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Sample records for nonlinear black-scholes equations

  1. An unconditionally stable, positivity-preserving splitting scheme for nonlinear Black-Scholes equation with transaction costs.

    Science.gov (United States)

    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.

  2. Feynman path integral application on deriving black-scholes diffusion equation for european option pricing

    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)

  3. Properties of wavelet discretization of Black-Scholes equation

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    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.

  4. Numerical solution of the Black-Scholes equation using cubic spline wavelets

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    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.

  5. 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.

  6. 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.

  7. Finite difference schemes for a nonlinear black-scholes model with transaction cost and volatility risk

    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...

  8. 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.

  9. A quantum model of option pricing: When Black-Scholes meets Schrödinger and its semi-classical limit

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    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

  10. Uniform bounds for Black--Scholes implied volatility

    OpenAIRE

    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.

  11. An ill-posed problem for the Black-Scholes equation for a profitable forecast of prices of stock options on real market data

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    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.

  12. Uniform Bounds for Black--Scholes Implied Volatility

    OpenAIRE

    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

  13. 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

  14. On CAPM and Black-Scholes differing risk-return strategies

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    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.

  15. General properties of solutions to inhomogeneous Black-Scholes equations with discontinuous maturity payoffs

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    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.

  16. 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.

  17. The modified Black-Scholes model via constant elasticity of variance for stock options valuation

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    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.

  18. Black-Scholes finite difference modeling in forecasting of call warrant prices in Bursa Malaysia

    Science.gov (United States)

    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.

  19. A review on Black-Scholes model in pricing warrants in Bursa Malaysia

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    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.

  20. 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.

  1. ANALISIS PERBANDINGAN PENENTUAN HARGA CALL OPTION DENGAN MENGGUNAKAN METODE BLACK-SCHOLES DAN METODE SIMULASI MONTE CARLO

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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

  2. Accouting for Biases in Black-Scholes

    OpenAIRE

    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...

  3. 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.

  4. 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...

  5. Adaptation of warrant price with Black Scholes model and historical volatility

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    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.

  6. Simple Heuristic Approach to Introduction of the Black-Scholes Model

    Science.gov (United States)

    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…

  7. EMPIRICAL TESTING OF MODIFIED BLACK-SCHOLES OPTION PRICING MODEL FORMULA ON NSE DERIVATIVE MARKET IN INDIA

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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.

  8. Analysis of the Exchange Rate and Pricing Foreign Currency Options on the Croatian Market: the NGARCH Model as an Alternative to the Black-Scholes Model

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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.

  9. On the Black-Scholes European Option Pricing Model Robustness and Generality

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    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.

  10. 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.

  11. Calculo y comparacion de la prima de un reaseguro de salud usando el modelo de opciones de Black-Scholes y el modelo actuarial

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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.

  12. 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.

  13. Clapeyron equation and phase equilibrium properties in higher dimensional charged topological dilaton AdS black holes with a nonlinear source

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    Li, Huai-Fan; Zhao, Hui-Hua; Zhang, Li-Chun; Zhao, Ren [Shanxi Datong University, Institute of Theoretical Physics, Datong (China); Shanxi Datong University, Department of Physics, Datong (China)

    2017-05-15

    Using Maxwell's equal area law, we discuss the phase transition of higher dimensional charged topological dilaton AdS black hole with a nonlinear source. The coexisting region of the two phases is found and we depict the coexistence region in the P-v diagrams. The two-phase equilibrium curves in the P-T diagrams are plotted, and we take the first order approximation of volume v in the calculation. To better compare with a general thermodynamic system, the Clapeyron equation is derived for a higher dimensional charged topological black hole with a nonlinear source. The latent heat of an isothermal phase transition is investigated. We also study the effect of the parameters of the black hole on the region of two-phase coexistence. The results show that the black hole may go through a small-large phase transition similar to those of usual non-gravity thermodynamic systems. (orig.)

  14. Nonlinear evolution equations

    CERN Document Server

    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

  15. Nonlinear Dirac Equations

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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.

  16. Scaling and long-range dependence in option pricing V: Multiscaling hedging and implied volatility smiles under the fractional Black-Scholes model with transaction costs

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    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.

  17. Symmetry methods for option pricing

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    Davison, A. H.; Mamba, S.

    2017-06-01

    We obtain a solution of the Black-Scholes equation with a non-smooth boundary condition using symmetry methods. The Black-Scholes equation along with its boundary condition are first transformed into the one dimensional heat equation and an initial condition respectively. We then find an appropriate general symmetry generator of the heat equation using symmetries and the fundamental solution of the heat equation. The symmetry generator is chosen such that the boundary condition is left invariant; the symmetry can be used to solve the heat equation and hence the Black-Scholes equation.

  18. Mode coupling in the nonlinear response of black holes

    International Nuclear Information System (INIS)

    Zlochower, Yosef; Gomez, Roberto; Husa, Sascha; Lehner, Luis; Winicour, Jeffrey

    2003-01-01

    We study the properties of the outgoing gravitational wave produced when a nonspinning black hole is excited by an ingoing gravitational wave. Simulations using a numerical code for solving Einstein's equations allow the study to be extended from the linearized approximation, where the system is treated as a perturbed Schwarzschild black hole, to the fully nonlinear regime. Several nonlinear features are found which bear importance to the data analysis of gravitational waves. When compared to the results obtained in the linearized approximation, we observe large phase shifts, a stronger than linear generation of gravitational wave output and considerable generation of radiation in polarization states which are not found in the linearized approximation. In terms of a spherical harmonic decomposition, the nonlinear properties of the harmonic amplitudes have simple scaling properties which offer an economical way to catalog the details of the waves produced in such black hole processes

  19. The Black-Scholes option pricing problem in mathematical finance: generalization and extensions for a large class of stochastic processes

    Science.gov (United States)

    Bouchaud, Jean-Philippe; Sornette, Didier

    1994-06-01

    The ability to price risks and devise optimal investment strategies in thé présence of an uncertain "random" market is thé cornerstone of modern finance theory. We first consider thé simplest such problem of a so-called "European call option" initially solved by Black and Scholes using Ito stochastic calculus for markets modelled by a log-Brownien stochastic process. A simple and powerful formalism is presented which allows us to generalize thé analysis to a large class of stochastic processes, such as ARCH, jump or Lévy processes. We also address thé case of correlated Gaussian processes, which is shown to be a good description of three différent market indices (MATIF, CAC40, FTSE100). Our main result is thé introduction of thé concept of an optimal strategy in the sense of (functional) minimization of the risk with respect to the portfolio. If the risk may be made to vanish for particular continuous uncorrelated 'quasiGaussian' stochastic processes (including Black and Scholes model), this is no longer the case for more general stochastic processes. The value of the residual risk is obtained and suggests the concept of risk-corrected option prices. In the presence of very large deviations such as in Lévy processes, new criteria for rational fixing of the option prices are discussed. We also apply our method to other types of options, `Asian', `American', and discuss new possibilities (`doubledecker'...). The inclusion of transaction costs leads to the appearance of a natural characteristic trading time scale. L'aptitude à quantifier le coût du risque et à définir une stratégie optimale de gestion de portefeuille dans un marché aléatoire constitue la base de la théorie moderne de la finance. Nous considérons d'abord le problème le plus simple de ce type, à savoir celui de l'option d'achat `européenne', qui a été résolu par Black et Scholes à l'aide du calcul stochastique d'Ito appliqué aux marchés modélisés par un processus Log

  20. Finite Volume Method for Pricing European Call Option with Regime-switching Volatility

    Science.gov (United States)

    Lista Tauryawati, Mey; Imron, Chairul; Putri, Endah RM

    2018-03-01

    In this paper, we present a finite volume method for pricing European call option using Black-Scholes equation with regime-switching volatility. In the first step, we formulate the Black-Scholes equations with regime-switching volatility. we use a finite volume method based on fitted finite volume with spatial discretization and an implicit time stepping technique for the case. We show that the regime-switching scheme can revert to the non-switching Black Scholes equation, both in theoretical evidence and numerical simulations.

  1. Use of radial basis functions for meshless numerical solutions applied to financial engineering barrier options

    Directory of Open Access Journals (Sweden)

    Gisele Tessari Santos

    2009-08-01

    Full Text Available A large number of financial engineering problems involve non-linear equations with non-linear or time-dependent boundary conditions. Despite available analytical solutions, many classical and modified forms of the well-known Black-Scholes (BS equation require fast and accurate numerical solutions. This work introduces the radial basis function (RBF method as applied to the solution of the BS equation with non-linear boundary conditions, related to path-dependent barrier options. Furthermore, the diffusional method for solving advective-diffusive equations is explored as to its effectiveness to solve BS equations. Cubic and Thin-Plate Spline (TPS radial basis functions were employed and evaluated as to their effectiveness to solve barrier option problems. The numerical results, when compared against analytical solutions, allow affirming that the RBF method is very accurate and easy to be implemented. When the RBF method is applied, the diffusional method leads to the same results as those obtained from the classical formulation of Black-Scholes equation.Muitos problemas de engenharia financeira envolvem equações não-lineares com condições de contorno não-lineares ou dependentes do tempo. Apesar de soluções analíticas disponíveis, várias formas clássicas e modificadas da conhecida equação de Black-Scholes (BS requerem soluções numéricas rápidas e acuradas. Este trabalho introduz o método de função de base radial (RBF aplicado à solução da equação BS com condições de contorno não-lineares relacionadas a opções de barreira dependentes da trajetória. Além disso, explora-se o método difusional para solucionar equações advectivo-difusivas quanto à sua efetividade para solucionar equações BS. Utilizam-se funções de base radial Cúbica e Thin-Plate Spline (TPS, aplicadas à solução de problemas de opções de barreiras. Os resultados numéricos, quando comparados com as soluções analíticas, permitem afirmar

  2. Nonlinear evolutions of bosonic clouds around black holes

    International Nuclear Information System (INIS)

    Okawa, Hirotada

    2015-01-01

    Black holes are a laboratory not only for testing the theory of gravity but also for exploring the properties of fundamental fields. Fundamental fields around a supermassive black hole give rise to extremely long-lived quasi-bound states which can in principle extract the energy and angular momentum from the black hole. To investigate the final state of such a system, the backreaction onto the spacetime becomes important because of the nonlinearity of the Einstein equation. In this paper, we review the numerical method to trace the evolution of massive scalar fields in the vicinity of black holes, how such a system originates from scalar clouds initially in the absence of black holes or from the capture of scalar clouds by a black hole, and the evolution of quasi-bound states around both a non-rotating black hole and a rotating black hole including the backreaction. (paper)

  3. Degenerate nonlinear diffusion equations

    CERN Document Server

    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...

  4. 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.)

  5. Introduction to nonlinear dispersive equations

    CERN Document Server

    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...

  6. 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

  7. 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...

  8. Nonlinear wave equations

    CERN Document Server

    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.

  9. Group Classification of a General Bond-Option Pricing Equation of Mathematical Finance

    OpenAIRE

    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...

  10. 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.

  11. 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

  12. A generalized auxiliary equation method and its application to nonlinear Klein-Gordon and generalized nonlinear Camassa-Holm equations

    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

  13. Solving Nonlinear Coupled Differential Equations

    Science.gov (United States)

    Mitchell, L.; David, J.

    1986-01-01

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

  14. Nonlinear Poisson equation for heterogeneous media.

    Science.gov (United States)

    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.

  15. 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

  16. The multi-order envelope periodic solutions to the nonlinear Schrodinger equation and cubic nonlinear Schrodinger equation

    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)

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

    Science.gov (United States)

    Zhukovsky, K V

    2016-01-01

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

  18. 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

  19. 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.

  20. Stochastic Calculus and Differential Equations for Physics and Finance

    Science.gov (United States)

    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.

  1. 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.

  2. 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

  3. Modified Method of Simplest Equation Applied to the Nonlinear Schrödinger Equation

    Science.gov (United States)

    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.

  4. Schr\\"odinger group and quantum finance

    OpenAIRE

    Romero, Juan M.; Lavana, Ulises; Martínez, Elio

    2013-01-01

    Using the one dimensional free particle symmetries, the quantum finance symmetries are obtained. Namely, it is shown that Black-Scholes equation is invariant under Schr\\"odinger group. In order to do this, the one dimensional free non-relativistic particle and its symmetries are revisited. To get the Black-Scholes equation symmetries, the particle mass is identified as the inverse of square of the volatility. Furthermore, using financial variables, a Schr\\"odinger algebra representation is co...

  5. 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.)

  6. 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)

  7. 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.

  8. Fractional analysis for nonlinear electrical transmission line and nonlinear Schroedinger equations with incomplete sub-equation

    Science.gov (United States)

    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.

  9. 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....

  10. Nonlinear diffusion equations

    CERN Document Server

    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

  11. Integrable dissipative nonlinear second order differential equations via factorizations and Abel equations

    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.

  12. Linear superposition solutions to nonlinear wave equations

    International Nuclear Information System (INIS)

    Liu Yu

    2012-01-01

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

  13. 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

  14. Rotating black string with nonlinear source

    International Nuclear Information System (INIS)

    Hendi, S. H.

    2010-01-01

    In this paper, we derive rotating black string solutions in the presence of two kinds of nonlinear electromagnetic fields, so-called Born-Infeld and power Maxwell invariant. Investigation of the solutions show that for the Born-Infeld black string the singularity is timelike and the asymptotic behavior of the solutions is anti-de Sitter, but for power Maxwell invariant solutions, depending on the values of nonlinearity parameter, the singularity may be timelike as well as spacelike and the solutions are not asymptotically anti-de Sitter for all values of the nonlinearity parameter. Next, we calculate the conserved quantities of the solutions by using the counterterm method, and find that these quantities do not depend on the nonlinearity parameter. We also compute the entropy, temperature, the angular velocity, the electric charge, and the electric potential of the solutions, in which the conserved and thermodynamics quantities satisfy the first law of thermodynamics.

  15. 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

  16. Lovelock black holes with a nonlinear Maxwell field

    International Nuclear Information System (INIS)

    Maeda, Hideki; Hassaiene, Mokhtar; Martinez, Cristian

    2009-01-01

    We derive electrically charged black hole solutions of the Einstein-Gauss-Bonnet equations with a nonlinear electrodynamics source in n(≥5) dimensions. The spacetimes are given as a warped product M 2 xK n-2 , where K n-2 is a (n-2)-dimensional constant curvature space. We establish a generalized Birkhoff's theorem by showing that it is the unique electrically charged solution with this isometry and for which the orbit of the warp factor on K n-2 is non-null. An extension of the analysis for full Lovelock gravity is also achieved with a particular attention to the Chern-Simons case.

  17. Quasi-exact solutions of nonlinear differential equations

    OpenAIRE

    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.

  18. 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.

  19. Generalized solutions of nonlinear partial differential equations

    CERN Document Server

    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

  20. 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)

  1. 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.)

  2. 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)

  3. 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)

  4. 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.

  5. 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

  6. 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...

  7. Vacuum polarization in the spacetime of a charged nonlinear black hole

    International Nuclear Information System (INIS)

    Berej, Waldemar; Matyjasek, Jerzy

    2002-01-01

    Building on general formulas obtained from the approximate renormalized effective action, the approximate stress-energy tensor of the quantized massive scalar field with arbitrary curvature coupling in the spacetime of a charged black hole that is the solution of the coupled equations of nonlinear electrodynamics and general relativity is constructed and analyzed. It is shown that, in a few limiting cases, the analytical expressions relating the obtained tensor to the general renormalized stress-energy tensor evaluated in the geometry of the Reissner-Nordstroem black hole can be derived. A detailed numerical analysis with special emphasis put on minimal coupling is presented, and the results are compared with those obtained earlier for a conformally coupled field. Some novel features of the renormalized stress-energy tensor are discussed

  8. Stochastic modeling of stock price process induced from the conjugate heat equation

    Science.gov (United States)

    Paeng, Seong-Hun

    2015-02-01

    Currency can be considered as a ruler for values of commodities. Then the price is the measured value by the ruler. We can suppose that inflation and variation of exchange rate are caused by variation of the scale of the ruler. In geometry, variation of the scale means that the metric is time-dependent. The conjugate heat equation is the modified heat equation which satisfies the heat conservation law for the time-dependent metric space. We propose a new model of stock prices by using the stochastic process whose transition probability is determined by the kernel of the conjugate heat equation. Our model of stock prices shows how the volatility term is affected by inflation and exchange rate. This model modifies the Black-Scholes equation in light of inflation and exchange rate.

  9. 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 )

  10. Nonlinear wave equation in frequency domain: accurate modeling of ultrafast interaction in anisotropic nonlinear media

    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...

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

    OpenAIRE

    Nair, C. Radhakrishnan

    2004-01-01

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

  12. On the deformed Einstein equations and quantum black holes

    International Nuclear Information System (INIS)

    Dil, E; Ersanli, C C; Kolay, E

    2016-01-01

    Recently q -deformed Einstein equations have been studied for extremal quantum black holes which have been proposed to obey deformed statistics by Strominger. In this study, we give the solutions of deformed Einstein equations by considering these equations for the charged black holes. Also we present the implications of the solutions, such as the deformation parameters lead the charged black holes to have a smaller mass than the classical Reissner- Nordstrom black holes. The reduction in mass of a classical black hole can be viewed as a transition from classical to quantum black hole regime. (paper)

  13. A new sine-Gordon equation expansion algorithm to investigate some special nonlinear differential equations

    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

  14. Nonlinear Fokker-Planck Equations Fundamentals and Applications

    CERN Document Server

    Frank, Till Daniel

    2005-01-01

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

  15. 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.)

  16. International Conference on Differential Equations and Nonlinear Mechanics

    CERN Document Server

    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...

  17. Solution of Deformed Einstein Equations and Quantum Black Holes

    International Nuclear Information System (INIS)

    Dil, Emre; Kolay, Erdinç

    2016-01-01

    Recently, one- and two-parameter deformed Einstein equations have been studied for extremal quantum black holes which have been proposed to obey deformed statistics by Strominger. In this study, we give a deeper insight into the deformed Einstein equations and consider the solutions of these equations for the extremal quantum black holes. We then represent the implications of the solutions, such that the deformation parameters lead the charged black holes to have a smaller mass than the usual Reissner-Nordström black holes. This reduction in mass of a usual black hole can be considered as a transition from classical to quantum black hole regime.

  18. Nonlinear elliptic equations of the second order

    CERN Document Server

    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...

  19. 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

  20. 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...

  1. 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

  2. Dynamics Model Applied to Pricing Options with Uncertain Volatility

    Directory of Open Access Journals (Sweden)

    Lorella Fatone

    2012-01-01

    model is proposed. The data used to test the calibration problem included observations of asset prices over a finite set of (known equispaced discrete time values. Statistical tests were used to estimate the statistical significance of the two parameters of the Black-Scholes model: the volatility and the drift. The effects of these estimates on the option pricing problem were investigated. In particular, the pricing of an option with uncertain volatility in the Black-Scholes framework was revisited, and a statistical significance was associated with the price intervals determined using the Black-Scholes-Barenblatt equations. Numerical experiments involving synthetic and real data were presented. The real data considered were the daily closing values of the S&P500 index and the associated European call and put option prices in the year 2005. The method proposed here for calibrating the Black-Scholes dynamics model could be extended to other science and engineering models that may be expressed in terms of stochastic dynamical systems.

  3. Nonlinear H-infinity control, Hamiltonian systems and Hamilton-Jacobi equations

    CERN Document Server

    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

  4. OSCILLATION OF NONLINEAR DELAY DIFFERENCE EQUATIONS

    Institute of Scientific and Technical Information of China (English)

    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.

  5. Algorithms For Integrating Nonlinear Differential Equations

    Science.gov (United States)

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

    1994-01-01

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

  6. Jacobi Elliptic Solutions for Nonlinear Differential Difference Equations in Mathematical Physics

    Directory of Open Access Journals (Sweden)

    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.

  7. 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....

  8. Advances in iterative methods for nonlinear equations

    CERN Document Server

    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...

  9. 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

  10. (2+1-dimensional regular black holes with nonlinear electrodynamics sources

    Directory of Open Access Journals (Sweden)

    Yun He

    2017-11-01

    Full Text Available On the basis of two requirements: the avoidance of the curvature singularity and the Maxwell theory as the weak field limit of the nonlinear electrodynamics, we find two restricted conditions on the metric function of (2+1-dimensional regular black hole in general relativity coupled with nonlinear electrodynamics sources. By the use of the two conditions, we obtain a general approach to construct (2+1-dimensional regular black holes. In this manner, we construct four (2+1-dimensional regular black holes as examples. We also study the thermodynamic properties of the regular black holes and verify the first law of black hole thermodynamics.

  11. The modified simplest equation method to look for exact solutions of nonlinear partial differential equations

    OpenAIRE

    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.

  12. 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

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

    Science.gov (United States)

    Frank, T. D.

    2008-02-01

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

  14. 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.)

  15. 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....

  16. 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....

  17. Global solutions of nonlinear Schrödinger equations

    CERN Document Server

    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

  18. 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.

  19. Non-linear Q-clouds around Kerr black holes

    International Nuclear Information System (INIS)

    Herdeiro, Carlos; Radu, Eugen; Rúnarsson, Helgi

    2014-01-01

    Q-balls are regular extended ‘objects’ that exist for some non-gravitating, self-interacting, scalar field theories with a global, continuous, internal symmetry, on Minkowski spacetime. Here, analogous objects are also shown to exist around rotating (Kerr) black holes, as non-linear bound states of a test scalar field. We dub such configurations Q-clouds. We focus on a complex massive scalar field with quartic plus hexic self-interactions. Without the self-interactions, linear clouds have been shown to exist, in synchronous rotation with the black hole horizon, along 1-dimensional subspaces – existence lines – of the Kerr 2-dimensional parameter space. They are zero modes of the superradiant instability. Non-linear Q-clouds, on the other hand, are also in synchronous rotation with the black hole horizon; but they exist on a 2-dimensional subspace, delimited by a minimal horizon angular velocity and by an appropriate existence line, wherein the non-linear terms become irrelevant and the Q-cloud reduces to a linear cloud. Thus, Q-clouds provide an example of scalar bound states around Kerr black holes which, generically, are not zero modes of the superradiant instability. We describe some physical properties of Q-clouds, whose backreaction leads to a new family of hairy black holes, continuously connected to the Kerr family

  20. 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.

  1. Handbook of Nonlinear Partial Differential Equations

    CERN Document Server

    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

  2. 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)

  3. 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

  4. 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)

  5. Evans functions and bifurcations of nonlinear waves of some nonlinear reaction diffusion equations

    Science.gov (United States)

    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.

  6. Bäcklund transformation of fractional Riccati equation and its applications to nonlinear fractional partial differential equations

    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.

  7. Spurious Solutions Of Nonlinear Differential Equations

    Science.gov (United States)

    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.

  8. Nonlinear Schrödinger approach to European option pricing

    Science.gov (United States)

    Wróblewski, Marcin

    2017-05-01

    This paper deals with numerical option pricing methods based on a Schrödinger model rather than the Black-Scholes model. Nonlinear Schrödinger boundary value problems seem to be alternatives to linear models which better reflect the complexity and behavior of real markets. Therefore, based on the nonlinear Schrödinger option pricing model proposed in the literature, in this paper a model augmented by external atomic potentials is proposed and numerically tested. In terms of statistical physics the developed model describes the option in analogy to a pair of two identical quantum particles occupying the same state. The proposed model is used to price European call options on a stock index. the model is calibrated using the Levenberg-Marquardt algorithm based on market data. A Runge-Kutta method is used to solve the discretized boundary value problem numerically. Numerical results are provided and discussed. It seems that our proposal more accurately models phenomena observed in the real market than do linear models.

  9. 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

  10. Nonlinear elliptic equations and nonassociative algebras

    CERN Document Server

    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...

  11. 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

  12. 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

  13. 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.

  14. 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

  15. 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

  16. 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)

  17. 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.

  18. 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)

  19. Spline Collocation Method for Nonlinear Multi-Term Fractional Differential Equation

    OpenAIRE

    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...

  20. 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.

  1. Magnetized black holes and nonlinear electrodynamics

    Science.gov (United States)

    Kruglov, S. I.

    2017-08-01

    A new model of nonlinear electrodynamics with two parameters is proposed. We study the phenomenon of vacuum birefringence, the causality and unitarity in this model. There is no singularity of the electric field in the center of pointlike charges and the total electrostatic energy is finite. We obtain corrections to the Coulomb law at r →∞. The weak, dominant and strong energy conditions are investigated. Magnetized charged black hole is considered and we evaluate the mass, metric function and their asymptotic at r →∞ and r → 0. The magnetic mass of the black hole is calculated. The thermodynamic properties and thermal stability of regular black holes are discussed. We calculate the Hawking temperature of black holes and show that there are first-order and second-order phase transitions. The parameters of the model when the black hole is stable are found.

  2. Numerical Simulations of Self-Focused Pulses Using the Nonlinear Maxwell Equations

    Science.gov (United States)

    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

  3. 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

  4. Lectures on nonlinear evolution equations initial value problems

    CERN Document Server

    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...

  5. 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

  6. 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.

  7. Rotating Dilaton Black Strings Coupled to Exponential Nonlinear Electrodynamics

    Directory of Open Access Journals (Sweden)

    Ahmad Sheykhi

    2014-01-01

    Full Text Available We construct a new class of charged rotating black string solutions coupled to dilaton and exponential nonlinear electrodynamic fields with cylindrical or toroidal horizons in the presence of a Liouville-type potential for the dilaton field. Due to the presence of the dilaton field, the asymptotic behaviors of these solutions are neither flat nor (AdS. We analyze the physical properties of the solutions in detail. We compute the conserved and thermodynamic quantities of the solutions and verify the first law of thermodynamics on the black string horizon. When the nonlinear parameter β2 goes to infinity, our results reduce to those of black string solutions in Einstein-Maxwell-dilaton gravity.

  8. Entropy and convexity for nonlinear partial differential equations.

    Science.gov (United States)

    Ball, John M; Chen, Gui-Qiang G

    2013-12-28

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

  9. Analysis of an Nth-order nonlinear differential-delay equation

    Science.gov (United States)

    Vallée, Réal; Marriott, Christopher

    1989-01-01

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

  10. The nonlinear Schrödinger equation singular solutions and optical collapse

    CERN Document Server

    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...

  11. 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

  12. 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)

  13. Solitary wave for a nonintegrable discrete nonlinear Schrödinger equation in nonlinear optical waveguide arrays

    Science.gov (United States)

    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).

  14. 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

  15. Financial Rogue Waves

    International Nuclear Information System (INIS)

    Yan Zhenya

    2010-01-01

    We analytically give the financial rogue waves in the nonlinear option pricing model due to Ivancevic, which is nonlinear wave alternative of the Black-Scholes model. These rogue wave solutions may he used to describe the possible physical mechanisms for rogue wave phenomenon in financial markets and related fields.

  16. 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

  17. 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.

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

    OpenAIRE

    Nakamura, Gen; Vashisth, Manmohan

    2017-01-01

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

  19. Quasi-periodic solutions of nonlinear beam equations with quintic quasi-periodic nonlinearities

    Directory of Open Access Journals (Sweden)

    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.

  20. 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

  1. Rotating black string and the effective Teukolsky equation in the braneworld

    International Nuclear Information System (INIS)

    Kanno, Sugumi; Soda, Jiro

    2004-01-01

    In the Randall-Sundrum two-brane (RS1) model, a large Kerr black hole on the brane can be naturally identified with a section of a rotating black string. To estimate Kaluza-Klein (KK) corrections on gravitational waves emitted by perturbed rotating black strings, we give the effective Teukolsky equation on the brane, which is a separable equation and hence numerically manageable. In this process, we derive the master equation for the electric part of the Weyl tensor, E μν , which is also useful in discussing the transition from black strings to localized black holes triggered by Gregory-Laflamme instability

  2. A new sub-equation method applied to obtain exact travelling wave solutions of some complex nonlinear equations

    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.

  3. 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

  4. 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

  5. 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

  6. Nonlinear differential equations with exact solutions expressed via the Weierstrass function

    NARCIS (Netherlands)

    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

  7. Conserved charges for black holes in Einstein-Gauss-Bonnet gravity coupled to nonlinear electrodynamics in AdS space

    International Nuclear Information System (INIS)

    Miskovic, Olivera; Olea, Rodrigo

    2011-01-01

    Motivated by possible applications within the framework of anti-de Sitter gravity/conformal field theory correspondence, charged black holes with AdS asymptotics, which are solutions to Einstein-Gauss-Bonnet gravity in D dimensions, and whose electric field is described by nonlinear electrodynamics are studied. For a topological static black hole ansatz, the field equations are exactly solved in terms of the electromagnetic stress tensor for an arbitrary nonlinear electrodynamic Lagrangian in any dimension D and for arbitrary positive values of Gauss-Bonnet coupling. In particular, this procedure reproduces the black hole metric in Born-Infeld and conformally invariant electrodynamics previously found in the literature. Altogether, it extends to D>4 the four-dimensional solution obtained by Soleng in logarithmic electrodynamics, which comes from vacuum polarization effects. Falloff conditions for the electromagnetic field that ensure the finiteness of the electric charge are also discussed. The black hole mass and vacuum energy as conserved quantities associated to an asymptotic timelike Killing vector are computed using a background-independent regularization of the gravitational action based on the addition of counterterms which are a given polynomial in the intrinsic and extrinsic curvatures.

  8. Propagation of flexural waves in inhomogeneous plates exhibiting hysteretic nonlinearity: Nonlinear acoustic black holes.

    Science.gov (United States)

    Gusev, Vitalyi E; Ni, Chenyin; Lomonosov, Alexey; Shen, Zhonghua

    2015-08-01

    Theory accounting for the influence of hysteretic nonlinearity of micro-inhomogeneous material on flexural wave in the plates of continuously varying thickness is developed. For the wedges with thickness increasing as a power law of distance from its edge strong modifications of the wave dynamics with propagation distance are predicted. It is found that nonlinear absorption progressively disappearing with diminishing wave amplitude leads to complete attenuation of acoustic waves in most of the wedges exhibiting black hole phenomenon. It is also demonstrated that black holes exist beyond the geometrical acoustic approximation. Applications include nondestructive evaluation of micro-inhomogeneous materials and vibrations damping. Copyright © 2015 Elsevier B.V. All rights reserved.

  9. The numerical dynamic for highly nonlinear partial differential equations

    Science.gov (United States)

    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.

  10. 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....

  11. 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

  12. GHM method for obtaining rationalsolutions of nonlinear differential equations.

    Science.gov (United States)

    Vazquez-Leal, Hector; Sarmiento-Reyes, Arturo

    2015-01-01

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

  13. Modeling of Nonlinear Hydrodynamics of the Coastal Areas of the Black Sea by the Chain of the Proprietary and Open Source Models

    Science.gov (United States)

    Kantardgi, Igor; Zheleznyak, Mark; Demchenko, Raisa; Dykyi, Pavlo; Kivva, Sergei; Kolomiets, Pavlo; Sorokin, Maxim

    2014-05-01

    The nearshore hydrodynamic fields are produced by the nonlinear interactions of the shoaling waves of different time scales and currents. To simulate the wind wave and swells propagated to the coasts, wave generated near shore currents, nonlinear-dispersive wave transformation and wave diffraction in interaction with coastal and port structure, sediment transport and coastal erosion the chains of the models should be used. The objective of this presentation is to provide an overview of the results of the application of the model chains for the assessment of the wave impacts on new construction designed at the Black Sea coasts and the impacts of these constructions on the coastal erosion/ accretion processes to demonstrate needs for further development of the nonlinear models for the coastal engineering applications. The open source models Wave Watch III and SWAN has been used to simulate wave statistics of the dedicated areas of the Black Sea in high resolution to calculated the statistical parameters of the extreme wave approaching coastal zone construction in accordance with coastal engineering standards. As the main tool for the costal hydrodynamic simulations the modeling system COASTOX-MORPHO has been used, that includes the following models. HWAVE -code based on hyperbolic version of mild slope equations., HWAVE-S - spectral version of HWAVE., BOUSS-FNL - fully nonlinear system of Boussinesq equations for simulation wave nonlinear -dispersive wave transformation in coastal areas. COASTOX-CUR - the code provided the numerical solution of the Nonlinear Shallow Water Equations (NLSWE) by finite-volume methods on the unstructured grid describing the long wave transformation in the coastal zone with the efficient drying -wetting algorithms to simulate the inundation of the coastal areas including tsunami wave runup. Coastox -Cur equations with the radiation stress term calculated via near shore wave fields simulate the wave generated nearhore currents. COASTOX

  14. 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)

  15. 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

  16. 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

  17. Multiphase Weakly Nonlinear Geometric Optics for Schrödinger Equations

    KAUST Repository

    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.

  18. 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)

  19. From nonlinear Schroedinger hierarchy to some (2+1)-dimensional nonlinear pseudodifferential 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.

  20. 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....

  1. A procedure to construct exact solutions of nonlinear fractional differential equations.

    Science.gov (United States)

    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.

  2. 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.

  3. 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

  4. Lattice Boltzmann model for high-order nonlinear partial differential equations.

    Science.gov (United States)

    Chai, Zhenhua; He, Nanzhong; Guo, Zhaoli; Shi, Baochang

    2018-01-01

    In this paper, a general lattice Boltzmann (LB) model is proposed for the high-order nonlinear partial differential equation with the form ∂_{t}ϕ+∑_{k=1}^{m}α_{k}∂_{x}^{k}Π_{k}(ϕ)=0 (1≤k≤m≤6), α_{k} are constant coefficients, Π_{k}(ϕ) are some known differential functions of ϕ. As some special cases of the high-order nonlinear partial differential equation, the classical (m)KdV equation, KdV-Burgers equation, K(n,n)-Burgers equation, Kuramoto-Sivashinsky equation, and Kawahara equation can be solved by the present LB model. Compared to the available LB models, the most distinct characteristic of the present model is to introduce some suitable auxiliary moments such that the correct moments of equilibrium distribution function can be achieved. In addition, we also conducted a detailed Chapman-Enskog analysis, and found that the high-order nonlinear partial differential equation can be correctly recovered from the proposed LB model. Finally, a large number of simulations are performed, and it is found that the numerical results agree with the analytical solutions, and usually the present model is also more accurate than the existing LB models [H. Lai and C. Ma, Sci. China Ser. G 52, 1053 (2009)1672-179910.1007/s11433-009-0149-3; H. Lai and C. Ma, Phys. A (Amsterdam) 388, 1405 (2009)PHYADX0378-437110.1016/j.physa.2009.01.005] for high-order nonlinear partial differential equations.

  5. Lattice Boltzmann model for high-order nonlinear partial differential equations

    Science.gov (United States)

    Chai, Zhenhua; He, Nanzhong; Guo, Zhaoli; Shi, Baochang

    2018-01-01

    In this paper, a general lattice Boltzmann (LB) model is proposed for the high-order nonlinear partial differential equation with the form ∂tϕ +∑k=1mαk∂xkΠk(ϕ ) =0 (1 ≤k ≤m ≤6 ), αk are constant coefficients, Πk(ϕ ) are some known differential functions of ϕ . As some special cases of the high-order nonlinear partial differential equation, the classical (m)KdV equation, KdV-Burgers equation, K (n ,n ) -Burgers equation, Kuramoto-Sivashinsky equation, and Kawahara equation can be solved by the present LB model. Compared to the available LB models, the most distinct characteristic of the present model is to introduce some suitable auxiliary moments such that the correct moments of equilibrium distribution function can be achieved. In addition, we also conducted a detailed Chapman-Enskog analysis, and found that the high-order nonlinear partial differential equation can be correctly recovered from the proposed LB model. Finally, a large number of simulations are performed, and it is found that the numerical results agree with the analytical solutions, and usually the present model is also more accurate than the existing LB models [H. Lai and C. Ma, Sci. China Ser. G 52, 1053 (2009), 10.1007/s11433-009-0149-3; H. Lai and C. Ma, Phys. A (Amsterdam) 388, 1405 (2009), 10.1016/j.physa.2009.01.005] for high-order nonlinear partial differential equations.

  6. Black hole entropy functions and attractor equations

    International Nuclear Information System (INIS)

    Lopes Cardoso, Gabriel; Wit, Bernard de; Mahapatra, Swapna

    2007-01-01

    The entropy and the attractor equations for static extremal black hole solutions follow from a variational principle based on an entropy function. In the general case such an entropy function can be derived from the reduced action evaluated in a near-horizon geometry. BPS black holes constitute special solutions of this variational principle, but they can also be derived directly from a different entropy function based on supersymmetry enhancement at the horizon. Both functions are consistent with electric/magnetic duality and for BPS black holes their corresponding OSV-type integrals give identical results at the semi-classical level. We clarify the relation between the two entropy functions and the corresponding attractor equations for N = 2 supergravity theories with higher-derivative couplings in four space-time dimensions. We discuss how non-holomorphic corrections will modify these entropy functions

  7. Evolutionary algorithm based heuristic scheme for nonlinear heat transfer equations.

    Science.gov (United States)

    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.

  8. 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.

  9. Modified harmonic balance method for the solution of nonlinear jerk equations

    Science.gov (United States)

    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.

  10. 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

  11. 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.

  12. Numerical study of fractional nonlinear Schrodinger equations

    KAUST Repository

    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.

  13. On non-linear magnetic-charged black hole surrounded by quintessence

    Science.gov (United States)

    Nam, Cao H.

    2018-06-01

    We derive a non-linear magnetic-charged black hole surrounded by quintessence, which behaves asymptotically like the Schwarzschild black hole surrounded by quintessence but at the short distances like the dS geometry. The horizon properties of this black hole are investigated in detail. The thermodynamics of the black hole is studied in the local and global views. Finally, by calculating the heat capacity and the free energy, we point to that the black hole may undergo a thermal phase transition, between a larger unstable black hole and a smaller stable black hole, at a critical temperature.

  14. Nonlocal and nonlinear dispersion in a nonlinear Schrodinger-type equation: exotic solitons and short-wavelength instabilities

    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...

  15. 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)

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

    CERN Document Server

    Rosinger, Elemer E

    1990-01-01

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

  17. Reduction of the equation for lower hybrid waves in a plasma to a nonlinear Schroedinger equation

    Science.gov (United States)

    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.

  18. 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.

  19. 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

  20. 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

  1. 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

  2. Four-dimensional black holes with scalar hair in nonlinear electrodynamics

    International Nuclear Information System (INIS)

    Barrientos, Jose; Gonzalez, P.A.; Vasquez, Yerko

    2016-01-01

    We consider a gravitating system consisting of a scalar field minimally coupled to gravity with a self-interacting potential and a U(1) nonlinear electromagnetic field. Solving analytically and numerically the coupled system for both power-law and Born-Infeld type electrodynamics, we find charged hairy black hole solutions. Then we study the thermodynamics of these solutions and we find that at a low temperature the topological charged black hole with scalar hair is thermodynamically preferred, whereas the topological charged black hole without scalar hair is thermodynamically preferred at a high temperature for power-law electrodynamics. Interestingly enough, these phase transitions occur at a fixed critical temperature and do not depend on the exponent p of the nonlinear electrodynamics. (orig.)

  3. Four-dimensional black holes with scalar hair in nonlinear electrodynamics

    Energy Technology Data Exchange (ETDEWEB)

    Barrientos, Jose [Universidad de Concepcion, Departamento de Fisica, Concepcion (Chile); Universidad Catolica del Norte, Departamento de Ensenanza de las Ciencias Basicas, Coquimbo (Chile); Gonzalez, P.A. [Universidad Diego Portales, Facultad de Ingenieria, Santiago (Chile); Vasquez, Yerko [Universidad de La Serena, Departamento de Fisica y Astronomia, Facultad de Ciencias, La Serena (Chile)

    2016-12-15

    We consider a gravitating system consisting of a scalar field minimally coupled to gravity with a self-interacting potential and a U(1) nonlinear electromagnetic field. Solving analytically and numerically the coupled system for both power-law and Born-Infeld type electrodynamics, we find charged hairy black hole solutions. Then we study the thermodynamics of these solutions and we find that at a low temperature the topological charged black hole with scalar hair is thermodynamically preferred, whereas the topological charged black hole without scalar hair is thermodynamically preferred at a high temperature for power-law electrodynamics. Interestingly enough, these phase transitions occur at a fixed critical temperature and do not depend on the exponent p of the nonlinear electrodynamics. (orig.)

  4. Current interactions from the one-form sector of nonlinear higher-spin equations

    Science.gov (United States)

    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.

  5. Equating TIMSS Mathematics Subtests with Nonlinear Equating Methods Using NEAT Design: Circle-Arc Equating Approaches

    Science.gov (United States)

    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…

  6. Finding all solutions of nonlinear equations using the dual simplex method

    Science.gov (United States)

    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.

  7. 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

  8. 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/.

  9. 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)

  10. Bifurcation of positive solutions to scalar reaction-diffusion equations with nonlinear boundary condition

    Science.gov (United States)

    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.

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

    International Nuclear Information System (INIS)

    Budgor, A.B.

    1977-01-01

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

  12. Evolution of nonlinear perturbations inside Einstein-Yang-Mills black holes

    International Nuclear Information System (INIS)

    Donets, E.E.; Tentyukov, M.N.; Tsulaya, M.M.

    1998-01-01

    We present our results on numerical study of evolution of nonlinear perturbations inside spherically symmetric black holes in the SU(2) Einstein-Yang-Mills (EYM) theory. Recent developments demonstrate a new type of the behaviour of the metric for EYM black hole interiors; the generic metric exhibits an infinitely oscillating approach to the singularity, which is a spacelike but not of the mixmaster type. The evolution of various types of spherically symmetric perturbations, propagating from the internal vicinity of the external horizon towards the singularity is investigated in a self-consistent way using an adaptive numerical algorithm. The obtained results give strong numerical evidence in favor of nonlinear stability of the generic EYM black hole interiors. Alternatively, the EYM black hole interiors of S (schwarzschild)-type, which form only a zero measure subset in the space of all internal solutions are found to be unstable and transform to the generic type as perturbations are developed

  13. 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

  14. Continuous dependence estimates for viscosity solutions of fully nonlinear degenerate elliptic equations

    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.

  15. 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)

  16. 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)

  17. 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)

  18. Any order approximate analytical solution of the nonlinear Volterra's integral equation for accelerator dynamic systems

    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

  19. 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.

  20. 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

  1. Entire solutions of nonlinear differential-difference equations.

    Science.gov (United States)

    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.

  2. Nonlinear stability of source defects in the complex Ginzburg–Landau equation

    International Nuclear Information System (INIS)

    Beck, Margaret; Nguyen, Toan T; Sandstede, Björn; Zumbrun, Kevin

    2014-01-01

    In an appropriate moving coordinate frame, source defects are time-periodic solutions to reaction–diffusion equations that are spatially asymptotic to spatially periodic wave trains whose group velocities point away from the core of the defect. In this paper, we rigorously establish nonlinear stability of spectrally stable source defects in the complex Ginzburg–Landau equation. Due to the outward transport at the far field, localized perturbations may lead to a highly non-localized response even on the linear level. To overcome this, we first investigate in detail the dynamics of the solution to the linearized equation. This allows us to determine an approximate solution that satisfies the full equation up to and including quadratic terms in the nonlinearity. This approximation utilizes the fact that the non-localized phase response, resulting from the embedded zero eigenvalues, can be captured, to leading order, by the nonlinear Burgers equation. The analysis is completed by obtaining detailed estimates for the resolvent kernel and pointwise estimates for Green's function, which allow one to close a nonlinear iteration scheme. (paper)

  3. 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

  4. 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.

  5. 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

  6. 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.

  7. A Generalized Halanay Inequality for Stability of Nonlinear Neutral Functional Differential Equations

    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.

  8. Cross-constrained problems for nonlinear Schrodinger equation with harmonic potential

    Directory of Open Access Journals (Sweden)

    Runzhang Xu

    2012-11-01

    Full Text Available This article studies a nonlinear Schodinger equation with harmonic potential by constructing different cross-constrained problems. By comparing the different cross-constrained problems, we derive different sharp criterion and different invariant manifolds that separate the global solutions and blowup solutions. Moreover, we conclude that some manifolds are empty due to the essence of the cross-constrained problems. Besides, we compare the three cross-constrained problems and the three depths of the potential wells. In this way, we explain the gaps in [J. Shu and J. Zhang, Nonlinear Shrodinger equation with harmonic potential, Journal of Mathematical Physics, 47, 063503 (2006], which was pointed out in [R. Xu and Y. Liu, Remarks on nonlinear Schrodinger equation with harmonic potential, Journal of Mathematical Physics, 49, 043512 (2008].

  9. Numerical Simulations of Light Bullets, Using The Full Vector, Time Dependent, Nonlinear Maxwell Equations

    Science.gov (United States)

    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.

  10. Dirac equation of spin particles and tunneling radiation from a Kinnersly black hole

    Energy Technology Data Exchange (ETDEWEB)

    Li, Guo-Ping; Zu, Xiao-Tao [University of Electronic Science and Technology of China, School of Physical Electronics, Chengdu (China); Feng, Zhong-Wen [University of Electronic Science and Technology of China, School of Physical Electronics, Chengdu (China); China West Normal University, College of Physics and Space Science, Nanchong (China); Li, Hui-Ling [University of Electronic Science and Technology of China, School of Physical Electronics, Chengdu (China); Shenyang Normal University, College of Physics Science and Technology, Shenyang (China)

    2017-04-15

    In curved space-time, the Hamilton-Jacobi equation is a semi-classical particle equation of motion, which plays an important role in the research of black hole physics. In this paper, starting from the Dirac equation of spin 1/2 fermions and the Rarita-Schwinger equation of spin 3/2 fermions, respectively, we derive a Hamilton-Jacobi equation for the non-stationary spherically symmetric gravitational field background. Furthermore, the quantum tunneling of a charged spherically symmetric Kinnersly black hole is investigated by using the Hamilton-Jacobi equation. The result shows that the Hamilton-Jacobi equation is helpful to understand the thermodynamic properties and the radiation characteristics of a black hole. (orig.)

  11. 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,.

  12. An analytical method for solving exact solutions of the nonlinear Bogoyavlenskii equation and the nonlinear diffusive predator–prey system

    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.

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

    International Nuclear Information System (INIS)

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

    2009-01-01

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

  14. A bivariate Chebyshev spectral collocation quasilinearization method for nonlinear evolution parabolic equations.

    Science.gov (United States)

    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.

  15. A Bivariate Chebyshev Spectral Collocation Quasilinearization Method for Nonlinear Evolution Parabolic Equations

    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.

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

    OpenAIRE

    Leibov Roman

    2017-01-01

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

  17. 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

  18. EXISTENCE AND UNIQUENESS OF SOLUTIONS TO A NONLINEAR FRACTIONAL DIFFERENTIAL EQUATION

    Institute of Scientific and Technical Information of China (English)

    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.

  19. Nonlinear wave equations, formation of singularities

    CERN Document Server

    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...

  20. 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

  1. 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)

  2. 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 ...

  3. Thermodynamics of charged black holes with a nonlinear electrodynamics source

    International Nuclear Information System (INIS)

    Gonzalez, Hernan A.; Hassaiene, Mokhtar; Martinez, Cristian

    2009-01-01

    We study the thermodynamical properties of electrically charged black hole solutions of a nonlinear electrodynamics theory defined by a power p of the Maxwell invariant, which is coupled to Einstein gravity in four and higher spacetime dimensions. Depending on the range of the parameter p, these solutions present different asymptotic behaviors. We compute the Euclidean action with the appropriate boundary term in the grand canonical ensemble. The thermodynamical quantities are identified and, in particular, the mass and the charge are shown to be finite for all classes of solutions. Interestingly, a generalized Smarr formula is derived and it is shown that this latter encodes perfectly the different asymptotic behaviors of the black hole solutions. The local stability is analyzed by computing the heat capacity and the electrical permittivity and we find that a set of small black holes is locally stable. In contrast to the standard Reissner-Nordstroem solution, there is a first-order phase transition between a class of these nonlinear charged black holes and the Minkowski spacetime.

  4. Critical behavior and phase transition of dilaton black holes with nonlinear electrodynamics

    Energy Technology Data Exchange (ETDEWEB)

    Dayyani, Z.; Dehghani, M.H.; Hajkhalili, S. [Shiraz University, Physics Department and Biruni Observatory, College of Sciences, Shiraz (Iran, Islamic Republic of); Sheykhi, A. [Shiraz University, Physics Department and Biruni Observatory, College of Sciences, Shiraz (Iran, Islamic Republic of); Research Institute for Astronomy and Astrophysics of Maragha (RIAAM), Maragha (Iran, Islamic Republic of)

    2018-02-15

    In this paper, we take into account the dilaton black hole solutions of Einstein gravity in the presence of logarithmic and exponential forms of nonlinear electrodynamics. First of all, we consider the cosmological constant and nonlinear parameter as thermodynamic quantities which can vary. We obtain thermodynamic quantities of the system such as pressure, temperature and Gibbs free energy in an extended phase space. We complete the analogy of the nonlinear dilaton black holes with the Van der Waals liquid-gas system. We work in the canonical ensemble and hence we treat the charge of the black hole as an external fixed parameter. Moreover, we calculate the critical values of temperature, volume and pressure and show that they depend on the dilaton coupling constant as well as on the nonlinear parameter. We also investigate the critical exponents and find that they are universal and independent of the dilaton and nonlinear parameters, which is an expected result. Finally, we explore the phase transition of nonlinear dilaton black holes by studying the Gibbs free energy of the system. We find that in the case of T > T{sub c}, we have no phase transition. When T = T{sub c}, the system admits a second-order phase transition, while for T = T{sub f} < T{sub c} the system experiences a first-order transition. Interestingly, for T{sub f} < T < T{sub c} we observe a zeroth-order phase transition in the presence of a dilaton field. This novel zeroth-order phase transition occurs due to a finite jump in the Gibbs free energy which is generated by the dilaton-electromagnetic coupling constant, α, for a certain range of pressure. (orig.)

  5. Backward stochastic differential equations from linear to fully nonlinear theory

    CERN Document Server

    Zhang, Jianfeng

    2017-01-01

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

  6. Picone-type inequalities for nonlinear elliptic equations and their applications

    Directory of Open Access Journals (Sweden)

    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.

  7. Quantum theory from a nonlinear perspective Riccati equations in fundamental physics

    CERN Document Server

    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 ...

  8. 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

  9. An effective method for finding special solutions of nonlinear differential equations with variable coefficients

    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

  10. 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.

  11. 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)

  12. 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.

  13. Semiclassical soliton ensembles for the focusing nonlinear Schrödinger equation

    CERN Document Server

    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

  14. Solving Nonlinear Partial Differential Equations with Maple and Mathematica

    CERN Document Server

    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

  15. 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.

  16. 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.

  17. 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

  18. 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

  19. Equations of motion in general relativity of a small charged black hole

    International Nuclear Information System (INIS)

    Futamase, T.; Hogan, P. A.; Itoh, Y.

    2008-01-01

    We present the details of a model in general relativity of a small charged black hole moving in an external gravitational and electromagnetic field. The importance of our model lies in the fact that we can derive the equations of motion of the black hole from the Einstein-Maxwell vacuum field equations without encountering infinities. The key assumptions which we base our results upon are that (a) the black hole is isolated and (b) near the black hole the wave fronts of the radiation generated by its motion are smoothly deformed spheres. The equations of motion which emerge fit the pattern of the original DeWitt and Brehme equations of motion (after they 'renormalize'). Our calculations are carried out in a coordinate system in which the null hypersurface histories of the wave fronts can be specified in a simple way, with the result that we obtain a new explicit form, particular to our model, for the well-known ''tail term'' in the equations of motion.

  20. Fractional Order Stochastic Differential Equation with Application in European Option Pricing

    Directory of Open Access Journals (Sweden)

    Qing Li

    2014-01-01

    Full Text Available Memory effect is an important phenomenon in financial systems, and a number of research works have been carried out to study the long memory in the financial markets. In recent years, fractional order ordinary differential equation is used as an effective instrument for describing the memory effect in complex systems. In this paper, we establish a fractional order stochastic differential equation (FSDE model to describe the effect of trend memory in financial pricing. We, then, derive a European option pricing formula based on the FSDE model and prove the existence of the trend memory (i.e., the mean value function in the option pricing formula when the Hurst index is between 0.5 and 1. In addition, we make a comparison analysis between our proposed model, the classic Black-Scholes model, and the stochastic model with fractional Brownian motion. Numerical results suggest that our model leads to more accurate and lower standard deviation in the empirical study.

  1. STABILITY OF NONLINEAR NEUTRAL DIFFERENTIAL EQUATION VIA FIXED POINT

    Institute of Scientific and Technical Information of China (English)

    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.

  2. NONLINEAR GRAVITATIONAL-WAVE MEMORY FROM BINARY BLACK HOLE MERGERS

    International Nuclear Information System (INIS)

    Favata, Marc

    2009-01-01

    Some astrophysical sources of gravitational waves can produce a 'memory effect', which causes a permanent displacement of the test masses in a freely falling gravitational-wave detector. The Christodoulou memory is a particularly interesting nonlinear form of memory that arises from the gravitational-wave stress-energy tensor's contribution to the distant gravitational-wave field. This nonlinear memory contributes a nonoscillatory component to the gravitational-wave signal at leading (Newtonian-quadrupole) order in the waveform amplitude. Previous computations of the memory and its detectability considered only the inspiral phase of binary black hole coalescence. Using an 'effective-one-body' (EOB) approach calibrated to numerical relativity simulations, as well as a simple fully analytic model, the Christodoulou memory is computed for the inspiral, merger, and ringdown. The memory will be very difficult to detect with ground-based interferometers, but is likely to be observable in supermassive black hole mergers with LISA out to redshifts z ∼< 2. Detection of the nonlinear memory could serve as an experimental test of the ability of gravity to 'gravitate'.

  3. 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].

  4. From nonlinear Schrödinger hierarchy to some (2+1)-dimensional nonlinear pseudodifferential equations

    Science.gov (United States)

    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.

  5. Semiclassical regularization of Vlasov equations and wavepackets for nonlinear Schrödinger equations

    Science.gov (United States)

    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.

  6. ALMOST PERIODIC SOLUTIONS TO SOME NONLINEAR DELAY DIFFERENTIAL EQUATION

    Institute of Scientific and Technical Information of China (English)

    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.

  7. Oscillation criteria for third order nonlinear delay differential equations with damping

    Directory of Open Access Journals (Sweden)

    Said R. Grace

    2015-01-01

    Full Text Available This note is concerned with the oscillation of third order nonlinear delay differential equations of the form \\[\\label{*} \\left( r_{2}(t\\left( r_{1}(ty^{\\prime}(t\\right^{\\prime}\\right^{\\prime}+p(ty^{\\prime}(t+q(tf(y(g(t=0.\\tag{\\(\\ast\\}\\] In the papers [A. Tiryaki, M. F. Aktas, Oscillation criteria of a certain class of third order nonlinear delay differential equations with damping, J. Math. Anal. Appl. 325 (2007, 54-68] and [M. F. Aktas, A. Tiryaki, A. Zafer, Oscillation criteria for third order nonlinear functional differential equations, Applied Math. Letters 23 (2010, 756-762], the authors established some sufficient conditions which insure that any solution of equation (\\(\\ast\\ oscillates or converges to zero, provided that the second order equation \\[\\left( r_{2}(tz^{\\prime }(t\\right^{\\prime}+\\left(p(t/r_{1}(t\\right z(t=0\\tag{\\(\\ast\\ast\\}\\] is nonoscillatory. Here, we shall improve and unify the results given in the above mentioned papers and present some new sufficient conditions which insure that any solution of equation (\\(\\ast\\ oscillates if equation (\\(\\ast\\ast\\ is nonoscillatory. We also establish results for the oscillation of equation (\\(\\ast\\ when equation (\\(\\ast\\ast\\ is oscillatory.

  8. Superdiffusions and positive solutions of nonlinear partial differential equations

    CERN Document Server

    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.

  9. 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.

  10. An ansatz for solving nonlinear partial differential equations in mathematical physics.

    Science.gov (United States)

    Akbar, M Ali; Ali, Norhashidah Hj Mohd

    2016-01-01

    In this article, we introduce an ansatz involving exact traveling wave solutions to nonlinear partial differential equations. To obtain wave solutions using direct method, the choice of an appropriate ansatz is of great importance. We apply this ansatz to examine new and further general traveling wave solutions to the (1+1)-dimensional modified Benjamin-Bona-Mahony equation. Abundant traveling wave solutions are derived including solitons, singular solitons, periodic solutions and general solitary wave solutions. The solutions emphasize the nobility of this ansatz in providing distinct solutions to various tangible phenomena in nonlinear science and engineering. The ansatz could be more efficient tool to deal with higher dimensional nonlinear evolution equations which frequently arise in many real world physical problems.

  11. Multi-soliton management by the integrable nonautonomous nonlinear integro-differential Schrödinger equation

    International Nuclear Information System (INIS)

    Zhang, Yu-Juan; Zhao, Dun; Luo, Hong-Gang

    2014-01-01

    We consider a wide class of integrable nonautonomous nonlinear integro-differential Schrödinger equation which contains the models for the soliton management in Bose–Einstein condensates, nonlinear optics, and inhomogeneous Heisenberg spin chain. With the help of the nonisospectral AKNS hierarchy, we obtain the N-fold Darboux transformation and the N-fold soliton-like solutions for the equation. The soliton management, especially the synchronized dispersive and nonlinear management in optical fibers is discussed. It is found that in the situation without external potential, the synchronized dispersive and nonlinear management can keep the integrability of the nonlinear Schrödinger equation; this suggests that in optical fibers, the synchronized dispersive and nonlinear management can control and maintain the propagation of a multi-soliton. - Highlights: • We consider a unified model for soliton management by an integrable integro-differential Schrödinger equation. • Using Lax pair, the N-fold Darboux transformation for the equation is presented. • The multi-soliton management is considered. • The synchronized dispersive and nonlinear management is suggested

  12. Approximate Solutions of Nonlinear Partial Differential Equations by Modified q-Homotopy Analysis Method

    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.

  13. Nonlinear heat conduction equations with memory: Physical meaning and analytical results

    Science.gov (United States)

    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.

  14. 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

  15. Traveling wavefront solutions to nonlinear reaction-diffusion-convection equations

    Science.gov (United States)

    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.

  16. 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)

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

    International Nuclear Information System (INIS)

    Alvarez-Estrada, R.F.

    1979-01-01

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

  18. 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.

  19. 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)

  20. A family of analytical solutions of a nonlinear diffusion-convection equation

    Science.gov (United States)

    Hayek, Mohamed

    2018-01-01

    Despite its popularity in many engineering fields, the nonlinear diffusion-convection equation has no general analytical solutions. This work presents a family of closed-form analytical traveling wave solutions for the nonlinear diffusion-convection equation with power law nonlinearities. This kind of equations typically appears in nonlinear problems of flow and transport in porous media. The solutions that are addressed are simple and fully analytical. Three classes of analytical solutions are presented depending on the type of the nonlinear diffusion coefficient (increasing, decreasing or constant). It has shown that the structure of the traveling wave solution is strongly related to the diffusion term. The main advantage of the proposed solutions is that they are presented in a unified form contrary to existing solutions in the literature where the derivation of each solution depends on the specific values of the diffusion and convection parameters. The proposed closed-form solutions are simple to use, do not require any numerical implementation, and may be implemented in a simple spreadsheet. The analytical expressions are also useful to mathematically analyze the structure and properties of the solutions.

  1. 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

  2. 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.

  3. 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

  4. Toward Analytic Solution of Nonlinear Differential Difference Equations via Extended Sensitivity Approach

    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)

  5. 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

  6. 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.

  7. Equivalence transformations and differential invariants of a generalized nonlinear Schroedinger equation

    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

  8. 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

  9. Classical black holes: the nonlinear dynamics of curved spacetime.

    Science.gov (United States)

    Thorne, Kip S

    2012-08-03

    Numerical simulations have revealed two types of physical structures, made from curved spacetime, that are attached to black holes: tendexes, which stretch or squeeze anything they encounter, and vortexes, which twist adjacent inertial frames relative to each other. When black holes collide, their tendexes and vortexes interact and oscillate (a form of nonlinear dynamics of curved spacetime). These oscillations generate gravitational waves, which can give kicks up to 4000 kilometers per second to the merged black hole. The gravitational waves encode details of the spacetime dynamics and will soon be observed and studied by the Laser Interferometer Gravitational Wave Observatory and its international partners.

  10. Optimal analytic method for the nonlinear Hasegawa-Mima equation

    Science.gov (United States)

    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.

  11. Exact bright and dark spatial soliton solutions in saturable nonlinear media

    International Nuclear Information System (INIS)

    Calvo, Gabriel F.; Belmonte-Beitia, Juan; Perez-Garcia, Victor M.

    2009-01-01

    We present exact analytical bright and dark (black and grey) solitary wave solutions of a nonlinear Schroedinger-type equation describing the propagation of spatial beams in media exhibiting a saturable nonlinearity (such as centrosymmetric photorefractive materials). A qualitative study of the stationary equation is carried out together with a discussion of the stability of the solutions.

  12. 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

  13. 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

  14. Tensor-GMRES method for large sparse systems of nonlinear equations

    Science.gov (United States)

    Feng, Dan; Pulliam, Thomas H.

    1994-01-01

    This paper introduces a tensor-Krylov method, the tensor-GMRES method, for large sparse systems of nonlinear equations. This method is a coupling of tensor model formation and solution techniques for nonlinear equations with Krylov subspace projection techniques for unsymmetric systems of linear equations. Traditional tensor methods for nonlinear equations are based on a quadratic model of the nonlinear function, a standard linear model augmented by a simple second order term. These methods are shown to be significantly more efficient than standard methods both on nonsingular problems and on problems where the Jacobian matrix at the solution is singular. A major disadvantage of the traditional tensor methods is that the solution of the tensor model requires the factorization of the Jacobian matrix, which may not be suitable for problems where the Jacobian matrix is large and has a 'bad' sparsity structure for an efficient factorization. We overcome this difficulty by forming and solving the tensor model using an extension of a Newton-GMRES scheme. Like traditional tensor methods, we show that the new tensor method has significant computational advantages over the analogous Newton counterpart. Consistent with Krylov subspace based methods, the new tensor method does not depend on the factorization of the Jacobian matrix. As a matter of fact, the Jacobian matrix is never needed explicitly.

  15. Soliton Resolution for the Derivative Nonlinear Schrödinger Equation

    Science.gov (United States)

    Jenkins, Robert; Liu, Jiaqi; Perry, Peter; Sulem, Catherine

    2018-05-01

    We study the derivative nonlinear Schrödinger equation for generic initial data in a weighted Sobolev space that can support bright solitons (but exclude spectral singularities). Drawing on previous well-posedness results, we give a full description of the long-time behavior of the solutions in the form of a finite sum of localized solitons and a dispersive component. At leading order and in space-time cones, the solution has the form of a multi-soliton whose parameters are slightly modified from their initial values by soliton-soliton and soliton-radiation interactions. Our analysis provides an explicit expression for the correction dispersive term. We use the nonlinear steepest descent method of Deift and Zhou (Commun Pure Appl Math 56:1029-1077, 2003) revisited by the {\\overline{partial}} -analysis of McLaughlin and Miller (IMRP Int Math Res Pap 48673:1-77, 2006) and Dieng and McLaughlin (Long-time asymptotics for the NLS equation via dbar methods. Preprint, arXiv:0805.2807, 2008), and complemented by the recent work of Borghese et al. (Ann Inst Henri Poincaré Anal Non Linéaire, https://doi.org/10.1016/j.anihpc.2017.08.006, 2017) on soliton resolution for the focusing nonlinear Schrödinger equation. Our results imply that N-soliton solutions of the derivative nonlinear Schrödinger equation are asymptotically stable.

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

    Science.gov (United States)

    Brenier, Yann; Levy, Doron

    2000-03-01

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

  17. A mixed finite element method for nonlinear diffusion equations

    KAUST Repository

    Burger, Martin; Carrillo, José ; Wolfram, Marie-Therese

    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.

  18. 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

  19. Black hole equations of motion in the quasistationary approximation

    International Nuclear Information System (INIS)

    Zhdanov, V.I.; Shtelen', V.M.

    1980-01-01

    Black hole motion is considered under the effect of external actions from the point of view of a remoted observer. The shift of the black hole and the metrix structure are found at the presence of other gravitational bodies using the Zerilli equation. It is shown that in the region, where the space curvature is small, the contribution of the field of the black hole, moving with acceleration, coincides in configuration with the field of usual body, black hole motion in quasistationary approximation occuring according to laws of Newtonian dynamics

  20. Taming the nonlinearity of the Einstein equation.

    Science.gov (United States)

    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.

  1. 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

  2. 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 ...

  3. Inverse periodic problem for the discrete approximation of the Schroedinger nonlinear equation

    International Nuclear Information System (INIS)

    Bogolyubov, N.N.; Prikarpatskij, A.K.; AN Ukrainskoj SSR, Lvov. Inst. Prikladnykh Problem Mekhaniki i Matematiki)

    1982-01-01

    The problem of numerical solution of the Schroedinger nonlinear equation (1) iPSIsub(t) = PSIsub(xx)+-2(PSI)sup(2)PSI. The numerical solution of nonlinear differential equation supposes its discrete approximation is required for the realization of the computer calculation process. Tor the equation (1) there exists the following discrete approximation by variable x(2) iPSIsub(n, t) = (PSIsub(n+1)-2PSIsub(n)+PSIsub(n-1))/(Δx)sup(2)+-(PSIsub(n))sup(2)(PSIsub(n+1)+PSIsub(n-1)), n=0, +-1, +-2... where PSIsub(n)(+) is the corresponding value of PSI(x, t) function in the node and divisions with the equilibrium step Δx. The main problem is obtaining analytically exact solutions of the equations (2). The analysis of the equation system (2) is performed on the base of the discrete analogue of the periodic variant of the inverse scattering problem method developed with the aid of nonlinear equations of the Korteweg-de Vries type. Obtained in explicit form are analytical solutions of the equations system (2). The solutions are expressed through the Riemann THETA-function [ru

  4. 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

  5. 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

  6. Quasinormal modes of four-dimensional topological nonlinear charged Lifshitz black holes

    Energy Technology Data Exchange (ETDEWEB)

    Becar, Ramon [Universidad Cato lica de Temuco, Departamento de Ciencias Matematicas y Fisicas, Temuco (Chile); Gonzalez, P.A. [Universidad Diego Portales, Facultad de Ingenieria, Santiago (Chile); Vasquez, Yerko [Universidad de La Serena, Departamento de Fisica, Facultad de Ciencias, La Serena (Chile)

    2016-02-15

    We study scalar perturbations of four- dimensional topological nonlinear charged Lifshitz black holes with spherical and plane transverse sections, and we find numerically the quasinormal modes for scalar fields. Then we study the stability of these black holes under massive and massless scalar field perturbations. We focus our study on the dependence of the dynamical exponent, the nonlinear exponent, the angular momentum, and the mass of the scalar field in the modes. It is found that the modes are overdamped, depending strongly on the dynamical exponent and the angular momentum of the scalar field for a spherical transverse section. In contrast, for plane transverse sections the modes are always overdamped. (orig.)

  7. 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.

  8. Unstable ‘black branes’ from scaled membranes at large D

    Energy Technology Data Exchange (ETDEWEB)

    Dandekar, Yogesh; Mazumdar, Subhajit; Minwalla, Shiraz; Saha, Arunabha [Department of Theoretical Physics, Tata Institute of Fundamental Research,Homi Bhabha Road, Mumbai, 400005 (India)

    2016-12-28

    It has recently been demonstrated that the dynamics of black holes at large D can be recast as a set of non gravitational membrane equations. These membrane equations admit a simple static solution with shape S{sup D−p−2}×R{sup p,1}. In this note we study the equations for small fluctuations about this solution in a limit in which amplitude and length scale of the fluctuations are simultaneously scaled to zero as D is taken to infinity. We demonstrate that the resultant nonlinear equations, which capture the Gregory-Laflamme instability and its end point, exactly agree with the effective dynamical ‘black brane’ equations of Emparan Suzuki and Tanabe. Our results thus identify the ‘black brane’ equations as a special limit of the membrane equations and so unify these approaches to large D black hole dynamics.

  9. 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.

  10. 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)

  11. 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

  12. Exact Solutions of Five Complex Nonlinear Schrödinger Equations by Semi-Inverse Variational Principle

    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)

  13. 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

  14. Nonlinear model of a rotating hub-beams structure: Equations of motion

    Science.gov (United States)

    Warminski, Jerzy

    2018-01-01

    Dynamics of a rotating structure composed of a rigid hub and flexible beams is presented in the paper. A nonlinear model of a beam takes into account bending, extension and nonlinear curvature. The influence of geometric nonlinearity and nonconstant angular velocity on dynamics of the rotating structure is presented. The exact equations of motion and associated boundary conditions are derived on the basis of the Hamilton's principle. The simplification of the exact nonlinear mathematical model is proposed taking into account the second order approximation. The reduced partial differential equations of motion together with associated boundary conditions can be used to study natural or forced vibrations of a rotating structure considering constant or nonconstant angular speed of a rigid hub and an arbitrary number of flexible blades.

  15. 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

  16. Analytic continuation of solutions of some nonlinear convolution partial differential equations

    Directory of Open Access Journals (Sweden)

    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.

  17. Numerical simulation of nonlinear continuity equations by evolving diffeomorphisms

    KAUST Repository

    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.

  18. 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

  19. Momentos estocásticos de orden superior y la estimación de la volatilidad implícita: aplicación de la expansión de Edgeworth en el modelo Black-Scholes

    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.

  20. Momentos estocásticos de orden superior y la estimación de la volatilidad implícita: aplicación de la expansión de Edgeworth en el modelo Black-Scholes

    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».

  1. Mathematics, Pricing, Market Risk Management and Trading Strategies for Financial Derivatives (1/3)

    CERN Multimedia

    CERN. Geneva; Coffey, Brian

    2009-01-01

    Abstract: An introduction to the mathematics and practicalities of market trading and risk management for financial derivatives, the course will focus on examples from the short-term and long term Foreign Exchange (FX) and Interest Rate (IR) derivatives markets. Topics: - Government Bonds and IR Curves - Stochastic FX, Black-Scholes Vanilla FX Options and Martingales - Risk Management and Market Trading for Vanilla FX Options, Market Implied Volatility, Valuation and Risk Management, Market Trading Strategies - Stochastic IR Curves and Implied Volatility, IR Derivatives - Long Term FX Options: Interaction of Stochastic FX and Stochastic IR Vanilla Foreign Exchange (FX) Options - $ Government Bonds, Interest Rate (IR) Curves, Continuous IR - Domestic ($) and Foreign (Yen) Government Bonds, IR curves - Stochastic Spot FX, Forward FX: Ito processes for $ and Yen Investors - Black-Scholes Vanilla FX Options, Connection to Heat/Diffusion Equation - Stochastic Differential Equations with Mart...

  2. Nonlinear tunneling of optical soliton in 3 coupled NLS equation with symbolic computation

    Energy Technology Data Exchange (ETDEWEB)

    Mani Rajan, M.S., E-mail: senthilmanirajanofc@gmail.com [Department of Physics, Anna University, Madurai Region, Ramanathapuram (India); Mahalingam, A. [Department of Physics, Anna University, Chennai - 600 025 (India); Uthayakumar, A. [Department of Physics, Presidency College, Chennai - 600 005 (India)

    2014-07-15

    We investigated the soliton solution for N coupled nonlinear Schrödinger (CNLS) equations. These equations are coupled due to the cross-phase-modulation (CPM). Lax pair of this system is obtained via the Ablowitz–Kaup–Newell–Segur (AKNS) scheme and the corresponding Darboux transformation is constructed to derive the soliton solution. One and two soliton solutions are generated. Using two soliton solutions of 3 CNLS equation, nonlinear tunneling of soliton for both with and without exponential background has been discussed. Finally cascade compression of optical soliton through multi-nonlinear barrier has been discussed. The obtained results may have promising applications in all-optical devices based on optical solitons, study of soliton propagation in birefringence fiber systems and optical soliton with distributed dispersion and nonlinearity management. -- Highlights: •We consider the nonlinear tunneling of soliton in birefringence fiber. •3-coupled NLS (CNLS) equation with variable coefficients is considered. •Two soliton solutions are obtained via Darboux transformation using constructed Lax pair. •Soliton tunneling through dispersion barrier and well are investigated. •Finally, cascade compression of soliton has been achieved.

  3. 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

  4. Dispersive optical soliton solutions for the hyperbolic and cubic-quintic nonlinear Schrödinger equations via the extended sinh-Gordon equation expansion method

    Science.gov (United States)

    Seadawy, Aly R.; Kumar, Dipankar; Chakrabarty, Anuz Kumar

    2018-05-01

    The (2+1)-dimensional hyperbolic and cubic-quintic nonlinear Schrödinger equations describe the propagation of ultra-short pulses in optical fibers of nonlinear media. By using an extended sinh-Gordon equation expansion method, some new complex hyperbolic and trigonometric functions prototype solutions for two nonlinear Schrödinger equations were derived. The acquired new complex hyperbolic and trigonometric solutions are expressed by dark, bright, combined dark-bright, singular and combined singular solitons. The obtained results are more compatible than those of other applied methods. The extended sinh-Gordon equation expansion method is a more powerful and robust mathematical tool for generating new optical solitary wave solutions for many other nonlinear evolution equations arising in the propagation of optical pulses.

  5. Nonlinear ordinary differential equations analytical approximation and numerical methods

    CERN Document Server

    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...

  6. 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

  7. Stability analysis of solutions to nonlinear stiff Volterra functional differential equations in Banach spaces

    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.

  8. New Solutions of Three Nonlinear Space- and Time-Fractional Partial Differential Equations in Mathematical Physics

    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)

  9. 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.

  10. 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.

  11. Black hole dynamics in general relativity

    Indian Academy of Sciences (India)

    Abstract. Basic features of dynamical black holes in full, non-linear general relativity are summarized in a pedagogical fashion. Qualitative properties of the evolution of various horizons follow directly from the celebrated Raychaudhuri equation.

  12. Financial derivative pricing under probability operator via Esscher transfomation

    Energy Technology Data Exchange (ETDEWEB)

    Achi, Godswill U., E-mail: achigods@yahoo.com [Department of Mathematics, Abia State Polytechnic Aba, P.M.B. 7166, Aba, Abia State (Nigeria)

    2014-10-24

    The problem of pricing contingent claims has been extensively studied for non-Gaussian models, and in particular, Black- Scholes formula has been derived for the NIG asset pricing model. This approach was first developed in insurance pricing{sup 9} where the original distortion function was defined in terms of the normal distribution. This approach was later studied6 where they compared the standard Black-Scholes contingent pricing and distortion based contingent pricing. So, in this paper, we aim at using distortion operators by Cauchy distribution under a simple transformation to price contingent claim. We also show that we can recuperate the Black-Sholes formula using the distribution. Similarly, in a financial market in which the asset price represented by a stochastic differential equation with respect to Brownian Motion, the price mechanism based on characteristic Esscher measure can generate approximate arbitrage free financial derivative prices. The price representation derived involves probability Esscher measure and Esscher Martingale measure and under a new complex valued measure φ (u) evaluated at the characteristic exponents φ{sub x}(u) of X{sub t} we recuperate the Black-Scholes formula for financial derivative prices.

  13. Financial derivative pricing under probability operator via Esscher transfomation

    International Nuclear Information System (INIS)

    Achi, Godswill U.

    2014-01-01

    The problem of pricing contingent claims has been extensively studied for non-Gaussian models, and in particular, Black- Scholes formula has been derived for the NIG asset pricing model. This approach was first developed in insurance pricing 9 where the original distortion function was defined in terms of the normal distribution. This approach was later studied6 where they compared the standard Black-Scholes contingent pricing and distortion based contingent pricing. So, in this paper, we aim at using distortion operators by Cauchy distribution under a simple transformation to price contingent claim. We also show that we can recuperate the Black-Sholes formula using the distribution. Similarly, in a financial market in which the asset price represented by a stochastic differential equation with respect to Brownian Motion, the price mechanism based on characteristic Esscher measure can generate approximate arbitrage free financial derivative prices. The price representation derived involves probability Esscher measure and Esscher Martingale measure and under a new complex valued measure φ (u) evaluated at the characteristic exponents φ x (u) of X t we recuperate the Black-Scholes formula for financial derivative prices

  14. Financial derivative pricing under probability operator via Esscher transfomation

    Science.gov (United States)

    Achi, Godswill U.

    2014-10-01

    The problem of pricing contingent claims has been extensively studied for non-Gaussian models, and in particular, Black- Scholes formula has been derived for the NIG asset pricing model. This approach was first developed in insurance pricing9 where the original distortion function was defined in terms of the normal distribution. This approach was later studied6 where they compared the standard Black-Scholes contingent pricing and distortion based contingent pricing. So, in this paper, we aim at using distortion operators by Cauchy distribution under a simple transformation to price contingent claim. We also show that we can recuperate the Black-Sholes formula using the distribution. Similarly, in a financial market in which the asset price represented by a stochastic differential equation with respect to Brownian Motion, the price mechanism based on characteristic Esscher measure can generate approximate arbitrage free financial derivative prices. The price representation derived involves probability Esscher measure and Esscher Martingale measure and under a new complex valued measure φ (u) evaluated at the characteristic exponents φx(u) of Xt we recuperate the Black-Scholes formula for financial derivative prices.

  15. 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.

  16. 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

  17. Analysis and classification of nonlinear dispersive evolution equations in the potential representation

    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)

  18. Traveling waves and conservation laws for highly nonlinear wave equations modeling Hertz chains

    Science.gov (United States)

    Przedborski, Michelle; Anco, Stephen C.

    2017-09-01

    A highly nonlinear, fourth-order wave equation that models the continuum theory of long wavelength pulses in weakly compressed, homogeneous, discrete chains with a general power-law contact interaction is studied. For this wave equation, all solitary wave solutions and all nonlinear periodic wave solutions, along with all conservation laws, are derived. The solutions are explicitly parameterized in terms of the asymptotic value of the wave amplitude in the case of solitary waves and the peak of the wave amplitude in the case of nonlinear periodic waves. All cases in which the solution expressions can be stated in an explicit analytic form using elementary functions are worked out. In these cases, explicit expressions for the total energy and total momentum for all solutions are obtained as well. The derivation of the solutions uses the conservation laws combined with an energy analysis argument to reduce the wave equation directly to a separable first-order differential equation that determines the wave amplitude in terms of the traveling wave variable. This method can be applied more generally to other highly nonlinear wave equations.

  19. 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)

  20. 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.

  1. 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

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

    NARCIS (Netherlands)

    van der Schaft, Arjan

    1987-01-01

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

  3. Existence Results for Some Nonlinear Functional-Integral Equations in Banach Algebra with Applications

    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.

  4. Nonlinear partial differential equations of second order

    CERN Document Server

    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.

  5. 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.)

  6. Initial-value problem for the Gardner equation applied to nonlinear internal waves

    Science.gov (United States)

    Rouvinskaya, Ekaterina; Kurkina, Oxana; Kurkin, Andrey; Talipova, Tatiana; Pelinovsky, Efim

    2017-04-01

    The Gardner equation is a fundamental mathematical model for the description of weakly nonlinear weakly dispersive internal waves, when cubic nonlinearity cannot be neglected. Within this model coefficients of quadratic and cubic nonlinearity can both be positive as well as negative, depending on background conditions of the medium, where waves propagate (sea water density stratification, shear flow profile) [Rouvinskaya et al., 2014, Kurkina et al., 2011, 2015]. For the investigation of weakly dispersive behavior in the framework of nondimensional Gardner equation with fixed (positive) sign of quadratic nonlinearity and positive or negative cubic nonlinearity {eq1} partial η/partial t+6η( {1± η} )partial η/partial x+partial ^3η/partial x^3=0, } the series of numerical experiments of initial-value problem was carried out for evolution of a bell-shaped impulse of negative polarity (opposite to the sign of quadratic nonlinear coefficient): {eq2} η(x,t=0)=-asech2 ( {x/x0 } ), for which amplitude a and width x0 was varied. Similar initial-value problem was considered in the paper [Trillo et al., 2016] for the Korteweg - de Vries equation. For the Gardner equation with different signs of cubic nonlinearity the initial-value problem for piece-wise constant initial condition was considered in detail in [Grimshaw et al., 2002, 2010]. It is widely known, for example, [Pelinovsky et al., 2007], that the Gardner equation (1) with negative cubic nonlinearity has a family of classic solitary wave solutions with only positive polarity,and with limiting amplitude equal to 1. Therefore evolution of impulses (2) of negative polarity (whose amplitudes a were varied from 0.1 to 3, and widths at the level of a/2 were equal to triple width of solitons with the same amplitude for a 1) was going on a universal scenario with the generation of nonlinear Airy wave. For the Gardner equation (1) with the positive cubic nonlinearity coefficient there exist two one-parametric families of

  7. Geometrical Method for Thermal Instability of Nonlinearly Charged BTZ Black Holes

    International Nuclear Information System (INIS)

    Panahiyan, Shahram; Hendi, Seyed Hossein; Eslam Panah, Behzad

    2015-01-01

    We consider three-dimensional BTZ black holes with three models of nonlinear electrodynamics as source. Calculating heat capacity, we study the stability and phase transitions of these black holes. We show that Maxwell, logarithmic, and exponential theories yield only type one phase transition which is related to the root(s) of heat capacity, whereas, for correction form of nonlinear electrodynamics, heat capacity contains two roots and one divergence point. Next, we use geometrical approach for studying classical thermodynamical behavior of the system. We show that Weinhold and Ruppeiner metrics fail to provide fruitful results and the consequences of the Quevedo approach are not completely matched to the heat capacity results. Then, we employ a new metric for solving this problem. We show that this approach is successful and all divergencies of its Ricci scalar and phase transition points coincide. We also show that there is no phase transition for uncharged BTZ black holes.

  8. 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

  9. Variational method for the derivative nonlinear Schroedinger equation with computational applications

    Energy Technology Data Exchange (ETDEWEB)

    Helal, M A [Mathematics Department, Faculty of Science, Cairo University (Egypt); Seadawy, A R [Mathematics Department, Faculty of Science, Beni-Suef University (Egypt)], E-mail: mahelal@yahoo.com, E-mail: aly742001@yahoo.com

    2009-09-15

    The derivative nonlinear Schroedinger equation (DNLSE) arises as a physical model for ultra-short pulse propagation. In this paper, the existence of a Lagrangian and the invariant variational principle (i.e. in the sense of the inverse problem of calculus of variations through deriving the functional integral corresponding to a given coupled nonlinear partial differential equations) for two-coupled equations describing the nonlinear evolution of the Alfven wave with magnetosonic waves at a much larger scale are given and the functional integral corresponding to those equations is derived. We found the solutions of DNLSE by choice of a trial function in a region of a rectangular box in two cases, and using this trial function, we find the functional integral and the Lagrangian of the system without loss. Solution of the general case for the two-box potential can be obtained on the basis of a different ansatz where we approximate the Jost function using polynomials of order n instead of the piecewise linear function. An example for the third order is given for illustrating the general case.

  10. Application of He’s Variational Iteration Method to Nonlinear Helmholtz Equation and Fifth-Order KDV Equation

    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...

  11. Multi-symplectic variational integrators for nonlinear Schrödinger equations with variable coefficients

    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)

  12. Numerical bifurcation analysis of a class of nonlinear renewal equations

    NARCIS (Netherlands)

    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

  13. 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)

  14. 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

  15. 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

  16. 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.

  17. 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

  18. Semi-classical analysis for nonlinear Schrödinger equations

    CERN Document Server

    Carles, Remi

    2008-01-01

    These lecture notes review recent results on the high-frequency analysis of nonlinear Schrödinger equations in the presence of an external potential. The book consists of two relatively independent parts: WKB analysis, and caustic crossing. In the first part, the basic linear WKB theory is constructed and then extended to the nonlinear framework. The most difficult supercritical case is discussed in detail, together with some of its consequences concerning instability phenomena. Applications of WKB analysis to functional analysis, in particular to the Cauchy problem for nonlinear Schrödinger e

  19. New extended (G'/G)-expansion method to solve nonlinear evolution equation: the (3 + 1)-dimensional potential-YTSF equation.

    Science.gov (United States)

    Roshid, Harun-Or-; Akbar, M Ali; Alam, Md Nur; Hoque, Md Fazlul; Rahman, Nizhum

    2014-01-01

    In this article, a new extended (G'/G) -expansion method has been proposed for constructing more general exact traveling wave solutions of nonlinear evolution equations with the aid of symbolic computation. In order to illustrate the validity and effectiveness of the method, we pick the (3 + 1)-dimensional potential-YTSF equation. As a result, abundant new and more general exact solutions have been achieved of this equation. It has been shown that the proposed method provides a powerful mathematical tool for solving nonlinear wave equations in applied mathematics, engineering and mathematical physics.

  20. Nonlinear gyrokinetic equations for low-frequency electromagnetic waves in general plasma equilibria

    International Nuclear Information System (INIS)

    Frieman, E.A.; Chen, L.

    1981-10-01

    A nonlinear gyrokinetic formalism for low-frequency (less than the cyclotron frequency) microscopic electromagnetic perturbations in general magnetic field configurations is developed. The nonlinear equations thus derived are valid in the strong-turbulence regime and contain effects due to finite Larmor radius, plasma inhomogeneities, and magentic field geometries. The specific case of axisymmetric tokamaks is then considered, and a model nonlinear equation is derived for electrostatic drift waves. Also, applying the formalism to the shear Alfven wave heating sceme, it is found that nonlinear ion Landau damping of kinetic shear-Alfven waves is modified, both qualitatively and quantitatively, by the diamagnetic drift effects. In particular, wave energy is found to cascade in wavenumber instead of frequency

  1. Nonlinear reaction-diffusion equations with delay: some theorems, test problems, exact and numerical solutions

    Science.gov (United States)

    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.

  2. 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.

  3. 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.)

  4. Analysis of the magnetohydrodynamic equations and study of the nonlinear solution bifurcations

    International Nuclear Information System (INIS)

    Morros Tosas, J.

    1989-05-01

    The nonlinear saturation of a plasma magnetohydrodynamic instabilities is studied, by means of a bifurcation theory. The work includes: an accurate mathematical method to study the MHD equations, in which the physical content is clear; and the study of the nonlinear solutions of the branch bifurcations, applied to different unstable plasma models. A scalar function representation is proposed for the MHD equations. This representation is characterized by a reference steady magnetic field and by a velocity field, which allow to write the equations for the scalar functions. An approximation method, leading to the obtention of the reduced equations applied in the instability study, is given. The cylindrical or toroidal plasmas are studied by using the nonlinear solutions bifurcation. Concerning the cylindrical plasma, the representation leads to a reduced system which enables the analytical calculations: two different steady bifurcation solutions are obtained. In the case of the toroidal plasma, an appropriate reduced equations system, is obtained. A qualitative approach of the Kink-type steady solution bifurcation, in a toroidal geometry, is performed [fr

  5. Inverse operator theory method mathematics-mechanization for the solutions of nonlinear equations and some typical applications in nonlinear physics

    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

  6. New Exact Solutions for New Model Nonlinear Partial Differential Equation

    OpenAIRE

    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.

  7. Nonlinear q-Generalizations of Quantum Equations: Homogeneous and Nonhomogeneous Cases—An Overview

    Directory of Open Access Journals (Sweden)

    Fernando D. Nobre

    2017-01-01

    Full Text Available Recent developments on the generalizations of two important equations of quantum physics, namely the Schroedinger and Klein–Gordon equations, are reviewed. These generalizations present nonlinear terms, characterized by exponents depending on an index q, in such a way that the standard linear equations are recovered in the limit q → 1 . Interestingly, these equations present a common, soliton-like, traveling solution, which is written in terms of the q-exponential function that naturally emerges within nonextensive statistical mechanics. In both cases, the corresponding well-known Einstein energy-momentum relations, as well as the Planck and the de Broglie ones, are preserved for arbitrary values of q. In order to deal appropriately with the continuity equation, a classical field theory has been developed, where besides the usual Ψ ( x → , t , a new field Φ ( x → , t must be introduced; this latter field becomes Ψ * ( x → , t only when q → 1 . A class of linear nonhomogeneous Schroedinger equations, characterized by position-dependent masses, for which the extra field Φ ( x → , t becomes necessary, is also investigated. In this case, an appropriate transformation connecting Ψ ( x → , t and Φ ( x → , t is proposed, opening the possibility for finding a connection between these fields in the nonlinear cases. The solutions presented herein are potential candidates for applications to nonlinear excitations in plasma physics, nonlinear optics, in structures, such as those of graphene, as well as in shallow and deep water waves.

  8. 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.)

  9. Black phosphorus: broadband nonlinear optical absorption and application

    Science.gov (United States)

    Li, Ying; He, Yanliang; Cai, Yao; Chen, Shuqing; Liu, Jun; Chen, Yu; Yuanjiang, Xiang

    2018-02-01

    Black phosphorus (BP), 2D layered material with layered dependent direct bandgap (0.3 eV (bulk), 2.0 eV (single layer)) that has gained renewed attention, has been demonstrated as an extremely appropriate optical material for broadband optical applications from infrared to mid-infrared wavebands. Herein, by coupling multi-layer BP films with microfiber, we fabricated a nonlinear optical device with long light-matter interaction distance and enhanced damage threshold. Through taking full advantage of its fine nonlinear optical absorption property, we obtained stable mode-locking (51 ps) and Q-switched mode-locking states in Yb-doped or Er-doped (403.7 fs) all-fiber lasers and the single-longitudinal-mode operation (53 kHz) in an Er-doped fiber laser with enhanced power tolerance, using the same nonlinear optical device. Our results showed that BP could be a favorable nonlinear optical material for developing BP-enabled wave-guiding photonic devices, and revealed new insight into BP for high optical power unexplored optical devices.

  10. 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

  11. 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.)

  12. 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 ...

  13. Green's function-stochastic methods framework for probing nonlinear evolution problems: Burger's equation, the nonlinear Schroedinger's equation, and hydrodynamic organization of near-molecular-scale vorticity

    International Nuclear Information System (INIS)

    Keanini, R.G.

    2011-01-01

    Research highlights: → Systematic approach for physically probing nonlinear and random evolution problems. → Evolution of vortex sheets corresponds to evolution of an Ornstein-Uhlenbeck process. → Organization of near-molecular scale vorticity mediated by hydrodynamic modes. → Framework allows calculation of vorticity evolution within random strain fields. - Abstract: A framework which combines Green's function (GF) methods and techniques from the theory of stochastic processes is proposed for tackling nonlinear evolution problems. The framework, established by a series of easy-to-derive equivalences between Green's function and stochastic representative solutions of linear drift-diffusion problems, provides a flexible structure within which nonlinear evolution problems can be analyzed and physically probed. As a preliminary test bed, two canonical, nonlinear evolution problems - Burgers' equation and the nonlinear Schroedinger's equation - are first treated. In the first case, the framework provides a rigorous, probabilistic derivation of the well known Cole-Hopf ansatz. Likewise, in the second, the machinery allows systematic recovery of a known soliton solution. The framework is then applied to a fairly extensive exploration of physical features underlying evolution of randomly stretched and advected Burger's vortex sheets. Here, the governing vorticity equation corresponds to the Fokker-Planck equation of an Ornstein-Uhlenbeck process, a correspondence that motivates an investigation of sub-sheet vorticity evolution and organization. Under the assumption that weak hydrodynamic fluctuations organize disordered, near-molecular-scale, sub-sheet vorticity, it is shown that these modes consist of two weakly damped counter-propagating cross-sheet acoustic modes, a diffusive cross-sheet shear mode, and a diffusive cross-sheet entropy mode. Once a consistent picture of in-sheet vorticity evolution is established, a number of analytical results, describing the

  14. 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.

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

    International Nuclear Information System (INIS)

    Berge, L.; Pesme, D.

    1992-01-01

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

  16. 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)

  17. 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.

  18. 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

  19. 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

  20. 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

  1. 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.

  2. PERTURBATION ESTIMATES FOR THE MAXIMAL SOLUTION OF A NONLINEAR MATRIX EQUATION

    Directory of Open Access Journals (Sweden)

    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.

  3. Analytical approximate solutions for a general class of nonlinear delay differential equations.

    Science.gov (United States)

    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.

  4. Global existence and decay of solutions of a nonlinear system of wave equations

    KAUST Repository

    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.

  5. Global existence and decay of solutions of a nonlinear system of wave equations

    KAUST Repository

    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.

  6. 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

  7. Exact solutions for the quintic nonlinear Schroedinger equation with time and space modulated nonlinearities and potentials

    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

  8. Nonlinear Schrödinger equations with single power nonlinearity and harmonic potential

    Science.gov (United States)

    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.

  9. The valuation of equity warrants under the fractional Vasicek process of the short-term interest rate

    Science.gov (United States)

    Xiao, Weilin; Zhang, Weiguo; Zhang, Xili; Chen, Xiaoyan

    2014-01-01

    Motivated by the empirical evidence of long range dependence in short-term interest rates and considering the long maturities of equity warrants, we propose the fractional Vasicek model to describe the dynamics of the short rate in the pricing environment of equity warrants. Using the partial differential equation approach, we present a valuation model for equity warrants under the assumption that the short rate follows the fractional Vasicek process. After identifying the pricing model for equity warrants, we provide the parameter estimation procedure for the proposed pricing model. Since obtaining the values of equity warrants from the proposed model needs to solve a nonlinear equation, we employ a hybrid intelligent algorithm to get around this optimization problem. Furthermore, to illustrate the practicality of our proposed model, we conduct an empirical study to ascertain the performance of our proposed model using the data from China’s warrant market and the China Foreign Exchange Trade System. The comparison of traditional models (such as the Black-Scholes model, the Noreen-Wolfson model, the Lauterbach-Schultz model, and the Ukhov model) with our proposed model is also presented. The empirical results show that the mean absolute percentage error of our pricing model is 10.30%. By contrast, the Black-Scholes model, the Noreen-Wolfson model, the Lauterbach-Schultz model, and the Ukhov model applied to the same warrant produce mean absolute errors of 35.26%, 37.67%, 33.40%, 32.81%, respectively. Thus the long memory property in stochastic interest rates cannot be ignored in determining the valuation of equity warrants.

  10. On a method for constructing the Lax pairs for nonlinear integrable equations

    International Nuclear Information System (INIS)

    Habibullin, I T; Poptsova, M N; Khakimova, A R

    2016-01-01

    We suggest a direct algorithm for searching the Lax pairs for nonlinear integrable equations. It is effective for both continuous and discrete models. The first operator of the Lax pair corresponding to a given nonlinear equation is found immediately, coinciding with the linearization of the considered nonlinear equation. The second one is obtained as an invariant manifold to the linearized equation. A surprisingly simple relation between the second operator of the Lax pair and the recursion operator is discussed: the recursion operator can immediately be found from the Lax pair. Examples considered in the article are convincing evidence that the found Lax pairs differ from the classical ones. The examples also show that the suggested objects are true Lax pairs which allow the construction of infinite series of conservation laws and hierarchies of higher symmetries. In the case of the hyperbolic type partial differential equation our algorithm is slightly modified; in order to construct the Lax pairs from the invariant manifolds we use the cutting off conditions for the corresponding infinite Laplace sequence. The efficiency of the method is illustrated by application to some equations given in the Svinolupov–Sokolov classification list for which the Lax pairs and the recursion operators have not been found earlier. (paper)

  11. 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.

  12. The spectral transform as a tool for solving nonlinear discrete evolution equations

    International Nuclear Information System (INIS)

    Levi, D.

    1979-01-01

    In this contribution we study nonlinear differential difference equations which became important to the description of an increasing number of problems in natural science. Difference equations arise for instance in the study of electrical networks, in statistical problems, in queueing problems, in ecological problems, as computer models for differential equations and as models for wave excitation in plasma or vibrations of particles in an anharmonic lattice. We shall first review the passages necessary to solve linear discrete evolution equations by the discrete Fourier transfrom, then, starting from the Zakharov-Shabat discretized eigenvalue, problem, we shall introduce the spectral transform. In the following part we obtain the correlation between the evolution of the potentials and scattering data through the Wronskian technique, giving at the same time many other properties as, for example, the Baecklund transformations. Finally we recover some of the important equations belonging to this class of nonlinear discrete evolution equations and extend the method to equations with n-dependent coefficients. (HJ)

  13. 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.)

  14. 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)

  15. 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)

  16. 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

  17. 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 ...

  18. 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

  19. 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.

  20. Intermittent Motion, Nonlinear Diffusion Equation and Tsallis Formalism

    Directory of Open Access Journals (Sweden)

    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.

  1. 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.

  2. 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...

  3. GDTM-Padé technique for the non-linear differential-difference equation

    Directory of Open Access Journals (Sweden)

    Lu Jun-Feng

    2013-01-01

    Full Text Available This paper focuses on applying the GDTM-Padé technique to solve the non-linear differential-difference equation. The bell-shaped solitary wave solution of Belov-Chaltikian lattice equation is considered. Comparison between the approximate solutions and the exact ones shows that this technique is an efficient and attractive method for solving the differential-difference equations.

  4. Soliton solutions of an integrable nonlinear Schrödinger equation with quintic terms.

    Science.gov (United States)

    Chowdury, A; Kedziora, D J; Ankiewicz, A; Akhmediev, N

    2014-09-01

    We present the fifth-order equation of the nonlinear Schrödinger hierarchy. This integrable partial differential equation contains fifth-order dispersion and nonlinear terms related to it. We present the Lax pair and use Darboux transformations to derive exact expressions for the most representative soliton solutions. This set includes two-soliton collisions and the degenerate case of the two-soliton solution, as well as beating structures composed of two or three solitons. Ultimately, the new quintic operator and the terms it adds to the standard nonlinear Schrödinger equation (NLSE) are found to primarily affect the velocity of solutions, with complicated flow-on effects. Furthermore, we present a new structure, composed of coincident equal-amplitude solitons, which cannot exist for the standard NLSE.

  5. 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.

  6. New generalized and improved (G′/G-expansion method for nonlinear evolution equations in mathematical physics

    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.

  7. Creation and Valuation of Instruments Compensating Lower Share Prices with the Help of Black–Scholes Formula

    Directory of Open Access Journals (Sweden)

    Zaremba Leszek

    2017-02-01

    Full Text Available In this paper, we present a 1-period model of the Polish financial market from the view point of KGHM, the Polish largest listed company that suffered huge declines in share prices from 125 PLN in August 2015 to 60 PLN in January 2015. Our goal is to show how KGHM might create a portfolio (with practically zero cost, which would fully compensate the abovementioned declines. The methodology presented below may be equally well employed by many other listed companies and investment funds, as well. We create here a matrix model of the Polish financial market and employ the Black-Scholes formula to valuate portfolios compensating potential declines of KGHM’s shares prices. To give more insight to practitioners wishing to apply the results presented here to other listed companies, we distinguish two cases. In one of them, volatility of KGHM’s share prices is 20%, and in the other case it equals 33%.

  8. Nonlinear Waves In A Stenosed Elastic Tube Filled With Viscous Fluid: Forced Perturbed Korteweg-De Vries Equation

    Science.gov (United States)

    Gaik*, Tay Kim; Demiray, Hilmi; Tiong, Ong Chee

    In the present work, treating the artery as a prestressed thin-walled and long circularly cylindrical elastic tube with a mild symmetrical stenosis and the blood as an incompressible Newtonian fluid, we have studied the pro pagation of weakly nonlinear waves in such a composite medium, in the long wave approximation, by use of the reductive perturbation method. By intro ducing a set of stretched coordinates suitable for the boundary value type of problems and expanding the field variables into asymptotic series of the small-ness parameter of nonlinearity and dispersion, we obtained a set of nonlinear differential equations governing the terms at various order. By solving these nonlinear differential equations, we obtained the forced perturbed Korteweg-de Vries equation with variable coefficient as the nonlinear evolution equation. By use of the coordinate transformation, it is shown that this type of nonlinear evolution equation admits a progressive wave solution with variable wave speed.

  9. 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

  10. Contractivity and Exponential Stability of Solutions to Nonlinear Neutral Functional Differential Equations in Banach Spaces

    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.

  11. 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

  12. 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.

  13. 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)

  14. 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.

  15. Chirped self-similar solutions of a generalized nonlinear Schroedinger equation

    Energy Technology Data Exchange (ETDEWEB)

    Fei Jin-Xi [Lishui Univ., Zhejiang (China). College of Mathematics and Physics; Zheng Chun-Long [Shaoguan Univ., Guangdong (China). School of Physics and Electromechanical Engineering; Shanghai Univ. (China). Shanghai Inst. of Applied Mathematics and Mechanics

    2011-01-15

    An improved homogeneous balance principle and an F-expansion technique are used to construct exact chirped self-similar solutions to the generalized nonlinear Schroedinger equation with distributed dispersion, nonlinearity, and gain coefficients. Such solutions exist under certain conditions and impose constraints on the functions describing dispersion, nonlinearity, and distributed gain function. The results show that the chirp function is related only to the dispersion coefficient, however, it affects all of the system parameters, which influence the form of the wave amplitude. As few characteristic examples and some simple chirped self-similar waves are presented. (orig.)

  16. 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.

  17. Periodic solutions for one dimensional wave equation with bounded nonlinearity

    Science.gov (United States)

    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.

  18. Model Equation for Acoustic Nonlinear Measurement of Dispersive Specimens at High Frequency

    Science.gov (United States)

    Zhang, Dong; Kushibiki, Junichi; Zou, Wei

    2006-10-01

    We present a theoretical model for acoustic nonlinearity measurement of dispersive specimens at high frequency. The nonlinear Khokhlov-Zabolotskaya-Kuznetsov (KZK) equation governs the nonlinear propagation in the SiO2/specimen/SiO2 multi-layer medium. The dispersion effect is considered in a special manner by introducing the frequency-dependant sound velocity in the KZK equation. Simple analytic solutions are derived by applying the superposition technique of Gaussian beams. The solutions are used to correct the diffraction and dispersion effects in the measurement of acoustic nonlinearity of cottonseed oil in the frequency range of 33-96 MHz. Regarding two different ultrasonic devices, the accuracies of the measurements are improved to ±2.0% and ±1.3% in comparison with ±9.8% and ±2.9% obtained from the previous plane wave model.

  19. 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.

  20. 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.)

  1. General decay of solutions of a nonlinear system of viscoelastic wave equations

    KAUST Repository

    Said-Houari, Belkacem

    2011-04-16

    This work is concerned with a system of two viscoelastic 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 prove that, for certain class of relaxation functions and for some restrictions on the initial data, the rate of decay of the total energy depends on those of the relaxation functions. This result improves many results in the literature, such as the ones in Messaoudi and Tatar (Appl. Anal. 87(3):247-263, 2008) and Liu (Nonlinear Anal. 71:2257-2267, 2009) in which only the exponential and polynomial decay rates are considered. © 2011 Springer Basel AG.

  2. General decay of solutions of a nonlinear system of viscoelastic wave equations

    KAUST Repository

    Said-Houari, Belkacem; Messaoudi, Salim A.; Guesmia, Aï ssa

    2011-01-01

    This work is concerned with a system of two viscoelastic 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 prove that, for certain class of relaxation functions and for some restrictions on the initial data, the rate of decay of the total energy depends on those of the relaxation functions. This result improves many results in the literature, such as the ones in Messaoudi and Tatar (Appl. Anal. 87(3):247-263, 2008) and Liu (Nonlinear Anal. 71:2257-2267, 2009) in which only the exponential and polynomial decay rates are considered. © 2011 Springer Basel AG.

  3. Analytical-numerical solution of a nonlinear integrodifferential equation in econometrics

    Science.gov (United States)

    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.

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

    International Nuclear Information System (INIS)

    Fujii, Akira; Kluemper, Andreas

    1999-01-01

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

  5. A perturbation expansion for the nonlinear Schroedinger equation with application to the influence of nonlinear Landau damping

    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.)

  6. Deterministic and stochastic evolution equations for fully dispersive and weakly nonlinear waves

    DEFF Research Database (Denmark)

    Eldeberky, Y.; Madsen, Per A.

    1999-01-01

    and stochastic formulations are solved numerically for the case of cross shore motion of unidirectional waves and the results are verified against laboratory data for wave propagation over submerged bars and over a plane slope. Outside the surf zone the two model predictions are generally in good agreement......This paper presents a new and more accurate set of deterministic evolution equations for the propagation of fully dispersive, weakly nonlinear, irregular, multidirectional waves. The equations are derived directly from the Laplace equation with leading order nonlinearity in the surface boundary...... is significantly underestimated for larger wave numbers. In the present work we correct this inconsistency. In addition to the improved deterministic formulation, we present improved stochastic evolution equations in terms of the energy spectrum and the bispectrum for multidirectional waves. The deterministic...

  7. Accretion onto some well-known regular black holes

    International Nuclear Information System (INIS)

    Jawad, Abdul; Shahzad, M.U.

    2016-01-01

    In this work, we discuss the accretion onto static spherically symmetric regular black holes for specific choices of the equation of state parameter. The underlying regular black holes are charged regular black holes using the Fermi-Dirac distribution, logistic distribution, nonlinear electrodynamics, respectively, and Kehagias-Sftesos asymptotically flat regular black holes. We obtain the critical radius, critical speed, and squared sound speed during the accretion process near the regular black holes. We also study the behavior of radial velocity, energy density, and the rate of change of the mass for each of the regular black holes. (orig.)

  8. Accretion onto some well-known regular black holes

    Energy Technology Data Exchange (ETDEWEB)

    Jawad, Abdul; Shahzad, M.U. [COMSATS Institute of Information Technology, Department of Mathematics, Lahore (Pakistan)

    2016-03-15

    In this work, we discuss the accretion onto static spherically symmetric regular black holes for specific choices of the equation of state parameter. The underlying regular black holes are charged regular black holes using the Fermi-Dirac distribution, logistic distribution, nonlinear electrodynamics, respectively, and Kehagias-Sftesos asymptotically flat regular black holes. We obtain the critical radius, critical speed, and squared sound speed during the accretion process near the regular black holes. We also study the behavior of radial velocity, energy density, and the rate of change of the mass for each of the regular black holes. (orig.)

  9. Accretion onto some well-known regular black holes

    Science.gov (United States)

    Jawad, Abdul; Shahzad, M. Umair

    2016-03-01

    In this work, we discuss the accretion onto static spherically symmetric regular black holes for specific choices of the equation of state parameter. The underlying regular black holes are charged regular black holes using the Fermi-Dirac distribution, logistic distribution, nonlinear electrodynamics, respectively, and Kehagias-Sftesos asymptotically flat regular black holes. We obtain the critical radius, critical speed, and squared sound speed during the accretion process near the regular black holes. We also study the behavior of radial velocity, energy density, and the rate of change of the mass for each of the regular black holes.

  10. 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.

  11. ON THE INSTABILITY OF SOLUTIONS TO A NONLINEAR VECTOR DIFFERENTIAL EQUATION OF FOURTH ORDER

    Institute of Scientific and Technical Information of China (English)

    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.

  12. Electromagnetic perturbations of black holes in general relativity coupled to nonlinear electrodynamics

    Science.gov (United States)

    Toshmatov, Bobir; Stuchlík, Zdeněk; Schee, Jan; Ahmedov, Bobomurat

    2018-04-01

    The electromagnetic (EM) perturbations of the black hole solutions in general relativity coupled to nonlinear electrodynamics (NED) are studied for both electrically and magnetically charged black holes, assuming that the EM perturbations do not alter the spacetime geometry. It is shown that the effective potentials of the electrically and magnetically charged black holes related to test perturbative NED EM fields are related to the effective metric governing the photon motion, contrary to the effective potential of the linear electrodynamic (Maxwell) field that is related to the spacetime metric. Consequently, corresponding quasinormal (QN) frequencies differ as well. As a special case, we study new family of the NED black hole solutions which tend in the weak field limit to the Maxwell field, giving the Reissner-Nordström (RN) black hole solution. We compare the NED Maxwellian black hole QN spectra with the RN black hole QN spectra.

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

    Science.gov (United States)

    Li, Chen; Liao, Yufei

    2018-03-01

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

  14. New compacton solutions and solitary wave solutions of fully nonlinear generalized Camassa-Holm equations

    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

  15. Improved algorithm for solving nonlinear parabolized stability equations

    Science.gov (United States)

    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).

  16. Attractor of Beam Equation with Structural Damping under Nonlinear Boundary Conditions

    Directory of Open Access Journals (Sweden)

    Danxia Wang

    2015-01-01

    Full Text Available Simultaneously, considering the viscous effect of material, damping of medium, and rotational inertia, we study a kind of more general Kirchhoff-type extensible beam equation utt-uxxtt+uxxxx-σ(∫0l‍(ux2dxuxx-ϕ(∫0l‍(ux2dxuxxt=q(x, in  [0,L]×R+ with the structural damping and the rotational inertia term. Little attention is paid to the longtime behavior of the beam equation under nonlinear boundary conditions. In this paper, under nonlinear boundary conditions, we prove not only the existence and uniqueness of global solutions by prior estimates combined with some inequality skills, but also the existence of a global attractor by the existence of an absorbing set and asymptotic compactness of corresponding solution semigroup. In addition, the same results also can be proved under the other nonlinear boundary conditions.

  17. Domain decomposition solvers for nonlinear multiharmonic finite element equations

    KAUST Repository

    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

  18. 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

  19. Parametric autoresonant excitation of the nonlinear Schrödinger equation.

    Science.gov (United States)

    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.

  20. Direct test of a nonlinear constitutive equation for simple turbulent shear flows using DNS data

    Science.gov (United States)

    Schmitt, François G.

    2007-10-01

    Several nonlinear constitutive equations have been proposed to overcome the limitations of the linear eddy-viscosity models to describe complex turbulent flows. These nonlinear equations have often been compared to experimental data through the outputs of numerical models. Here we perform a priori analysis of nonlinear eddy-viscosity models using direct numerical simulation (DNS) of simple shear flows. In this paper, the constitutive equation is directly checked using a tensor projection which involves several invariants of the flow. This provides a 3 terms development which is exact for 2D flows, and a best approximation for 3D flows. We provide the quadratic nonlinear constitutive equation for the near-wall region of simple shear flows using DNS data, and estimate their coefficients. We show that these coefficients have several common properties for the different simple shear flow databases considered. We also show that in the central region of pipe flows, where the shear rate is very small, the coefficients of the constitutive equation diverge, indicating the failure of this representation for vanishing shears.

  1. Investigation of perturbation techniques for nonlinear difference equations and other related topics: Final technical report

    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

  2. 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.

  3. On the Cauchy problem for nonlinear Schrödinger equations with rotation

    KAUST Repository

    Antonelli, Paolo; Marahrens, Daniel; Sparber, Christof

    2011-01-01

    We consider the Cauchy problem for (energy-subcritical) nonlinear Schrödinger equations with sub-quadratic external potentials and an additional angular momentum rotation term. This equation is a well-known model for superuid quantum gases in rotating traps. We prove global existence (in the energy space) for defocusing nonlinearities without any restriction on the rotation frequency, generalizing earlier results given in [11, 12]. Moreover, we find that the rotation term has a considerable in fiuence in proving finite time blow-up in the focusing case.

  4. On the Cauchy problem for nonlinear Schrödinger equations with rotation

    KAUST Repository

    Antonelli, Paolo

    2011-10-01

    We consider the Cauchy problem for (energy-subcritical) nonlinear Schrödinger equations with sub-quadratic external potentials and an additional angular momentum rotation term. This equation is a well-known model for superuid quantum gases in rotating traps. We prove global existence (in the energy space) for defocusing nonlinearities without any restriction on the rotation frequency, generalizing earlier results given in [11, 12]. Moreover, we find that the rotation term has a considerable in fiuence in proving finite time blow-up in the focusing case.

  5. Comparison Criteria for Nonlinear Functional Dynamic Equations of Higher Order

    Directory of Open Access Journals (Sweden)

    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≔uβsgn⁡u, 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.

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

    Science.gov (United States)

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

    2018-04-01

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

  7. Modified Taylor series method for solving nonlinear differential equations with mixed boundary conditions defined on finite intervals.

    Science.gov (United States)

    Vazquez-Leal, Hector; Benhammouda, Brahim; Filobello-Nino, Uriel Antonio; Sarmiento-Reyes, Arturo; Jimenez-Fernandez, Victor Manuel; Marin-Hernandez, Antonio; Herrera-May, Agustin Leobardo; Diaz-Sanchez, Alejandro; Huerta-Chua, Jesus

    2014-01-01

    In this article, we propose the application of a modified Taylor series method (MTSM) for the approximation of nonlinear problems described on finite intervals. The issue of Taylor series method with mixed boundary conditions is circumvented using shooting constants and extra derivatives of the problem. In order to show the benefits of this proposal, three different kinds of problems are solved: three-point boundary valued problem (BVP) of third-order with a hyperbolic sine nonlinearity, two-point BVP for a second-order nonlinear differential equation with an exponential nonlinearity, and a two-point BVP for a third-order nonlinear differential equation with a radical nonlinearity. The result shows that the MTSM method is capable to generate easily computable and highly accurate approximations for nonlinear equations. 34L30.

  8. Nonlocal symmetries of a class of scalar and coupled nonlinear ordinary differential equations of any order

    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)

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2016-07-05

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

  10. 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

  11. One-Dimensional Fokker-Planck Equation with Quadratically Nonlinear Quasilocal Drift

    Science.gov (United States)

    Shapovalov, A. V.

    2018-04-01

    The Fokker-Planck equation in one-dimensional spacetime with quadratically nonlinear nonlocal drift in the quasilocal approximation is reduced with the help of scaling of the coordinates and time to a partial differential equation with a third derivative in the spatial variable. Determining equations for the symmetries of the reduced equation are derived and the Lie symmetries are found. A group invariant solution having the form of a traveling wave is found. Within the framework of Adomian's iterative method, the first iterations of an approximate solution of the Cauchy problem are obtained. Two illustrative examples of exact solutions are found.

  12. On nonlinear equations associated with Lie algebras of diffeomorphism groups of two-dimensional manifolds

    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

  13. Thermodynamics of Charged Rotating Dilaton Black Branes Coupled to Logarithmic Nonlinear Electrodynamics

    Directory of Open Access Journals (Sweden)

    A. Sheykhi

    2016-01-01

    Full Text Available We construct a new class of charged rotating black brane solutions in the presence of logarithmic nonlinear electrodynamics with complete set of the rotation parameters in arbitrary dimensions. The topology of the horizon of these rotating black branes is flat, while due to the presence of the dilaton field the asymptotic behavior of them is neither flat nor (anti-de Sitter [(AdS]. We investigate the physical properties of the solutions. The mass and angular momentum of the spacetime are obtained by using the counterterm method inspired by AdS/CFT correspondence. We derive temperature, electric potential, and entropy associated with the horizon and check the validity of the first law of thermodynamics on the black brane horizon. We study thermal stability of the solutions in both canonical and grand-canonical ensemble and disclose the effects of the rotation parameter, nonlinearity of electrodynamics, and dilaton field on the thermal stability conditions. We find the solutions are thermally stable for α1 the solutions may encounter an unstable phase, where α is dilaton-electromagnetic coupling constant.

  14. 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

  15. Thermodynamic instability of nonlinearly charged black holes in gravity's rainbow

    Energy Technology Data Exchange (ETDEWEB)

    Hendi, S.H. [Shiraz University, Physics Department and Biruni Observatory, College of Sciences, Shiraz (Iran, Islamic Republic of); Research Institute for Astronomy and Astrophysics of Maragha (RIAAM), Maragha (Iran, Islamic Republic of); Panahiyan, S. [Shiraz University, Physics Department and Biruni Observatory, College of Sciences, Shiraz (Iran, Islamic Republic of); Shahid Beheshti University, Physics Department, Tehran (Iran, Islamic Republic of); Panah, B.E.; Momennia, M. [Shiraz University, Physics Department and Biruni Observatory, College of Sciences, Shiraz (Iran, Islamic Republic of)

    2016-03-15

    Motivated by the violation of Lorentz invariance in quantum gravity, we study black hole solutions in gravity's rainbow in the context of Einstein gravity coupled with various models of nonlinear electrodynamics. We regard an energy dependent spacetime and obtain the related metric functions and electric fields. We show that there is an essential singularity at the origin which is covered by an event horizon. We also compute the conserved and thermodynamical quantities and examine the validity of the first law of thermodynamics in the presence of rainbow functions. Finally, we investigate the thermal stability conditions for these black hole solutions in the context of canonical ensemble. We show that the thermodynamical structure of the solutions depends on the choices of nonlinearity parameters, charge, and energy functions. (orig.)

  16. Operational Solution to the Nonlinear Klein-Gordon Equation

    Science.gov (United States)

    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

  17. Theory of stochastic differential equations with jumps and applications mathematical and analytical techniques with applications to engineering

    CERN Document Server

    SITU, Rong

    2005-01-01

    Derivation of Ito's formulas, Girsanov's theorems and martingale representation theorem for stochastic DEs with jumpsApplications to population controlReflecting stochastic DE techniqueApplications to the stock market. (Backward stochastic DE approach)Derivation of Black-Scholes formula for market with and without jumpsNon-linear filtering problems with jumps.

  18. High-accuracy power series solutions with arbitrarily large radius of convergence for the fractional nonlinear Schrödinger-type equations

    Science.gov (United States)

    Khawaja, U. Al; Al-Refai, M.; Shchedrin, Gavriil; Carr, Lincoln D.

    2018-06-01

    Fractional nonlinear differential equations present an interplay between two common and important effective descriptions used to simplify high dimensional or more complicated theories: nonlinearity and fractional derivatives. These effective descriptions thus appear commonly in physical and mathematical modeling. We present a new series method providing systematic controlled accuracy for solutions of fractional nonlinear differential equations, including the fractional nonlinear Schrödinger equation and the fractional nonlinear diffusion equation. The method relies on spatially iterative use of power series expansions. Our approach permits an arbitrarily large radius of convergence and thus solves the typical divergence problem endemic to power series approaches. In the specific case of the fractional nonlinear Schrödinger equation we find fractional generalizations of cnoidal waves of Jacobi elliptic functions as well as a fractional bright soliton. For the fractional nonlinear diffusion equation we find the combination of fractional and nonlinear effects results in a more strongly localized solution which nevertheless still exhibits power law tails, albeit at a much lower density.

  19. 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

  20. 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

  1. Intermittently chaotic oscillations for a differential-delay equation with Gaussian nonlinearity

    Science.gov (United States)

    Hamilton, Ian

    1992-01-01

    For a differential-delay equation the time dependence of the variable is a function of the variable at a previous time. We consider a differential-delay equation with Gaussian nonlinearity that displays intermittent chaos. Although not the first example of a differential-delay equation that displays such behavior, for this example the intermittency is classified as type III, and the origin of the intermittent chaos may be qualitatively understood from the limiting forms of the equation for large and small variable magnitudes.

  2. 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.

  3. BCKLUND TRANSFORMATION AND LAX REPRESENTATION FOR A NONLINEAR DIFFERENTIAL EQUATION

    Institute of Scientific and Technical Information of China (English)

    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 Bcklund transformation. And then we obtain the Lax representation for the equation from the bilinear Bcklund transformation and testify the Lax representation by the compatibility condition.

  4. Aitken extrapolation and epsilon algorithm for an accelerated solution of weakly singular nonlinear Volterra integral equations

    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.

  5. How universal is the period doubling phenomenon in equations with quadratic nonlinearity

    International Nuclear Information System (INIS)

    Malta, C.P.; Oliveira, C.R. de.

    1983-09-01

    Varying one parameter, the solution of nonlinear 1 sup(st) order differential equation with time delay tau is Fourier analysed. After the Hopf bifurcation, period-doubling phenomenon always occurs when tau is one of the fixed parameters (both for small and large tau). Varying tau, there are values of the fixed parameters for which no period-doubling occurs. 'Chaos' follows the period-doubling sequence and the rate at which 'chaos' is approached is very close to the universal delta = 4.6692016... characterising the period-doubling sequence to chaos in nonlinear difference equations. (Author) [pt

  6. Three-Step Predictor-Corrector of Exponential Fitting Method for Nonlinear Schroedinger Equations

    International Nuclear Information System (INIS)

    Tang Chen; Zhang Fang; Yan Haiqing; Luo Tao; Chen Zhanqing

    2005-01-01

    We develop the three-step explicit and implicit schemes of exponential fitting methods. We use the three-step explicit exponential fitting scheme to predict an approximation, then use the three-step implicit exponential fitting scheme to correct this prediction. This combination is called the three-step predictor-corrector of exponential fitting method. The three-step predictor-corrector of exponential fitting method is applied to numerically compute the coupled nonlinear Schroedinger equation and the nonlinear Schroedinger equation with varying coefficients. The numerical results show that the scheme is highly accurate.

  7. The Relationship between Nonconservative Schemes and Initial Values of Nonlinear Evolution Equations

    Institute of Scientific and Technical Information of China (English)

    林万涛

    2004-01-01

    For the nonconservative schemes of the nonlinear evolution equations, taking the one-dimensional shallow water wave equation as an example, the necessary conditions of computational stability are given.Based on numerical tests, the relationship between the nonlinear computational stability and the construction of difference schemes, as well as the form of initial values, is further discussed. It is proved through both theoretical analysis and numerical tests that if the construction of difference schemes is definite, the computational stability of nonconservative schemes is decided by the form of initial values.

  8. Advances in nonlinear partial differential equations and stochastics

    CERN Document Server

    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.

  9. New Quasi-Newton Method for Solving Systems of Nonlinear Equations

    Czech Academy of Sciences Publication Activity Database

    Lukšan, Ladislav; Vlček, Jan

    2017-01-01

    Roč. 62, č. 2 (2017), s. 121-134 ISSN 0862-7940 R&D Projects: GA ČR GA13-06684S Institutional support: RVO:67985807 Keywords : nonlinear equations * systems of equations * trust-region methods * quasi-Newton methods * adjoint Broyden methods * numerical algorithms * numerical experiments Subject RIV: BA - General Mathematics OBOR OECD: Applied mathematics Impact factor: 0.618, year: 2016 http://hdl.handle.net/10338.dmlcz/146699

  10. On the quantum inverse problem for a new type of nonlinear Schroedinger equation for Alfven waves in plasma

    International Nuclear Information System (INIS)

    Sen, S.; Roy Chowdhury, A.

    1989-06-01

    The nonlinear Alfven waves are governed by the Vector Derivative nonlinear Schroedinger (VDNLS) equation, which for parallel or quasi parallel propagation reduces to the Derivative Nonlinear Schroedinger (DNLS) equation for the circularly polarized waves. We have formulated the Quantum Inverse problem for a new type of Nonlinear Schroedinger Equation which has many properties similar to the usual NLS problem but the structure of classical and quantum R matrix are distinctly different. The commutation rules of the scattering data are obtained and the Algebraic Bethe Ansatz is formulated to derive the eigenvalue equation for the energy of the excited states. 10 refs

  11. Green's Functions Construction and Applications

    CERN Document Server

    Melnikov, Yuri A

    2012-01-01

    This monograph is looking at applied elliptic and parabolic type partial differential equations in two variables. The elliptic type includes the Laplace, static Klein-Gordon and biharmonic equation. The parabolic type is represented by the classical heat equation and the Black-Scholes equation which has emerged as a mathematical model in financial mathematics. This book is a useful source for everyone who is studying or working in the fields of science, finance, or engineering that involve practical solution of partial differential equations.

  12. 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...

  13. 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

  14. Nonlinear partial differential equations for scientists and engineers

    CERN Document Server

    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...

  15. Numerical approximations of nonlinear fractional differential difference equations by using modified He-Laplace method

    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.

  16. Qualitative analysis and traveling wave solutions for the perturbed nonlinear Schroedinger's equation with Kerr law nonlinearity

    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.

  17. Variational Principles, Lie Point Symmetries, and Similarity Solutions of the Vector Maxwell Equations in Non-linear Optics

    DEFF Research Database (Denmark)

    Webb, Garry; Sørensen, Mads Peter; Brio, Moysey

    2004-01-01

    the electromagnetic momentum and energy conservation laws, corresponding to the space and time translation invariance symmetries. The symmetries are used to obtain classical similarity solutions of the equations. The traveling wave similarity solutions for the case of a cubic Kerr nonlinearity, are shown to reduce...... the properties of Maxwell's equations in nonlinear optics, without resorting to the commonly used nonlinear Schr\\"odinger (NLS) equation approximation in which a high frequency carrier wave is modulated on long length and time scales due to nonlinear sideband wave interactions. This is important in femto......-second pulse propagation in which the NLS approximation is expected to break down. The canonical Hamiltonian description of the equations involves the solution of a polynomial equation for the electric field $E$, in terms of the the canonical variables, with possible multiple real roots for $E$. In order...

  18. Derivation of nonlinear wave equations for ultrasound beam in nonuniform bubbly liquids

    Science.gov (United States)

    Kanagawa, Tetsuya; Yano, Takeru; Kawahara, Junya; Kobayashi, Kazumichi; Watanabe, Masao; Fujikawa, Shigeo

    2012-09-01

    Weakly nonlinear propagation of diffracted ultrasound beams in a nonuniform bubbly liquid is theoretically studied based on the method of multiple scales with the set of scaling relations of some physical parameters. It is assumed that the spatial distribution of the number density of bubbles in an initial state at rest is a slowly varying function of space coordinates and the amplitude of its variation is small compared with a mean number density. As a result, a Khokhlov-Zabolotskaya-Kuznetsov (KZK) equation with dispersion and nonuniform effects for a low frequency case and a nonlinear Schrödinger (NLS) equation with dissipation, diffraction, and nonuniform effects for a high frequency case, are derived from the basic equations of bubbly flows.

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

    Directory of Open Access Journals (Sweden)

    H. A. Wahab

    2015-12-01

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

  20. Closed form solutions of two time fractional nonlinear wave equations

    Science.gov (United States)

    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.

  1. Estimation of delays and other parameters in nonlinear functional differential equations

    Science.gov (United States)

    Banks, H. T.; Lamm, P. K. D.

    1983-01-01

    A spline-based approximation scheme for nonlinear nonautonomous delay differential equations is discussed. Convergence results (using dissipative type estimates on the underlying nonlinear operators) are given in the context of parameter estimation problems which include estimation of multiple delays and initial data as well as the usual coefficient-type parameters. A brief summary of some of the related numerical findings is also given.

  2. Solving nonlinear evolution equation system using two different methods

    Science.gov (United States)

    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.

  3. A Table Lookup Method for Exact Analytical Solutions of Nonlinear Fractional Partial Differential Equations

    Directory of Open Access Journals (Sweden)

    Ji Juan-Juan

    2017-01-01

    Full Text Available A table lookup method for solving nonlinear fractional partial differential equations (fPDEs is proposed in this paper. Looking up the corresponding tables, we can quickly obtain the exact analytical solutions of fPDEs by using this method. To illustrate the validity of the method, we apply it to construct the exact analytical solutions of four nonlinear fPDEs, namely, the time fractional simplified MCH equation, the space-time fractional combined KdV-mKdV equation, the (2+1-dimensional time fractional Zoomeron equation, and the space-time fractional ZKBBM equation. As a result, many new types of exact analytical solutions are obtained including triangular periodic solution, hyperbolic function solution, singular solution, multiple solitary wave solution, and Jacobi elliptic function solution.

  4. 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.)

  5. The generalized tanh method to obtain exact solutions of nonlinear partial differential equation

    OpenAIRE

    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.

  6. Direct application of Padé approximant for solving nonlinear differential equations.

    Science.gov (United States)

    Vazquez-Leal, Hector; Benhammouda, Brahim; Filobello-Nino, Uriel; Sarmiento-Reyes, Arturo; Jimenez-Fernandez, Victor Manuel; Garcia-Gervacio, Jose Luis; Huerta-Chua, Jesus; Morales-Mendoza, Luis Javier; Gonzalez-Lee, Mario

    2014-01-01

    This work presents a direct procedure to apply Padé method to find approximate solutions for nonlinear differential equations. Moreover, we present some cases study showing the strength of the method to generate highly accurate rational approximate solutions compared to other semi-analytical methods. The type of tested nonlinear equations are: a highly nonlinear boundary value problem, a differential-algebraic oscillator problem, and an asymptotic problem. The high accurate handy approximations obtained by the direct application of Padé method shows the high potential if the proposed scheme to approximate a wide variety of problems. What is more, the direct application of the Padé approximant aids to avoid the previous application of an approximative method like Taylor series method, homotopy perturbation method, Adomian Decomposition method, homotopy analysis method, variational iteration method, among others, as tools to obtain a power series solutions to post-treat with the Padé approximant. 34L30.

  7. 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

  8. 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)

  9. 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

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

    DEFF Research Database (Denmark)

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

    2004-01-01

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

  11. The nonlinear heat equation with state–dependent parameters and its connection to the Burgers’ and the potential Burgers’ equation

    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...

  12. SOLVING NONLINEAR KLEIN-GORDON EQUATION WITH A QUADRATIC NONLINEAR TERM USING HOMOTOPY ANALYSIS METHOD

    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.

  13. Weak and Strong Order of Convergence of a Semidiscrete Scheme for the Stochastic Nonlinear Schrodinger Equation

    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

  14. Stationary Black Holes: Uniqueness and Beyond

    Directory of Open Access Journals (Sweden)

    Heusler Markus

    1998-01-01

    Full Text Available The spectrum of known black hole solutions to the stationary Einstein equations has increased in an unexpected way during the last decade. In particular, it has turned out that not all black hole equilibrium configurations are characterized by their mass, angular momentum and global charges. Moreover, the high degree of symmetry displayed by vacuum and electro-vacuum black hole space-times ceases to exist in self-gravitating non-linear field theories. This text aims to review some of the recent developments and to discuss them in the light of the uniqueness theorem for the Einstein-Maxwell system.

  15. Stationary Black Holes: Uniqueness and Beyond

    Directory of Open Access Journals (Sweden)

    Piotr T. Chruściel

    2012-05-01

    Full Text Available The spectrum of known black-hole solutions to the stationary Einstein equations has been steadily increasing, sometimes in unexpected ways. In particular, it has turned out that not all black-hole-equilibrium configurations are characterized by their mass, angular momentum and global charges. Moreover, the high degree of symmetry displayed by vacuum and electro vacuum black-hole spacetimes ceases to exist in self-gravitating non-linear field theories. This text aims to review some developments in the subject and to discuss them in light of the uniqueness theorem for the Einstein-Maxwell system.

  16. New exact travelling wave solutions for the generalized nonlinear Schroedinger equation with a source

    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

  17. Asymptotics for inhomogeneous Dirichlet initial-boundary value problem for the nonlinear Schrödinger equation

    Energy Technology Data Exchange (ETDEWEB)

    Kaikina, Elena I., E-mail: ekaikina@matmor.unam.mx [Centro de Ciencias Matemáticas, UNAM Campus Morelia, AP 61-3 (Xangari), Morelia CP 58089, Michoacán (Mexico)

    2013-11-15

    We consider the inhomogeneous Dirichlet initial-boundary value problem for the nonlinear Schrödinger equation, formulated on a half-line. We study traditionally important problems of the theory of nonlinear partial differential equations, such as global in time existence of solutions to the initial-boundary value problem and the asymptotic behavior of solutions for large time.

  18. Asymptotics for inhomogeneous Dirichlet initial-boundary value problem for the nonlinear Schrödinger equation

    International Nuclear Information System (INIS)

    Kaikina, Elena I.

    2013-01-01

    We consider the inhomogeneous Dirichlet initial-boundary value problem for the nonlinear Schrödinger equation, formulated on a half-line. We study traditionally important problems of the theory of nonlinear partial differential equations, such as global in time existence of solutions to the initial-boundary value problem and the asymptotic behavior of solutions for large time

  19. 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

  20. New lumps of Veselov-Novikov integrable nonlinear equation and new exact rational potentials of two-dimensional stationary Schroedinger equation via ∂-macron-dressing method

    International Nuclear Information System (INIS)

    Dubrovsky, V.G.; Formusatik, I.B.

    2003-01-01

    The scheme for calculating via Zakharov-Manakov ∂-macron-dressing method of new rational solutions with constant asymptotic values at infinity of the famous two-dimensional Veselov-Novikov (VN) integrable nonlinear evolution equation and new exact rational potentials of two-dimensional stationary Schroedinger (2DSchr) equation with multiple pole wave functions is developed. As examples new lumps of VN nonlinear equation and new exact rational potentials of 2DSchr equation with multiple pole of order two wave functions are calculated. Among the constructed rational solutions are as nonsingular and also singular