwell and Dirac equations are studied in detail. Then it is shown that (at least in the sense of a power series in the 'coupling constant') the conservation laws of the linear case can be deformed to conservation laws of a nonlinear field equation which is obtained from the linear one by adding a nonlinear term invariant under the group of space-time symmetries. As an example, our method is applied to the Korteweg-de Vries equation and to the massless Thirring model. (orig.)
The Use of Nonlinear Constitutive Equations to Evaluate Draw Resistance and Filter Ventilation
Directory of Open Access Journals (Sweden)
Eitzinger B
2014-12-01
Full Text Available This study investigates by nonlinear constitutive equations the influence of tipping paper, cigarette paper, filter, and tobacco rod on the degree of filter ventilation and draw resistance. Starting from the laws of conservation, the path to the theory of fluid dynamics in porous media and Darcy's law is reviewed and, as an extension to Darcy's law, two different nonlinear pressure drop-flow relations are proposed. It is proven that these relations are valid constitutive equations and the partial differential equations for the stationary flow in an unlit cigarette covering anisotropic, inhomogeneous and nonlinear behaviour are derived. From these equations a system of ordinary differential equations for the one-dimensional flow in the cigarette is derived by averaging pressure and velocity over the cross section of the cigarette. By further integration, the concept of an electrical analog is reached and discussed in the light of nonlinear pressure drop-flow relations. By numerical calculations based on the system of ordinary differential equations, it is shown that the influence of nonlinearities cannot be neglected because variations in the degree of filter ventilation can reach up to 20% of its nominal value.
The Cauchy problem for non-linear Klein-Gordon equations
International Nuclear Information System (INIS)
Simon, J.C.H.; Taflin, E.
1993-01-01
We consider in R n+1 , n≥2, the non-linear Klein-Gordon equation. We prove for such an equation that there is neighbourhood of zero in a Hilbert space of initial conditions for which the Cauchy problem has global solutions and on which there is asymptotic completeness. The inverse of the wave operator linearizes the non-linear equation. If, moreover, the equation is manifestly Poincare covariant then the non-linear representation of the Poincare-Lie algebra, associated with the non-linear Klein-Gordon equation is integrated to a non-linear representation of the Poincare group on an invariant neighbourhood of zero in the Hilbert space. This representation is linearized by the inverse of the wave operator. The Hilbert space is, in both cases, the closure of the space of the differentiable vectors for the linear representation of the Poincare group, associated with the Klein-Gordon equation, with respect to a norm defined by the representation of the enveloping algebra. (orig.)
International Nuclear Information System (INIS)
Senthilvelan, M; Torrisi, M; Valenti, A
2006-01-01
By using Lie's invariance infinitesimal criterion, we obtain the continuous equivalence transformations of a class of nonlinear Schroedinger equations with variable coefficients. We construct the differential invariants of order 1 starting from a special equivalence subalgebra E χ o . We apply these latter ones to find the most general subclass of variable coefficient nonlinear Schr?dinger equations which can be mapped, by means of an equivalence transformation of E χ o , to the well-known cubic Schroedinger equation. We also provide the explicit form of the transformation
Exact solitary and periodic wave solutions for a generalized nonlinear Schroedinger equation
International Nuclear Information System (INIS)
Sun Chengfeng; Gao Hongjun
2009-01-01
The generalized nonlinear Schroedinger equation (GNLS) iu t + u xx + β | u | 2 u + γ | u | 4 u + iα (| u | 2 u) x + iτ(| u | 2 ) x u = 0 is studied. Using the bifurcation of travelling waves of this equation, some exact solitary wave solutions were obtained in [Wang W, Sun J,Chen G, Bifurcation, Exact solutions and nonsmooth behavior of solitary waves in the generalized nonlinear Schroedinger equation. Int J Bifucat Chaos 2005:3295-305.]. In this paper, more explicit exact solitary wave solutions and some new smooth periodic wave solutions are obtained.
International Nuclear Information System (INIS)
Lin-Jie, Chen; Chang-Feng, Ma
2010-01-01
This paper proposes a lattice Boltzmann model with an amending function for one-dimensional nonlinear partial differential equations (NPDEs) in the form u t + αuu x + βu n u x + γu xx + δu xxx + ζu xxxx = 0. This model is different from existing models because it lets the time step be equivalent to the square of the space step and derives higher accuracy and nonlinear terms in NPDEs. With the Chapman–Enskog expansion, the governing evolution equation is recovered correctly from the continuous Boltzmann equation. The numerical results agree well with the analytical solutions. (general)
Rani, Monika; Bhatti, Harbax S.; Singh, Vikramjeet
2017-11-01
In optical communication, the behavior of the ultrashort pulses of optical solitons can be described through nonlinear Schrodinger equation. This partial differential equation is widely used to contemplate a number of physically important phenomena, including optical shock waves, laser and plasma physics, quantum mechanics, elastic media, etc. The exact analytical solution of (1+n)-dimensional higher order nonlinear Schrodinger equation by He's variational iteration method has been presented. Our proposed solutions are very helpful in studying the solitary wave phenomena and ensure rapid convergent series and avoid round off errors. Different examples with graphical representations have been given to justify the capability of the method.
Nonlinear heat conduction equations with memory: Physical meaning and analytical results
Artale Harris, Pietro; Garra, Roberto
2017-06-01
We study nonlinear heat conduction equations with memory effects within the framework of the fractional calculus approach to the generalized Maxwell-Cattaneo law. Our main aim is to derive the governing equations of heat propagation, considering both the empirical temperature-dependence of the thermal conductivity coefficient (which introduces nonlinearity) and memory effects, according to the general theory of Gurtin and Pipkin of finite velocity thermal propagation with memory. In this framework, we consider in detail two different approaches to the generalized Maxwell-Cattaneo law, based on the application of long-tail Mittag-Leffler memory function and power law relaxation functions, leading to nonlinear time-fractional telegraph and wave-type equations. We also discuss some explicit analytical results to the model equations based on the generalized separating variable method and discuss their meaning in relation to some well-known results of the ordinary case.
Bright and dark soliton solutions for some nonlinear fractional differential equations
International Nuclear Information System (INIS)
Guner, Ozkan; Bekir, Ahmet
2016-01-01
In this work, we propose a new approach, namely ansatz method, for solving fractional differential equations based on a fractional complex transform and apply it to the nonlinear partial space–time fractional modified Benjamin–Bona–Mahoney (mBBM) equation, the time fractional mKdV equation and the nonlinear fractional Zoomeron equation which gives rise to some new exact solutions. The physical parameters in the soliton solutions: amplitude, inverse width, free parameters and velocity are obtained as functions of the dependent model coefficients. This method is suitable and more powerful for solving other kinds of nonlinear fractional PDEs arising in mathematical physics. Since the fractional derivatives are described in the modified Riemann–Liouville sense. (paper)
International Nuclear Information System (INIS)
Liao Cui-Cui; Cui Jin-Chao; Liang Jiu-Zhen; Ding Xiao-Hua
2016-01-01
In this paper, we propose a variational integrator for nonlinear Schrödinger equations with variable coefficients. It is shown that our variational integrator is naturally multi-symplectic. The discrete multi-symplectic structure of the integrator is presented by a multi-symplectic form formula that can be derived from the discrete Lagrangian boundary function. As two examples of nonlinear Schrödinger equations with variable coefficients, cubic nonlinear Schrödinger equations and Gross–Pitaevskii equations are extensively studied by the proposed integrator. Our numerical simulations demonstrate that the integrator is capable of preserving the mass, momentum, and energy conservation during time evolutions. Convergence tests are presented to verify that our integrator has second-order accuracy both in time and space. (paper)
GDTM-Padé technique for the non-linear differential-difference equation
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Lu Jun-Feng
2013-01-01
Full Text Available This paper focuses on applying the GDTM-Padé technique to solve the non-linear differential-difference equation. The bell-shaped solitary wave solution of Belov-Chaltikian lattice equation is considered. Comparison between the approximate solutions and the exact ones shows that this technique is an efficient and attractive method for solving the differential-difference equations.
Analysis of the Symmetries and Conservation Laws of the Nonlinear Jaulent-Miodek Equation
Directory of Open Access Journals (Sweden)
Mehdi Nadjafikhah
2014-01-01
Full Text Available Lie symmetry method is performed for the nonlinear Jaulent-Miodek equation. We will find the symmetry group and optimal systems of Lie subalgebras. The Lie invariants associated with the symmetry generators as well as the corresponding similarity reduced equations are also pointed out. And conservation laws of the J-M equation are presented with two steps: firstly, finding multipliers for computation of conservation laws and, secondly, symbolic computation of conservation laws will be applied.
Reduced, three-dimensional, nonlinear equations for high-β plasmas including toroidal effects
International Nuclear Information System (INIS)
Schmalz, R.
1980-11-01
The resistive MHD equations for toroidal plasma configurations are reduced by expanding to the second order in epsilon, the inverse aspect ratio, allowing for high β = μsub(o)p/B 2 of order epsilon. The result is a closed system of nonlinear, three-dimensional equations where the fast magnetohydrodynamic time scale is eliminated. In particular, the equation for the toroidal velocity remains decoupled. (orig.)
Directory of Open Access Journals (Sweden)
Veyis Turut
2013-01-01
Full Text Available Two tecHniques were implemented, the Adomian decomposition method (ADM and multivariate Padé approximation (MPA, for solving nonlinear partial differential equations of fractional order. The fractional derivatives are described in Caputo sense. First, the fractional differential equation has been solved and converted to power series by Adomian decomposition method (ADM, then power series solution of fractional differential equation was put into multivariate Padé series. Finally, numerical results were compared and presented in tables and figures.
BCKLUND TRANSFORMATION AND LAX REPRESENTATION FOR A NONLINEAR DIFFERENTIAL EQUATION
Institute of Scientific and Technical Information of China (English)
无
2011-01-01
In this paper, the Hirota bilinear method is applied to a nonlinear equation which is a deformation to a KdV equation with a source. Using the Hirota’s bilinear operator, we obtain its bilinear form and construct its bilinear Bcklund transformation. And then we obtain the Lax representation for the equation from the bilinear Bcklund transformation and testify the Lax representation by the compatibility condition.
Study of coupled nonlinear partial differential equations for finding exact analytical solutions.
Khan, Kamruzzaman; Akbar, M Ali; Koppelaar, H
2015-07-01
Exact solutions of nonlinear partial differential equations (NPDEs) are obtained via the enhanced (G'/G)-expansion method. The method is subsequently applied to find exact solutions of the Drinfel'd-Sokolov-Wilson (DSW) equation and the (2+1)-dimensional Painlevé integrable Burgers (PIB) equation. The efficiency of this method for finding these exact solutions is demonstrated. The method is effective and applicable for many other NPDEs in mathematical physics.
Energy decay of a variable-coefficient wave equation with nonlinear time-dependent localized damping
Directory of Open Access Journals (Sweden)
Jieqiong Wu
2015-09-01
Full Text Available We study the energy decay for the Cauchy problem of the wave equation with nonlinear time-dependent and space-dependent damping. The damping is localized in a bounded domain and near infinity, and the principal part of the wave equation has a variable-coefficient. We apply the multiplier method for variable-coefficient equations, and obtain an energy decay that depends on the property of the coefficient of the damping term.
Iterative method of the parameter variation for solution of nonlinear functional equations
International Nuclear Information System (INIS)
Davidenko, D.F.
1975-01-01
The iteration method of parameter variation is used for solving nonlinear functional equations in Banach spaces. The authors consider some methods for numerical integration of ordinary first-order differential equations and construct the relevant iteration methods of parameter variation, both one- and multifactor. They also discuss problems of mathematical substantiation of the method, study the conditions and rate of convergence, estimate the error. The paper considers the application of the method to specific functional equations
Study of coupled nonlinear partial differential equations for finding exact analytical solutions
Khan, Kamruzzaman; Akbar, M. Ali; Koppelaar, H.
2015-01-01
Exact solutions of nonlinear partial differential equations (NPDEs) are obtained via the enhanced (G′/G)-expansion method. The method is subsequently applied to find exact solutions of the Drinfel'd–Sokolov–Wilson (DSW) equation and the (2+1)-dimensional Painlevé integrable Burgers (PIB) equation. The efficiency of this method for finding these exact solutions is demonstrated. The method is effective and applicable for many other NPDEs in mathematical physics. PMID:26587256
International Nuclear Information System (INIS)
Inc, Mustafa
2007-01-01
In this paper, the nonlinear dispersive Zakharov-Kuznetsov ZK(m, n, k) equations are solved exactly by using the Adomian decomposition method. The two special cases, ZK(2, 2, 2) and ZK(3, 3, 3), are chosen to illustrate the concrete scheme of the decomposition method in ZK(m, n, k) equations. General formulas for the solutions of ZK(m, n, k) equations are established