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Sample records for nonlinear langevin equation

  1. Quasirelativistic Langevin equation.

    Science.gov (United States)

    Plyukhin, A V

    2013-11-01

    We address the problem of a microscopic derivation of the Langevin equation for a weakly relativistic Brownian particle. A noncovariant Hamiltonian model is adopted, in which the free motion of particles is described relativistically while their interaction is treated classically, i.e., by means of action-to-a-distance interaction potentials. Relativistic corrections to the classical Langevin equation emerge as nonlinear dissipation terms and originate from the nonlinear dependence of the relativistic velocity on momentum. On the other hand, similar nonlinear dissipation forces also appear as classical (nonrelativistic) corrections to the weak-coupling approximation. It is shown that these classical corrections, which are usually ignored in phenomenological models, may be of the same order of magnitude, if not larger than, relativistic ones. The interplay of relativistic corrections and classical beyond-the-weak-coupling contributions determines the sign of the leading nonlinear dissipation term in the Langevin equation and thus is qualitatively important.

  2. Nonlinear Langevin Equation of Hadamard-Caputo Type Fractional Derivatives with Nonlocal Fractional Integral Conditions

    Directory of Open Access Journals (Sweden)

    Jessada Tariboon

    2014-01-01

    Full Text Available We study existence and uniqueness of solutions for a problem consisting of nonlinear Langevin equation of Hadamard-Caputo type fractional derivatives with nonlocal fractional integral conditions. A variety of fixed point theorems are used, such as Banach’s fixed point theorem, Krasnoselskii’s fixed point theorem, Leray-Schauder’s nonlinear alternative, and Leray-Schauder’s degree theory. Enlightening examples illustrating the obtained results are also presented.

  3. Solvability of Nonlinear Langevin Equation Involving Two Fractional Orders with Dirichlet Boundary Conditions

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    Bashir Ahmad

    2010-01-01

    Full Text Available We study a Dirichlet boundary value problem for Langevin equation involving two fractional orders. Langevin equation has been widely used to describe the evolution of physical phenomena in fluctuating environments. However, ordinary Langevin equation does not provide the correct description of the dynamics for systems in complex media. In order to overcome this problem and describe dynamical processes in a fractal medium, numerous generalizations of Langevin equation have been proposed. One such generalization replaces the ordinary derivative by a fractional derivative in the Langevin equation. This gives rise to the fractional Langevin equation with a single index. Recently, a new type of Langevin equation with two different fractional orders has been introduced which provides a more flexible model for fractal processes as compared with the usual one characterized by a single index. The contraction mapping principle and Krasnoselskii's fixed point theorem are applied to prove the existence of solutions of the problem in a Banach space.

  4. A Bohmian approach to the non-Markovian non-linear Schrödinger–Langevin equation

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    Vargas, Andrés F.; Morales-Durán, Nicolás; Bargueño, Pedro, E-mail: p.bargueno@uniandes.edu.co

    2015-05-15

    In this work, a non-Markovian non-linear Schrödinger–Langevin equation is derived from the system-plus-bath approach. After analyzing in detail previous Markovian cases, Bohmian mechanics is shown to be a powerful tool for obtaining the desired generalized equation.

  5. Existence of Solutions to Nonlinear Langevin Equation Involving Two Fractional Orders with Boundary Value Conditions

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    Chen Yi

    2011-01-01

    Full Text Available We study a boundary value problem to Langevin equation involving two fractional orders. The Banach fixed point theorem and Krasnoselskii's fixed point theorem are applied to establish the existence results.

  6. Manufactured Turbulence with Langevin equations

    CERN Document Server

    Mishra, Aashwin

    2016-01-01

    By definition, Manufactured turbulence(MT) is purported to mimic physical turbulence rather than model it. The MT equations are constrained to be simple to solve and provide an inexpensive surrogate to Navier-Stokes based Direct Numerical Simulations (DNS) for use in engineering applications or theoretical analyses. In this article, we investigate one approach in which the linear inviscid aspects of MT are derived from a linear approximation of the Navier-Stokes equations while the non-linear and viscous physics are approximated via stochastic modeling. The ensuing Langevin MT equations are used to compute planar, quadratic turbulent flows. While much work needs to be done, the preliminary results appear promising.

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

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    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.

  8. How accurate are the nonlinear chemical Fokker-Planck and chemical Langevin equations?

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    Grima, Ramon; Thomas, Philipp; Straube, Arthur V

    2011-08-28

    The chemical Fokker-Planck equation and the corresponding chemical Langevin equation are commonly used approximations of the chemical master equation. These equations are derived from an uncontrolled, second-order truncation of the Kramers-Moyal expansion of the chemical master equation and hence their accuracy remains to be clarified. We use the system-size expansion to show that chemical Fokker-Planck estimates of the mean concentrations and of the variance of the concentration fluctuations about the mean are accurate to order Ω(-3∕2) for reaction systems which do not obey detailed balance and at least accurate to order Ω(-2) for systems obeying detailed balance, where Ω is the characteristic size of the system. Hence, the chemical Fokker-Planck equation turns out to be more accurate than the linear-noise approximation of the chemical master equation (the linear Fokker-Planck equation) which leads to mean concentration estimates accurate to order Ω(-1∕2) and variance estimates accurate to order Ω(-3∕2). This higher accuracy is particularly conspicuous for chemical systems realized in small volumes such as biochemical reactions inside cells. A formula is also obtained for the approximate size of the relative errors in the concentration and variance predictions of the chemical Fokker-Planck equation, where the relative error is defined as the difference between the predictions of the chemical Fokker-Planck equation and the master equation divided by the prediction of the master equation. For dimerization and enzyme-catalyzed reactions, the errors are typically less than few percent even when the steady-state is characterized by merely few tens of molecules.

  9. Numerical simulation of the fractional Langevin equation

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    Guo Peng

    2012-01-01

    Full Text Available In this paper, we study the fractional Langevin equation, whose derivative is in Caputo sense. By using the derived numerical algorithm, we obtain the displacement and the mean square displacement which describe the dynamic behaviors of the fractional Langevin equation.

  10. The complex chemical Langevin equation

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    Schnoerr, David [School of Biological Sciences, University of Edinburgh (United Kingdom); School of Informatics, University of Edinburgh (United Kingdom); Sanguinetti, Guido [School of Informatics, University of Edinburgh (United Kingdom); Grima, Ramon [School of Biological Sciences, University of Edinburgh (United Kingdom)

    2014-07-14

    The chemical Langevin equation (CLE) is a popular simulation method to probe the stochastic dynamics of chemical systems. The CLE’s main disadvantage is its break down in finite time due to the problem of evaluating square roots of negative quantities whenever the molecule numbers become sufficiently small. We show that this issue is not a numerical integration problem, rather in many systems it is intrinsic to all representations of the CLE. Various methods of correcting the CLE have been proposed which avoid its break down. We show that these methods introduce undesirable artefacts in the CLE’s predictions. In particular, for unimolecular systems, these correction methods lead to CLE predictions for the mean concentrations and variance of fluctuations which disagree with those of the chemical master equation. We show that, by extending the domain of the CLE to complex space, break down is eliminated, and the CLE’s accuracy for unimolecular systems is restored. Although the molecule numbers are generally complex, we show that the “complex CLE” predicts real-valued quantities for the mean concentrations, the moments of intrinsic noise, power spectra, and first passage times, hence admitting a physical interpretation. It is also shown to provide a more accurate approximation of the chemical master equation of simple biochemical circuits involving bimolecular reactions than the various corrected forms of the real-valued CLE, the linear-noise approximation and a commonly used two moment-closure approximation.

  11. The complex chemical Langevin equation.

    Science.gov (United States)

    Schnoerr, David; Sanguinetti, Guido; Grima, Ramon

    2014-07-14

    The chemical Langevin equation (CLE) is a popular simulation method to probe the stochastic dynamics of chemical systems. The CLE's main disadvantage is its break down in finite time due to the problem of evaluating square roots of negative quantities whenever the molecule numbers become sufficiently small. We show that this issue is not a numerical integration problem, rather in many systems it is intrinsic to all representations of the CLE. Various methods of correcting the CLE have been proposed which avoid its break down. We show that these methods introduce undesirable artefacts in the CLE's predictions. In particular, for unimolecular systems, these correction methods lead to CLE predictions for the mean concentrations and variance of fluctuations which disagree with those of the chemical master equation. We show that, by extending the domain of the CLE to complex space, break down is eliminated, and the CLE's accuracy for unimolecular systems is restored. Although the molecule numbers are generally complex, we show that the "complex CLE" predicts real-valued quantities for the mean concentrations, the moments of intrinsic noise, power spectra, and first passage times, hence admitting a physical interpretation. It is also shown to provide a more accurate approximation of the chemical master equation of simple biochemical circuits involving bimolecular reactions than the various corrected forms of the real-valued CLE, the linear-noise approximation and a commonly used two moment-closure approximation.

  12. Another derivation of generalized Langevin equations

    CERN Document Server

    Dengler, R

    2015-01-01

    The formal derivation of Langevin equations (and, equivalently Fokker-Planck equations) with projection operator techniques of Mori, Zwanzig, Kawasaki and others can well be called a pearl of theoretical physics. The derivation relies on classical mechanics, and encompasses everything an omnipotent engineer can construct from point particles and potentials: solids, liquids, liquid crystals, conductors, polymers, systems with spin-like degrees of freedom ... Einstein relations and Onsager reciprocity theorem come for free. It apparently not has widely found its way into textbooks, but has been reproduced dozens of times on the fly with many references to the literature and without adding much substantially new. Here we follow the tradition, but strive to produce a self-contained text. Furthermore, we address questions that naturally arise in the derivation. Among other things the meaning of the divergence of the Poisson brackets is explained, and the role of nonlinear damping coefficients is clarified.

  13. Relativistic Langevin equation for runaway electrons

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    Mier, J. A.; Martin-Solis, J. R.; Sanchez, R.

    2016-10-01

    The Langevin approach to the kinetics of a collisional plasma is developed for relativistic electrons such as runaway electrons in tokamak plasmas. In this work, we consider Coulomb collisions between very fast, relativistic electrons and a relatively cool, thermal background plasma. The model is developed using the stochastic equivalence of the Fokker-Planck and Langevin equations. The resulting Langevin model equation for relativistic electrons is an stochastic differential equation, amenable to numerical simulations by means of Monte-Carlo type codes. Results of the simulations will be presented and compared with the non-relativistic Langevin equation for RE electrons used in the past. Supported by MINECO (Spain), Projects ENE2012-31753, ENE2015-66444-R.

  14. Self-guided Langevin dynamics via generalized Langevin equation.

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    Wu, Xiongwu; Brooks, Bernard R; Vanden-Eijnden, Eric

    2016-03-05

    Self-guided Langevin dynamics (SGLD) is a molecular simulation method that enhances conformational search and sampling via acceleration of the low frequency motions of the system. This acceleration is produced via introduction of a guiding force which breaks down the detailed-balance property of the dynamics, implying that some reweighting is necessary to perform equilibrium sampling. Here, we eliminate the need of reweighing and show that the NVT and NPT ensembles are sampled exactly by a new version of self-guided motion involving a generalized Langevin equation (GLE) in which the random force is modified so as to restore detailed-balance. Through the examples of alanine dipeptide and argon liquid, we show that this SGLD-GLE method has enhanced conformational sampling capabilities compared with regular Langevin dynamics (LD) while being of comparable computational complexity. In particular, SGLD-GLE is fully size extensive and can be used in arbitrarily large systems, making it an appealing alternative to LD. © 2015 Wiley Periodicals, Inc.

  15. Nonergodic solutions of the generalized Langevin equation.

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    Plyukhin, A V

    2011-06-01

    It is known that in the regime of superlinear diffusion, characterized by zero integral friction (vanishing integral of the memory function), the generalized Langevin equation may have nonergodic solutions that do not relax to equilibrium values. It is shown that the equation may have nonergodic (nonstationary) solutions even if the integral of the memory function is finite and diffusion is normal.

  16. Langevin equation path integral ground state.

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    Constable, Steve; Schmidt, Matthew; Ing, Christopher; Zeng, Tao; Roy, Pierre-Nicholas

    2013-08-15

    We propose a Langevin equation path integral ground state (LePIGS) approach for the calculation of ground state (zero temperature) properties of molecular systems. The approach is based on a modification of the finite temperature path integral Langevin equation (PILE) method (J. Chem. Phys. 2010, 133, 124104) to the case of open Feynman paths. Such open paths are necessary for a ground state formulation. We illustrate the applicability of the method using model systems and the weakly bound water-parahydrogen dimer. We show that the method can lead to converged zero point energies and structural properties.

  17. Langevin equation model of dispersion in the convective boundary layer

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    Nasstrom, J S

    1998-08-01

    This dissertation presents the development and evaluation of a Lagrangian stochastic model of vertical dispersion of trace material in the convective boundary layer (CBL). This model is based on a Langevin equation of motion for a fluid particle, and assumes the fluid vertical velocity probability distribution is skewed and spatially homogeneous. This approach can account for the effect of large-scale, long-lived turbulent structures and skewed vertical velocity distributions found in the CBL. The form of the Langevin equation used has a linear (in velocity) deterministic acceleration and a skewed randomacceleration. For the case of homogeneous fluid velocity statistics, this ""linear-skewed" Langevin equation can be integrated explicitly, resulting in a relatively efficient numerical simulation method. It is shown that this approach is more efficient than an alternative using a "nonlinear-Gaussian" Langevin equation (with a nonlinear deterministic acceleration and a Gaussian random acceleration) assuming homogeneous turbulence, and much more efficient than alternative approaches using Langevin equation models assuming inhomogeneous turbulence. "Reflection" boundary conditions for selecting a new velocity for a particle that encounters a boundary at the top or bottom of the CBL were investigated. These include one method using the standard assumption that the magnitudes of the particle incident and reflected velocities are positively correlated, and two alternatives in which the magnitudes of these velocities are negatively correlated and uncorrelated. The constraint that spatial and velocity distributions of a well-mixed tracer must be the same as those of the fluid, was used to develop the Langevin equation models and the reflection boundary conditions. The two Langevin equation models and three reflection methods were successfully tested using cases for which exact, analytic statistical properties of particle velocity and position are known, including well

  18. The modified Langevin description for probes in a nonlinear medium

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    Krüger, Matthias; Maes, Christian

    2017-02-01

    When the motion of a probe strongly disturbs the thermal equilibrium of the solvent or bath, the nonlinear response of the latter must enter the probe’s effective evolution equation. We derive that induced stochastic dynamics using second order response around the bath thermal equilibrium. We discuss the nature of the new term in the evolution equation which is no longer purely dissipative, and the appearance of a novel time-scale for the probe related to changes in the dynamical activity of the bath. A major application for the obtained nonlinear generalized Langevin equation is in the study of colloid motion in a visco-elastic medium.

  19. Langevin equation with two fractional orders

    Energy Technology Data Exchange (ETDEWEB)

    Lim, S.C. [Faculty of Engineering, Multimedia University, Jalan Multimedia, Cyberjaya 63100, Selangor Darul Ehsan (Malaysia)], E-mail: sclim@mmu.edu.my; Li Ming [School of Information Science and Technology, East China Normal University, No. 500, Dong-Chuan Road, Shanghai 200241 (China)], E-mail: mli@ee.ecnu.edu.cn; Teo, L.P. [Faculty of Information Technology, Multimedia University, Jalan Multimedia, Cyberjaya 63100, Selangor Darul Ehsan (Malaysia)], E-mail: lpteo@mmu.edu.my

    2008-10-13

    A new type of fractional Langevin equation of two different orders is introduced. The solutions for this equation, known as the fractional Ornstein-Uhlenbeck processes, based on Weyl and Riemann-Liouville fractional derivatives are obtained. The basic properties of these processes are studied. An example of the spectral density of ocean wind speed which has similar spectral density as that of Weyl fractional Ornstein-Uhlenbeck process is given.

  20. Langevin Equations for Reaction-Diffusion Processes

    Science.gov (United States)

    Benitez, Federico; Duclut, Charlie; Chaté, Hugues; Delamotte, Bertrand; Dornic, Ivan; Muñoz, Miguel A.

    2016-09-01

    For reaction-diffusion processes with at most bimolecular reactants, we derive well-behaved, numerically tractable, exact Langevin equations that govern a stochastic variable related to the response field in field theory. Using duality relations, we show how the particle number and other quantities of interest can be computed. Our work clarifies long-standing conceptual issues encountered in field-theoretical approaches and paves the way for systematic numerical and theoretical analyses of reaction-diffusion problems.

  1. Generalized Langevin equation with tempered memory kernel

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    Liemert, André; Sandev, Trifce; Kantz, Holger

    2017-01-01

    We study a generalized Langevin equation for a free particle in presence of a truncated power-law and Mittag-Leffler memory kernel. It is shown that in presence of truncation, the particle from subdiffusive behavior in the short time limit, turns to normal diffusion in the long time limit. The case of harmonic oscillator is considered as well, and the relaxation functions and the normalized displacement correlation function are represented in an exact form. By considering external time-dependent periodic force we obtain resonant behavior even in case of a free particle due to the influence of the environment on the particle movement. Additionally, the double-peak phenomenon in the imaginary part of the complex susceptibility is observed. It is obtained that the truncation parameter has a huge influence on the behavior of these quantities, and it is shown how the truncation parameter changes the critical frequencies. The normalized displacement correlation function for a fractional generalized Langevin equation is investigated as well. All the results are exact and given in terms of the three parameter Mittag-Leffler function and the Prabhakar generalized integral operator, which in the kernel contains a three parameter Mittag-Leffler function. Such kind of truncated Langevin equation motion can be of high relevance for the description of lateral diffusion of lipids and proteins in cell membranes.

  2. The Fractional Langevin Equation: Brownian Motion Revisited

    CERN Document Server

    Mainardi, Francesco

    2008-01-01

    We have revisited the Brownian motion on the basis of the fractional Langevin equation which turns out to be a particular case of the generalized Langevin equation introduced by Kubo on 1966. The importance of our approach is to model the Brownian motion more realistically than the usual one based on the classical Langevin equation, in that it takes into account also the retarding effects due to hydrodynamic backflow, i.e. the added mass and the Basset memory drag. On the basis of the two fluctuation-dissipation theorems and of the techniques of the Fractional Calculus we have provided the analytical expressions of the correlation functions (both for the random force and the particle velocity) and of the mean squared particle displacement. The random force has been shown to be represented by a superposition of the usual white noise with a "fractional" noise. The velocity correlation function is no longer expressed by a simple exponential but exhibits a slower decay, proportional to $t^{-3/2}$ as $t \\to \\infty...

  3. Critical exponent of the fractional Langevin equation.

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    Burov, S; Barkai, E

    2008-02-22

    We investigate the dynamical phase diagram of the fractional Langevin equation and show that critical exponents mark dynamical transitions in the behavior of the system. For a free and harmonically bound particle the critical exponent alpha(c)=0.402+/-0.002 marks a transition to a nonmonotonic underdamped phase. The critical exponent alpha(R)=0.441... marks a transition to a resonance phase, when an external oscillating field drives the system. Physically, we explain these behaviors using a cage effect, where the medium induces an elastic type of friction. Phase diagrams describing the underdamped, the overdamped and critical frequencies of the fractional oscillator, recently used to model single protein experiments, show behaviors vastly different from normal.

  4. Deriving Langevin equations in curved spacetime

    Energy Technology Data Exchange (ETDEWEB)

    Ramos, Rudnei O.; Tavares, Romulo F. [Universidade do Estado do Rio de Janeiro (UERJ), Rio de Janeiro, RJ (Brazil)

    2013-07-01

    Full text: Warm inflation is an inflationary scenario where the interactions between the inflaton and other degrees of freedom are considered. The effective equation of motion for the inflaton is in general of the form of a Langevin equation, that includes both quantum and thermal effects and where these effects manifest in the form of dissipation and stochastic noise terms, which are related by a generalized fluctuation-dissipation relation. The dissipation term is related to the interactions of the inflaton with other degrees of freedom of the thermal bath that can be obtained from the appropriate Feynman propagators. As the inflaton evolves into an expanding metric, these effects have to be taken into account when calculating the Green functions and consequently the Feynman propagators. In this work we present the considerations that must be made to calculate the Green functions in curved space (expanding metric) and in the presence of radiation in order to proper derive the effective evolution of the inflaton in the warm-inflation scenario. (author)

  5. Conditions for the validity of the quantum Langevin equation.

    Science.gov (United States)

    Frenkel, J; Taylor, J C

    2012-01-01

    From microscopic models, a Langevin equation can, in general, be derived only as an approximation. Two possible conditions to validate this approximation are studied. One is, for a linear Langevin equation, that the frequency of the Fourier transform should be close to the natural frequency of the system. The other is by the assumption of "slow" variables. We test this method by comparison with an exactly soluble model and point out its limitations. We base our discussion on two approaches. The first is a direct, elementary treatment of Senitzky. The second is via a generalized Langevin equation as an intermediate step.

  6. Fractional Langevin equation and Riemann-Liouville fractional derivative.

    Science.gov (United States)

    Sau Fa, Kwok

    2007-10-01

    In this present work we consider a fractional Langevin equation with Riemann-Liouville fractional time derivative which modifies the classical Newtonian force, nonlocal dissipative force, and long-time correlation. We investigate the first two moments, variances and position and velocity correlation functions of this system. We also compare them with the results obtained from the same fractional Langevin equation which uses the Caputo fractional derivative.

  7. Nonlinear Dynamic Modeling of Langevin-Type Piezoelectric Transducers

    Directory of Open Access Journals (Sweden)

    Nicolás Peréz Alvarez

    2015-11-01

    Full Text Available Langevin transducers are employed in several applications, such as power ultrasound systems, naval hydrophones, and high-displacement actuators. Nonlinear effects can influence their performance, especially at high vibration amplitude levels. These nonlinear effects produce variations in the resonant frequency, harmonics of the excitation frequency, in addition to loss of symmetry in the frequency response and “frequency domain hysteresis”. In this context, this paper presents a simplified nonlinear dynamic model of power ultrasound transducers requiring only two parameters for simulating the most relevant nonlinear effects. One parameter reproduces the changes in the resonance frequency and the other introduces the dependence of the frequency response on the history of the system. The piezoelectric constitutive equations are extended by a linear dependence of the elastic constant on the mechanical displacement amplitude. For introducing the frequency hysteresis, the elastic constant is computed by combining the current value of the mechanical amplitude with the previous state amplitude. The model developed in this work is applied for predicting the dynamic responses of a 26 kHz ultrasonic transducer. The comparison of theoretical and experimental responses, obtained at several input voltages around the tuned frequency, shows a good agreement, indicating that the model can accurately describe the transducer nonlinear behavior.

  8. Scaling of ballistic deposition from a Langevin equation.

    Science.gov (United States)

    Haselwandter, Christoph A; Vvedensky, Dimitri D

    2006-04-01

    An exact lattice Langevin equation is derived for the ballistic deposition model of surface growth. The continuum limit of this equation is dominated by the Kardar-Parisi-Zhang (KPZ) equation at all length and time scales. For a one-dimensional substrate the solution of the exact lattice Langevin equation yields the KPZ scaling exponents without any extrapolation. For a two-dimensional substrate the scaling exponents are different from those found from computer simulations. This discrepancy is discussed in relation to analytic approaches to the KPZ equation in higher dimensions.

  9. Langevin equation for the extended Rayleigh model with an asymmetric bath.

    Science.gov (United States)

    Plyukhin, Alexander V; Schofield, Jeremy

    2004-02-01

    In this paper a one-dimensional model of two infinite gases separated by a movable heavy piston is considered. The nonlinear Langevin equation for the motion of the piston is derived from first principles for the case when the thermodynamic parameters and/or the molecular masses of gas particles on the left and right sides of the piston are different. Microscopic expressions involving time correlation functions of the force between bath particles and the piston are obtained for all parameters appearing in the nonlinear Langevin equation. It is demonstrated that the equation has stationary solutions corresponding to directional fluctuation-induced drift in the absence of systematic forces. In the case of ideal gases interacting with the piston via a quadratic repulsive potential, the model is exactly solvable and explicit expressions for the kinetic coefficients in the nonlinear Langevin equation are derived. The transient solution of the nonlinear Langevin equation is analyzed perturbatively and it is demonstrated that previously obtained results for systems with the hard-wall interaction are recovered.

  10. On fractional Langevin equation involving two fractional orders

    Science.gov (United States)

    Baghani, Omid

    2017-01-01

    In numerical analysis, it is frequently needed to examine how far a numerical solution is from the exact one. To investigate this issue quantitatively, we need a tool to measure the difference between them and obviously this task is accomplished by the aid of an appropriate norm on a certain space of functions. For example, Sobolev spaces are indispensable part of theoretical analysis of partial differential equations and boundary integral equations, as well as are necessary for the analysis of some numerical methods for the solving of such equations. But most of articles that appear in this field usually use ‖.‖∞ in the space of C[a, b] which is very restrictive. In this paper, we introduce a new norm that is convenient for the fractional and singular differential equations. Using this norm, the existence and uniqueness of initial value problems for nonlinear Langevin equation with two different fractional orders are studied. In fact, the obtained results could be used for the classical cases. Finally, by two examples we show that we cannot always speak about the existence and uniqueness of solutions just by using the previous methods.

  11. Langevin equation for systems with a preferred spatial direction

    Science.gov (United States)

    Belousov, Roman; Cohen, E. G. D.; Rondoni, Lamberto

    2016-09-01

    In this paper, we generalize the theory of Brownian motion and the Onsager-Machlup theory of fluctuations for spatially symmetric systems to equilibrium and nonequilibrium steady-state systems with a preferred spatial direction, due to an external force. To do this, we extend the Langevin equation to include a bias, which is introduced by an external force and alters the Gaussian structure of the system's fluctuations. In addition, by solving this extended equation, we provide a physical interpretation for the statistical properties of the fluctuations in these systems. Connections of the extended Langevin equation with the theory of active Brownian motion are discussed as well.

  12. Numerical simulation of generalized Langevin equation with arbitrary correlated noise.

    Science.gov (United States)

    Lü, Kun; Bao, Jing-Dong

    2005-12-01

    A generalized Langevin equation with arbitrary correlated noise and associated frequency-dependent friction is simulated, which can lead to anomalous diffusion. The algorithm is realized by using the Fourier transform technique to generate noise and the stochastic Runge-Kutta method to solve the whole equation. Application to an acoustic phonon model, initial preparation-dependent ballistic diffusion, is shown.

  13. Langevin equation approach to diffusion magnetic resonance imaging.

    Science.gov (United States)

    Cooke, Jennie M; Kalmykov, Yuri P; Coffey, William T; Kerskens, Christian M

    2009-12-01

    The normal phase diffusion problem in magnetic resonance imaging (MRI) is treated by means of the Langevin equation for the phase variable using only the properties of the characteristic function of Gaussian random variables. The calculation may be simply extended to anomalous diffusion using a fractional generalization of the Langevin equation proposed by Lutz [E. Lutz, Phys. Rev. E 64, 051106 (2001)] pertaining to the fractional Brownian motion of a free particle coupled to a fractal heat bath. The results compare favorably with diffusion-weighted experiments acquired in human neuronal tissue using a 3 T MRI scanner.

  14. Nuclear fission problem and Langevin equation

    Directory of Open Access Journals (Sweden)

    M Sakhaee

    2011-12-01

    Full Text Available  A combined dynamical and statistical model for fission was employed in our calculation. There is no doubt that a Langevin description plus a Monte Carlo treatment of the evaporation processes provide the most adequate dynamical description. In this paper, we would consider a strongly shaped dependent friction force and we use the numerical method rather than the analytical one. The objective of this article is to calculate the time dependent fission widths of the 224Th nucleus. The fission widths were calculated with both chaos-weighted wall friction (CWWF and wall friction (WF dissipations. The calculations are repeated for 100000 trajectories. The result was compared to the others' work. We use nuclear elongation coordinate with time and it is necessary to repeat the small steps many times to improve the accuracy.

  15. Supersymmetric Langevin equation to explore free-energy landscapes.

    Science.gov (United States)

    Mossa, Alessandro; Clementi, Cecilia

    2007-04-01

    The recently discovered supersymmetric generalizations of the Langevin dynamics and Kramers equation can be utilized for the exploration of free-energy landscapes of systems whose large time-scale separation hampers the usefulness of standard molecular dynamics techniques. The first realistic application is here presented. The system chosen is a minimalist model for a short alanine peptide exhibiting a helix-coil transition.

  16. Temperature dependent fission fragment distribution in the Langevin equation

    Institute of Scientific and Technical Information of China (English)

    WANG Kun; MA Yu-Gang; ZHENG Qing-Shan; CAI Xiang-Zhou; FANG De-Qing; FU Yao; LU Guang-Cheng; TIAN Wen-Dong; WANG Hong-Wei

    2009-01-01

    The temperature dependent width of the fission fragment distributions was simulated in the Langevin equation by taking two-parameter exponential form of the fission fragment mass variance at scission point for each fission event. The result can reproduce experimental data well, and it permits to make reliable estimate for unmeasured product yields near symmetry fission.

  17. Generalized Langevin equation formulation for anomalous polymer dynamics

    NARCIS (Netherlands)

    Panja, D.

    2010-01-01

    For reproducing the anomalous—i.e., sub-diffusive or super-diffusive—behavior in some stochastic dynamical systems, the generalized Langevin equation (GLE) has gained considerable popularity in recent years. Motivated by the question of whether or not a system with anomalous dynamics can have the GL

  18. Data-driven parameterization of the generalized Langevin equation

    Energy Technology Data Exchange (ETDEWEB)

    Lei, Huan; Baker, Nathan A.; Li, Xiantao

    2016-11-29

    We present a data-driven approach to determine the memory kernel and random noise of the generalized Langevin equation. To facilitate practical implementations, we parameterize the kernel function in the Laplace domain by a rational function, with coefficients directly linked to the equilibrium statistics of the coarse-grain variables. Further, we show that such an approximation can be constructed to arbitrarily high order. Within these approximations, the generalized Langevin dynamics can be embedded in an extended stochastic model without memory. We demonstrate how to introduce the stochastic noise so that the fluctuation-dissipation theorem is exactly satisfied.

  19. Phase-space geometry of the generalized Langevin equation.

    Science.gov (United States)

    Bartsch, Thomas

    2009-09-28

    The generalized Langevin equation is widely used to model the influence of a heat bath upon a reactive system. This equation will here be studied from a geometric point of view. A dynamical phase space that represents all possible states of the system will be constructed, the generalized Langevin equation will be formally rewritten as a pair of coupled ordinary differential equations, and the fundamental geometric structures in phase space will be described. It will be shown that the phase space itself and its geometric structure depend critically on the preparation of the system: A system that is assumed to have been in existence forever has a larger phase space with a simpler structure than a system that is prepared at a finite time. These differences persist even in the long-time limit, where one might expect the details of preparation to become irrelevant.

  20. Dynamic reaction coordinate in thermally fluctuating environment in the framework of the multidimensional generalized Langevin equations.

    Science.gov (United States)

    Kawai, Shinnosuke; Komatsuzaki, Tamiki

    2010-12-21

    A framework recently developed for the extraction of a dynamic reaction coordinate to mediate reactions buried in a multidimensional Langevin equation is extended to the generalized Langevin equations without a priori assumption of the forms of the potential (in general, nonlinearly coupled systems) and the friction kernel. The equation of motion with memory effect can be transformed into an equation without memory at the cost of an increase in the dimensionality of the system, and hence the theoretical framework developed for the (nonlinear) Langevin formulation can be generalized to the non-Markovian process with colored noise. It is found that the increased dimension can be physically interpreted as effective modes of the fluctuating environment. As an illustrative example, we apply this theory to a multidimensional generalized Langevin equation for motion on the Müller-Brown potential surface with an exponential friction kernel. Numerical simulations find a boundary between the highly reactive region and the less reactive region in the space of initial conditions. The location of the boundary is found to depend significantly on both the memory kernel and the nonlinear couplings. The theory extracts a reaction coordinate whose sign determines the fate of the reaction taking into account thermally fluctuating environments, memory effect, and nonlinearities. It is found that the location of the boundary of reactivity is satisfactorily reproduced as the zero of the statistical average of the new reaction coordinate, which is an analytical functional of both the original position coordinates and velocities of the system, and of the properties of the environment.

  1. Langevin and diffusion equation of turbulent fluid flow

    Science.gov (United States)

    Brouwers, J. J. H.

    2010-08-01

    A derivation of the Langevin and diffusion equations describing the statistics of fluid particle displacement and passive admixture in turbulent flow is presented. Use is made of perturbation expansions. The small parameter is the inverse of the Kolmogorov constant C 0 , which arises from Lagrangian similarity theory. The value of C 0 in high Reynolds number turbulence is 5-6. To achieve sufficient accuracy, formulations are not limited to terms of leading order in C0 - 1 including terms next to leading order in C0 - 1 as well. Results of turbulence theory and statistical mechanics are invoked to arrive at the descriptions of the Langevin and diffusion equations, which are unique up to truncated terms of O ( C0 - 2 ) in displacement statistics. Errors due to truncation are indicated to amount to a few percent. The coefficients of the presented Langevin and diffusion equations are specified by fixed-point averages of the Eulerian velocity field. The equations apply to general turbulent flow in which fixed-point Eulerian velocity statistics are non-Gaussian to a degree of O ( C0 - 1 ) . The equations provide the means to calculate and analyze turbulent dispersion of passive or almost passive admixture such as fumes, smoke, and aerosols in areas ranging from atmospheric fluid motion to flows in engineering devices.

  2. Isoscaling of the Fission Fragments with Langevin Equation

    Institute of Scientific and Technical Information of China (English)

    WANG Kun; TIAN Wen-Dong; ZHONG Chen; ZHOU Xing-Fei; MA Yu-Gang; WEI Yi-Bin; CAI Xiang-Zhou; CHEN Jin-Gen; FANG De-Qing; GUO Wei; MA Guo-Liang; SHEN Wen-Qing

    2005-01-01

    @@ The Langevin equation is used to simulate the fission process of 112Sn + 112Sn and 116Sn + 116Sn. The mass distribution of the fission fragments are given by assuming the process of symmetric fission or asymmetric fission with the Gaussian probability sampling. The isoscaling behaviour has been observed from the analysis of fission fragments of both the reactions, and the isoscaling parameter α seems to be sensitive to the width of fission probability and the beam energy.

  3. An adaptive stepsize method for the chemical Langevin equation.

    Science.gov (United States)

    Ilie, Silvana; Teslya, Alexandra

    2012-05-14

    Mathematical and computational modeling are key tools in analyzing important biological processes in cells and living organisms. In particular, stochastic models are essential to accurately describe the cellular dynamics, when the assumption of the thermodynamic limit can no longer be applied. However, stochastic models are computationally much more challenging than the traditional deterministic models. Moreover, many biochemical systems arising in applications have multiple time-scales, which lead to mathematical stiffness. In this paper we investigate the numerical solution of a stochastic continuous model of well-stirred biochemical systems, the chemical Langevin equation. The chemical Langevin equation is a stochastic differential equation with multiplicative, non-commutative noise. We propose an adaptive stepsize algorithm for approximating the solution of models of biochemical systems in the Langevin regime, with small noise, based on estimates of the local error. The underlying numerical method is the Milstein scheme. The proposed adaptive method is tested on several examples arising in applications and it is shown to have improved efficiency and accuracy compared to the existing fixed stepsize schemes.

  4. Transient aging in fractional Brownian and Langevin-equation motion.

    Science.gov (United States)

    Kursawe, Jochen; Schulz, Johannes; Metzler, Ralf

    2013-12-01

    Stochastic processes driven by stationary fractional Gaussian noise, that is, fractional Brownian motion and fractional Langevin-equation motion, are usually considered to be ergodic in the sense that, after an algebraic relaxation, time and ensemble averages of physical observables coincide. Recently it was demonstrated that fractional Brownian motion and fractional Langevin-equation motion under external confinement are transiently nonergodic-time and ensemble averages behave differently-from the moment when the particle starts to sense the confinement. Here we show that these processes also exhibit transient aging, that is, physical observables such as the time-averaged mean-squared displacement depend on the time lag between the initiation of the system at time t=0 and the start of the measurement at the aging time t(a). In particular, it turns out that for fractional Langevin-equation motion the aging dependence on t(a) is different between the cases of free and confined motion. We obtain explicit analytical expressions for the aged moments of the particle position as well as the time-averaged mean-squared displacement and present a numerical analysis of this transient aging phenomenon.

  5. An Analysis of Vehicular Traffic Flow Using Langevin Equation

    Directory of Open Access Journals (Sweden)

    Çağlar Koşun

    2015-08-01

    Full Text Available Traffic flow data are stochastic in nature, and an abundance of literature exists thereof. One way to express stochastic data is the Langevin equation. Langevin equation consists of two parts. The first part is known as the deterministic drift term, the other as the stochastic diffusion term. Langevin equation does not only help derive the deterministic and random terms of the selected portion of the city of Istanbul traffic empirically, but also sheds light on the underlying dynamics of the flow. Drift diagrams have shown that slow lane tends to get congested faster when vehicle speeds attain a value of 25 km/h, and it is 20 km/h for the fast lane. Three or four distinct regimes may be discriminated again from the drift diagrams; congested, intermediate, and free-flow regimes. At places, even the intermediate regime may be divided in two, often with readiness to congestion. This has revealed the fact that for the selected portion of the highway, there are two main states of flow, namely, congestion and free-flow, with an intermediate state where the noise-driven traffic flow forces the flow into either of the distinct regimes.

  6. Data-driven parameterization of the generalized Langevin equation.

    Science.gov (United States)

    Lei, Huan; Baker, Nathan A; Li, Xiantao

    2016-12-13

    We present a data-driven approach to determine the memory kernel and random noise in generalized Langevin equations. To facilitate practical implementations, we parameterize the kernel function in the Laplace domain by a rational function, with coefficients directly linked to the equilibrium statistics of the coarse-grain variables. We show that such an approximation can be constructed to arbitrarily high order and the resulting generalized Langevin dynamics can be embedded in an extended stochastic model without explicit memory. We demonstrate how to introduce the stochastic noise so that the second fluctuation-dissipation theorem is exactly satisfied. Results from several numerical tests are presented to demonstrate the effectiveness of the proposed method.

  7. Data-driven parameterization of the generalized Langevin equation

    CERN Document Server

    Lei, Huan; Li, Xiantao

    2016-01-01

    We present a data-driven approach to determine the memory kernel and random noise in generalized Langevin equations. To facilitate practical implementations, we parameterize the kernel function in the Laplace domain by a rational function, with coefficients directly linked to the equilibrium statistics of the coarse-grain variables. We show that such an approximation can be constructed to arbitrarily high order and the resulting generalized Langevin dynamics can be embedded in an extended stochastic model without explicit memory. We demonstrate how to introduce the stochastic noise so that the second fluctuation-dissipation theorem is exactly satisfied. Results from several numerical tests are presented to demonstrate the effectiveness of the proposed method.

  8. Reconstruction of the modified discrete Langevin equation from persistent time series.

    Science.gov (United States)

    Czechowski, Zbigniew

    2016-05-01

    The discrete Langevin-type equation, which can describe persistent processes, was introduced. The procedure of reconstruction of the equation from time series was proposed and tested on synthetic data, with short and long-tail distributions, generated by different Langevin equations. Corrections due to the finite sampling rates were derived. For an exemplary meteorological time series, an appropriate Langevin equation, which constitutes a stochastic macroscopic model of the phenomenon, was reconstructed.

  9. Self-consistent generalized Langevin equation for colloidal mixtures.

    Science.gov (United States)

    Chávez-Rojo, Marco Antonio; Medina-Noyola, Magdaleno

    2005-09-01

    A self-consistent theory of collective and tracer diffusion in colloidal mixtures is presented. This theory is based on exact results for the partial intermediate scattering functions derived within the framework of the generalized Langevin equation formalism, plus a number of conceptually simple and sensible approximations. The first of these consists of a Vineyard-like approximation between collective and tracer diffusion, which writes the collective dynamics in terms of the memory function related to tracer diffusion. The second consists of interpolating this only unknown memory function between its two exact limits at small and large wave vectors; for this, a phenomenologically determined, but not arbitrary, interpolating function is introduced: a Lorentzian with its inflection point located at the first minimum of the partial static structure factor. The small wave-vector exact limit involves a time-dependent friction function, for which we take a general approximate result, previously derived within the generalized Langevin equation formalism. This general result expresses the time-dependent friction function in terms of the partial intermediate scattering functions, thus closing the system of equations into a fully self-consistent scheme. This extends to mixtures a recently proposed self-consistent theory developed for monodisperse suspensions [Yeomans-Reyna and Medina-Noyola, Phys. Rev. E 64, 066114 (2001)]. As an illustration of its quantitative accuracy, its application to a simple model of a binary dispersion in the absence of hydrodynamic interactions is reported.

  10. On the environmental modes for the generalized Langevin equation.

    Science.gov (United States)

    Kawai, Shinnosuke

    2015-09-07

    The generalized Langevin equation (GLE) is used widely in molecular science and time series analysis as it offers a convenient low-dimensional description for large systems. There the dynamical effect of the environment interacting with the low-dimensional system is expressed as friction and random force. The present paper aims to investigate explicit dynamical variables to describe the dynamical modes in the environment that are derived from the GLE and defined solely in terms of the time series of the observed variable. The formulation results in equations of motion without a memory term and hence offers a more intuitive description than the GLE. The framework provided by the present study is expected to elucidate a multi-dimensional dynamics hidden behind the time series of the observed quantity.

  11. Generalized elastic model yields a fractional Langevin equation description.

    Science.gov (United States)

    Taloni, Alessandro; Chechkin, Aleksei; Klafter, Joseph

    2010-04-23

    Starting from a generalized elastic model which accounts for the stochastic motion of several physical systems such as membranes, (semi)flexible polymers, and fluctuating interfaces among others, we derive the fractional Langevin equation (FLE) for a probe particle in such systems, in the case of thermal initial conditions. We show that this FLE is the only one fulfilling the fluctuation-dissipation relation within a new family of fractional Brownian motion equations. The FLE for the time-dependent fluctuations of the donor-acceptor distance in a protein is shown to be recovered. When the system starts from nonthermal conditions, the corresponding FLE, which does not fulfill the fluctuation-dissipation relation, is derived.

  12. Correlations in a generalized elastic model: fractional Langevin equation approach.

    Science.gov (United States)

    Taloni, Alessandro; Chechkin, Aleksei; Klafter, Joseph

    2010-12-01

    The generalized elastic model (GEM) provides the evolution equation which governs the stochastic motion of several many-body systems in nature, such as polymers, membranes, and growing interfaces. On the other hand a probe (tracer) particle in these systems performs a fractional Brownian motion due to the spatial interactions with the other system's components. The tracer's anomalous dynamics can be described by a fractional Langevin equation (FLE) with a space-time correlated noise. We demonstrate that the description given in terms of GEM coincides with that furnished by the relative FLE, by showing that the correlation functions of the stochastic field obtained within the FLE framework agree with the corresponding quantities calculated from the GEM. Furthermore we show that the Fox H -function formalism appears to be very convenient to describe the correlation properties within the FLE approach.

  13. Invalidity of the spectral Fokker-Planck equation forCauchy noise driven Langevin equation

    DEFF Research Database (Denmark)

    Ditlevsen, Ove Dalager

    2004-01-01

    The standard Langevin equation is a first order stochastic differential equation where the driving noise term is a Brownian motion. The marginal probability density is a solution to a linear partial differential equation called the Fokker-Planck equation. If the Brownian motion is replaced by so...... to a corresponding Langevin difference equation. Similar doubt can be traced in Grigoriu's work [Stochastic Calculus(2002)].......-called alpha-stable noise (or Levy noise) the Fokker-Planck equation no longer exists as a partial differential equation for the probability density because the property of finite variance is lost. In stead it has been attempted to formulate an equation for the characteristic function (the Fourier transform...

  14. Bifurcation dynamics of the tempered fractional Langevin equation

    Science.gov (United States)

    Zeng, Caibin; Yang, Qigui; Chen, YangQuan

    2016-08-01

    Tempered fractional processes offer a useful extension for turbulence to include low frequencies. In this paper, we investigate the stochastic phenomenological bifurcation, or stochastic P-bifurcation, of the Langevin equation perturbed by tempered fractional Brownian motion. However, most standard tools from the well-studied framework of random dynamical systems cannot be applied to systems driven by non-Markovian noise, so it is desirable to construct possible approaches in a non-Markovian framework. We first derive the spectral density function of the considered system based on the generalized Parseval's formula and the Wiener-Khinchin theorem. Then we show that it enjoys interesting and diverse bifurcation phenomena exchanging between or among explosive-like, unimodal, and bimodal kurtosis. Therefore, our procedures in this paper are not merely comparable in scope to the existing theory of Markovian systems but also provide a possible approach to discern P-bifurcation dynamics in the non-Markovian settings.

  15. Fractional Langevin equation: overdamped, underdamped, and critical behaviors.

    Science.gov (United States)

    Burov, S; Barkai, E

    2008-09-01

    The dynamical phase diagram of the fractional Langevin equation is investigated for a harmonically bound particle. It is shown that critical exponents mark dynamical transitions in the behavior of the system. Four different critical exponents are found. (i) alpha_{c}=0.402+/-0.002 marks a transition to a nonmonotonic underdamped phase, (ii) alpha_{R}=0.441... marks a transition to a resonance phase when an external oscillating field drives the system, and (iii) alpha_{chi_{1}}=0.527... and (iv) alpha_{chi_{2}}=0.707... mark transitions to a double-peak phase of the "loss" when such an oscillating field present. As a physical explanation we present a cage effect, where the medium induces an elastic type of friction. Phase diagrams describing over and underdamped regimes, with or without resonances, show behaviors different from normal.

  16. Recovering hidden dynamical modes from the generalized Langevin equation

    Science.gov (United States)

    Kawai, Shinnosuke; Miyazaki, Yusuke

    2016-09-01

    In studying large molecular systems, insights can better be extracted by selecting a limited number of physical quantities for analysis rather than treating every atomic coordinate in detail. Some information may, however, be lost by projecting the total system onto a small number of coordinates. For such problems, the generalized Langevin equation (GLE) is shown to provide a useful framework to examine the interaction between the observed variables and their environment. Starting with the GLE obtained from the time series of the observed quantity, we perform a transformation to introduce a set of variables that describe dynamical modes existing in the environment. The introduced variables are shown to effectively recover the essential information of the total system that appeared to be lost by the projection.

  17. Bifurcation dynamics of the tempered fractional Langevin equation.

    Science.gov (United States)

    Zeng, Caibin; Yang, Qigui; Chen, YangQuan

    2016-08-01

    Tempered fractional processes offer a useful extension for turbulence to include low frequencies. In this paper, we investigate the stochastic phenomenological bifurcation, or stochastic P-bifurcation, of the Langevin equation perturbed by tempered fractional Brownian motion. However, most standard tools from the well-studied framework of random dynamical systems cannot be applied to systems driven by non-Markovian noise, so it is desirable to construct possible approaches in a non-Markovian framework. We first derive the spectral density function of the considered system based on the generalized Parseval's formula and the Wiener-Khinchin theorem. Then we show that it enjoys interesting and diverse bifurcation phenomena exchanging between or among explosive-like, unimodal, and bimodal kurtosis. Therefore, our procedures in this paper are not merely comparable in scope to the existing theory of Markovian systems but also provide a possible approach to discern P-bifurcation dynamics in the non-Markovian settings.

  18. Bifurcation dynamics of the tempered fractional Langevin equation

    Energy Technology Data Exchange (ETDEWEB)

    Zeng, Caibin, E-mail: macbzeng@scut.edu.cn; Yang, Qigui, E-mail: qgyang@scut.edu.cn [School of Mathematics, South China University of Technology, Guangzhou 510640 (China); Chen, YangQuan, E-mail: ychen53@ucmerced.edu [MESA LAB, School of Engineering, University of California, Merced, 5200 N. Lake Road, Merced, California 95343 (United States)

    2016-08-15

    Tempered fractional processes offer a useful extension for turbulence to include low frequencies. In this paper, we investigate the stochastic phenomenological bifurcation, or stochastic P-bifurcation, of the Langevin equation perturbed by tempered fractional Brownian motion. However, most standard tools from the well-studied framework of random dynamical systems cannot be applied to systems driven by non-Markovian noise, so it is desirable to construct possible approaches in a non-Markovian framework. We first derive the spectral density function of the considered system based on the generalized Parseval's formula and the Wiener-Khinchin theorem. Then we show that it enjoys interesting and diverse bifurcation phenomena exchanging between or among explosive-like, unimodal, and bimodal kurtosis. Therefore, our procedures in this paper are not merely comparable in scope to the existing theory of Markovian systems but also provide a possible approach to discern P-bifurcation dynamics in the non-Markovian settings.

  19. Derivation of the generalized Langevin equation in nonstationary environments.

    Science.gov (United States)

    Kawai, Shinnosuke; Komatsuzaki, Tamiki

    2011-03-21

    The generalized Langevin equation (GLE) is extended to the case of nonstationary bath. The derivation starts with the Hamiltonian equation of motion of the total system including the bath, without any assumption on the form of Hamiltonian or the distribution of the initial condition. Then the projection operator formulation is utilized to obtain a low-dimensional description of the system dynamics surrounded by the nonstationary bath modes. In contrast to the ordinary GLE, the mean force becomes a time-dependent function of the position and the velocity of the system. The friction kernel is found to depend on both the past and the current times, in contrast to the stationary case where it only depends on their difference. The fluctuation-dissipation theorem, which relates the statistical property of the random force to the friction kernel, is also derived for general nonstationary cases. The resulting equation of motion is as simple as the ordinary GLE, and is expected to give a powerful framework to analyze the dynamics of the system surrounded by a nonstationary bath.

  20. c -number quantum generalized Langevin equation for an open system

    Science.gov (United States)

    Kantorovich, L.; Ness, H.; Stella, L.; Lorenz, C. D.

    2016-11-01

    We derive a c -number generalized Langevin equation (GLE) describing the evolution of the expectation values xixit of the atomic position operators xi of an open system. The latter is coupled linearly to a harmonic bath kept at a fixed temperature. The equations of motion contain a non-Markovian friction term with the classical kernel [L. Kantorovich, Phys. Rev. B 78, 094304 (2008), 10.1103/PhysRevB.78.094304] and a zero mean non-Gaussian random force with correlation functions that depend on the initial preparation of the open system. We used a density operator formalism without assuming that initially the combined system was decoupled. The only approximation made in deriving quantum GLE consists of assuming that the Hamiltonian of the open system at time t can be expanded up to the second order with respect to operators of atomic displacements ui=xi-t (the "harmonization" approximation). The noise is introduced to ensure that sampling many quantum GLE trajectories yields exactly the average one. An explicit expression for the pair correlation function of the noise, consistent with the classical limit, is also proposed. Unlike the usually considered quantum operator GLE, the proposed c -number quantum GLE can be used in direct molecular dynamic simulations of open systems under general equilibrium or nonequilibrium conditions.

  1. Description of quantum noise by a Langevin equation

    Science.gov (United States)

    Metiu, H.; Schon, G.

    1984-01-01

    General features of the quantum noise problem expressed as the equations of motion for a particle coupled to a set of oscillators are investigated analytically. Account is taken of the properties of the companion oscillators by formulating quantum statistical correlation Langevin equations (QSLE). The frequency of the oscillators is then retained as a natural cut-off for the quantum noise. The QSLE is further extended to encompass the particle trajectory and is bounded by initial and final states of the oscillator. The states are expressed as the probability of existence at the moment of particle collision that takes the oscillator into a final state. Two noise sources then exist: a statistical uncertainty of the initial state and the quantum dynamical uncertainty associated with a transition from the initial to final state. Feynman's path-integral formulation is used to characterize the functional of the particle trajectory, which slows the particle. It is shown that the energy loss may be attributed to friction, which satisfies energy conservation laws.

  2. Schroedinger-Langevin Equation with PT-Symmetric Periodic Potential and its Application to Deuteron Cluster

    Directory of Open Access Journals (Sweden)

    Smarandache F.

    2010-04-01

    Full Text Available In this article, we find out some analytical and numerical solutions to the problem of barrier tunneling for cluster deuterium, in particular using Langevin method to solve the time-independent Schroedinger equation.

  3. On anomalous diffusion and the fractional generalized Langevin equation for a harmonic oscillator

    Science.gov (United States)

    Figueiredo Camargo, R.; Capelas de Oliveira, E.; Vaz, J.

    2009-12-01

    The fractional generalized Langevin equation (FGLE) is proposed to discuss the anomalous diffusive behavior of a harmonic oscillator driven by a two-parameter Mittag-Leffler noise. The solution of this FGLE is discussed by means of the Laplace transform methodology and the kernels are presented in terms of the three-parameter Mittag-Leffler functions. Recent results associated with a generalized Langevin equation are recovered.

  4. Simulation of stationary Gaussian noise with regard to the Langevin equation with memory effect.

    Science.gov (United States)

    Schmidt, Julian; Meistrenko, Alex; van Hees, Hendrik; Xu, Zhe; Greiner, Carsten

    2015-03-01

    We present an efficient method for simulating a stationary Gaussian noise with an arbitrary covariance function, and then we study numerically the impact of time-correlated noise on the time evolution of a (1+1)-dimensional generalized Langevin equation by comparing also to analytical results. Finally, we apply our method to the generalized Langevin equation with an external harmonic and double-well potential.

  5. Nonlinear Dirac Equations

    Directory of Open Access Journals (Sweden)

    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.

  6. Langevin equation with fluctuating diffusivity: A two-state model.

    Science.gov (United States)

    Miyaguchi, Tomoshige; Akimoto, Takuma; Yamamoto, Eiji

    2016-07-01

    Recently, anomalous subdiffusion, aging, and scatter of the diffusion coefficient have been reported in many single-particle-tracking experiments, though the origins of these behaviors are still elusive. Here, as a model to describe such phenomena, we investigate a Langevin equation with diffusivity fluctuating between a fast and a slow state. Namely, the diffusivity follows a dichotomous stochastic process. We assume that the sojourn time distributions of these two states are given by power laws. It is shown that, for a nonequilibrium ensemble, the ensemble-averaged mean-square displacement (MSD) shows transient subdiffusion. In contrast, the time-averaged MSD shows normal diffusion, but an effective diffusion coefficient transiently shows aging behavior. The propagator is non-Gaussian for short time and converges to a Gaussian distribution in a long-time limit; this convergence to Gaussian is extremely slow for some parameter values. For equilibrium ensembles, both ensemble-averaged and time-averaged MSDs show only normal diffusion and thus we cannot detect any traces of the fluctuating diffusivity with these MSDs. Therefore, as an alternative approach to characterizing the fluctuating diffusivity, the relative standard deviation (RSD) of the time-averaged MSD is utilized and it is shown that the RSD exhibits slow relaxation as a signature of the long-time correlation in the fluctuating diffusivity. Furthermore, it is shown that the RSD is related to a non-Gaussian parameter of the propagator. To obtain these theoretical results, we develop a two-state renewal theory as an analytical tool.

  7. Rules of calculus in the path integral representation of white noise Langevin equations: the Onsager-Machlup approach

    Science.gov (United States)

    Cugliandolo, Leticia F.; Lecomte, Vivien

    2017-08-01

    The definition and manipulation of Langevin equations with multiplicative white noise require special care (one has to specify the time discretisation and a stochastic chain rule has to be used to perform changes of variables). While discretisation-scheme transformations and non-linear changes of variable can be safely performed on the Langevin equation, these same transformations lead to inconsistencies in its path-integral representation. We identify their origin and we show how to extend the well-known Ito prescription (dB2 = dt ) in a way that defines a modified stochastic calculus to be used inside the path-integral representation of the process, in its Onsager-Machlup form.

  8. Numerical resolution of the modified Langevin equation using a differential expression: Application to the Jiles magnetostriction law of approach

    Energy Technology Data Exchange (ETDEWEB)

    Viana, A., E-mail: Antoine.Viana@g2elab.grenoble-inp.f [Grenoble Electrical Engineering Lab (CNRS UMR5269), Universite de Grenoble, ENSE3, BP 46, 38402 Saint Martin d' Heres (France); Coulomb, J.-L.; Rouve, L.-L.; Cauffet, G. [Grenoble Electrical Engineering Lab (CNRS UMR5269), Universite de Grenoble, ENSE3, BP 46, 38402 Saint Martin d' Heres (France)

    2010-01-15

    The Langevin equation is classically used to model the anhysteretic magnetization curve. A modified version of this equation has been introduced by Jiles to take into account the effects of magnetostriction on the anhysteretic magnetization behavior when a ferromagnetic material undergoes mechanical stresses. The numerical resolution of the modified Langevin equation is usually performed with a root-finding algorithm. In this paper, a differential form of the modified Langevin equation is proposed, allowing a faster numerical resolution.

  9. Conformally-related Einstein-Langevin equations for metric fluctuations in stochastic gravity

    CERN Document Server

    Satin, Seema; Hu, Bei Lok

    2016-01-01

    For a conformally-coupled scalar field we obtain the conformally-related Einstein-Langevin equations, using appropriate transformations for all the quantities in the equations between two conformally-related spacetimes. In particular, we analyze the transformations of the influence action, the stress energy tensor, the noise kernel and the dissipation kernel. In due course the fluctuation-dissipation relation is also discussed. The analysis in this paper thereby facilitates a general solution to the Einstein-Langevin equation once the solution of the equation in a simpler, conformally-related spacetime is known. For example, from the Minkowski solution of Martin and Verdaguer, those of the Einstein-Langevin equations in conformally-flat spacetimes, especially for spatially-flat Friedmann-Robertson-Walker models, can be readily obtained.

  10. Conformally related Einstein-Langevin equations for metric fluctuations in stochastic gravity

    Science.gov (United States)

    Satin, Seema; Cho, H. T.; Hu, Bei Lok

    2016-09-01

    For a conformally coupled scalar field we obtain the conformally related Einstein-Langevin equations, using appropriate transformations for all the quantities in the equations between two conformally related spacetimes. In particular, we analyze the transformations of the influence action, the stress energy tensor, the noise kernel and the dissipation kernel. In due course the fluctuation-dissipation relation is also discussed. The analysis in this paper thereby facilitates a general solution to the Einstein-Langevin equation once the solution of the equation in a simpler, conformally related spacetime is known. For example, from the Minkowski solution of Martín and Verdaguer, those of the Einstein-Langevin equations in conformally flat spacetimes, especially for spatially flat Friedmann-Robertson-Walker models, can be readily obtained.

  11. Geometric Langevin equations on submanifolds and applications to the stochastic melt-spinning process of nonwovens and biology

    CERN Document Server

    Grothaus, Martin

    2012-01-01

    In this article we develop geometric versions of the classical Langevin equation on regular submanifolds in euclidean space in an easy, natural way and combine them with a bunch of applications. The equations are formulated as Stratonovich stochastic differential equations on manifolds. The first version of the geometric Langevin equation has already been detected before by Leli\\`evre, Rousset and Stoltz with a different derivation. We propose an additional extension of the models, the geometric Langevin equations with velocity of constant absolute value. The latters are seemingly new and provide a galaxy of new, beautiful and powerful mathematical models. Up to the authors best knowledge there are not many mathematical papers available dealing with geometric Langevin processes. We connect the first version of the geometric Langevin equation via proving that its generator coincides with the generalized Langevin operator proposed by Soloveitchik, Jorgensen and Kolokoltsov. All our studies are strongly motivate...

  12. AQUASOL: An efficient solver for the dipolar Poisson–Boltzmann–Langevin equation

    Science.gov (United States)

    Koehl, Patrice; Delarue, Marc

    2010-01-01

    The Poisson–Boltzmann (PB) formalism is among the most popular approaches to modeling the solvation of molecules. It assumes a continuum model for water, leading to a dielectric permittivity that only depends on position in space. In contrast, the dipolar Poisson–Boltzmann–Langevin (DPBL) formalism represents the solvent as a collection of orientable dipoles with nonuniform concentration; this leads to a nonlinear permittivity function that depends both on the position and on the local electric field at that position. The differences in the assumptions underlying these two models lead to significant differences in the equations they generate. The PB equation is a second order, elliptic, nonlinear partial differential equation (PDE). Its response coefficients correspond to the dielectric permittivity and are therefore constant within each subdomain of the system considered (i.e., inside and outside of the molecules considered). While the DPBL equation is also a second order, elliptic, nonlinear PDE, its response coefficients are nonlinear functions of the electrostatic potential. Many solvers have been developed for the PB equation; to our knowledge, none of these can be directly applied to the DPBL equation. The methods they use may adapt to the difference; their implementations however are PBE specific. We adapted the PBE solver originally developed by Holst and Saied [J. Comput. Chem. 16, 337 (1995)] to the problem of solving the DPBL equation. This solver uses a truncated Newton method with a multigrid preconditioner. Numerical evidences suggest that it converges for the DPBL equation and that the convergence is superlinear. It is found however to be slow and greedy in memory requirement for problems commonly encountered in computational biology and computational chemistry. To circumvent these problems, we propose two variants, a quasi-Newton solver based on a simplified, inexact Jacobian and an iterative self-consistent solver that is based directly on

  13. AQUASOL: An efficient solver for the dipolar Poisson-Boltzmann-Langevin equation.

    Science.gov (United States)

    Koehl, Patrice; Delarue, Marc

    2010-02-14

    The Poisson-Boltzmann (PB) formalism is among the most popular approaches to modeling the solvation of molecules. It assumes a continuum model for water, leading to a dielectric permittivity that only depends on position in space. In contrast, the dipolar Poisson-Boltzmann-Langevin (DPBL) formalism represents the solvent as a collection of orientable dipoles with nonuniform concentration; this leads to a nonlinear permittivity function that depends both on the position and on the local electric field at that position. The differences in the assumptions underlying these two models lead to significant differences in the equations they generate. The PB equation is a second order, elliptic, nonlinear partial differential equation (PDE). Its response coefficients correspond to the dielectric permittivity and are therefore constant within each subdomain of the system considered (i.e., inside and outside of the molecules considered). While the DPBL equation is also a second order, elliptic, nonlinear PDE, its response coefficients are nonlinear functions of the electrostatic potential. Many solvers have been developed for the PB equation; to our knowledge, none of these can be directly applied to the DPBL equation. The methods they use may adapt to the difference; their implementations however are PBE specific. We adapted the PBE solver originally developed by Holst and Saied [J. Comput. Chem. 16, 337 (1995)] to the problem of solving the DPBL equation. This solver uses a truncated Newton method with a multigrid preconditioner. Numerical evidences suggest that it converges for the DPBL equation and that the convergence is superlinear. It is found however to be slow and greedy in memory requirement for problems commonly encountered in computational biology and computational chemistry. To circumvent these problems, we propose two variants, a quasi-Newton solver based on a simplified, inexact Jacobian and an iterative self-consistent solver that is based directly on the PBE

  14. Modelling the IDV Emissions of the BL Lac Objects with a Langevin Type Stochastic Differential Equation

    Indian Academy of Sciences (India)

    C. S. Leung; J. Y. Wei; T. Harko; Z. Kovacs

    2011-03-01

    In this paper, we introduce a simplified model for explaining the observations of optical intra-day variability (IDV) of the BL Lac Objects. We assume that the source of the IDV are the stochastic oscillations of an accretion disk around a supermassive black hole. The stochastic fluctuations on the vertical direction of the accretion disk are described by using a Langevin type equation with a damping term and a random, white noise type force. Furthermore, preliminary numerical simulation results are presented, which are based on the numerical analysis of the Langevin stochastic differential equation.

  15. Nonstationary Langevin equation: statistical properties and application to explain effects observed in cardiological time series.

    Science.gov (United States)

    Kirchner, Jens; Meyer, Wolfgang; Elsholz, Markus; Hensel, Bernhard

    2007-08-01

    Using the Langevin equation we develop the model of a stochastic process subject to a given time-dependent regulatory mechanism. The effects of this nonstationarity on the statistical properties of the time series, i.e., on global and conditional probability densities and on the moments of the distribution, are derived. Application of these results on simple model trends allows one to approximate cardiological data and thus to explain effects recently observed in the reconstruction of the deterministic part of the Langevin equation for time series of heart rate.

  16. Fokker-Planck description for a linear delayed Langevin equation with additive Gaussian noise

    Science.gov (United States)

    Giuggioli, Luca; McKetterick, Thomas John; Kenkre, V. M.; Chase, Matthew

    2016-09-01

    We construct an equivalent probability description of linear multi-delay Langevin equations subject to additive Gaussian white noise. By exploiting the time-convolutionless transform and a time variable transformation we are able to write a Fokker-Planck equation (FPE) for the 1-time and for the 2-time probability distributions valid irrespective of the regime of stability of the Langevin equations. We solve exactly the derived FPEs and analyze the aging dynamics by studying analytically the conditional probability distribution. We discuss explicitly why the initially conditioned distribution is not sufficient to describe fully out a non-Markov process as both preparation and observation times have bearing on its dynamics. As our analytic procedure can also be applied to linear Langevin equations with memory kernels, we compare the non-Markov dynamics of a one-delay system with that of a generalized Langevin equation with an exponential as well as a power law memory. Application to a generalization of the Green-Kubo formula is also presented.

  17. Derivation of quantum langevin equation from an explicit molecule-medium treatment in interaction picture.

    Science.gov (United States)

    Datta, Sambhu N

    2005-12-22

    A quantum mechanical form of the Langevin equation is derived from an explicit consideration of the molecule-medium interaction, as advocated by Simons in 1978, and by using two identities in the interaction picture. This can be easily reduced to the classical regime, and further simplified to the macroscopic Langevin equation by considering the stochastic Langevin force autocorrelation function. One of the so-called Einstein relations appears as a byproduct. By following the methodology proposed by Simons, an exact expression for the momentum autocorrelation function is obtained. The latter can be used to calculate the zero-frequency macroscopic diffusion coefficient that is observed to satisfy the second Einstein relation. The formalism described above gives rise to the possibility of explicitly computing the transport characteristics such as friction constant and diffusion coefficient from the corresponding quantum statistical mechanical expressions. A discussion on the Langevin equation becomes complete only when the corresponding Fokker-Planck equation is obtained. Therefore, the probability of the evolution of states with a particular absolute magnitude of linear momentum from those of another momentum eigenvalue is quantum mechanically defined. This probability appears as a special average value of a projection operator and as a special projection operator correlation function. A classical identity is introduced that is shown to be valid also for the quantum mechanically defined probability function. By using this identity, the so-called Fokker-Planck equation for the evolution probability is easily established.

  18. Trajectory approach to the Schrödinger–Langevin equation with linear dissipation for ground states

    Energy Technology Data Exchange (ETDEWEB)

    Chou, Chia-Chun, E-mail: ccchou@mx.nthu.edu.tw

    2015-11-15

    The Schrödinger–Langevin equation with linear dissipation is integrated by propagating an ensemble of Bohmian trajectories for the ground state of quantum systems. Substituting the wave function expressed in terms of the complex action into the Schrödinger–Langevin equation yields the complex quantum Hamilton–Jacobi equation with linear dissipation. We transform this equation into the arbitrary Lagrangian–Eulerian version with the grid velocity matching the flow velocity of the probability fluid. The resulting equation is simultaneously integrated with the trajectory guidance equation. Then, the computational method is applied to the harmonic oscillator, the double well potential, and the ground vibrational state of methyl iodide. The excellent agreement between the computational and the exact results for the ground state energies and wave functions shows that this study provides a synthetic trajectory approach to the ground state of quantum systems.

  19. Perturbative and non-perturbative aspects non-Abelian Boltzmann-Langevin equation

    Energy Technology Data Exchange (ETDEWEB)

    Boedeker, Dietrich. E-mail: bodeker@physik.uni-bielefeld.de

    2002-12-30

    We study the Boltzmann-Langevin equation which describes the dynamics of hot Yang-Mills fields with typical momenta of order of the magnetic screening scale g{sup 2}T. It is transformed into a path integral and Feynman rules are obtained. We find that the leading log Langevin equation can be systematically improved in a well behaved expansion in log(1/g){sup -1}. The result by Arnold and Yaffe that the leading log Langevin equation is still valid at next-to-leading-log order is confirmed. We also confirm their result for the next-to-leading-log damping coefficient, or color conductivity, which is shown to be gauge fixing independent for a certain class of gauges. The frequency scale g{sup 2}T does not contribute to this result, but it does contribute, by power counting, to the transverse gauge field propagator. Going beyond a perturbative expansion we find 1-loop ultraviolet divergences which cannot be removed by renormalizing the parameters in the Boltzmann-Langevin equation.

  20. A Langevin-Type Stochastic Differential Equation on a Space of Generalized Functionals

    Science.gov (United States)

    1988-08-01

    Acknowledgements. The authors wish to thank Professors D. Dawson and L. Gorostiza for valuable discussions of the problems studied in this paper. The second...Convergence of Probability Measures, Wiley. New York-London-Sydney-Toronto, 1968. [2] T. Bojdecki and L.G. Gorostiza : Langevin equation for V’-valued Caussian

  1. A simple model for Brownian motion leading to the Langevin equation

    NARCIS (Netherlands)

    Grooth, de Bart G.

    1999-01-01

    A simple one-dimensional model is presented for the motion of a Brownian particle. It is shown how the collisions between a Brownian particle and its surrounding molecules lead to the Langevin equation, the power spectrum of the stochastic force, and the equipartition of kinetic energy.

  2. Langevin equation with stochastic damping - Possible application to critical binary fluid

    Science.gov (United States)

    Jasnow, D.; Gerjuoy, E.

    1975-01-01

    We solve the familiar Langevin equation with stochastic damping to represent the motion of a Brownian particle in a fluctuating medium. A connection between the damping and the random driving forces is proposed which preserves quite generally the Einstein relation between the diffusion and mobility coefficients. We present an application to the case of a Brownian particle in a critical binary mixture.

  3. Stochastic quantization of topological field theory: generalized Langevin equation with memory kernel

    Energy Technology Data Exchange (ETDEWEB)

    Menezes, G.; Svaiter, N.F. E-mail: gsm@cbpf.br; nfuxsvai@cbpf.br

    2006-04-15

    We use the method of stochastic quantization in a topological field theory defined in an Euclidean space, assuming a Langevin equation with a memory kernel. We show that our procedure for the Abelian Chern-Simons theory converges regardless of the nature of the Chern-Simons coefficient. (author)

  4. Solution of mode coupling in step-index optical fibers by the Fokker-Planck equation and the Langevin equation.

    Science.gov (United States)

    Savović, Svetislav; Djordjevich, Alexandar

    2002-05-20

    The power-flow equation is approximated by the Fokker-Planck equation that is further transformed into a stochastic differential (Langevin) equation, resulting in an efficient method for the estimation of the state of mode coupling along step-index optical fibers caused by their intrinsic perturbation effects. The inherently stochastic nature of these effects is thus fully recognized mathematically. The numerical integration is based on the computer-simulated Langevin force. The solution matches the solution of the power-flow equation reported previously. Conceptually important steps of this work include (i) the expression of the power-flow equation in a form of the diffusion equation that is known to represent the solution of the stochastic differential equation describing processes with random perturbations and (ii) the recognition that mode coupling in multimode optical fibers is caused by random perturbations.

  5. Numerical Integration of the Extended Variable Generalized Langevin Equation with a Positive Prony Representable Memory Kernel

    CERN Document Server

    Baczewski, Andrew D

    2013-01-01

    Generalized Langevin dynamics (GLD) arise in the modeling of a number of systems, ranging from structured fluids that exhibit a viscoelastic mechanical response, to biological systems, and other media that exhibit anomalous diffusive phenomena. Molecular dynamics (MD) simulations that include GLD in conjunction with external and/or pairwise forces require the development of numerical integrators that are efficient, stable, and have known convergence properties. In this article, we derive a family of extended variable integrators for the Generalized Langevin equation (GLE) with a positive Prony series memory kernel. Using stability and error analysis, we identify a superlative choice of parameters and implement the corresponding numerical algorithm in the LAMMPS MD software package. Salient features of the algorithm include exact conservation of the first and second moments of the equilibrium velocity distribution in some important cases, stable behavior in the limit of conventional Langevin dynamics, and the ...

  6. Gaussian approximations for stochastic systems with delay: chemical Langevin equation and application to a Brusselator system.

    Science.gov (United States)

    Brett, Tobias; Galla, Tobias

    2014-03-28

    We present a heuristic derivation of Gaussian approximations for stochastic chemical reaction systems with distributed delay. In particular, we derive the corresponding chemical Langevin equation. Due to the non-Markovian character of the underlying dynamics, these equations are integro-differential equations, and the noise in the Gaussian approximation is coloured. Following on from the chemical Langevin equation, a further reduction leads to the linear-noise approximation. We apply the formalism to a delay variant of the celebrated Brusselator model, and show how it can be used to characterise noise-driven quasi-cycles, as well as noise-triggered spiking. We find surprisingly intricate dependence of the typical frequency of quasi-cycles on the delay period.

  7. Brownian localization: A generalized coupling model yielding a nonergodic Langevin equation description

    Institute of Scientific and Technical Information of China (English)

    Liu Jian; Wang Hai-Yan; Bao Jing-Dong

    2013-01-01

    A minimal system-plus-reservoir model yielding a nonergodic Langevin equation is proposed,which originates from the cubic-spectral density of environmental oscillators and momentum-dependent coupling.This model allows ballistic diffusion and classical localization simultaneously,in which the fluctuation-dissipation relation is still satisfied but the Khinchin theorem is broken.The asymptotical equilibrium for a nonergodic system requires the initial thermal equilibrium,however,when the system starts from nonthermal conditions,it does not approach the equilibration even though a nonlinear potential is used to bound the particle,this can be confirmed by the zeroth law of thermodynamics.In the dynamics of Brownian localization,due to the memory damping function inducing a constant term,our results show that the stationary distribution of the system depends on its initial preparation of coordinate rather than momentum.The coupled oscillator chain with a fixed end boundary acts as a heat bath,which has long been used in studies of collinear atom/solid-surface scattering and lattice vibration,we investigate this problem from the viewpoint of nonergodicity.

  8. 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

  9. From Chemical Langevin Equations to Fokker-Planck Equation: Application of Hodge Decomposition and Klein-Kramers Equation

    Institute of Scientific and Technical Information of China (English)

    MU Wei-Hua; OU-YANG Zhong-Can; Li Xiao-Qing

    2011-01-01

    The stochastic systems without detailed balance are common in various chemical reaction systems, such as metabolic network systems. In studies of these systems, the concept of potential landscape is useful. However, what are the sufficient and necessary conditions of the existence of the potential function is still an open problem. Use Hodge decomposition theorem in differential form theory, we focus on the general chemical Langevin equations, which reflect complex chemical reaction systems. We analysis the conditions for the existence of potential landscape of the systems.By mapping the stochastic differential equations to a Hamiltonian mechanical system, we obtain the Fokker-Planck equation of the chemical reaction systems. The obtained Fokker-Planck equation can be used in further studies of other steady properties of complex chemical reaction systems, such as their steady state entropies.

  10. Asymptotics for dissipative nonlinear equations

    CERN Document Server

    Hayashi, Nakao; Kaikina, Elena I; Shishmarev, Ilya A

    2006-01-01

    Many of problems of the natural sciences lead to nonlinear partial differential equations. However, only a few of them have succeeded in being solved explicitly. Therefore different methods of qualitative analysis such as the asymptotic methods play a very important role. This is the first book in the world literature giving a systematic development of a general asymptotic theory for nonlinear partial differential equations with dissipation. Many typical well-known equations are considered as examples, such as: nonlinear heat equation, KdVB equation, nonlinear damped wave equation, Landau-Ginzburg equation, Sobolev type equations, systems of equations of Boussinesq, Navier-Stokes and others.

  11. Dynamic arrest within the self-consistent generalized Langevin equation of colloid dynamics.

    Science.gov (United States)

    Yeomans-Reyna, L; Chávez-Rojo, M A; Ramírez-González, P E; Juárez-Maldonado, R; Chávez-Páez, M; Medina-Noyola, M

    2007-10-01

    This paper presents a recently developed theory of colloid dynamics as an alternative approach to the description of phenomena of dynamic arrest in monodisperse colloidal systems. Such theory, referred to as the self-consistent generalized Langevin equation (SCGLE) theory, was devised to describe the tracer and collective diffusion properties of colloidal dispersions in the short- and intermediate-time regimes. Its self-consistent character, however, introduces a nonlinear dynamic feedback, leading to the prediction of dynamic arrest in these systems, similar to that exhibited by the well-established mode coupling theory of the ideal glass transition. The full numerical solution of this self-consistent theory provides in principle a route to the location of the fluid-glass transition in the space of macroscopic parameters of the system, given the interparticle forces (i.e., a nonequilibrium analog of the statistical-thermodynamic prediction of an equilibrium phase diagram). In this paper we focus on the derivation from the same self-consistent theory of the more straightforward route to the location of the fluid-glass transition boundary, consisting of the equation for the nonergodic parameters, whose nonzero values are the signature of the glass state. This allows us to decide if a system, at given macroscopic conditions, is in an ergodic or in a dynamically arrested state, given the microscopic interactions, which enter only through the static structure factor. We present a selection of results that illustrate the concrete application of our theory to model colloidal systems. This involves the comparison of the predictions of our theory with available experimental data for the nonergodic parameters of model dispersions with hard-sphere and with screened Coulomb interactions.

  12. Approximate method for stochastic chemical kinetics with two-time scales by chemical Langevin equations

    Science.gov (United States)

    Wu, Fuke; Tian, Tianhai; Rawlings, James B.; Yin, George

    2016-05-01

    The frequently used reduction technique is based on the chemical master equation for stochastic chemical kinetics with two-time scales, which yields the modified stochastic simulation algorithm (SSA). For the chemical reaction processes involving a large number of molecular species and reactions, the collection of slow reactions may still include a large number of molecular species and reactions. Consequently, the SSA is still computationally expensive. Because the chemical Langevin equations (CLEs) can effectively work for a large number of molecular species and reactions, this paper develops a reduction method based on the CLE by the stochastic averaging principle developed in the work of Khasminskii and Yin [SIAM J. Appl. Math. 56, 1766-1793 (1996); ibid. 56, 1794-1819 (1996)] to average out the fast-reacting variables. This reduction method leads to a limit averaging system, which is an approximation of the slow reactions. Because in the stochastic chemical kinetics, the CLE is seen as the approximation of the SSA, the limit averaging system can be treated as the approximation of the slow reactions. As an application, we examine the reduction of computation complexity for the gene regulatory networks with two-time scales driven by intrinsic noise. For linear and nonlinear protein production functions, the simulations show that the sample average (expectation) of the limit averaging system is close to that of the slow-reaction process based on the SSA. It demonstrates that the limit averaging system is an efficient approximation of the slow-reaction process in the sense of the weak convergence.

  13. Variable time-stepping in the pathwise numerical solution of the chemical Langevin equation.

    Science.gov (United States)

    Ilie, Silvana

    2012-12-21

    Stochastic modeling is essential for an accurate description of the biochemical network dynamics at the level of a single cell. Biochemically reacting systems often evolve on multiple time-scales, thus their stochastic mathematical models manifest stiffness. Stochastic models which, in addition, are stiff and computationally very challenging, therefore the need for developing effective and accurate numerical methods for approximating their solution. An important stochastic model of well-stirred biochemical systems is the chemical Langevin Equation. The chemical Langevin equation is a system of stochastic differential equation with multidimensional non-commutative noise. This model is valid in the regime of large molecular populations, far from the thermodynamic limit. In this paper, we propose a variable time-stepping strategy for the numerical solution of a general chemical Langevin equation, which applies for any level of randomness in the system. Our variable stepsize method allows arbitrary values of the time-step. Numerical results on several models arising in applications show significant improvement in accuracy and efficiency of the proposed adaptive scheme over the existing methods, the strategies based on halving/doubling of the stepsize and the fixed step-size ones.

  14. Fractional Brownian motion and motion governed by the fractional Langevin equation in confined geometries.

    Science.gov (United States)

    Jeon, Jae-Hyung; Metzler, Ralf

    2010-02-01

    Motivated by subdiffusive motion of biomolecules observed in living cells, we study the stochastic properties of a non-Brownian particle whose motion is governed by either fractional Brownian motion or the fractional Langevin equation and restricted to a finite domain. We investigate by analytic calculations and simulations how time-averaged observables (e.g., the time-averaged mean-squared displacement and displacement correlation) are affected by spatial confinement and dimensionality. In particular, we study the degree of weak ergodicity breaking and scatter between different single trajectories for this confined motion in the subdiffusive domain. The general trend is that deviations from ergodicity are decreased with decreasing size of the movement volume and with increasing dimensionality. We define the displacement correlation function and find that this quantity shows distinct features for fractional Brownian motion, fractional Langevin equation, and continuous time subdiffusion, such that it appears an efficient measure to distinguish these different processes based on single-particle trajectory data.

  15. General Laser Intensity Langevin Equation in a Single-Mode Laser Model

    Institute of Scientific and Technical Information of China (English)

    KE Sheng-Zhi; CAO Li; WU Da-Jin; YAO Kai-Lun

    2001-01-01

    A two-dimensional single-mode laser model is investigated, with cross-correlations between the real and imaginary parts of the quantum noise as well as the pump noise. The general closed form of the laser intensity Langevin equation (GILE) is obtained under a stable locked phase resulting from the cross-correlation λq between the real and imaginary parts of the quantum noise. Because of the presence of a new term containing λq, we can unify the two opposite intensity Langevin equations which correspond to the two special cases for |λq| → 0 and |λq| → 1 in the GILE. It is expected that the transient and stationary properties of the laser model can be changed qualitatively when λq varies.

  16. Generalized Langevin equation with colored noise description of the stochastic oscillations of accretion disks

    CERN Document Server

    Harko, Tiberiu; Mocanu, Gabriela

    2014-01-01

    We consider a description of the stochastic oscillations of the general relativistic accretion disks around compact astrophysical objects interacting with their external medium based on a generalized Langevin equation with colored noise, which accounts for the general memory and retarded effects of the frictional force, and on the fluctuation-dissipation theorem. The presence of the memory effects influences the response of the disk to external random interactions, and modifies the dynamical behavior of the disk, as well as the energy dissipation processes. The generalized Langevin equation of the motion of the disk in the vertical direction is studied numerically, and the vertical displacements, velocities and luminosities of the stochastically perturbed disks are explicitly obtained for both the Schwarzschild and the Kerr cases. The Power Spectral Distribution (PSD) of the disk luminosity is also obtained. As a possible astrophysical application of the formalism we investigate the possibility that the Intra...

  17. Anomalous diffusion: Exact solution of the generalized Langevin equation for harmonically bounded particle

    Science.gov (United States)

    Viñales, A. D.; Despósito, M. A.

    2006-01-01

    We study the effect of a disordered or fractal environment in the irreversible dynamics of a harmonic oscillator. Starting from a generalized Langevin equation and using Laplace analysis, we derive exact expressions for the mean values, variances, and velocity autocorrelation function of the particle in terms of generalized Mittag-Leffler functions. The long-time behaviors of these quantities are obtained and the presence of a whip-back effect is analyzed.

  18. Entropy production in non-equilibrium systems described by the generalized Langevin equation

    Science.gov (United States)

    Sevilla, Francisco J.; Piña-Perez, Omar

    2014-03-01

    The generalized Langevin equation for a charged particle under the influence of time-dependent external fields, is employed to study the effects of non-Markovian dissipative terms in the entropy production of non-equilibrium states exhibiting non-zero mass flux. We present results for the case in which the fluctuation-dissipation relation holds. FJS and OPP acknowledge financial support from PAPIIT-IN113114 and PAEP-UNAM respectively.

  19. Non-linear Langevin model for the early-stage dynamics of electrospinning jets

    CERN Document Server

    Lauricella, Marco; Pisignano, Dario; Succi, Sauro

    2015-01-01

    We present a non-linear Langevin model to investigate the early-stage dynamics of electrified polymer jets in electrospinning experiments. In particular, we study the effects of air drag force on the uniaxial elongation of the charged jet, right after ejection from the nozzle. Numerical simulations show that the elongation of the jet filament close to the injection point is significantly affected by the non-linear drag exerted by the surrounding air. These result provide useful insights for the optimal design of current and future electrospinning experiments.

  20. Approximate quantum trajectory approach to the Schrödinger-Langevin equation for barrier transmission

    Science.gov (United States)

    Chou, Chia-Chun

    2017-02-01

    The Schrödinger-Langevin equation is approximately solved by propagating individual quantum trajectories for barrier transmission problems. Equations of motion are derived through use of the derivative propagation method, which leads to a hierarchy of coupled differential equations for the amplitude of the wave function and the spatial derivatives of the complex action along each trajectory. Computational results are presented for a one-dimensional Eckart barrier and a two-dimensional system involving either a thick or thin Eckart barrier along the reaction coordinate coupled to a harmonic oscillator. Frictional effects on the trajectory, the transmitted wave packet, and the transmission probability are analyzed.

  1. Foundation of fractional Langevin equation: harmonization of a many-body problem.

    Science.gov (United States)

    Lizana, Ludvig; Ambjörnsson, Tobias; Taloni, Alessandro; Barkai, Eli; Lomholt, Michael A

    2010-05-01

    In this study we derive a single-particle equation of motion, from first principles, starting out with a microscopic description of a tracer particle in a one-dimensional many-particle system with a general two-body interaction potential. Using a harmonization technique, we show that the resulting dynamical equation belongs to the class of fractional Langevin equations, a stochastic framework which has been proposed in a large body of works as a means of describing anomalous dynamics. Our work sheds light on the fundamental assumptions of these phenomenological models and a relation derived by Kollmann.

  2. A Langevin equation approach to electron transfer reactions in the diabatic basis.

    Science.gov (United States)

    Song, XiaoGeng; Wang, Haobin; Van Voorhis, Troy

    2008-10-14

    A linear Langevin equation that governs the population dynamics of electron transfer reactions is derived. The noise in the Langevin equation is eliminated by treating the diabatic population fluctuations as the relevant variables, leaving only the memory kernel responsible for the population relaxation. Within the memory kernel, the diabatic coupling is treated perturbatively and a second order expansion is found to give a simple closed form expression for the kernel. The accuracy of the second order truncation is maximized by performing a fixed rotation of the diabatic electronic states that minimizes the first order free energy of the system and thus minimizes the effect of the perturbation on the thermodynamics. The resulting two-hop Langevin equation (THLE) is then validated by applying it to a simple spin-boson model, where exact results exist. Excellent agreement is found in a wide parameter range, even where the perturbation is moderately strong. Results obtained in the rotated electronic basis are found to be consistently more accurate than those from the unrotated basis. These benchmark calculations also allow us to demonstrate the advantage of treating the population fluctuations instead of the populations as the relevant variables, as only the former lead to reliable results at long time. Thus, the THLE appears to provide a viable alternative to established methods--such as Ehrenfest dynamics or surface hopping--for the treatment of nonadiabatic effects in electron transfer simulations.

  3. Stochastic nonlinear differential equation generating 1/f noise.

    Science.gov (United States)

    Kaulakys, B; Ruseckas, J

    2004-08-01

    Starting from the simple point process model of 1/f noise, we derive a stochastic nonlinear differential equation for the signal exhibiting 1/f noise, in any desirably wide range of frequency. A stochastic differential equation (the general Langevin equation with a multiplicative noise) that gives 1/f noise is derived. The solution of the equation exhibits the power-law distribution. The process with 1/f noise is demonstrated by the numerical solution of the derived equation with the appropriate restriction of the diffusion of the signal in some finite interval.

  4. A path-integral Langevin equation treatment of low-temperature doped helium clusters.

    Science.gov (United States)

    Ing, Christopher; Hinsen, Konrad; Yang, Jing; Zeng, Toby; Li, Hui; Roy, Pierre-Nicholas

    2012-06-14

    We present an implementation of path integral molecular dynamics for sampling low temperature properties of doped helium clusters using Langevin dynamics. The robustness of the path integral Langevin equation and white-noise Langevin equation [M. Ceriotti, M. Parrinello, T. E. Markland, and D. E. Manolopoulos, J. Chem. Phys. 133, 124104 (2010)] sampling methods are considered for those weakly bound systems with comparison to path integral Monte Carlo (PIMC) in terms of efficiency and accuracy. Using these techniques, convergence studies are performed to confirm the systematic error reduction introduced by increasing the number of discretization steps of the path integral. We comment on the structural and energetic evolution of He(N)-CO(2) clusters from N = 1 to 20. To quantify the importance of both rotations and exchange in our simulations, we present a chemical potential and calculated band origin shifts as a function of cluster size utilizing PIMC sampling that includes these effects. This work also serves to showcase the implementation of path integral simulation techniques within the molecular modelling toolkit [K. Hinsen, J. Comp. Chem. 21, 79 (2000)], an open-source molecular simulation package.

  5. Study of dissipative dynamics in fission of hot nuclei using Langevin equation

    CERN Document Server

    Chaudhuri, G

    2004-01-01

    The fission of highly excited compound nuclei formed in heavy ion induced fusion reactions has emerged as a topic of considerable interest in the recent years. Dissipative dynamical models based on the Langevin equation were developed and were applied successfully for fission dynamics of highly excited heavy nuclei. However, Wall Friction(WF), the standard version of nuclear friction when incorporated in the Langevin dynamical model was not able to reproduce simultaneously experimental data for both prescission neutron multiplicity and fission probability. Consequently, an empirical reduction in the strength of the wall friction was found necessary to reproduce the experimental numbers by many workers. Interestingly, a modification of the wall friction was proposed recently where the reduction was achieved microscopically. This modified version is known as the chaos weighted wall friction(CWWF) which takes into account non-integrability of single particle motion. The work in my thesis aims at using this stron...

  6. Fast Ice Detection for Wind Turbine Blades via the Langevin Equation

    Science.gov (United States)

    Fang, Haijun; Wang, Linpeng

    2016-09-01

    In this paper, a software-based algorithm for fast detection of ice on wind turbine blades is developed. The Langevin equation is used to create an entire or partial power curve with the high frequency data of wind speed and electrical power. Such a power curve is called the Langevin Power Curve (LPC). The LPC is obtained periodically. The period can be adjusted to be from 1 minute to 1 hour. For our application, the period is set to 5 minutes to allow enough data to generate an entire or partial LPC and then ice may be detected within a short period of time. The obtained LPC is compared to a reference power curve and then an ice index is calculated given that the condition for ice accretion is met. If the ice index is much higher or lower than 1, it may be concluded that there is ice on the anemometer or the blades of a wind turbine.

  7. The Schr\\"odinger-Langevin equation with and without thermal fluctuations

    CERN Document Server

    Katz, Roland

    2015-01-01

    The Schr\\"odinger-Langevin (SL) equation is considered as an effective open quantum system formalism suitable for phenomenological applications. We focus on two open issues relative to its solutions. We first show that the Madelung/polar transformation of the wavefunction leads to a nonzero friction for the excited states of the quantum subsystem. We then study analytically and numerically the SL equation ability to bring a quantum subsystem to the thermal equilibrium of statistical mechanics. To do so, concepts about statistical mixed states, quantum noises and their production are discussed and a detailed analysis is carried with two kinds of noise and potential.

  8. Anomalous diffusion in nonhomogeneous media: time-subordinated Langevin equation approach.

    Science.gov (United States)

    Srokowski, Tomasz

    2014-03-01

    Diffusion in nonhomogeneous media is described by a dynamical process driven by a general Lévy noise and subordinated to a random time; the subordinator depends on the position. This problem is approximated by a multiplicative process subordinated to a random time: it separately takes into account effects related to the medium structure and the memory. Density distributions and moments are derived from the solutions of the corresponding Langevin equation and compared with the numerical calculations for the exact problem. Both subdiffusion and enhanced diffusion are predicted. Distribution of the process satisfies the fractional Fokker-Planck equation.

  9. Implicit numerical schemes for the stochastic Liouville equation in Langevin form.

    Science.gov (United States)

    Håkansson, Pär; Nair, Prasanth B

    2011-05-28

    We present and numerically test implicit as well as explicit numerical schemes for solving the Stochastic Liouville Equation in Langevin form. It is found that implicit schemes provide significant gain in robustness, for example, when nonsecular Hamiltonian terms cannot be ignored in electron and nuclear spin resonance. Implicit schemes open up several spectroscopic relaxation problems for direct interpretation using the Stochastic Liouville Equation. To illustrate the proposed numerical schemes, studies are presented for an electron paramagnetic resonance problem involving a coordinated copper complex and a fluorescence problem.

  10. Langevin equation with colored noise for constant-temperature molecular dynamics simulations.

    Science.gov (United States)

    Ceriotti, Michele; Bussi, Giovanni; Parrinello, Michele

    2009-01-16

    We discuss the use of a Langevin equation with a colored (correlated) noise to perform constant-temperature molecular dynamics. Since the equations of motion are linear in nature, it is easy to predict the response of a Hamiltonian system to such a thermostat and to tune at will the relaxation time of modes of different frequency. This allows one to optimize the time needed for equilibration and to generate independent configurations. We show how this frequency-dependent response can be exploited to control the temperature of Car-Parrinello-like dynamics without affecting the adiabatic separation of the electronic degrees of freedom from the vibrations of the ions.

  11. Stochastic processes with distributed delays: chemical Langevin equation and linear-noise approximation.

    Science.gov (United States)

    Brett, Tobias; Galla, Tobias

    2013-06-21

    We develop a systematic approach to the linear-noise approximation for stochastic reaction systems with distributed delays. Unlike most existing work our formalism does not rely on a master equation; instead it is based upon a dynamical generating functional describing the probability measure over all possible paths of the dynamics. We derive general expressions for the chemical Langevin equation for a broad class of non-Markovian systems with distributed delay. Exemplars of a model of gene regulation with delayed autoinhibition and a model of epidemic spread with delayed recovery provide evidence of the applicability of our results.

  12. Langevin equation with multiplicative white noise: Transformation of diffusion processes into the Wiener process in different prescriptions

    Energy Technology Data Exchange (ETDEWEB)

    Kwok, Sau Fa, E-mail: kwok@dfi.uem.br

    2012-08-15

    A Langevin equation with multiplicative white noise and its corresponding Fokker-Planck equation are considered in this work. From the Fokker-Planck equation a transformation into the Wiener process is provided for different orders of prescription in discretization rule for the stochastic integrals. A few applications are also discussed. - Highlights: Black-Right-Pointing-Pointer Fokker-Planck equation corresponding to the Langevin equation with mul- tiplicative white noise is presented. Black-Right-Pointing-Pointer Transformation of diffusion processes into the Wiener process in different prescriptions is provided. Black-Right-Pointing-Pointer The prescription parameter is associated with the growth rate for a Gompertz-type model.

  13. Laws of large numbers and langevin approximations for stochastic neural field equations.

    Science.gov (United States)

    Riedler, Martin G; Buckwar, Evelyn

    2013-01-23

    In this study, we consider limit theorems for microscopic stochastic models of neural fields. We show that the Wilson-Cowan equation can be obtained as the limit in uniform convergence on compacts in probability for a sequence of microscopic models when the number of neuron populations distributed in space and the number of neurons per population tend to infinity. This result also allows to obtain limits for qualitatively different stochastic convergence concepts, e.g., convergence in the mean. Further, we present a central limit theorem for the martingale part of the microscopic models which, suitably re-scaled, converges to a centred Gaussian process with independent increments. These two results provide the basis for presenting the neural field Langevin equation, a stochastic differential equation taking values in a Hilbert space, which is the infinite-dimensional analogue of the chemical Langevin equation in the present setting. On a technical level, we apply recently developed law of large numbers and central limit theorems for piecewise deterministic processes taking values in Hilbert spaces to a master equation formulation of stochastic neuronal network models. These theorems are valid for processes taking values in Hilbert spaces, and by this are able to incorporate spatial structures of the underlying model.Mathematics Subject Classification (2000): 60F05, 60J25, 60J75, 92C20.

  14. Numerical integration of the extended variable generalized Langevin equation with a positive Prony representable memory kernel.

    Science.gov (United States)

    Baczewski, Andrew D; Bond, Stephen D

    2013-07-28

    Generalized Langevin dynamics (GLD) arise in the modeling of a number of systems, ranging from structured fluids that exhibit a viscoelastic mechanical response, to biological systems, and other media that exhibit anomalous diffusive phenomena. Molecular dynamics (MD) simulations that include GLD in conjunction with external and/or pairwise forces require the development of numerical integrators that are efficient, stable, and have known convergence properties. In this article, we derive a family of extended variable integrators for the Generalized Langevin equation with a positive Prony series memory kernel. Using stability and error analysis, we identify a superlative choice of parameters and implement the corresponding numerical algorithm in the LAMMPS MD software package. Salient features of the algorithm include exact conservation of the first and second moments of the equilibrium velocity distribution in some important cases, stable behavior in the limit of conventional Langevin dynamics, and the use of a convolution-free formalism that obviates the need for explicit storage of the time history of particle velocities. Capability is demonstrated with respect to accuracy in numerous canonical examples, stability in certain limits, and an exemplary application in which the effect of a harmonic confining potential is mapped onto a memory kernel.

  15. Numerical integration of the extended variable generalized Langevin equation with a positive Prony representable memory kernel

    Science.gov (United States)

    Baczewski, Andrew D.; Bond, Stephen D.

    2013-07-01

    Generalized Langevin dynamics (GLD) arise in the modeling of a number of systems, ranging from structured fluids that exhibit a viscoelastic mechanical response, to biological systems, and other media that exhibit anomalous diffusive phenomena. Molecular dynamics (MD) simulations that include GLD in conjunction with external and/or pairwise forces require the development of numerical integrators that are efficient, stable, and have known convergence properties. In this article, we derive a family of extended variable integrators for the Generalized Langevin equation with a positive Prony series memory kernel. Using stability and error analysis, we identify a superlative choice of parameters and implement the corresponding numerical algorithm in the LAMMPS MD software package. Salient features of the algorithm include exact conservation of the first and second moments of the equilibrium velocity distribution in some important cases, stable behavior in the limit of conventional Langevin dynamics, and the use of a convolution-free formalism that obviates the need for explicit storage of the time history of particle velocities. Capability is demonstrated with respect to accuracy in numerous canonical examples, stability in certain limits, and an exemplary application in which the effect of a harmonic confining potential is mapped onto a memory kernel.

  16. Introducing a Classical Einstein-Langevin Equation: Proposing a theory for Classical Stochastic Gravity

    CERN Document Server

    Satin, Seema

    2015-01-01

    We attempt to introduce an new approach towards study of certain interesting issues in classical gravity. This can be done for few confined, but interesting and meaningful physical situations, which can be modeled by a classical stochastic Einstein equation. The Einstein equation can be looked upon as an equation of motion, while introducing to it a classical stochastic source or classical fluctuations as driving source. This is analogous to the Langevin equation formalism, in Brownian motion studies. A justification for the validity of such an ansatz for classical gravity is given. The regime of validity of such an approach and the consequences and possible outcomes of this formulation are discussed. We also mention, further relevant directions and applications of the same,that act as motivation towards the new proposal. This field of study can be seen to emerge out of well established ideas and results in Brownian motion theory as well as the Stochastic Semiclassical Gravity (which is already an active area...

  17. Generalized Langevin equation description of the stochastic oscillations of general relativistic disks

    CERN Document Server

    Leung, Chun Sing; Harko, Tiberiu

    2013-01-01

    We consider a description of the stochastic oscillations of the general relativistic accretion disks around compact astrophysical objects based on the generalized Langevin equation, which accounts for the general retarded effects of the frictional force, and on the fluctuation-dissipation theorems. The vertical displacements, velocities and luminosities of the stochastically perturbed disks are explicitly obtained for both the Schwarzschild and the Kerr cases. The Power Spectral Distribution of the luminosity it is also obtained, and it is shown that it has non-standard values. The theoretical predictions of the model are compared with the observational data for the luminosity time variation of the BL Lac S5 0716+714 object.

  18. Generalized Langevin Equation Description of Stochastic Oscillations of General Relativistic Disks

    Indian Academy of Sciences (India)

    Chun Sing Leung; Gabriela Mocanu; Tiberiu Harko

    2014-09-01

    We consider a description of the stochastic oscillations of the general relativistic accretion disks around compact astrophysical objects based on the generalized Langevin equation, which accounts for the general retarded effects of the frictional force, and on the fluctuation–dissipation theorems. The vertical displacements, velocities and luminosities of the stochastically perturbed disks are explicitly obtained for both the Schwarzschild and Kerr cases. The power spectral distribution of the luminosity is also obtained, and it is shown that it has non-standard values. The theoretical predictions of the model are compared with the observational data for the luminosity time variation of the BL Lac S5 0716+714 object.

  19. Stochastic Oscillations of General Relativistic Disks Described by a Fractional Langevin Equation with Fractional Gaussian Noise

    Indian Academy of Sciences (India)

    Wang Zhi-Yun; Chen Pei-Jie

    2016-06-01

    A generalized Langevin equation driven by fractional Brownian motion is used to describe the vertical oscillations of general relativistic disks. By means of numerical calculation method, the displacements, velocities and luminosities of oscillating disks are explicitly obtained for different Hurst exponent $H$. The results show that as $H$ increases, the energies and luminosities of oscillating disk are enhanced, and the spectral slope at high frequencies of the power spectrum density of disk luminosity is also increased. This could explain the observational features related to the Intra Day Variability of the BL Lac objects.

  20. Collective behavior of globally coupled Langevin equations with colored noise in the presence of stochastic resonance

    Science.gov (United States)

    Yang, Bo; Zhang, Xiao; Zhang, Lu; Luo, Mao-Kang

    2016-08-01

    The long-time collective behavior of globally coupled Langevin equations in a dichotomous fluctuating potential driven by a periodic source is investigated. By describing the collective behavior using the moments of the mean field and single-particle displacements, we study stochastic resonance and synchronization using the exact steady-state solutions and related stability criteria. Based on the simulation results and the criterion of the stationary regime, the notable differences between the stationary and nonstationary regimes are demonstrated. For the stationary regime, stochastic resonance with synchronization is discussed, and for the nonstationary regime, the volatility clustering phenomenon is observed.

  1. The origin of the Langevin equation and the calculation of the mean squared displacement: Let's set the record straight

    CERN Document Server

    Naqvi, K R

    2005-01-01

    Ornstein and his coauthors, who constructed a dynamical theory of Brownian motion, taking the equation $mdv/dt =-\\zeta v+X$ as their starting point, usually named the equation after Einstein alone or after both Einstein and Langevin; furthermore, Ornstein, who was the first to extract from this equation the correct expression for $\\bar{\\Delta^2}$, the mean-squared distance covered by a Brownian particle, credited de Haas-Lorentz, rather than Langevin, for finding the stationary limit of $\\bar{\\Delta^2}$. A glance at Einstein's 1907 paper, titled ``Theoretical remarks on Brownian motion'', should suffice to convince one that it is not unfair to attribute the {\\it conception} of the above equation, now universally known as the Langevin equation, to Einstein. Langevin's avowed aim in his 1908 article was to recover, through a route that was `infinitely more simple', Einstein's 1905 expression for the diffusion coefficient, but a careful reading of Langevin's paper shows that--depending on how one interprets his ...

  2. Solving Nonlinear Wave Equations by Elliptic Equation

    Institute of Scientific and Technical Information of China (English)

    FU Zun-Tao; LIU Shi-Da; LIU Shi-Kuo

    2003-01-01

    The elliptic equation is taken as a transformation and applied to solve nonlinear wave equations. It is shown that this method is more powerful to give more kinds of solutions, such as rational solutions, solitary wave solutions,periodic wave solutions and so on, so it can be taken as a generalized method.

  3. On the Generalized Langevin Equation for a Rouse Bead in a Nonequilibrium Bath

    Science.gov (United States)

    Vandebroek, Hans; Vanderzande, Carlo

    2017-04-01

    We present the reduced dynamics of a bead in a Rouse chain which is submerged in a bath containing a driving agent that renders it out-of-equilibrium. We first review the generalized Langevin equation of the middle bead in an equilibrated bath. Thereafter, we introduce two driving forces. Firstly, we add a constant force that is applied to the first bead of the chain. We investigate how the generalized Langevin equation changes due to this perturbation for which the system evolves towards a steady state after some time. Secondly, we consider the case of stochastic active forces which will drive the system to a nonequilibrium state. Including these active forces results in an extra contribution to the second fluctuation-dissipation relation. The form of this active contribution is analysed for the specific case of Gaussian, exponentially correlated active forces. We also discuss the resulting rich dynamics of the middle bead in which various regimes of normal diffusion, subdiffusion and superdiffusion can be present.

  4. Effects of microscopic transport coefficients on fission observables calculated by the Langevin equation

    Science.gov (United States)

    Usang, M. D.; Ivanyuk, F. A.; Ishizuka, C.; Chiba, S.

    2016-10-01

    Nuclear fission is treated by using the Langevin dynamical description with macroscopic and microscopic transport coefficients (mass and friction tensors), and it is elucidated how the microscopic (shell and pairing) effects in the transport coefficients, especially their dependence on temperature, affects various fission observables. We found that the microscopic transport coefficients, calculated by linear response theory, change drastically as a function of temperature: in general, the friction increases with growing temperature while the mass tensor decreases. This temperature dependence brings a noticeable change in the mass distribution and kinetic energies of fission fragments from nuclei around 236U at an excitation energy of 20 MeV. The prescission kinetic energy decreases from 25 MeV at low temperature to about 2.5 MeV at high temperature. In contrast, the Coulomb kinetic energy increases as the temperature increases. Interpolating the microscopic transport coefficients among the various temperatures enabled our Langevin equation to use the microscopic transport coefficients at a deformation-dependent local temperature of the dynamical evolution. This allowed us to compare directly the fission observables of both macroscopic and microscopic calculations, and we found almost identical results under the conditions considered in this work.

  5. Fast stochastic simulation of biochemical reaction systems by alternative formulations of the chemical Langevin equation.

    Science.gov (United States)

    Mélykúti, Bence; Burrage, Kevin; Zygalakis, Konstantinos C

    2010-04-28

    The Chemical Langevin Equation (CLE), which is a stochastic differential equation driven by a multidimensional Wiener process, acts as a bridge between the discrete stochastic simulation algorithm and the deterministic reaction rate equation when simulating (bio)chemical kinetics. The CLE model is valid in the regime where molecular populations are abundant enough to assume their concentrations change continuously, but stochastic fluctuations still play a major role. The contribution of this work is that we observe and explore that the CLE is not a single equation, but a parametric family of equations, all of which give the same finite-dimensional distribution of the variables. On the theoretical side, we prove that as many Wiener processes are sufficient to formulate the CLE as there are independent variables in the equation, which is just the rank of the stoichiometric matrix. On the practical side, we show that in the case where there are m(1) pairs of reversible reactions and m(2) irreversible reactions there is another, simple formulation of the CLE with only m(1) + m(2) Wiener processes, whereas the standard approach uses 2(m(1) + m(2)). We demonstrate that there are considerable computational savings when using this latter formulation. Such transformations of the CLE do not cause a loss of accuracy and are therefore distinct from model reduction techniques. We illustrate our findings by considering alternative formulations of the CLE for a human ether a-go-go related gene ion channel model and the Goldbeter-Koshland switch.

  6. Dynamic pathways to mediate reactions buried in thermal fluctuations. I. Time-dependent normal form theory for multidimensional Langevin equation.

    Science.gov (United States)

    Kawai, Shinnosuke; Komatsuzaki, Tamiki

    2009-12-14

    We present a novel theory which enables us to explore the mechanism of reaction selectivity and robust functions in complex systems persisting under thermal fluctuation. The theory constructs a nonlinear coordinate transformation so that the equation of motion for the new reaction coordinate is independent of the other nonreactive coordinates in the presence of thermal fluctuation. In this article we suppose that reacting systems subject to thermal noise are described by a multidimensional Langevin equation without a priori assumption for the form of potential. The reaction coordinate is composed not only of all the coordinates and velocities associated with the system (solute) but also of the random force exerted by the environment (solvent) with friction constants. The sign of the reaction coordinate at any instantaneous moment in the region of a saddle determines the fate of the reaction, i.e., whether the reaction will proceed through to the products or go back to the reactants. By assuming the statistical properties of the random force, one can know a priori a well-defined boundary of the reaction which separates the full position-velocity space in the saddle region into mainly reactive and mainly nonreactive regions even under thermal fluctuation. The analytical expression of the reaction coordinate provides the firm foundation on the mechanism of how and why reaction proceeds in thermal fluctuating environments.

  7. 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...

  8. Nonlinear evolution equations in QCD

    OpenAIRE

    Stasto, A. M.

    2004-01-01

    The following lectures are an introduction to the phenomena of partonic saturation and nonlinear evolution equations in Quantum Chromodynamics. After a short introduction to the linear evolution, the problems of unitarity bound and parton saturation are discussed. The nonlinear Balitsky-Kovchegov evolution equation in the high energy limit is introduced, and the progress towards the understanding of the properties of its solution is reviewed. We discuss the concepts of the saturation scale, g...

  9. Self-consistent generalized Langevin-equation theory for liquids of nonspherically interacting particles.

    Science.gov (United States)

    Elizondo-Aguilera, L F; Zubieta Rico, P F; Ruiz-Estrada, H; Alarcón-Waess, O

    2014-11-01

    A self-consistent generalized Langevin-equation theory is proposed to describe the self- and collective dynamics of a liquid of linear Brownian particles. The equations of motion for the spherical harmonics projections of the collective and self-intermediate-scattering functions, F_{lm,lm}(k,t) and F_{lm,lm}^{S}(k,t), are derived as a contraction of the description involving the stochastic equations of the corresponding tensorial one-particle density n_{lm}(k,t) and the translational (α=T) and rotational (α=R) current densities j_{lm}^{α}(k,t). Similar to the spherical case, these dynamic equations require as an external input the equilibrium structural properties of the system contained in the projections of the static structure factor, denoted by S_{lm,lm}(k). Complementing these exact equations with simple (Vineyard-like) approximate relations for the collective and the self-memory functions we propose a closed self-consistent set of equations for the dynamic properties involved. In the long-time asymptotic limit, these equations become the so-called bifurcation equations, whose solutions (the nonergodicity parameters) can be written, extending the spherical case, in terms of one translational and one orientational scalar dynamic order parameter, γ_{T} and γ_{R}, which characterize the possible dynamical arrest transitions of the system. As a concrete illustrative application of this theory we determine the dynamic arrest diagram of the dipolar hard-sphere fluid. In qualitative agreement with mode coupling theory, the present self-consistent equations also predict three different regions in the state space spanned by the macroscopic control parameters η (volume fraction) and T* (scaled temperature): a region of fully ergodic states, a region of mixed states, in which the translational degrees of freedom become arrested while the orientational degrees of freedom remain ergodic, and a region of fully nonergodic states.

  10. From generalized Langevin equations to Brownian dynamics and embedded Brownian dynamics

    Science.gov (United States)

    Ma, Lina; Li, Xiantao; Liu, Chun

    2016-09-01

    We present the reduction of generalized Langevin equations to a coordinate-only stochastic model, which in its exact form involves a forcing term with memory and a general Gaussian noise. It will be shown that a similar fluctuation-dissipation theorem still holds at this level. We study the approximation by the typical Brownian dynamics as a first approximation. Our numerical test indicates how the intrinsic frequency of the kernel function influences the accuracy of this approximation. In the case when such an approximate is inadequate, further approximations can be derived by embedding the nonlocal model into an extended dynamics without memory. By imposing noises in the auxiliary variables, we show how the second fluctuation-dissipation theorem is still exactly satisfied.

  11. Behavior of molecules on interstellar grains - Application of the Langevin equation and iterative extended Hueckel

    Science.gov (United States)

    Aronowitz, S.; Chang, S.

    1980-01-01

    The Langevin equation was used to explore an adsorbate desorption mechanism. Calculations were performed using iterative extended Hueckel on a silica model site with various small adsorbates, e.g., H, CH, OH, NO, CO. It was found that barriers to free traversal from one site to another are substantial (about 3-10 eV). A bootstrap desorption mechanism for some molecules in the process of forming at a site also became apparent from the calculations. The desorption mechanisms appear to be somewhat balanced by a counterforce - the attraction of sites for the newly desorbed molecule. The order of attraction to a silica grain site for the diatomic molecules considered was OH greater than CH greater than CO greater than NO, when these entities were sufficiently distant. The nature of the silica grain and that of the 'cold' desorption mechanism, when considered together, suggest that the abundance of very small grains might be less common than anticipated.

  12. Relativistic Brownian motion: from a microscopic binary collision model to the Langevin equation.

    Science.gov (United States)

    Dunkel, Jörn; Hänggi, Peter

    2006-11-01

    The Langevin equation (LE) for the one-dimensional relativistic Brownian motion is derived from a microscopic collision model. The model assumes that a heavy pointlike Brownian particle interacts with the lighter heat bath particles via elastic hard-core collisions. First, the commonly known, nonrelativistic LE is deduced from this model, by taking into account the nonrelativistic conservation laws for momentum and kinetic energy. Subsequently, this procedure is generalized to the relativistic case. There, it is found that the relativistic stochastic force is still delta correlated (white noise) but no longer corresponds to a Gaussian white noise process. Explicit results for the friction and momentum-space diffusion coefficients are presented and discussed.

  13. Protein Conformational Change Based on a Two-dimensional Generalized Langevin Equation

    Institute of Scientific and Technical Information of China (English)

    Ying-xi Wang; Shuang-mu Linguang; Nan-rong Zhao; Yi-jing Yan

    2011-01-01

    A two-dimensional generalized Langevin equation is proposed to describe the protein conformational change,compatible to the electron transfer process governed by atomic packing density model.We assume a fractional Gaussian noise and a white noise through bond and through space coordinates respectively,and introduce the coupling effect coming from both fluctuations and equilibrium variances.The general expressions for autocorrelation functions of distance fluctuation and fluorescence lifetime variation are derived,based on which the exact conformational change dynamics can be evaluated with the aid of numerical Laplace inversion technique.We explicitly elaborate the short time and long time approximations.The relationship between the two-dimensional description and the one-dimensional theory is also discussed.

  14. Accelerating the convergence of path integral dynamics with a generalized Langevin equation.

    Science.gov (United States)

    Ceriotti, Michele; Manolopoulos, David E; Parrinello, Michele

    2011-02-28

    The quantum nature of nuclei plays an important role in the accurate modelling of light atoms such as hydrogen, but it is often neglected in simulations due to the high computational overhead involved. It has recently been shown that zero-point energy effects can be included comparatively cheaply in simulations of harmonic and quasiharmonic systems by augmenting classical molecular dynamics with a generalized Langevin equation (GLE). Here we describe how a similar approach can be used to accelerate the convergence of path integral (PI) molecular dynamics to the exact quantum mechanical result in more strongly anharmonic systems exhibiting both zero point energy and tunnelling effects. The resulting PI-GLE method is illustrated with applications to a double-well tunnelling problem and to liquid water.

  15. Composite generalized Langevin equation for Brownian motion in different hydrodynamic and adhesion regimes.

    Science.gov (United States)

    Yu, Hsiu-Yu; Eckmann, David M; Ayyaswamy, Portonovo S; Radhakrishnan, Ravi

    2015-05-01

    We present a composite generalized Langevin equation as a unified framework for bridging the hydrodynamic, Brownian, and adhesive spring forces associated with a nanoparticle at different positions from a wall, namely, a bulklike regime, a near-wall regime, and a lubrication regime. The particle velocity autocorrelation function dictates the dynamical interplay between the aforementioned forces, and our proposed methodology successfully captures the well-known hydrodynamic long-time tail with context-dependent scaling exponents and oscillatory behavior due to the binding interaction. Employing the reactive flux formalism, we analyze the effect of hydrodynamic variables on the particle trajectory and characterize the transient kinetics of a particle crossing a predefined milestone. The results suggest that both wall-hydrodynamic interactions and adhesion strength impact the particle kinetics.

  16. Behavior of Molecules on Interstellar Grains: Application of the Langevin Equation and Iterative Extended Huckel

    Science.gov (United States)

    Aronowitz. Sheldon

    1980-01-01

    The Langevin equation was used to explore an adsorbate desorption mechanism. Calculations were performed using iterative extended Huckel on a silica model site with various small adsorbates, e.g., H, CH, OH, NO, CO. It was found that barriers to free traversal from one site to another are substantial (approximately 3 - 10 eV). A bootstrap desorption mechanism for some molecules in the process of forming at a site also became apparent from the calculations. The desorption mechanisms appear to be somewhat balanced by a counterforce--the attraction of sites for the newly desorbed molecule. The order of attraction to a silica grain site for the diatomic molecules considered was OH > CH > CO > NO, when these entities were sufficiently distant. The nature of the silica grain and that of the "cold" desorption mechanism, when considered together, suggest that the abundance of very small grains might be less common than anticipated.

  17. Analytical solution of the generalized Langevin equation with hydrodynamic interactions: subdiffusion of heavy tracers.

    Science.gov (United States)

    Grebenkov, Denis S; Vahabi, Mahsa

    2014-01-01

    We consider a generalized Langevin equation that can be used to describe thermal motion of a tracer in a viscoelastic medium by accounting for inertial and hydrodynamic effects at short times, subdiffusive scaling at intermediate times, and eventual optical trapping at long times. We derive a Laplace-type integral representation for the linear response function that governs the diffusive dynamics. This representation is particularly well suited for rapid numerical computation and theoretical analysis. In particular, we deduce explicit formulas for the mean and variance of the time averaged (TA) mean square displacement (MSD) and velocity autocorrelation function (VACF). The asymptotic behavior of the TA MSD and TA VACF is investigated at different time scales. Some biophysical and microrheological applications are discussed, with an emphasis on the statistical analysis of optical tweezers' single-particle tracking experiments in polymer networks and living cells.

  18. Internal noise-driven generalized Langevin equation from a nonlocal continuum model.

    Science.gov (United States)

    Sarkar, Saikat; Chowdhury, Shubhankar Roy; Roy, Debasish; Vasu, Ram Mohan

    2015-08-01

    Starting with a micropolar formulation, known to account for nonlocal microstructural effects at the continuum level, a generalized Langevin equation (GLE) for a particle, describing the predominant motion of a localized region through a single displacement degree of freedom, is derived. The GLE features a memory-dependent multiplicative or internal noise, which appears upon recognizing that the microrotation variables possess randomness owing to an uncertainty principle. Unlike its classical version, the present GLE qualitatively reproduces the experimentally measured fluctuations in the steady-state mean square displacement of scattering centers in a polyvinyl alcohol slab. The origin of the fluctuations is traced to nonlocal spatial interactions within the continuum, a phenomenon that is ubiquitous across a broad class of response regimes in solids and fluids. This renders the proposed GLE a potentially useful model in such cases.

  19. Analytical solution of a multidimensional Langevin equation at high friction limits and probability passing over a two-dimensional saddle

    Institute of Scientific and Technical Information of China (English)

    XING Yong-Zhong

    2009-01-01

    The analytical solution of a multidimensional Langevin equation at the overdamping limit is obtained and the probability of particles passing over a two-dimensional saddle point is discussed. These results may break a path for studying further the fusion in superheavy elements synthesis.

  20. Modern nonlinear equations

    CERN Document Server

    Saaty, Thomas L

    1981-01-01

    Covers major types of classical equations: operator, functional, difference, integro-differential, and more. Suitable for graduate students as well as scientists, technologists, and mathematicians. "A welcome contribution." - Math Reviews. 1964 edition.

  1. Analysis of porosity distribution of large-scale porous media and their reconstruction by Langevin equation.

    Science.gov (United States)

    Jafari, G Reza; Sahimi, Muhammad; Rasaei, M Reza; Tabar, M Reza Rahimi

    2011-02-01

    Several methods have been developed in the past for analyzing the porosity and other types of well logs for large-scale porous media, such as oil reservoirs, as well as their permeability distributions. We developed a method for analyzing the porosity logs ϕ(h) (where h is the depth) and similar data that are often nonstationary stochastic series. In this method one first generates a new stationary series based on the original data, and then analyzes the resulting series. It is shown that the series based on the successive increments of the log y(h)=ϕ(h+δh)-ϕ(h) is a stationary and Markov process, characterized by a Markov length scale h(M). The coefficients of the Kramers-Moyal expansion for the conditional probability density function (PDF) P(y,h|y(0),h(0)) are then computed. The resulting PDFs satisfy a Fokker-Planck (FP) equation, which is equivalent to a Langevin equation for y(h) that provides probabilistic predictions for the porosity logs. We also show that the Hurst exponent H of the self-affine distributions, which have been used in the past to describe the porosity logs, is directly linked to the drift and diffusion coefficients that we compute for the FP equation. Also computed are the level-crossing probabilities that provide insight into identifying the high or low values of the porosity beyond the depth interval in which the data have been measured.

  2. Fast stochastic simulation of biochemical reaction systems by alternative formulations of the chemical Langevin equation

    KAUST Repository

    Mélykúti, Bence

    2010-01-01

    The Chemical Langevin Equation (CLE), which is a stochastic differential equation driven by a multidimensional Wiener process, acts as a bridge between the discrete stochastic simulation algorithm and the deterministic reaction rate equation when simulating (bio)chemical kinetics. The CLE model is valid in the regime where molecular populations are abundant enough to assume their concentrations change continuously, but stochastic fluctuations still play a major role. The contribution of this work is that we observe and explore that the CLE is not a single equation, but a parametric family of equations, all of which give the same finite-dimensional distribution of the variables. On the theoretical side, we prove that as many Wiener processes are sufficient to formulate the CLE as there are independent variables in the equation, which is just the rank of the stoichiometric matrix. On the practical side, we show that in the case where there are m1 pairs of reversible reactions and m2 irreversible reactions there is another, simple formulation of the CLE with only m1 + m2 Wiener processes, whereas the standard approach uses 2 m1 + m2. We demonstrate that there are considerable computational savings when using this latter formulation. Such transformations of the CLE do not cause a loss of accuracy and are therefore distinct from model reduction techniques. We illustrate our findings by considering alternative formulations of the CLE for a human ether a-go-go related gene ion channel model and the Goldbeter-Koshland switch. © 2010 American Institute of Physics.

  3. Multi-diffusive nonlinear Fokker-Planck equation

    Science.gov (United States)

    Ribeiro, Mauricio S.; Casas, Gabriela A.; Nobre, Fernando D.

    2017-02-01

    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.

  4. Stochastic nonlinear differential equations. I

    NARCIS (Netherlands)

    Heilmann, O.J.; Kampen, N.G. van

    1974-01-01

    A solution method is developed for nonlinear differential equations having the following two properties. Their coefficients are stochastic through their dependence on a Markov process. The magnitude of the fluctuations, multiplied with their auto-correlation time, is a small quantity. Under these co

  5. Generalized Langevin equation with multiplicative noise: temporal behavior of the autocorrelation functions.

    Science.gov (United States)

    Mankin, R; Laas, K; Sauga, A

    2011-06-01

    The temporal behavior of the mean-square displacement and the velocity autocorrelation function of a particle subjected to a periodic force in a harmonic potential well is investigated for viscoelastic media using the generalized Langevin equation. The interaction with fluctuations of environmental parameters is modeled by a multiplicative white noise, by an internal Mittag-Leffler noise with a finite memory time, and by an additive external noise. It is shown that the presence of a multiplicative noise has a profound effect on the behavior of the autocorrelation functions. Particularly, for correlation functions the model predicts a crossover between two different asymptotic power-law regimes. Moreover, a dependence of the correlation function on the frequency of the external periodic forcing occurs that gives a simple criterion to discern the multiplicative noise in future experiments. It is established that additive external and internal noises cause qualitatively different dependences of the autocorrelation functions on the external forcing and also on the time lag. The influence of the memory time of the internal noise on the dynamics of the system is also discussed.

  6. The Schrödinger–Langevin equation with and without thermal fluctuations

    Energy Technology Data Exchange (ETDEWEB)

    Katz, R., E-mail: roland.katz@subatech.in2p3.fr; Gossiaux, P.B., E-mail: Pol-Bernard.Gossiaux@subatech.in2p3.fr

    2016-05-15

    The Schrödinger–Langevin equation (SLE) is considered as an effective open quantum system formalism suitable for phenomenological applications involving a quantum subsystem interacting with a thermal bath. We focus on two open issues relative to its solutions: the stationarity of the excited states of the non-interacting subsystem when one considers the dissipation only and the thermal relaxation toward asymptotic distributions with the additional stochastic term. We first show that a proper application of the Madelung/polar transformation of the wave function leads to a non zero damping of the excited states of the quantum subsystem. We then study analytically and numerically the SLE ability to bring a quantum subsystem to the thermal equilibrium of statistical mechanics. To do so, concepts about statistical mixed states and quantum noises are discussed and a detailed analysis is carried with two kinds of noise and potential. We show that within our assumptions the use of the SLE as an effective open quantum system formalism is possible and discuss some of its limitations.

  7. Fisher information metric for the Langevin equation and least informative models of continuous stochastic dynamics.

    Science.gov (United States)

    Haas, Kevin R; Yang, Haw; Chu, Jhih-Wei

    2013-09-28

    The evaluation of the Fisher information matrix for the probability density of trajectories generated by the over-damped Langevin dynamics at equilibrium is presented. The framework we developed is general and applicable to any arbitrary potential of mean force where the parameter set is now the full space dependent function. Leveraging an innovative Hermitian form of the corresponding Fokker-Planck equation allows for an eigenbasis decomposition of the time propagation probability density. This formulation motivates the use of the square root of the equilibrium probability density as the basis for evaluating the Fisher information of trajectories with the essential advantage that the Fisher information matrix in the specified parameter space is constant. This outcome greatly eases the calculation of information content in the parameter space via a line integral. In the continuum limit, a simple analytical form can be derived to explicitly reveal the physical origin of the information content in equilibrium trajectories. This methodology also allows deduction of least informative dynamics models from known or available observables that are either dynamical or static in nature. The minimum information optimization of dynamics is performed for a set of different constraints to illustrate the generality of the proposed methodology.

  8. Self-consistent generalized Langevin equation theory of the dynamics of multicomponent atomic liquids

    Science.gov (United States)

    Lázaro-Lázaro, Edilio; Mendoza-Méndez, Patricia; Elizondo-Aguilera, Luis Fernando; Perera-Burgos, Jorge Adrián; Ramírez-González, Pedro Ezequiel; Pérez-Ángel, Gabriel; Castañeda-Priego, Ramón; Medina-Noyola, Magdaleno

    2017-05-01

    A fundamental challenge of the theory of liquids is to understand the similarities and differences in the macroscopic dynamics of both colloidal and atomic liquids, which originate in the (Newtonian or Brownian) nature of the microscopic motion of their constituents. Starting from the recently discovered long-time dynamic equivalence between a colloidal and an atomic liquid that share the same interparticle pair potential, in this work we develop a self-consistent generalized Langevin equation theory for the dynamics of equilibrium multicomponent atomic liquids, applicable as an approximate but quantitative theory describing the long-time diffusive dynamical properties of simple equilibrium atomic liquids. When complemented with a Gaussian-like approximation, this theory is also able to provide a reasonable representation of the passage from a ballistic to diffusive behavior. We illustrate the applicability of the resulting theory with three particular examples, namely, a monodisperse and a polydisperse monocomponent hard-sphere liquid and a highly size-asymmetric binary hard-sphere mixture. To assess the quantitative accuracy of our results, we perform event-driven molecular dynamics simulations, which corroborate the general features of the theoretical predictions.

  9. A combined quasi-continuum/Langevin equation approach to study the self-diffusion dynamics of confined fluids.

    Science.gov (United States)

    Sanghi, T; Aluru, N R

    2013-03-28

    In this work, we combine our earlier proposed empirical potential based quasi-continuum theory, (EQT) [A. V. Raghunathan, J. H. Park, and N. R. Aluru, J. Chem. Phys. 127, 174701 (2007)], which is a coarse-grained multiscale framework to predict the static structure of confined fluids, with a phenomenological Langevin equation to simulate the dynamics of confined fluids in thermal equilibrium. An attractive feature of this approach is that all the input parameters to the Langevin equation (mean force profile of the confined fluid and the static friction coefficient) can be determined using the outputs of the EQT and the self-diffusivity data of the corresponding bulk fluid. The potential of mean force profile, which is a direct output from EQT is used to compute the mean force profile of the confined fluid. The density profile, which is also a direct output from EQT, along with the self-diffusivity data of the bulk fluid is used to determine the static friction coefficient of the confined fluid. We use this approach to compute the mean square displacement and survival probabilities of some important fluids such as carbon-dioxide, water, and Lennard-Jones argon confined inside slit pores. The predictions from the model are compared with those obtained using molecular dynamics simulations. This approach of combining EQT with a phenomenological Langevin equation provides a mathematically simple and computationally efficient means to study the impact of structural inhomogeneity on the self-diffusion dynamics of confined fluids.

  10. A Study of the Schrödinger-Langevin Equation with PT-Symmetric Periodic Potential, and Its Application to Deuteron Cluster

    Directory of Open Access Journals (Sweden)

    Christianto V.

    2010-07-01

    Full Text Available In this article, we find out some analytical and numerical solutions to the problem of barrier tunneling for cluster deuterium, in particular using Langevin method to solve the time-independent Schrödinger equation.

  11. Ionic diffusion through confined geometries: from Langevin equations to partial differential equations

    Energy Technology Data Exchange (ETDEWEB)

    Nadler, Boaz [Department of Mathematics, Yale University, New-Haven, CT 06520 (United States); Schuss, Zeev [Department of Applied Mathematics, Tel-Aviv University, Ramat-Aviv 69978, Tel-Aviv (Israel); Singer, Amit [Department of Applied Mathematics, Tel-Aviv University, Ramat-Aviv 69978, Tel-Aviv (Israel); Eisenberg, R S [Department of Molecular Biophysics and Physiology, Rush Medical Center, 1750 Harrison Street, Chicago, IL 60612 (United States)

    2004-06-09

    Ionic diffusion through and near small domains is of considerable importance in molecular biophysics in applications such as permeation through protein channels and diffusion near the charged active sites of macromolecules. The motion of the ions in these settings depends on the specific nanoscale geometry and charge distribution in and near the domain, so standard continuum type approaches have obvious limitations. The standard machinery of equilibrium statistical mechanics includes microscopic details, but is also not applicable, because these systems are usually not in equilibrium due to concentration gradients and to the presence of an external applied potential, which drive a non-vanishing stationary current through the system. We present a stochastic molecular model for the diffusive motion of interacting particles in an external field of force and a derivation of effective partial differential equations and their boundary conditions that describe the stationary non-equilibrium system. The interactions can include electrostatic, Lennard-Jones and other pairwise forces. The analysis yields a new type of Poisson-Nernst-Planck equations, that involves conditional and unconditional charge densities and potentials. The conditional charge densities are the non-equilibrium analogues of the well studied pair correlation functions of equilibrium statistical physics. Our proposed theory is an extension of equilibrium statistical mechanics of simple fluids to stationary non-equilibrium problems. The proposed system of equations differs from the standard Poisson-Nernst-Planck system in two important aspects. First, the force term depends on conditional densities and thus on the finite size of ions, and second, it contains the dielectric boundary force on a discrete ion near dielectric interfaces. Recently, various authors have shown that both of these terms are important for diffusion through confined geometries in the context of ion channels.

  12. Dynamics of protein-protein encounter: a Langevin equation approach with reaction patches.

    Science.gov (United States)

    Schluttig, Jakob; Alamanova, Denitsa; Helms, Volkhard; Schwarz, Ulrich S

    2008-10-21

    We study the formation of protein-protein encounter complexes with a Langevin equation approach that considers direct, steric, and thermal forces. As three model systems with distinctly different properties we consider the pairs barnase:barstar, cytochrome c-cytochrome c peroxidase, and p53:MDM2. In each case, proteins are modeled either as spherical particles, as dipolar spheres, or as collection of several small beads with one dipole. Spherical reaction patches are placed on the model proteins according to the known experimental structures of the protein complexes. In the computer simulations, concentration is varied by changing box size. Encounter is defined as overlap of the reaction patches and the corresponding first passage times are recorded together with the number of unsuccessful contacts before encounter. We find that encounter frequency scales linearly with protein concentration, thus proving that our microscopic model results in a well-defined macroscopic encounter rate. The number of unsuccessful contacts before encounter decreases with increasing encounter rate and ranges from 20 to 9000. For all three models, encounter rates are obtained within one order of magnitude of the experimentally measured association rates. Electrostatic steering enhances association up to 50-fold. If diffusional encounter is dominant (p53:MDM2) or similarly important as electrostatic steering (barnase:barstar), then encounter rate decreases with decreasing patch radius. More detailed modeling of protein shapes decreases encounter rates by 5%-95%. Our study shows how generic principles of protein-protein association are modulated by molecular features of the systems under consideration. Moreover it allows us to assess different coarse-graining strategies for the future modeling of the dynamics of large protein complexes.

  13. Standing waves for discrete nonlinear Schrodinger equations

    OpenAIRE

    Ming Jia

    2016-01-01

    The discrete nonlinear Schrodinger equation is a nonlinear lattice system that appears in many areas of physics such as nonlinear optics, biomolecular chains and Bose-Einstein condensates. By using critical point theory, we establish some new sufficient conditions on the existence results of standing waves for the discrete nonlinear Schrodinger equations. We give an appropriate example to illustrate the conclusion obtained.

  14. Discrete nonlinear Schrodinger equations with arbitrarily high-order nonlinearities

    DEFF Research Database (Denmark)

    Khare, A.; Rasmussen, Kim Ø; Salerno, M.

    2006-01-01

    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 Ablowi......-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....

  15. Quasi self-adjoint nonlinear wave equations

    Energy Technology Data Exchange (ETDEWEB)

    Ibragimov, N H [Department of Mathematics and Science, Blekinge Institute of Technology, SE-371 79 Karlskrona (Sweden); Torrisi, M; Tracina, R, E-mail: nib@bth.s, E-mail: torrisi@dmi.unict.i, E-mail: tracina@dmi.unict.i [Dipartimento di Matematica e Informatica, University of Catania (Italy)

    2010-11-05

    In this paper we generalize the classification of self-adjoint second-order linear partial differential equation to a family of nonlinear wave equations with two independent variables. We find a class of quasi self-adjoint nonlinear equations which includes the self-adjoint linear equations as a particular case. The property of a differential equation to be quasi self-adjoint is important, e.g. for constructing conservation laws associated with symmetries of the differential equation. (fast track communication)

  16. A Discussion on Whether 15-20C Are All Skin Nuclei via Isospin-dependent Boltzmann-Langevin Equation

    Institute of Scientific and Technical Information of China (English)

    CHEN Yu; ZHANG Feng-Shou; SU Jun

    2009-01-01

    A new attempt of calculation for the total reaction cross sections (σR) has been carried out within the isospin-dependent Boltzmann-Langevin equation in the intermediate energy heavy-ion collision of isotopes of G. The σR of both stable and exotic nuclei are reproduced rather well. The incident energy and isospin dependencies of σR have been investigated. It is found that the isospin effect is comparatively remarkable at intermediate energy. It is also found that ~(15-18)C are neutron skin nuclei but for ~(19)C and ~(20)C we cannot draw a conclusion whether they have halo structures.

  17. Memory effects in the asymptotic diffusive behavior of a classical oscillator described by a generalized Langevin equation.

    Science.gov (United States)

    Despósito, M A; Viñales, A D

    2008-03-01

    We investigate the memory effects present in the asymptotic dynamics of a classical harmonic oscillator governed by a generalized Langevin equation. Using Laplace analysis together with Tauberian theorems we derive asymptotic expressions for the mean values, variances, and velocity autocorrelation function in terms of the long-time behavior of the memory kernel and the correlation function of the random force. The internal and external noise cases are analyzed. A simple criterion to determine if the diffusion process is normal or anomalous is established.

  18. Auxiliary equation method for solving nonlinear partial differential equations

    Energy Technology Data Exchange (ETDEWEB)

    Sirendaoreji,; Jiong, Sun

    2003-03-31

    By using the solutions of an auxiliary ordinary differential equation, a direct algebraic method is described to construct several kinds of exact travelling wave solutions for some nonlinear partial differential equations. By this method some physically important nonlinear equations are investigated and new exact travelling wave solutions are explicitly obtained with the aid of symbolic computation.

  19. The myth about nonlinear differential equations

    OpenAIRE

    Radhakrishnan, C.

    2002-01-01

    Taking the example of Koretweg--de Vries equation, it is shown that soliton solutions need not always be the consequence of the trade-off between the nonlinear terms and the dispersive term in the nonlinear differential equation. Even the ordinary one dimensional linear partial differential equation can produce a soliton.

  20. Standing waves for discrete nonlinear Schrodinger equations

    Directory of Open Access Journals (Sweden)

    Ming Jia

    2016-07-01

    Full Text Available The discrete nonlinear Schrodinger equation is a nonlinear lattice system that appears in many areas of physics such as nonlinear optics, biomolecular chains and Bose-Einstein condensates. By using critical point theory, we establish some new sufficient conditions on the existence results of standing waves for the discrete nonlinear Schrodinger equations. We give an appropriate example to illustrate the conclusion obtained.

  1. Molecular dynamics and analytical Langevin equation approach for the self-diffusion constant of an anisotropic fluid.

    Science.gov (United States)

    Colmenares, Pedro J; López, Floralba; Olivares-Rivas, Wilmer

    2009-12-01

    We carried out a molecular-dynamics (MD) study of the self-diffusion tensor of a Lennard-Jones-type fluid, confined in a slit pore with attractive walls. We developed Bayesian equations, which modify the virtual layer sampling method proposed by Liu, Harder, and Berne (LHB) [P. Liu, E. Harder, and B. J. Berne, J. Phys. Chem. B 108, 6595 (2004)]. Additionally, we obtained an analytical solution for the corresponding nonhomogeneous Langevin equation. The expressions found for the mean-squared displacement in the layers contain naturally a modification due to the mean force in the transverse component in terms of the anisotropic diffusion constants and mean exit time. Instead of running a time consuming dual MD-Langevin simulation dynamics, as proposed by LHB, our expression was used to fit the MD data in the entire survival time interval not only for the parallel but also for the perpendicular direction. The only fitting parameter was the diffusion constant in each layer.

  2. Coarse-Grained Langevin Equation for Protein Dynamics: Global Anisotropy and a Mode Approach to Local Complexity.

    Science.gov (United States)

    Copperman, J; Guenza, M G

    2015-07-23

    We utilize a multiscale approach where molecular dynamic simulations are performed to obtain quantitative structural averages used as input to a coarse-grained Langevin equation for protein dynamics, which can be solved analytically. The approach describes proteins as fundamentally semiflexible objects collapsed into the free energy well representing the folded state. The normal-mode analytical solution to this Langevin equation naturally separates into global modes describing the fully anisotropic tumbling of the macromolecule as a whole and internal modes which describe local fluctuations about the folded structure. Complexity in the configurational free-energy landscape of the macromolecule leads to a renormalization of the internal modes, while the global modes provide a basis set in which the dipolar orientation and global anisotropy can be accounted for when comparing to experiments. This simple approach predicts the dynamics of both global rotational diffusion and internal motion from the picosecond to the nanosecond regime and is quantitative when compared to time correlation functions calculated from molecular dynamic simulations and in good agreement with nuclear magnetic resonance relaxation experiments. Fundamental to this approach is the inclusion of internal dissipation, which is absent in any rigid-body hydrodynamical modeling scheme.

  3. Inclusion of trial functions in the Langevin equation path integral ground state method: application to parahydrogen clusters and their isotopologues.

    Science.gov (United States)

    Schmidt, Matthew; Constable, Steve; Ing, Christopher; Roy, Pierre-Nicholas

    2014-06-21

    We developed and studied the implementation of trial wavefunctions in the newly proposed Langevin equation Path Integral Ground State (LePIGS) method [S. Constable, M. Schmidt, C. Ing, T. Zeng, and P.-N. Roy, J. Phys. Chem. A 117, 7461 (2013)]. The LePIGS method is based on the Path Integral Ground State (PIGS) formalism combined with Path Integral Molecular Dynamics sampling using a Langevin equation based sampling of the canonical distribution. This LePIGS method originally incorporated a trivial trial wavefunction, ψT, equal to unity. The present paper assesses the effectiveness of three different trial wavefunctions on three isotopes of hydrogen for cluster sizes N = 4, 8, and 13. The trial wavefunctions of interest are the unity trial wavefunction used in the original LePIGS work, a Jastrow trial wavefunction that includes correlations due to hard-core repulsions, and a normal mode trial wavefunction that includes information on the equilibrium geometry. Based on this analysis, we opt for the Jastrow wavefunction to calculate energetic and structural properties for parahydrogen, orthodeuterium, and paratritium clusters of size N = 4 - 19, 33. Energetic and structural properties are obtained and compared to earlier work based on Monte Carlo PIGS simulations to study the accuracy of the proposed approach. The new results for paratritium clusters will serve as benchmark for future studies. This paper provides a detailed, yet general method for optimizing the necessary parameters required for the study of the ground state of a large variety of systems.

  4. Inclusion of trial functions in the Langevin equation path integral ground state method: Application to parahydrogen clusters and their isotopologues

    Energy Technology Data Exchange (ETDEWEB)

    Schmidt, Matthew; Constable, Steve; Ing, Christopher; Roy, Pierre-Nicholas, E-mail: pnroy@uwaterloo.ca [Department of Chemistry, University of Waterloo, Waterloo, Ontario N2L 3G1 (Canada)

    2014-06-21

    We developed and studied the implementation of trial wavefunctions in the newly proposed Langevin equation Path Integral Ground State (LePIGS) method [S. Constable, M. Schmidt, C. Ing, T. Zeng, and P.-N. Roy, J. Phys. Chem. A 117, 7461 (2013)]. The LePIGS method is based on the Path Integral Ground State (PIGS) formalism combined with Path Integral Molecular Dynamics sampling using a Langevin equation based sampling of the canonical distribution. This LePIGS method originally incorporated a trivial trial wavefunction, ψ{sub T}, equal to unity. The present paper assesses the effectiveness of three different trial wavefunctions on three isotopes of hydrogen for cluster sizes N = 4, 8, and 13. The trial wavefunctions of interest are the unity trial wavefunction used in the original LePIGS work, a Jastrow trial wavefunction that includes correlations due to hard-core repulsions, and a normal mode trial wavefunction that includes information on the equilibrium geometry. Based on this analysis, we opt for the Jastrow wavefunction to calculate energetic and structural properties for parahydrogen, orthodeuterium, and paratritium clusters of size N = 4 − 19, 33. Energetic and structural properties are obtained and compared to earlier work based on Monte Carlo PIGS simulations to study the accuracy of the proposed approach. The new results for paratritium clusters will serve as benchmark for future studies. This paper provides a detailed, yet general method for optimizing the necessary parameters required for the study of the ground state of a large variety of systems.

  5. Fractional Fokker-Planck equation with tempered α-stable waiting times: langevin picture and computer simulation.

    Science.gov (United States)

    Gajda, Janusz; Magdziarz, Marcin

    2010-07-01

    In this paper we introduce a Langevin-type model of subdiffusion with tempered α-stable waiting times. We consider the case of space-dependent external force fields. The model displays subdiffusive behavior for small times and it converges to standard Gaussian diffusion for large time scales. We derive general properties of tempered anomalous diffusion from the theory of tempered α-stable processes, in particular we find the form of the fractional Fokker-Planck equation corresponding to the tempered subdiffusion. We also construct an algorithm of simulation of sample paths of the introduced process. We apply the algorithm to approximate solutions of the fractional Fokker-Planck equation and to study statistical properties of the tempered subdiffusion via Monte Carlo methods.

  6. Nonlinear Elliptic Differential Equations with Multivalued Nonlinearities

    Indian Academy of Sciences (India)

    Antonella Fiacca; Nikolaos Matzakos; Nikolaos S Papageorgiou; Raffaella Servadei

    2001-11-01

    In this paper we study nonlinear elliptic boundary value problems with monotone and nonmonotone multivalued nonlinearities. First we consider the case of monotone nonlinearities. In the first result we assume that the multivalued nonlinearity is defined on all $\\mathbb{R}$. Assuming the existence of an upper and of a lower solution, we prove the existence of a solution between them. Also for a special version of the problem, we prove the existence of extremal solutions in the order interval formed by the upper and lower solutions. Then we drop the requirement that the monotone nonlinearity is defined on all of $\\mathbb{R}$. This case is important because it covers variational inequalities. Using the theory of operators of monotone type we show that the problem has a solution. Finally in the last part we consider an eigenvalue problem with a nonmonotone multivalued nonlinearity. Using the critical point theory for nonsmooth locally Lipschitz functionals we prove the existence of at least two nontrivial solutions (multiplicity theorem).

  7. Symmetrized solutions for nonlinear stochastic differential equations

    Directory of Open Access Journals (Sweden)

    G. Adomian

    1981-01-01

    Full Text Available Solutions of nonlinear stochastic differential equations in series form can be put into convenient symmetrized forms which are easily calculable. This paper investigates such forms for polynomial nonlinearities, i.e., equations of the form Ly+ym=x where x is a stochastic process and L is a linear stochastic operator.

  8. The Generalized Projective Riccati Equations Method for Solving Nonlinear Evolution Equations in Mathematical Physics

    Directory of Open Access Journals (Sweden)

    E. M. E. Zayed

    2014-01-01

    Full Text Available We apply the generalized projective Riccati equations method to find the exact traveling wave solutions of some nonlinear evolution equations with any-order nonlinear terms, namely, the nonlinear Pochhammer-Chree equation, the nonlinear Burgers equation and the generalized, nonlinear Zakharov-Kuznetsov equation. This method presents wider applicability for handling many other nonlinear evolution equations in mathematical physics.

  9. 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

  10. 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....

  11. Inelastic X-ray scattering on liquid benzene analyzed using a generalized Langevin equation

    Science.gov (United States)

    Yoshida, Koji; Fukuyama, Nami; Yamaguchi, Toshio; Hosokawa, Shinya; Uchiyama, Hiroshi; Tsutsui, Satoshi; Baron, Alfred Q. R.

    2017-07-01

    The dynamic structure factor, S(Q,ω), of liquid benzene was measured by meV-resolved inelastic X-ray scattering (IXS) and analyzed using a generalized Langevin model with a memory function including fast, μ-relaxation and slow, structural, α-relaxation. The model well reproduced the experimental S(Q,ω) of liquid benzene. The dispersion relation of the collective excitation energy yields the high-frequency sound velocity for liquid benzene as related to the α-relaxation. The ratio of the high-frequency to the adiabatic sound velocity is approximately 1.5, larger to that of carbon tetrachloride and smaller than those of methanol and water, reflecting the nature of intermolecular interactions.

  12. Langevin Poisson-Boltzmann equation: point-like ions and water dipoles near a charged surface.

    Science.gov (United States)

    Gongadze, Ekaterina; van Rienen, Ursula; Kralj-Iglič, Veronika; Iglič, Aleš

    2011-06-01

    Water ordering near a charged membrane surface is important for many biological processes such as binding of ligands to a membrane or transport of ions across it. In this work, the mean-field Poisson-Boltzmann theory for point-like ions, describing an electrolyte solution in contact with a planar charged surface, is modified by including the orientational ordering of water. Water molecules are considered as Langevin dipoles, while the number density of water is assumed to be constant everywhere in the electrolyte solution. It is shown that the dielectric permittivity of an electrolyte close to a charged surface is decreased due to the increased orientational ordering of water dipoles. The dielectric permittivity close to the charged surface is additionally decreased due to the finite size of ions and dipoles.

  13. Numerical study of the Ginzburg-Landau-Langevin equation: coherent structures and noise perturbation theory

    OpenAIRE

    Attanasio, Felipe

    2013-01-01

    Nesta Dissertação apresentamos um estudo numéerico em uma dimensão espacial da equação de Ginzburg-Landau-Langevin (GLL), com ênfase na aplicabilidade de um método de perturbação estocástico e na mecânica estatística de defeitos topológicos em modelos de campos escalares reais. Revisamos brevemente conceitos de mecânica estatística de sistemas em equilíbrio e próximos a ele e apresentamos como a equação de GLL pode ser usada em sistemas que exibem transições de fase, na quantização estocástic...

  14. Elliptic Equation and New Solutions to Nonlinear Wave Equations

    Institute of Scientific and Technical Information of China (English)

    FU Zun-Tao; LIU Shi-Kuo; LIU Shi-Da

    2004-01-01

    The new solutions to elliptic equation are shown, and then the elliptic equation is taken as a transformationand is applied to solve nonlinear wave equations. It is shown that more kinds of solutions are derived, such as periodicsolutions of rational form, solitary wave solutions of rational form, and so on.

  15. Explicit Traveling Wave Solutions to Nonlinear Evolution Equations

    Institute of Scientific and Technical Information of China (English)

    Linghai ZHANG

    2011-01-01

    First of all,some technical tools are developed. Then the author studies explicit traveling wave solutions to nonlinear dispersive wave equations,nonlinear dissipative dispersive wave equations,nonlinear convection equations,nonlinear reaction diffusion equations and nonlinear hyperbolic equations,respectively.

  16. Exact exponential function solution of the generalized Langevin equation for autocorrelation functions of many-body systems.

    Science.gov (United States)

    Barocchi, Fabrizio; Bafile, Ubaldo; Sampoli, Marco

    2012-02-01

    We show that an exact solution of the generalized Langevin equation (GLE) for the autocorrelations of a many-body classical system can be given in an exponential functionality (EF) form. As a consequence, the power spectrum of the correlation has a Lorentzian functionality, i.e., is represented by an infinite sum of Lorentzian functions corresponding to the eigenmodes of the considered correlation. By means of the simple derivation of the GLE by M. H. Lee [Phys. Rev. B 26, 2547 (1982)], we also show that, in practical cases of interest to experimental spectroscopies, possible approximations of the EF are related to a reduction of the relevant dynamical variables via a restriction of the dimensions of the orthogonalized space onto which the dynamics of the system is projected.

  17. Analytic studies of the complex Langevin equation with a Gaussian ansatz and multiple solutions in the unstable region

    Science.gov (United States)

    Abe, Yuya; Fukushima, Kenji

    2016-11-01

    We investigate a simple model using the numerical simulation in the complex Langevin equation (CLE) and the analytical approximation with the Gaussian ansatz. We find that the Gaussian ansatz captures the essential and even quantitative features of the CLE results quite well when they converge to the exact answer, as well as the border of the unstable region where the CLE converges to a wrong answer. The Gaussian ansatz is therefore useful for looking into this convergence problem and we find that the exact answer in the unstable region is nicely reproduced by another solution that is naively excluded from the stability condition. We consider the Gaussian probability distributions corresponding to multiple solutions along the Lefschetz thimble to discuss the stability and the locality. Our results suggest a prescription to improve the convergence of the CLE simulation to the exact answer.

  18. Distributional behaviors of time-averaged observables in the Langevin equation with fluctuating diffusivity: Normal diffusion but anomalous fluctuations.

    Science.gov (United States)

    Akimoto, Takuma; Yamamoto, Eiji

    2016-06-01

    We consider the Langevin equation with dichotomously fluctuating diffusivity, where the diffusion coefficient changes dichotomously over time, in order to study fluctuations of time-averaged observables in temporally heterogeneous diffusion processes. We find that the time-averaged mean-square displacement (TMSD) can be represented by the occupation time of a state in the asymptotic limit of the measurement time and hence occupation time statistics is a powerful tool for calculating the TMSD in the model. We show that the TMSD increases linearly with time (normal diffusion) but the time-averaged diffusion coefficients are intrinsically random when the mean sojourn time for one of the states diverges, i.e., intrinsic nonequilibrium processes. Thus, we find that temporally heterogeneous environments provide anomalous fluctuations of time-averaged diffusivity, which have relevance to large fluctuations of the diffusion coefficients obtained by single-particle-tracking trajectories in experiments.

  19. Analytical studies of the complex Langevin equation with a Gaussian Ansatz and multiple solutions in the unstable region

    CERN Document Server

    Abe, Yuya

    2016-01-01

    We investigate a simple model using the numerical simulation in the complex Langevin equation (CLE) and the analytical approximation with the Gaussian Ansatz. We find that the Gaussian Ansatz captures the essential and even quantitative features of the CLE results quite well including unwanted behavior in the unstable region where the CLE converges to a wrong answer. The Gaussian Ansatz is therefore useful for looking into this convergence problem and we find that the exact answer in the unstable region is nicely reproduced by another solution that is naively excluded from the stability condition. We consider the Gaussian probability distributions corresponding to multiple solutions along the Lefschetz thimble to discuss the stability and the locality. Our results suggest a prescription to improve the convergence of the CLE simulation to the exact answer.

  20. Fluctuations in reactive networks subject to extrinsic noise studied in the framework of the Chemical Langevin Equation

    CERN Document Server

    Berthoumieux, Hélène

    2016-01-01

    Theoretical and experimental studies have shown that the fluctuations of in vivo systems break the fluctuation-dissipation theorem. One can thus ask what information is contained in the correlation functions of protein concentrations and how they relate to the response of the reactive network to a perturbation. Answers to these questions are of prime importance to extract meaningful parameters from the in vivo fluorescence correlation spectroscopy data. In this paper we study the fluctuations of the concentration of a reactive species involved in a cyclic network that is in a non-equilibrium steady state perturbed by a noisy force, taking into account both the breaking of detailed balance and extrinsic noises. Using a generic model for the network and the extrinsic noise, we derive a Chemical Langevin Equation that describes the dynamics of the system, we determine the expressions of the correlation functions of the concentrations, estimate the deviation of the fluctuation-dissipation theorem and the range of...

  1. EXACT SOLUTIONS TO NONLINEAR WAVE EQUATION

    Institute of Scientific and Technical Information of China (English)

    2011-01-01

    In this paper,we use an invariant set to construct exact solutions to a nonlinear wave equation with a variable wave speed. Moreover,we obtain conditions under which the equation admits a nonclassical symmetry. Several different nonclassical symmetries for equations with different diffusion terms are presented.

  2. Dynamic Equations and Nonlinear Dynamics of Cascade Two-Photon Laser

    Institute of Scientific and Technical Information of China (English)

    XIE Xia; HUANG Hong-Bin; QIAN Feng; ZHANG Ya-Jun; YANG Peng; QI Guan-Xiao

    2006-01-01

    We derive equations and study nonlinear dynamics of cascade two-photon laser, in which the electromagnetic field in the cavity is driven by coherently prepared three-level atoms and classical field injected into the cavity. The dynamic equations of such a system are derived by using the technique of quantum Langevin operators, and then are studied numerically under different driving conditions. The results show thgt under certain conditions the cascade twophoton laser can generate chaotic, period doubling, periodic, stable and bistable states. Chaos can be inhibited by atomic populations, atomic coherences, and injected classical field. In addition, no chaos occurs in optical bistability.

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

    Energy Technology Data Exchange (ETDEWEB)

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

    2012-09-15

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

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

    Science.gov (United States)

    Basharov, A. M.

    2012-09-01

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

  5. ANALYTICAL SOLUTION OF NONLINEAR BAROTROPIC VORTICITY EQUATION

    Institute of Scientific and Technical Information of China (English)

    WANG Yue-peng; SHI Wei-hui

    2008-01-01

    The stability of nonlinear barotropic vorticity equation was proved. The necessary and sufficient conditions for the initial value problem to be well-posed were presented. Under the conditions of well-posedness, the corresponding analytical solution was also gained.

  6. GLOBAL SOLUTIONS OF NONLINEAR SCHRODINGER EQUATIONS

    Institute of Scientific and Technical Information of China (English)

    Ye Yaojun

    2005-01-01

    In this paper we study the existence of global solutions to the Cauchy problem of nonlinear Schrodinger equation by establishing time weight function spaces and using the contraction mapping principle.

  7. Some geometrical iteration methods for nonlinear equations

    Institute of Scientific and Technical Information of China (English)

    LU Xing-jiang; QIAN Chun

    2008-01-01

    This paper describes geometrical essentials of some iteration methods (e.g. Newton iteration,secant line method,etc.) for solving nonlinear equations and advances some geomet-rical methods of iteration that are flexible and efficient.

  8. Homogenization of a nonlinear degenerate parabolic equation

    Institute of Scientific and Technical Information of China (English)

    2005-01-01

    The homogenization of one kind of nonlinear parabolic equation is studied. The weak convergence and corrector results are obtained by combining carefully the compactness method and two-scale convergence method in the homogenization theory.

  9. Nonequilibrium generalised Langevin equation for the calculation of heat transport properties in model 1D atomic chains coupled to two 3D thermal baths.

    Science.gov (United States)

    Ness, H; Stella, L; Lorenz, C D; Kantorovich, L

    2017-04-28

    We use a generalised Langevin equation scheme to study the thermal transport of low dimensional systems. In this approach, the central classical region is connected to two realistic thermal baths kept at two different temperatures [H. Ness et al., Phys. Rev. B 93, 174303 (2016)]. We consider model Al systems, i.e., one-dimensional atomic chains connected to three-dimensional baths. The thermal transport properties are studied as a function of the chain length N and the temperature difference ΔT between the baths. We calculate the transport properties both in the linear response regime and in the non-linear regime. Two different laws are obtained for the linear conductance versus the length of the chains. For large temperatures (T≳500 K) and temperature differences (ΔT≳500 K), the chains, with N>18 atoms, present a diffusive transport regime with the presence of a temperature gradient across the system. For lower temperatures (T≲500 K) and temperature differences (ΔT≲400 K), a regime similar to the ballistic regime is observed. Such a ballistic-like regime is also obtained for shorter chains (N≤15). Our detailed analysis suggests that the behaviour at higher temperatures and temperature differences is mainly due to anharmonic effects within the long chains.

  10. 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....

  11. An adaptive time step scheme for a system of stochastic differential equations with multiple multiplicative noise: chemical Langevin equation, a proof of concept.

    Science.gov (United States)

    Sotiropoulos, Vassilios; Kaznessis, Yiannis N

    2008-01-07

    Models involving stochastic differential equations (SDEs) play a prominent role in a wide range of applications where systems are not at the thermodynamic limit, for example, biological population dynamics. Therefore there is a need for numerical schemes that are capable of accurately and efficiently integrating systems of SDEs. In this work we introduce a variable size step algorithm and apply it to systems of stiff SDEs with multiple multiplicative noise. The algorithm is validated using a subclass of SDEs called chemical Langevin equations that appear in the description of dilute chemical kinetics models, with important applications mainly in biology. Three representative examples are used to test and report on the behavior of the proposed scheme. We demonstrate the advantages and disadvantages over fixed time step integration schemes of the proposed method, showing that the adaptive time step method is considerably more stable than fixed step methods with no excessive additional computational overhead.

  12. 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...

  13. The Nonlinear Analytical Envelope Equation in quadratic nonlinear crystals

    CERN Document Server

    Bache, Morten

    2016-01-01

    We here derive the so-called Nonlinear Analytical Envelope Equation (NAEE) inspired by the work of Conforti et al. [M. Conforti, A. Marini, T. X. Tran, D. Faccio, and F. Biancalana, "Interaction between optical fields and their conjugates in nonlinear media," Opt. Express 21, 31239-31252 (2013)], whose notation we follow. We present a complete model that includes $\\chi^{(2)}$ terms [M. Conforti, F. Baronio, and C. De Angelis, "Nonlinear envelope equation for broadband optical pulses in quadratic media," Phys. Rev. A 81, 053841 (2010)], $\\chi^{(3)}$ terms, and then extend the model to delayed Raman effects in the $\\chi^{(3)}$ term. We therefore get a complete model for ultrafast pulse propagation in quadratic nonlinear crystals similar to the Nonlinear Wave Equation in Frequency domain [H. Guo, X. Zeng, B. Zhou, and M. Bache, "Nonlinear wave equation in frequency domain: accurate modeling of ultrafast interaction in anisotropic nonlinear media," J. Opt. Soc. Am. B 30, 494-504 (2013)], but where the envelope is...

  14. Nonlinear Schrodinger equation with chaotic, random, and nonperiodic nonlinearity

    CERN Document Server

    Cardoso, W B; Avelar, A T; Bazeia, D; Hussein, M S

    2009-01-01

    In this paper we deal with a nonlinear Schr\\"{o}dinger equation with chaotic, random, and nonperiodic cubic nonlinearity. Our goal is to study the soliton evolution, with the strength of the nonlinearity perturbed in the space and time coordinates and to check its robustness under these conditions. Comparing with a real system, the perturbation can be related to, e.g., impurities in crystalline structures, or coupling to a thermal reservoir which, on the average, enhances the nonlinearity. We also discuss the relevance of such random perturbations to the dynamics of Bose-Einstein Condensates and their collective excitations and transport.

  15. Extended Trial Equation Method for Nonlinear Partial Differential Equations

    Science.gov (United States)

    Gepreel, Khaled A.; Nofal, Taher A.

    2015-04-01

    The main objective of this paper is to use the extended trial equation method to construct a series of some new solutions for some nonlinear partial differential equations (PDEs) in mathematical physics. We will construct the solutions in many different functions such as hyperbolic function solutions, trigonometric function solutions, Jacobi elliptic function solutions, and rational functional solutions for the nonlinear PDEs when the balance number is a real number via the Zhiber-Shabat nonlinear differential equation. The balance number of this method is not constant as we shown in other methods, but it is changed by changing the trial equation derivative definition. This method allowed us to construct many new types of solutions. It is shown by using the Maple software package that all obtained solutions satisfy the original PDEs.

  16. Wave equation with concentrated nonlinearities

    OpenAIRE

    Noja, Diego; Posilicano, Andrea

    2004-01-01

    In this paper we address the problem of wave dynamics in presence of concentrated nonlinearities. Given a vector field $V$ on an open subset of $\\CO^n$ and a discrete set $Y\\subset\\RE^3$ with $n$ elements, we define a nonlinear operator $\\Delta_{V,Y}$ on $L^2(\\RE^3)$ which coincides with the free Laplacian when restricted to regular functions vanishing at $Y$, and which reduces to the usual Laplacian with point interactions placed at $Y$ when $V$ is linear and is represented by an Hermitean m...

  17. The Homoclinic Orbits in Nonlinear Schroedinger Equation

    Institute of Scientific and Technical Information of China (English)

    PengchengXU; BolingGUO; 等

    1998-01-01

    The persistence of Homoclinic orbits for perturbed nonlinear Schroedinger equation with five degree term under een periodic boundary conditions is considered.The exstences of the homoclinic orbits for the truncation equation is established by Melnikov's analysis and geometric singular perturbation theory.

  18. Linearization of Systems of Nonlinear Diffusion Equations

    Institute of Scientific and Technical Information of China (English)

    KANG Jing; QU Chang-Zheng

    2007-01-01

    We investigate the linearization of systems of n-component nonlinear diffusion equations; such systems have physical applications in soil science, mathematical biology and invariant curve flows. Equivalence transformations of their auxiliary systems are used to identify the systems that can be linearized. We also provide several examples of systems with two-component equations, and show how to linearize them by nonlocal mappings.

  19. The approximate solutions of nonlinear Boussinesq equation

    Science.gov (United States)

    Lu, Dianhen; Shen, Jie; Cheng, Yueling

    2016-04-01

    The homotopy analysis method (HAM) is introduced to solve the generalized Boussinesq equation. In this work, we establish the new analytical solution of the exponential function form. Applying the homotopy perturbation method to solve the variable coefficient Boussinesq equation. The results indicate that this method is efficient for the nonlinear models with variable coefficients.

  20. SEMICLASSICAL LIMIT OF NONLINEAR SCHRODINGER EQUATION (Ⅱ)

    Institute of Scientific and Technical Information of China (English)

    张平

    2002-01-01

    In this paper, we use the Wigner measure approach to study the semiclassical limit of nonlinear Schrodinger equation in small time. We prove that: the limits of the quantum density: pε =: |ψε|2, and the quantum momentum: Jε =: εIm(ψεψε) satisfy the compressible Euler equations before the formation of singularities in the limit system.

  1. Nonlinear second order elliptic equations involving measures

    CERN Document Server

    Marcus, Moshe

    2013-01-01

    This book presents a comprehensive study of boundary value problems for linear and semilinear second order elliptic equations with measure data,especially semilinear equations with absorption. The interactions between the diffusion operator and the absorption term give rise to a large class of nonlinear phenomena in the study of which singularities and boundary trace play a central role.

  2. Nonlinear differentiation equation and analytic function spaces

    OpenAIRE

    Li, Hao; Li, Songxiao

    2015-01-01

    In this paper we consider the nonlinear complex differential equation $$(f^{(k)})^{n_{k}}+A_{k-1}(z)(f^{(k-1)})^{n_{k-1}}+\\cdot\\cdot\\cdot+A_{1}(z)(f')^{n_{1}}+A_{0}(z)f^{n_{0}}=0, $$where $ A_{j}(z)$, $ j=0, \\cdots, k-1 $, are analytic in the unit disk $ \\mathbb{D} $, $ n_{j}\\in R^{+} $ for all $ j=0, \\cdots, k $. We investigate this nonlinear differential equation from two aspects. On one hand, we provide some sufficient conditions on coefficients such that all solutions of this equation bel...

  3. 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...

  4. Exponential Attractor for a Nonlinear Boussinesq Equation

    Institute of Scientific and Technical Information of China (English)

    Ahmed Y. Abdallah

    2006-01-01

    This paper is devoted to prove the existence of an exponential attractor for the semiflow generated by a nonlinear Boussinesq equation. We formulate the Boussinesq equation as an abstract equation in the Hilbert space H20(0, 1) × L2(0, 1). The main step in this research is to show that there exists an absorbing set for the solution semiflow in the Hilbert space H03(0, 1) × H10(0, 1).

  5. The Nonlinear Convection—Reaction—Diffusion Equation

    Institute of Scientific and Technical Information of China (English)

    ShiminTANG; MaochangCUI; 等

    1996-01-01

    A nonlinear convection-reaction-diffusion equation is used as a model equation of the El Nino events.In this model,the effects of convection,turbulent diffusion,linear feed-back and nolinear radiation on the anomaly of Sea Surface Temperature(SST) are considered.In the case of constant convection,this equation has exact kink-like travelling wave solutions,which can be used to explain the history of an El Nino event.

  6. Self-Assembly of Nanocomponents into Composite Structures: Derivation and Simulation of Langevin Equations

    CERN Document Server

    Pankavich, Stephen; Miao, Yinglong; Ortoleva, Peter

    2010-01-01

    The kinetics of the self-assembly of nanocomponents into a virus, nanocapsule, or other composite structure is analyzed via a multiscale approach. The objective is to achieve predictability and to preserve key atomic-scale features that underlie the formation and stability of the composite structures. We start with an all-atom description, the Liouville equation, and the order parameters characterizing nanoscale features of the system. An equation of Smoluchowski type for the stochastic dynamics of the order parameters is derived from the Liouville equation via a multiscale perturbation technique. The self-assembly of composite structures from nanocomponents with internal atomic structure is analyzed and growth rates are derived. Applications include the assembly of a viral capsid from capsomers, a ribosome from its major subunits, and composite materials from fibers and nanoparticles. Our approach overcomes errors in other coarse-graining methods which neglect the influence of the nanoscale configuration on ...

  7. Fluctuations in reactive networks subject to extrinsic noise studied in the framework of the chemical Langevin equation

    Science.gov (United States)

    Berthoumieux, H.

    2016-07-01

    Theoretical and experimental studies have shown that the fluctuations of in vivo systems break the fluctuation-dissipation theorem. One can thus ask what information is contained in the correlation functions of protein concentrations and how they relate to the response of the reactive network to a perturbation. Answers to these questions are of prime importance to extract meaningful parameters from the in vivo fluorescence correlation spectroscopy data. In this paper we study the fluctuations of the concentration of a reactive species involved in a cyclic network that is in a nonequilibrium steady state perturbed by a noisy force, taking into account both the breaking of detailed balance and extrinsic noises. Using a generic model for the network and the extrinsic noise, we derive a chemical Langevin equation that describes the dynamics of the system, we determine the expressions of the correlation functions of the concentrations, and we estimate the deviation of the fluctuation-dissipation theorem and the range of parameters in which an effective temperature can be defined.

  8. Fluctuations in reactive networks subject to extrinsic noise studied in the framework of the chemical Langevin equation.

    Science.gov (United States)

    Berthoumieux, H

    2016-07-01

    Theoretical and experimental studies have shown that the fluctuations of in vivo systems break the fluctuation-dissipation theorem. One can thus ask what information is contained in the correlation functions of protein concentrations and how they relate to the response of the reactive network to a perturbation. Answers to these questions are of prime importance to extract meaningful parameters from the in vivo fluorescence correlation spectroscopy data. In this paper we study the fluctuations of the concentration of a reactive species involved in a cyclic network that is in a nonequilibrium steady state perturbed by a noisy force, taking into account both the breaking of detailed balance and extrinsic noises. Using a generic model for the network and the extrinsic noise, we derive a chemical Langevin equation that describes the dynamics of the system, we determine the expressions of the correlation functions of the concentrations, and we estimate the deviation of the fluctuation-dissipation theorem and the range of parameters in which an effective temperature can be defined.

  9. Quantum Langevin equation of a charged oscillator in a magnetic field and coupled to a heat bath through momentum variables.

    Science.gov (United States)

    Gupta, Shamik; Bandyopadhyay, Malay

    2011-10-01

    We obtain the quantum Langevin equation (QLE) of a charged quantum particle moving in a harmonic potential in the presence of a uniform external magnetic field and linearly coupled to a quantum heat bath through momentum variables. The bath is modeled as a collection of independent quantum harmonic oscillators. The QLE involves a random force which does not depend on the magnetic field, and a quantum-generalized classical Lorentz force. These features are also present in the QLE for the case of particle-bath coupling through coordinate variables. However, significant differences are also observed. For example, the mean force in the QLE is characterized by a memory function that depends explicitly on the magnetic field. The random force has a modified form with correlation and commutator different from those in the case of coordinate-coordinate coupling. Moreover, the coupling constants, in addition to appearing in the random force and in the mean force, also renormalize the inertial term and the harmonic potential term in the QLE.

  10. Temperature-driven irreversible generalized Langevin equation can capture the nonequilibrium dynamics of two dissipated coupled oscillators.

    Science.gov (United States)

    Popov, Alexander V; Hernandez, Rigoberto

    2013-09-01

    Kawai and Komatsuzaki [J. Chem. Phys. 134, 114523 (2011)] recently derived the nonequilibrium generalized Langevin equation (GLE) for a nonstationary system using the projection operator technique. In the limit when the environment is slowly changing (that is, a quasi-equilibrium bath), it should reduce to the irreversible GLE approach (iGLE) [J. Chem. Phys. 111, 7701 (1999)]. Kawai and Komatsuzaki, however, found that the driven harmonic oscillator, an example of a nonequilibrium system does not obey the iGLE presumably because it did not quite satisfy the limiting conditions of the latter. Notwithstanding the lack of a massive quasi-equilibrium bath (one of the conditions under which the iGLE had been derived earlier), we found that the temperature-driven iGLE (T-iGLE) [J. Chem. Phys. 126, 244506 (2007)] can reproduce the nonequilibrium dynamics of a driven dissipated pair of harmonic oscillators. It requires a choice of the function representing the coupling between the oscillator coordinate and the bath and shows that the T-iGLE representation is consistent with the projection operator formalism if only dominant bath modes are taken into account. Moreover, we also show that the more readily applicable phenomenological iGLE model is recoverable from the Kawai and Komatsuzaki model beyond the adiabatic limit used in the original T-iGLE theory.

  11. Numerical methods for nonlinear partial differential equations

    CERN Document Server

    Bartels, Sören

    2015-01-01

    The description of many interesting phenomena in science and engineering leads to infinite-dimensional minimization or evolution problems that define nonlinear partial differential equations. While the development and analysis of numerical methods for linear partial differential equations is nearly complete, only few results are available in the case of nonlinear equations. This monograph devises numerical methods for nonlinear model problems arising in the mathematical description of phase transitions, large bending problems, image processing, and inelastic material behavior. For each of these problems the underlying mathematical model is discussed, the essential analytical properties are explained, and the proposed numerical method is rigorously analyzed. The practicality of the algorithms is illustrated by means of short implementations.

  12. 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.

  13. The Langevin Approach: a simple stochastic method for complex phenomena

    CERN Document Server

    Reinke, Nico; Medjroubi, Wided; Lind, Pedro G; Wächter, Matthias; Peinke, Joachim

    2015-01-01

    We describe a simple stochastic method, so-called Langevin approach, which enables one to extract evolution equations of stochastic variables from a set of measurements. Our method is parameter-free and it is based on the nonlinear Langevin equation. Moreover, it can be applied not only to processes in time, but also to processes in scale, given that the data available shows ergodicity. This chapter introduces the mathematical foundations of the Langevin approach and describes how to implement it numerically. A specific application of the method is presented, namely to a turbulent velocity field measured in the laboratory, retrieving the corresponding energy cascade and comparing with the results from a computational simulation of that experiment. In addition, we describe a physical interpretation bridging between processes in time and in scale. Finally, we describe extensions of the method for time series reconstruction and applications to other fields such as finance, medicine, geophysics and renewable ener...

  14. TAYLOR EXPANSION METHOD FOR NONLINEAR EVOLUTION EQUATIONS

    Institute of Scientific and Technical Information of China (English)

    HE Yin-nian

    2005-01-01

    A new numerical method of integrating the nonlinear evolution equations, namely the Taylor expansion method, was presented. The standard Galerkin method can be viewed as the 0-th order Taylor expansion method; while the nonlinear Galerkin method can be viewed as the 1-st order modified Taylor expansion method. Moreover, the existence of the numerical solution and its convergence rate were proven. Finally, a concrete example,namely, the two-dimensional Navier-Stokes equations with a non slip boundary condition,was provided. The result is that the higher order Taylor expansion method is of the higher convergence rate under some assumptions about the regularity of the solution.

  15. 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.

  16. Explicit solutions of nonlinear wave equation systems

    Institute of Scientific and Technical Information of China (English)

    Ahmet Bekir; Burcu Ayhan; M.Naci (O)zer

    2013-01-01

    We apply the (G'/G)-expansion method to solve two systems of nonlinear differential equations and construct traveling wave solutions expressed in terms of hyperbolic functions,trigonometric functions,and rational functions with arbitrary parameters.We highlight the power of the (G'/G)-expansion method in providing generalized solitary wave solutions of different physical structures.It is shown that the (G'/G)-expansion method is very effective and provides a powerful mathematical tool to solve nonlinear differential equation systems in mathematical physics.

  17. Self-assembly of nanocomponents into composite structures: derivation and simulation of Langevin equations.

    Science.gov (United States)

    Pankavich, S; Shreif, Z; Miao, Y; Ortoleva, P

    2009-05-21

    The kinetics of the self-assembly of nanocomponents into a virus, nanocapsule, or other composite structure is analyzed via a multiscale approach. The objective is to achieve predictability and to preserve key atomic-scale features that underlie the formation and stability of the composite structures. We start with an all-atom description, the Liouville equation, and the order parameters characterizing nanoscale features of the system. An equation of Smoluchowski type for the stochastic dynamics of the order parameters is derived from the Liouville equation via a multiscale perturbation technique. The self-assembly of composite structures from nanocomponents with internal atomic structure is analyzed and growth rates are derived. Applications include the assembly of a viral capsid from capsomers, a ribosome from its major subunits, and composite materials from fibers and nanoparticles. Our approach overcomes errors in other coarse-graining methods, which neglect the influence of the nanoscale configuration on the atomistic fluctuations. We account for the effect of order parameters on the statistics of the atomistic fluctuations, which contribute to the entropic and average forces driving order parameter evolution. This approach enables an efficient algorithm for computer simulation of self-assembly, whereas other methods severely limit the timestep due to the separation of diffusional and complexing characteristic times. Given that our approach does not require recalibration with each new application, it provides a way to estimate assembly rates and thereby facilitate the discovery of self-assembly pathways and kinetic dead-end structures.

  18. The generalized Langevin equation revisited: Analytical expressions for the persistence dynamics of a viscous fluid under a time dependent external force

    Science.gov (United States)

    Olivares-Rivas, Wilmer; Colmenares, Pedro J.

    2016-09-01

    The non-static generalized Langevin equation and its corresponding Fokker-Planck equation for the position of a viscous fluid particle were solved in closed form for a time dependent external force. Its solution for a constant external force was obtained analytically. The non-Markovian stochastic differential equation, associated to the dynamics of the position under a colored noise, was then applied to the description of the dynamics and persistence time of particles constrained within absorbing barriers. Comparisons with molecular dynamics were very satisfactory.

  19. Fluctuation analysis of time-averaged mean-square displacement for the Langevin equation with time-dependent and fluctuating diffusivity.

    Science.gov (United States)

    Uneyama, Takashi; Miyaguchi, Tomoshige; Akimoto, Takuma

    2015-09-01

    The mean-square displacement (MSD) is widely utilized to study the dynamical properties of stochastic processes. The time-averaged MSD (TAMSD) provides some information on the dynamics which cannot be extracted from the ensemble-averaged MSD. In particular, the relative standard deviation (RSD) of the TAMSD can be utilized to study the long-time relaxation behavior. In this work, we consider a class of Langevin equations which are multiplicatively coupled to time-dependent and fluctuating diffusivities. Various interesting dynamics models such as entangled polymers and supercooled liquids can be interpreted as the Langevin equations with time-dependent and fluctuating diffusivities. We derive a general formula for the RSD of the TAMSD for the Langevin equation with the time-dependent and fluctuating diffusivity. We show that the RSD can be expressed in terms of the correlation function of the diffusivity. The RSD exhibits the crossover at the long time region. The crossover time is related to a weighted average relaxation time for the diffusivity. Thus the crossover time gives some information on the relaxation time of fluctuating diffusivity which cannot be extracted from the ensemble-averaged MSD. We discuss the universality and possible applications of the formula via some simple examples.

  20. Overdamped fractional Langevin equation and its stochastic resonance%过阻尼分数阶Langevin方程及其随机共振术

    Institute of Scientific and Technical Information of China (English)

    高仕龙; 钟苏川; 韦鹍; 马洪

    2012-01-01

    By choosing an appropriate damping kernel function of generalized Langevin equation, fractional Langevin equation (FLE) is derived in the case of overdamped condition. With the theory of anomalous diffusion and the memory of fractional derivatives, the physical meaning of FLE is discussed. Moreover, the internal mechanism of stochastic resonance about FLE is obtained. Finally, the numerical simulation shows that in a certain range of the order, stochastic resonance appears in FLE, and it is evident that the SNR gain in fractional Langevin equation is better than that of the integer-order situation.%通过对广义Langevin方程阻尼核函数的适当选取,在过阻尼的情形下,推导出分数阶Langevin方程.给合反常扩散理论和分数阶导数的记忆性,讨论了分数阶Langevin方程的物理意义,进而得出分数阶Langevin方程产生随机共振的内在机理.数值模拟表明,在一定的阶数范围内,分数阶Langevin方程可以产生随机共振,并且分数阶下的信噪比增益好于整数阶情形.

  1. Exact solutions for nonlinear foam drainage equation

    Science.gov (United States)

    Zayed, E. M. E.; Al-Nowehy, Abdul-Ghani

    2016-09-01

    In this paper, the modified simple equation method, the exp-function method, the soliton ansatz method, the Riccati equation expansion method and the ( G^' }/G) -expansion method are used to construct exact solutions with parameters of the nonlinear foam drainage equation. When these parameters are taken to be special values, the solitary wave solutions and the trigonometric function solutions are derived from the exact solutions. The obtained results confirm that the proposed methods are efficient techniques for analytic treatments of a wide variety of nonlinear partial differential equations in mathematical physics. We compare our results together with each other yielding from these integration tools. Also, our results have been compared with the well-known results of others.

  2. Exact solutions for nonlinear foam drainage equation

    Science.gov (United States)

    Zayed, E. M. E.; Al-Nowehy, Abdul-Ghani

    2017-02-01

    In this paper, the modified simple equation method, the exp-function method, the soliton ansatz method, the Riccati equation expansion method and the ( G^' }/G)-expansion method are used to construct exact solutions with parameters of the nonlinear foam drainage equation. When these parameters are taken to be special values, the solitary wave solutions and the trigonometric function solutions are derived from the exact solutions. The obtained results confirm that the proposed methods are efficient techniques for analytic treatments of a wide variety of nonlinear partial differential equations in mathematical physics. We compare our results together with each other yielding from these integration tools. Also, our results have been compared with the well-known results of others.

  3. Global attractivity in a nonlinear difference equation

    Directory of Open Access Journals (Sweden)

    Chuanxi Qian

    2007-02-01

    Full Text Available In this paper, we study the asymptotic behavior of positive solutions of the nonlinear difference equation $$ x_{n+1}=x_n f(x_{n-k}, $$ where $f:[0,inftyo(0, infty$ is a unimodal function, and $k$ is a nonnegative integer. Sufficient conditions for the positive equilibrium to be a global attractor of all positive solutions are established. Our results can be applied to to some difference equations derived from mathematical biology.

  4. Computational investigation of porous media phase field formulations: Microscopic, effective macroscopic, and Langevin equations

    Science.gov (United States)

    Ververis, Antonios; Schmuck, Markus

    2017-09-01

    We consider upscaled/homogenized Cahn-Hilliard/Ginzburg-Landau phase field equations as mesoscopic formulations for interfacial dynamics in strongly heterogeneous domains such as porous media. A recently derived effective macroscopic formulation, which takes systematically the pore geometry into account, is computationally validated. To this end, we compare numerical solutions obtained by fully resolving the microscopic pore-scale with solutions of the upscaled/homogenized porous media formulation. The theoretically derived convergence rate O (ɛ 1 / 4) is confirmed for circular pore-walls. An even better convergence of O (ɛ1) holds for square shaped pore-walls. We also compute the homogenization error over time for different pore geometries. We find that the quality of the time evolution shows a complex interplay between pore geometry and heterogeneity. Finally, we study the coarsening of interfaces in porous media with computations of the homogenized equation and the microscopic formulation fully resolving the pore space. We recover the experimentally validated and theoretically rigorously derived coarsening rate of O (t 1 / 3) in the periodic porous media setting. In the case of critical quenching and after adding thermal noise to the microscopic porous media formulation, we observe that the influence of thermal fluctuations on the coarsening rate shows after a short, expected phase of universal coarsening, a sharp transition towards a different regime.

  5. Approximating parameters in nonlinear reaction diffusion equations

    Directory of Open Access Journals (Sweden)

    Robert R. Ferdinand

    2001-07-01

    Full Text Available We present a model describing population dynamics in an environment. The model is a nonlinear, nonlocal, reaction diffusion equation with Neumann boundary conditions. An inverse method, involving minimization of a least-squares cost functional, is developed to identify unknown model parameters. Finally, numerical results are presented which display estimates of these parameters using computationally generated data.

  6. Models for microtubule cargo transport coupling the Langevin equation to stochastic stepping motor dynamics: Caring about fluctuations.

    Science.gov (United States)

    Bouzat, Sebastián

    2016-01-01

    One-dimensional models coupling a Langevin equation for the cargo position to stochastic stepping dynamics for the motors constitute a relevant framework for analyzing multiple-motor microtubule transport. In this work we explore the consistence of these models focusing on the effects of the thermal noise. We study how to define consistent stepping and detachment rates for the motors as functions of the local forces acting on them in such a way that the cargo velocity and run-time match previously specified functions of the external load, which are set on the base of experimental results. We show that due to the influence of the thermal fluctuations this is not a trivial problem, even for the single-motor case. As a solution, we propose a motor stepping dynamics which considers memory on the motor force. This model leads to better results for single-motor transport than the approaches previously considered in the literature. Moreover, it gives a much better prediction for the stall force of the two-motor case, highly compatible with the experimental findings. We also analyze the fast fluctuations of the cargo position and the influence of the viscosity, comparing the proposed model to the standard one, and we show how the differences on the single-motor dynamics propagate to the multiple motor situations. Finally, we find that the one-dimensional character of the models impede an appropriate description of the fast fluctuations of the cargo position at small loads. We show how this problem can be solved by considering two-dimensional models.

  7. Applications of Langevin and Molecular Dynamics methods

    Science.gov (United States)

    Lomdahl, P. S.

    Computer simulation of complex nonlinear and disordered phenomena from materials science is rapidly becoming an active and new area serving as a guide for experiments and for testing of theoretical concepts. This is especially true when novel massively parallel computer systems and techniques are used on these problems. In particular the Langevin dynamics simulation technique has proven useful in situations where the time evolution of a system in contact with a heat bath is to be studied. The traditional way to study systems in contact with a heat bath has been via the Monte Carlo method. While this method has indeed been used successfully in many applications, it has difficulty addressing true dynamical questions. Large systems of coupled stochastic ODE's (or Langevin equations) are commonly the end result of a theoretical description of higher dimensional nonlinear systems in contact with a heat bath. The coupling is often local in nature, because it reflects local interactions formulated on a lattice, the lattice for example represents the underlying discreteness of a substrate of atoms or discrete k-values in Fourier space. The fundamental unit of parallelism thus has a direct analog in the physical system the authors are interested in. In these lecture notes the authors illustrate the use of Langevin stochastic simulation techniques on a number of nonlinear problems from materials science and condensed matter physics that have attracted attention in recent years. First, the authors review the idea behind the fluctuation-dissipation theorem which forms that basis for the numerical Langevin stochastic simulation scheme. The authors then show applications of the technique to various problems from condensed matter and materials science.

  8. Exact solutions for nonlinear partial fractional differential equations

    Institute of Scientific and Technical Information of China (English)

    Khaled A.Gepreel; Saleh Omran

    2012-01-01

    In this article,we use the fractional complex transformation to convert nonlinear partial fractional differential equations to nonlinear ordinary differential equations.We use the improved (G’/G)-expansion function method to calculate the exact solutions to the time-and space-fractional derivative foam drainage equation and the time-and space-fractional derivative nonlinear KdV equation.This method is efficient and powerful for solving wide classes of nonlinear evolution fractional order equations.

  9. Nonlinear Acoustics -- Perturbation Theory and Webster's Equation

    CERN Document Server

    Jorge, Rogério

    2013-01-01

    Webster's horn equation (1919) offers a one-dimensional approximation for low-frequency sound waves along a rigid tube with a variable cross-sectional area. It can be thought as a wave equation with a source term that takes into account the nonlinear geometry of the tube. In this document we derive this equation using a simplified fluid model of an ideal gas. By a simple change of variables, we convert it to a Schr\\"odinger equation and use the well-known variational and perturbative methods to seek perturbative solutions. As an example, we apply these methods to the Gabriel's Horn geometry, deriving the first order corrections to the linear frequency. An algorithm to the harmonic modes in any order for a general horn geometry is derived.

  10. The Lie algebra of infinitesimal symmetries of nonlinear diffusion equations

    NARCIS (Netherlands)

    Kersten, Paul H.M.; Gragert, Peter K.H.

    1983-01-01

    By using developed software for solving overdetermined systems of partial differential equations, the authors establish the complete Lie algebra of infinitesimal symmetries of nonlinear diffusion equations.

  11. Lattice Boltzmann model for nonlinear convection-diffusion equations.

    Science.gov (United States)

    Shi, Baochang; Guo, Zhaoli

    2009-01-01

    A lattice Boltzmann model for convection-diffusion equation with nonlinear convection and isotropic-diffusion terms is proposed through selecting equilibrium distribution function properly. The model can be applied to the common real and complex-valued nonlinear evolutionary equations, such as the nonlinear Schrödinger equation, complex Ginzburg-Landau equation, Burgers-Fisher equation, nonlinear heat conduction equation, and sine-Gordon equation, by using a real and complex-valued distribution function and relaxation time. Detailed simulations of these equations are performed, and it is found that the numerical results agree well with the analytical solutions and the numerical solutions reported in previous studies.

  12. 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.

  13. Nonsmooth analysis of doubly nonlinear evolution equations

    CERN Document Server

    Mielke, Alexander; Savare', Giuseppe

    2011-01-01

    In this paper we analyze a broad class of abstract doubly nonlinear evolution equations in Banach spaces, driven by nonsmooth and nonconvex energies. We provide some general sufficient conditions, on the dissipation potential and the energy functional,for existence of solutions to the related Cauchy problem. We prove our main existence result by passing to the limit in a time-discretization scheme with variational techniques. Finally, we discuss an application to a material model in finite-strain elasticity.

  14. Beyond complex Langevin equations

    CERN Document Server

    Wosiek, Jacek

    2016-01-01

    A simple integral relation between a complex weight and the corresponding positive distribution is derived by introducing a second complex variable. Together with the positivity and normalizability conditions, this sum rule allows to construct explicitly equivalent pairs of distributions in simple cases. In particular the well known solution for a complex gaussian distribution is generalized to an arbitrary complex slope. This opens a possibility of positive representation of Feynman path integrals directly in the Minkowski time. Such construction is then explicitly carried through in the second part of this presentation. The continuum limit of the new representation exists only if some of the additional couplings tend to infinity and are tuned in a specific way. The approach is then successfully applied to three quantum mechanical examples including a particle in a constant magnetic field -- a simplest prototype of a Wilson line. Further generalizations are shortly discussed and an amusing interpretation of ...

  15. Solving Nonlinear Euler Equations with Arbitrary Accuracy

    Science.gov (United States)

    Dyson, Rodger W.

    2005-01-01

    A computer program that efficiently solves the time-dependent, nonlinear Euler equations in two dimensions to an arbitrarily high order of accuracy has been developed. The program implements a modified form of a prior arbitrary- accuracy simulation algorithm that is a member of the class of algorithms known in the art as modified expansion solution approximation (MESA) schemes. Whereas millions of lines of code were needed to implement the prior MESA algorithm, it is possible to implement the present MESA algorithm by use of one or a few pages of Fortran code, the exact amount depending on the specific application. The ability to solve the Euler equations to arbitrarily high accuracy is especially beneficial in simulations of aeroacoustic effects in settings in which fully nonlinear behavior is expected - for example, at stagnation points of fan blades, where linearizing assumptions break down. At these locations, it is necessary to solve the full nonlinear Euler equations, and inasmuch as the acoustical energy is of the order of 4 to 5 orders of magnitude below that of the mean flow, it is necessary to achieve an overall fractional error of less than 10-6 in order to faithfully simulate entropy, vortical, and acoustical waves.

  16. A nonlinear Schroedinger wave equation with linear quantum behavior

    Energy Technology Data Exchange (ETDEWEB)

    Richardson, Chris D.; Schlagheck, Peter; Martin, John; Vandewalle, Nicolas; Bastin, Thierry [Departement de Physique, University of Liege, 4000 Liege (Belgium)

    2014-07-01

    We show that a nonlinear Schroedinger wave equation can reproduce all the features of linear quantum mechanics. This nonlinear wave equation is obtained by exploring, in a uniform language, the transition from fully classical theory governed by a nonlinear classical wave equation to quantum theory. The classical wave equation includes a nonlinear classicality enforcing potential which when eliminated transforms the wave equation into the linear Schroedinger equation. We show that it is not necessary to completely cancel this nonlinearity to recover the linear behavior of quantum mechanics. Scaling the classicality enforcing potential is sufficient to have quantum-like features appear and is equivalent to scaling Planck's constant.

  17. The universal trend of the non-exponential Rouse mode relaxation in polymer systems: a theoretical interpretation based on a generalized Langevin equation.

    Science.gov (United States)

    Colmenero, J

    2015-07-28

    We show that the universal behavior of the Rouse-mode relaxation in polymer systems - which has been recently reported from experimental data [S. Arrese-Igor, et al., Phys. Rev. Lett., 2014, 113, 078302] - can be quantitatively explained in the framework of a theoretical approach based on: (i) a generalized Langevin equation formalism and (ii) a memory function which takes into account the coupling between intra-chain dynamics and collective dynamics. This approach opens the way for generalizing the magnitudes probing chain dynamics in polymer systems.

  18. Explicit Integration of Friedmann's Equation with Nonlinear Equations of State

    CERN Document Server

    Chen, Shouxin; Yang, Yisong

    2015-01-01

    This paper is a continuation of our earlier study on the integrability of the Friedmann equations in the light of the Chebyshev theorem. Our main focus will be on a series of important, yet not previously touched, problems when the equation of state for the perfect-fluid universe is nonlinear. These include the generalized Chaplygin gas, two-term energy density, trinomial Friedmann, Born--Infeld, and two-fluid models. We show that some of these may be integrated using Chebyshev's result while other are out of reach by the theorem but may be integrated explicitly by other methods. With the explicit integration, we are able to understand exactly the roles of the physical parameters in various models play in the cosmological evolution. For example, in the Chaplygin gas universe, it is seen that, as far as there is a tiny presence of nonlinear matter, linear matter makes contribution to the dark matter, which becomes significant near the phantom divide line. The Friedmann equations also arise in areas of physics ...

  19. The tanh-coth method combined with the Riccati equation for solving non-linear equation

    Energy Technology Data Exchange (ETDEWEB)

    Bekir, Ahmet [Dumlupinar University, Art-Science Faculty, Department of Mathematics, Kuetahya (Turkey)], E-mail: abekir@dumlupinar.edu.tr

    2009-05-15

    In this work, we established abundant travelling wave solutions for some non-linear evolution equations. This method was used to construct solitons and traveling wave solutions of non-linear evolution equations. The tanh-coth method combined with Riccati equation presents a wider applicability for handling non-linear wave equations.

  20. ACCELERATION METHODS OF NONLINEAR ITERATION FOR NONLINEAR PARABOLIC EQUATIONS

    Institute of Scientific and Technical Information of China (English)

    Guang-wei Yuan; Xu-deng Hang

    2006-01-01

    This paper discusses the accelerating iterative methods for solving the implicit scheme of nonlinear parabolic equations. Two new nonlinear iterative methods named by the implicit-explicit quasi-Newton (IEQN) method and the derivative free implicit-explicit quasi-Newton (DFIEQN) method are introduced, in which the resulting linear equations from the linearization can preserve the parabolic characteristics of the original partial differential equations. It is proved that the iterative sequence of the iteration method can converge to the solution of the implicit scheme quadratically. Moreover, compared with the Jacobian Free Newton-Krylov (JFNK) method, the DFIEQN method has some advantages, e.g., its implementation is easy, and it gives a linear algebraic system with an explicit coefficient matrix, so that the linear (inner) iteration is not restricted to the Krylov method. Computational results by the IEQN, DFIEQN, JFNK and Picard iteration meth-ods are presented in confirmation of the theory and comparison of the performance of these methods.

  1. General Symmetry Approach to Solve Variable-Coefficient Nonlinear Equations

    Institute of Scientific and Technical Information of China (English)

    RUAN HangYu; CHEN YiXin; LOU SenYue

    2001-01-01

    After considering the variable coefficient of a nonlinear equation as a new dependent variable, some special types of variable-coefficient equation can be solved from the corresponding constant-coefficient equations by using the general classical Lie approach. Taking the nonlinear Schrodinger equation as a concrete example, the method is recommended in detail.``

  2. PDF model based on Langevin equation for polydispersed two-phase flows applied to a bluff-body gas-solid flow,

    CERN Document Server

    Minier, J P; Chibbaro, S

    2010-01-01

    The aim of the paper is to discuss the main characteristics of a complete theoretical and numerical model for turbulent polydispersed two-phase flows, pointing out some specific issues. The theoretical details of the model have already been presented [Minier and Peirano, Physics Reports, Vol. 352/1-3, 2001 ]. Consequently, the present work is mainly focused on complementary aspects, that are often overlooked and that require particular attention. In particular, the following points are analysed : the necessity to add an extra term in the equation for the velocity of the fluid seen in the case of twoway coupling, the theoretical and numerical evaluations of particle averages and the fulfilment of the particle mass-continuity constraint. The theoretical model is developed within the PDF formalism. The important-physical choice of the state vector variables is first discussed and the model is then expressed as a stochastic differential equation (SDE) written in continuous time (Langevin equations) for the veloci...

  3. DYNAMIC BIFURCATION OF NONLINEAR EVOLUTION EQUATIONS

    Institute of Scientific and Technical Information of China (English)

    MA TIAN; WANG SHOUHONG

    2005-01-01

    The authors introduce a notion of dynamic bifurcation for nonlinear evolution equations, which can be called attractor bifurcation. It is proved that as the control parameter crosses certain critical value, the system bifurcates from a trivial steady state solution to an attractor with dimension between m and m + 1, where m + 1 is the number of eigenvalues crossing the imaginary axis. The attractor bifurcation theory presented in this article generalizes the existing steady state bifurcations and the Hopf bifurcations. It provides a unified point of view on dynamic bifurcation and can be applied to many problems in physics and mechanics.

  4. REITERATED HOMOGENIZATION OF DEGENERATE NONLINEAR ELLIPTIC EQUATIONS

    Institute of Scientific and Technical Information of China (English)

    2002-01-01

    The authors study homogenization of some nonlinear partial differential equations of the form -div (a (hx,h2x,Duh)) = f,where a is periodic in the first two arguments and monotone in the third.In particular the case where a satisfies degenerated structure conditions is studied.It is proved that uh converges weakly in Wo1.1 (Ω) to the unique solution of a limit problem as h →∞.Moreover,explicit expressions for the limit problem are obtained.

  5. Coupled Nonlinear Schr\\"{o}dinger equation and Toda equation (the Root of Integrability)

    OpenAIRE

    Hisakado, Masato

    1997-01-01

    We consider the relation between the discrete coupled nonlinear Schr\\"{o}dinger equation and Toda equation. Introducing complex times we can show the intergability of the discrete coupled nonlinear Schr\\"{o}dinger equation. In the same way we can show the integrability in coupled case of dark and bright equations. Using this method we obtain several integrable equations.

  6. 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....

  7. Soliton states of Maxwell’s equations and nonlinear Schrodinger equation

    Institute of Scientific and Technical Information of China (English)

    陈翼强

    1997-01-01

    Similarities and fundamental differences between Maxwell’s equations and nonlinear Schrodinger equation in predicting a soliton evolution in a uniform nonlinear anisotropic medium are analyzed.It is found that in some cases,the soliton solutions to the nonlinear Schrodinger equation cannot be recovered from Maxwell’s equations while in others the soliton solutions to Maxwell’s equations are lost from the nonlinear Schrodinger equation through approximation,although there are cases where the soliton solutions to the two sets of the equations demonstrate only quantitative difference.The origin of the differences is also discussed.

  8. A new application of Riccati equation to some nonlinear evolution equations

    Energy Technology Data Exchange (ETDEWEB)

    Geng Tao [School of Science, PO Box 122, Beijing University of Posts and Telecommunications, Beijing 100876 (China)], E-mail: taogeng@yahoo.com.cn; Shan Wenrui [School of Science, PO Box 122, Beijing University of Posts and Telecommunications, Beijing 100876 (China)

    2008-03-03

    By means of symbolic computation, a new application of Riccati equation is presented to obtain novel exact solutions of some nonlinear evolution equations, such as nonlinear Klein-Gordon equation, generalized Pochhammer-Chree equation and nonlinear Schroedinger equation. Comparing with the existing tanh methods and the proposed modifications, we obtain the exact solutions in the form as a non-integer power polynomial of tanh (or tan) functions by using this method, and the availability of symbolic computation is demonstrated.

  9. Trial Equation Method to Nonlinear Evolution Equations with Rank Inhomogeneous:Mathematical Discussions and Its Applications

    Institute of Scientific and Technical Information of China (English)

    2006-01-01

    A trial equation method to nonlinear evolution equation with rank inhomogeneous is given. As applications, the exact traveling wave solutions to some higher-order nonlinear equations such as generalized Boussinesq equation,generalized Pochhammer-Chree equation, KdV-Burgers equation, and KS equation and so on, are obtained. Among these, some results are new. The proposed method is based on the idea of reduction of the order of ODE. Some mathematical details of the proposed method are discussed.

  10. Hyperbolic function method for solving nonlinear differential-different equations

    Institute of Scientific and Technical Information of China (English)

    Zhu Jia-Min

    2005-01-01

    An algorithm is devised to obtained exact travelling wave solutions of differential-different equations by means of hyperbolic function. For illustration, we apply the method to solve the discrete nonlinear (2+1)-dimensional Toda lattice equation and the discretized nonlinear mKdV lattice equation, and successfully constructed some explicit and exact travelling wave solutions.

  11. Extension of Variable Separable Solutions for Nonlinear Evolution Equations

    Institute of Scientific and Technical Information of China (English)

    JIA Hua-Bing; ZHANG Shun-Li; XU Wei; ZHU Xiao-Ning; WANG Yong-Mao; LOU Sen-Yue

    2008-01-01

    We give the generalized definitions of variable separable solutions to nonlinear evolution equations, and characterize the relation between the functional separable solution and the derivative-dependent functional separablecation, we classify the generalized nonlinear diffusion equations that admit special functional separable solutions and obtain some exact solutions to the resulting equations.

  12. Almost Periodic Viscosity Solutions of Nonlinear Parabolic Equations

    Directory of Open Access Journals (Sweden)

    Zhang Shilin

    2009-01-01

    Full Text Available We generalize the comparison result 2007 on Hamilton-Jacobi equations to nonlinear parabolic equations, then by using Perron's method to study the existence and uniqueness of time almost periodic viscosity solutions of nonlinear parabolic equations under usual hypotheses.

  13. Positive periodic solutions for third-order nonlinear differential equations

    Directory of Open Access Journals (Sweden)

    Jingli Ren

    2011-05-01

    Full Text Available For several classes of third-order constant coefficient linear differential equations we obtain existence and uniqueness of periodic solutions utilizing explicit Green's functions. We discuss an iteration method for constant coefficient nonlinear differential equations and provide new conditions for the existence of periodic positive solutions for third-order time-varying nonlinear and neutral differential equations.

  14. Exact periodic wave solutions for some nonlinear partial differential equations

    Energy Technology Data Exchange (ETDEWEB)

    El-Wakil, S.A. [Theoretical Physics Research Group, Department of Physics, Faculty of Science, Mansoura University, Mansoura 35516 (Egypt); Elgarayhi, A. [Theoretical Physics Research Group, Department of Physics, Faculty of Science, Mansoura University, Mansoura 35516 (Egypt)]. E-mail: elgarayhi@yahoo.com; Elhanbaly, A. [Theoretical Physics Research Group, Department of Physics, Faculty of Science, Mansoura University, Mansoura 35516 (Egypt)

    2006-08-15

    The periodic wave solutions for some nonlinear partial differential equations, including generalized Klein-Gordon equation, Kadomtsev-Petviashvili (KP) equation and Boussinesq equations, are obtained by using the solutions of Jacobi elliptic equation. Under limit conditions, exact solitary wave solutions, shock wave solutions and triangular periodic wave solutions have been recovered.

  15. Exact solitary wave solutions of nonlinear wave equations

    Institute of Scientific and Technical Information of China (English)

    2001-01-01

    The hyperbolic function method for nonlinear wave equations ispresented. In support of a computer algebra system, many exact solitary wave solutions of a class of nonlinear wave equations are obtained via the method. The method is based on the fact that the solitary wave solutions are essentially of a localized nature. Writing the solitary wave solutions of a nonlinear wave equation as the polynomials of hyperbolic functions, the nonlinear wave equation can be changed into a nonlinear system of algebraic equations. The system can be solved via Wu Elimination or Grbner base method. The exact solitary wave solutions of the nonlinear wave equation are obtained including many new exact solitary wave solutions.

  16. Some new solutions of nonlinear evolution equations with variable coefficients

    Science.gov (United States)

    Virdi, Jasvinder Singh

    2016-05-01

    We construct the traveling wave solutions of nonlinear evolution equations (NLEEs) with variable coefficients arising in physics. Some interesting nonlinear evolution equations are investigated by traveling wave solutions which are expressed by the hyperbolic functions, the trigonometric functions and rational functions. The applied method will be used in further works to establish more entirely new solutions for other kinds of such nonlinear evolution equations with variable coefficients arising in physics.

  17. Logarithmic singularities of solutions to nonlinear partial differential equations

    CERN Document Server

    Tahara, Hidetoshi

    2007-01-01

    We construct a family of singular solutions to some nonlinear partial differential equations which have resonances in the sense of a paper due to T. Kobayashi. The leading term of a solution in our family contains a logarithm, possibly multiplied by a monomial. As an application, we study nonlinear wave equations with quadratic nonlinearities. The proof is by the reduction to a Fuchsian equation with singular coefficients.

  18. New travelling wave solutions for nonlinear stochastic evolution equations

    Indian Academy of Sciences (India)

    Hyunsoo Kim; Rathinasamy Sakthivel

    2013-06-01

    The nonlinear stochastic evolution equations have a wide range of applications in physics, chemistry, biology, economics and finance from various points of view. In this paper, the (′/)-expansion method is implemented for obtaining new travelling wave solutions of the nonlinear (2 + 1)-dimensional stochastic Broer–Kaup equation and stochastic coupled Korteweg–de Vries (KdV) equation. The study highlights the significant features of the method employed and its capability of handling nonlinear stochastic problems.

  19. Nonclassical Symmetries for Nonlinear Partial Differential Equations via Compatibility

    Institute of Scientific and Technical Information of China (English)

    Mostafa F. El-Sabbagh; Ahmad T. Ali

    2011-01-01

    The determining equations for the nonclassical symmetry reductions of nonlinear partial differential equations with arbitrary order can be obtained by requiring the compatibility between the original equations and the invariant surface conditions. The (2+1)-dimensional shallow water wave equation, Boussinesq equation, and the dispersive wave equations in shallow water serve as examples i11ustrating how compatibility leads quickly and easily to the determining equations for their nonclassical symmetries.

  20. Steen-Ermakov-Pinney equation and integrable nonlinear deformation of one-dimensional Dirac equation

    OpenAIRE

    Prykarpatskyy, Yarema

    2017-01-01

    The paper deals with nonlinear one-dimensional Dirac equation. We describe its invariants set by means of the deformed linear Dirac equation, using the fact that two ordinary differential equations are equivalent if their sets of invariants coincide.

  1. Homoclinic orbits of second-order nonlinear difference equations

    Directory of Open Access Journals (Sweden)

    Haiping Shi

    2015-06-01

    Full Text Available We establish existence criteria for homoclinic orbits of second-order nonlinear difference equations by using the critical point theory in combination with periodic approximations.

  2. Bifurcation and stability for a nonlinear parabolic partial differential equation

    Science.gov (United States)

    Chafee, N.

    1973-01-01

    Theorems are developed to support bifurcation and stability of nonlinear parabolic partial differential equations in the solution of the asymptotic behavior of functions with certain specified properties.

  3. On the exact controllability of a nonlinear stochastic heat equation

    Directory of Open Access Journals (Sweden)

    Bui An Ton

    2006-01-01

    Full Text Available The exact controllability of a nonlinear stochastic heat equation with null Dirichlet boundary conditions, nonzero initial and target values, and an interior control is established.

  4. SOLVABILITY FOR NONLINEAR ELLIPTIC EQUATION WITH BOUNDARY PERTURBATION

    Institute of Scientific and Technical Information of China (English)

    2007-01-01

    The solvability of nonlinear elliptic equation with boundary perturbation is considered. The perturbed solution of original problem is obtained and the uniformly valid expansion of solution is proved.

  5. OSCILLATION OF NONLINEAR IMPULSIVE PARABOLIC DIFFERENTIAL EQUATIONS WITH SEVERAL DELAYS

    Institute of Scientific and Technical Information of China (English)

    CuiChenpei; ZouMin; LiuAnping; XiaoLi

    2005-01-01

    In this paper, oscillatory properties for solutions of certain nonlinear impulsive parabolic equations with several delays are investigated and a series of new sufficient conditions for oscillations of the equation are established.

  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. Generalized Nonlinear Proca Equation and its Free-Particle Solutions

    CERN Document Server

    Nobre, F D

    2016-01-01

    We introduce a non-linear 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 $q \\rightarrow 1$. We derive the nonlinear Proca equation from a Lagrangian that, besides the usual vectorial field $\\Psi^{\\mu}(\\vec{x},t)$, involves an additional field $\\Phi^{\\mu}(\\vec{x},t)$. We obtain exact time dependent soliton-like solutions for these fields having the...

  8. Bistable systems with Stochastic Noise: Virtues and Limits of effective Langevin equations for the Thermohaline Circulation strength

    CERN Document Server

    Lucarini, Valerio; Willeit, Matteo

    2011-01-01

    The understanding of the statistical properties and of the dynamics of multistable systems is gaining more and more importance in a vast variety of scientific fields. This is especially relevant for the investigation of the tipping points of complex systems. Sometimes, in order to understand the time series of given observables exhibiting bimodal distributions, simple one-dimensional Langevin models are fitted to reproduce the observed statistical properties, and used to investing-ate the projected dynamics of the observable. This is of great relevance for studying potential catastrophic changes in the properties of the underlying system or resonant behaviours like those related to stochastic resonance-like mechanisms. In this paper, we propose a framework for encasing this kind of studies and show, using simple box models of the oceanic circulation and choosing as observable the strength of the thermohaline circulation. We study the statistical properties of the transitions between the two modes of operation...

  9. [Model of ion diffusion in synaptic cleft based on stochastical integration of langevin equation at dielectric friction approximation].

    Science.gov (United States)

    Turchenkov, D A; Boronovskiĭ, S E; Nartsissov, Ia R

    2013-01-01

    Changes in the state of the central nervous system, leading to the development of pathological processes, are directly associated with a state of neurons, particularly with their conductivity in synaptic cleft region. The synaptic flexibility plays a key role in environmental adaptation, which manifests in dynamic changes of synaptic properties. However more attention was paid rather to their functional, than physical-chemical properties. We present the results of simulation of potential determining ions in synaptic contact area using Langevin dynamics. Diffusion and self-diffusion coefficients were calculated. It is shown that the range of variability of the diffusion coefficient of ions in perimembrane space, caused by variable viscosity and dielectric conductivity of electrolyte can reach 20%. These physical-chemical synaptic parameters can be considered as relevant for synaptic flexibility.

  10. The Riccati Equation Mapping Method for Solving Nonlinear Partial Differential Equations in Mathematical Physics

    Directory of Open Access Journals (Sweden)

    Elsayed Mohamed Elsayed ZAYED

    2014-07-01

    Full Text Available In this article, many new exact solutions of the (2+1-dimensional nonlinear Boussinesq-Kadomtsev-Petviashvili equation and the (1+1-dimensional nonlinear heat conduction equation are constructed using the Riccati equation mapping method. By means of this method, many new exact solutions are successfully obtained. This method can be applied to many other nonlinear evolution equations in mathematical physics.doi:10.14456/WJST.2014.14

  11. A nonlinear wave equation with a nonlinear integral equation involving the boundary value

    Directory of Open Access Journals (Sweden)

    Thanh Long Nguyen

    2004-09-01

    Full Text Available We consider the initial-boundary value problem for the nonlinear wave equation $$displaylines{ u_{tt}-u_{xx}+f(u,u_{t}=0,quad xin Omega =(0,1,; 0nonlinear integral equation $$ P(t=g(t+H(u(0,t-int_0^t K(t-s,u(0,sds, $$ where $g$, $K$, $H$ are given functions. We prove the existence and uniqueness of weak solutions to this problem, and discuss the stability of the solution with respect to the functions $g$, $K$, and $H$. For the proof, we use the Galerkin method.

  12. Fuzzy Modeling for Uncertainty Nonlinear Systems with Fuzzy Equations

    Directory of Open Access Journals (Sweden)

    Raheleh Jafari

    2017-01-01

    Full Text Available The uncertain nonlinear systems can be modeled with fuzzy equations by incorporating the fuzzy set theory. In this paper, the fuzzy equations are applied as the models for the uncertain nonlinear systems. The nonlinear modeling process is to find the coefficients of the fuzzy equations. We use the neural networks to approximate the coefficients of the fuzzy equations. The approximation theory for crisp models is extended into the fuzzy equation model. The upper bounds of the modeling errors are estimated. Numerical experiments along with comparisons demonstrate the excellent behavior of the proposed method.

  13. Power Series Solution for Solving Nonlinear Burgers-Type Equations

    Directory of Open Access Journals (Sweden)

    E. López-Sandoval

    2015-01-01

    Full Text Available Power series solution method has been traditionally used to solve ordinary and partial linear differential equations. However, despite their usefulness the application of this method has been limited to this particular kind of equations. In this work we use the method of power series to solve nonlinear partial differential equations. The method is applied to solve three versions of nonlinear time-dependent Burgers-type differential equations in order to demonstrate its scope and applicability.

  14. A NONLINEAR LAVRENTIEV-BITSADZE MIXED TYPE EQUATION

    Institute of Scientific and Technical Information of China (English)

    Chen Shuxing

    2011-01-01

    In this paper the Tricomi problem for a nonlinear mixed type equation is studied.The coefficients of the mixed type equation are discontinuous on the line,where the equation changes its type.The existence of solution to this problem is proved.The method developed in this paper can be applied to study more difficult problems for nonlinear mixed type equations arising in gas dynamics.

  15. Power Series Solution for Solving Nonlinear Burgers-Type Equations

    OpenAIRE

    López-Sandoval, E.; Mello, A.; Godina-Nava, J. J.; Samana, A. R.

    2015-01-01

    Power series solution method has been traditionally used to solve ordinary and partial linear differential equations. However, despite their usefulness the application of this method has been limited to this particular kind of equations. In this work we use the method of power series to solve nonlinear partial differential equations. The method is applied to solve three versions of nonlinear time-dependent Burgers-type differential equations in order to demonstrate its scope and applicability.

  16. Solution and Positive Solution to Nonlinear Cantilever Beam Equations

    Institute of Scientific and Technical Information of China (English)

    2008-01-01

    Using the decomposition technique of equation and the fixed point theorem, the existence of solution and positive solution is studied for a nonlinear cantilever beam equation. The equation describes the deformation of the elastic beam with a fixed end and a free end. The main results show that the equation has at least one solution or positive solution, provided that the "height" of nonlinear term is appropriate on a bounded set.

  17. Properties of the Langevin and Fokker-Planck equations for scalar fields and their application to the dynamics of second order phase transitions

    CERN Document Server

    Bettencourt, L M A

    2001-01-01

    I consider several Langevin and Fokker-Planck classes of dynamics for scalar field theories in contact with a thermal bath at temperature T. These models have been applied recently in the numerical description of the dynamics of second order phase transitions and associated topological defect formation as well as in other studies of these critical phenomena. Closed form solutions of the Fokker-Planck equation are given for the harmonic potential and a dynamical mean-field approximation is developed. These methods allow for an analytical discussion of the behavior of the theories in several circumstances of interest such as critical slowing down at a second order transition and the development of spinodal instabilities. These insights allow for a more detailed understanding of several numerical studies in the literature.

  18. Exact solutions for some nonlinear partial differential equations

    Energy Technology Data Exchange (ETDEWEB)

    Peng, Yan-Ze

    2003-08-11

    Exact solutions to some nonlinear partial differential equations, including (2+1)-dimensional breaking soliton equation, sine-Gordon equation and double sine-Gordon equation, are studied by means of the mapping method proposed by the author recently. Many new results are presented. A simple review of the method is finally given.

  19. 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.

  20. ANALYTICAL SOLUTIONS FOR SOME NONLINEAR EVOLUTION EQUATIONS

    Institute of Scientific and Technical Information of China (English)

    胡建兰; 张汉林

    2003-01-01

    The following partial differential equations are studied: generaliz ed fifth-orderKdV equation, water wave equation, Kupershmidt equation, couples KdV equation. Theanalytical solutions to these problems via using various ansaiz es by introducing a second-order ordinary differential equation are found out.

  1. DIFFERENCE METHODS FOR A NON-LINEAR ELLIPTIC SYSTEM OF PARTIAL DIFFERENTIAL EQUATIONS,

    Science.gov (United States)

    DIFFERENCE EQUATIONS, ITERATIONS), (*ITERATIONS, DIFFERENCE EQUATIONS), (* PARTIAL DIFFERENTIAL EQUATIONS , BOUNDARY VALUE PROBLEMS), EQUATIONS, FUNCTIONS(MATHEMATICS), SEQUENCES(MATHEMATICS), NONLINEAR DIFFERENTIAL EQUATIONS

  2. Exact Travelling Wave Solutions to a Coupled Nonlinear Evolution Equation[

    Institute of Scientific and Technical Information of China (English)

    HUANGDing-Jiang; ZHANGHong-Qing

    2004-01-01

    By using an improved hyperbola function method, several types of exact travelling wave solutions to a coupled nonlinear evolution equation are obtained, which include kink-shaped soliton solutions, bell-shaped soliton solutions, envelop solitary wave solutions, and new solitary waves. The method can be applied to other nonlinear evolution equations in mathematical physics.

  3. Exact Travelling Wave Solutions to a Coupled Nonlinear Evolution Equation

    Institute of Scientific and Technical Information of China (English)

    HUANG Ding-Jiang; ZHANG Hong-Qing

    2004-01-01

    By using an improved hyperbola function method, several types of exact travelling wave solutions to a coupled nonlinear evolution equation are obtained, which include kink-shaped soliton solutions, bell-shaped soliton solutions, envelop solitary wave solutions, and new solitary waves. The method can be applied to other nonlinear evolution equations in mathematical physics.

  4. A variational approach to nonlinear evolution equations in optics

    Indian Academy of Sciences (India)

    D Anderson; M Lisak; A Berntson

    2001-11-01

    A tutorial review is presented of the use of direct variational methods based on RayleighRitz optimization for finding approximate solutions to various nonlinear evolution equations. The practical application of the approach is demonstrated by some illustrative examples in connection with the nonlinear Schrödinger equation.

  5. 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....

  6. Prolongation Structure of Semi-discrete Nonlinear Evolution Equations

    Institute of Scientific and Technical Information of China (English)

    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 Schr(o)dinger equation is discussed in terms of this theory and the corresponding Lax pairs are also given.

  7. Exact solutions for some nonlinear systems of partial differential equations

    Energy Technology Data Exchange (ETDEWEB)

    Darwish, A.A. [Department of Mathematics, Faculty of Science, Helwan University (Egypt)], E-mail: profdarwish@yahoo.com; Ramady, A. [Department of Mathematics, Faculty of Science, Beni-Suef University (Egypt)], E-mail: aramady@yahoo.com

    2009-04-30

    A direct and unified algebraic method for constructing multiple travelling wave solutions of nonlinear systems of partial differential equations (PDEs) is used and implemented in a computer algebraic system. New solutions for some nonlinear partial differential equations (NLPDEs) are obtained. Graphs of the solutions are displayed.

  8. Alternative Forms of Enhanced Boussinesq Equations with Improved Nonlinearity

    Directory of Open Access Journals (Sweden)

    Kezhao Fang

    2013-01-01

    Full Text Available We propose alternative forms of the Boussinesq equations which extend the equations of Madsen and Schäffer by introducing extra nonlinear terms during enhancement. Theoretical analysis shows that nonlinear characteristics are considerably improved. A numerical implementation of one-dimensional equations is described. Three tests involving strongly nonlinear evolution, namely, regular waves propagating over an elevated bar feature in a tank with an otherwise constant depth, wave group transformation over constant water depth, and nonlinear shoaling of unsteady waves over a sloping beach, are simulated by the model. The model is found to be effective.

  9. 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...

  10. Marchenko Equation for the Derivative Nonlinear Schr(o)dinger Equation

    Institute of Scientific and Technical Information of China (English)

    HUANG Nian-Ning

    2007-01-01

    A simple derivation of the Marchenko equation is given for the derivative nonlinear Schr(o)dinger equation.The kernel of the Marchenko equation is demanded to satisfy the conditions given by the compatibility equations.the soliton solutions to the Marchenko equation are verified.The derivation is not concerned with the revisions of Kaup and Newell.

  11. Estimation of saturation and coherence effects in the KGBJS equation - a non-linear CCFM equation

    CERN Document Server

    Deak, Michal

    2012-01-01

    We solve the modified non-linear extension of the CCFM equation - KGBJS equation - numerically for certain initial conditions and compare the resulting gluon Green functions with those obtained from solving the original CCFM equation and the BFKL and BK equations for the same initial conditions. We improve the low transversal momentum behaviour of the KGBJS equation by a small modification.

  12. Exploring the Nonlinear Cloud and Rain Equation

    CERN Document Server

    Koren, Ilan; Feingold, Graham

    2016-01-01

    Marine stratocumulus cloud decks are regarded as the reflectors of the climate system, returning back to space a significant part of the income solar radiation, thus cooling the atmosphere. Such clouds can exist in two stable modes, open and closed cells, for a wide range of environmental conditions. This emergent behavior of the system, and its sensitivity to aerosol and environmental properties, is captured by a set of nonlinear equations. Here, using linear stability analysis, we express the transition from steady to a limit-cycle state analytically, showing how it depends on the model parameters. We show that the control of the droplet concentration (N) the environmental carrying-capacity (H0) and the cloud recovery parameter (tau) can be linked by a single nondimensional parameter mu=N/(alfa*tau*H0), suggesting that for deeper clouds the transition from open (oscillating) to closed (stable fixed point) cells will occur for higher droplet concentration (i.e. higher aerosol loading). The analytical calcula...

  13. Lienard Equation and Exact Solutions for Some Soliton-Producing Nonlinear Equations

    Institute of Scientific and Technical Information of China (English)

    ZHANG Wei-Guo; CHANG Qian-Shun; ZHANG Qi-Ren

    2004-01-01

    In this paper, we first consider exact solutions for Lienard equation with nonlinear terms of any order. Then,explicit exact bell and kink profile solitary-wave solutions for many nonlinear evolution equations are obtained by means of results of the Lienard equation and proper deductions, which transform original partial differential equations into the Lienard one. These nonlinear equations include compound KdV, compound KdV-Burgers, generalized Boussinesq,generalized KP and Ginzburg-Landau equation. Some new solitary-wave solutions are found.

  14. Smoothing and Decay Estimates for Nonlinear Diffusion Equations Equations of Porous Medium Type

    CERN Document Server

    Vázquez, Juan Luis

    2006-01-01

    This text is concerned with the quantitative aspects of the theory of nonlinear diffusion equations; equations which can be seen as nonlinear variations of the classical heat equation. They appear as mathematical models in different branches of Physics, Chemistry, Biology, and Engineering, and are also relevant in differential geometry and relativistic physics. Much of the modern theory of such equations is based on estimates and functional analysis.Concentrating on a class of equations with nonlinearities of power type that lead to degenerate or singular parabolicity ("equations of porou

  15. Asymptotic behavior of solutions to nonlinear parabolic equation with nonlinear boundary conditions

    Directory of Open Access Journals (Sweden)

    Diabate Nabongo

    2008-01-01

    Full Text Available We show that solutions of a nonlinear parabolic equation of second order with nonlinear boundary conditions approach zero as t approaches infinity. Also, under additional assumptions, the solutions behave as a function determined here.

  16. Techniques in Linear and Nonlinear Partial Differential Equations

    Science.gov (United States)

    1991-10-21

    nonlinear partial differential equations , elliptic 15. NUMBER OF PAGES hyperbolic and parabolic. Variational methods. Vibration problems. Ordinary Five...NONLINEAR PARTIAL DIFFERENTIAL EQUATIONS FINAL TECHNICAL REPORT PROFESSOR LOUIS NIRENBERG OCTOBER 21, 1991 NT)S CRA&I D FIC ,- U.S. ARMY RESEARCH OFFICE...Analysis and partial differential equations . ed. C. Sadowsky. Marcel Dekker (1990) 567-619. [7] Lin, Fanghua, Asymptotic behavior of area-minimizing

  17. Linear and nonlinear degenerate abstract differential equations with small parameter

    OpenAIRE

    Shakhmurov, Veli B.

    2016-01-01

    The boundary value problems for linear and nonlinear regular degenerate abstract differential equations are studied. The equations have the principal variable coefficients and a small parameter. The linear problem is considered on a parameter-dependent domain (i.e., on a moving domain). The maximal regularity properties of linear problems and the optimal regularity of the nonlinear problem are obtained. In application, the well-posedness of the Cauchy problem for degenerate parabolic equation...

  18. Travelling wave solutions for ( + 1)-dimensional nonlinear evolution equations

    Indian Academy of Sciences (India)

    Jonu Lee; Rathinasamy Sakthivel

    2010-10-01

    In this paper, we implement the exp-function method to obtain the exact travelling wave solutions of ( + 1)-dimensional nonlinear evolution equations. Four models, the ( + 1)-dimensional generalized Boussinesq equation, ( + 1)-dimensional sine-cosine-Gordon equation, ( + 1)-double sinh-Gordon equation and ( + 1)-sinh-cosinh-Gordon equation, are used as vehicles to conduct the analysis. New travelling wave solutions are derived.

  19. 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...

  20. The effect of nonlinearity on unstable zones of Mathieu equation

    Indian Academy of Sciences (India)

    M GH SARYAZDI

    2017-03-01

    Mathieu equation is a well-known ordinary differential equation in which the excitation term appears as the non-constant coefficient. The mathematical modelling of many dynamic systems leads to Mathieu equation. The determination of the locus of unstable zone is important for the control of dynamic systems. In this paper, the stable and unstable regions of Mathieu equation are determined for three cases of linear and nonlinear equations using the homotopy perturbation method. The effect of nonlinearity is examined in the unstable zone. The results show that the transition curves of linear Mathieu equation depend on the frequency of the excitation term. However, for nonlinear equations, the curves depend also on initial conditions. In addition, increasing the amplitude of response leads to an increase in the unstable zone.

  1. The Langevin Limit of the Nosé-Hoover-Langevin Thermostat

    NARCIS (Netherlands)

    Frank, J.E.; Gottwald, G.A.

    2011-01-01

    In this note we study the asymptotic limit of large variance in a stochastically perturbed thermostat model, the Nos\\'{e}-Hoover-Langevin device. We show that in this limit, the model reduces to a Langevin equation with one-dimensional Wiener process, and that the perturbation is in the direction of

  2. The Langevin limit of the Nosé-Hoover-Langevin thermostat

    NARCIS (Netherlands)

    Frank, J.; Gottwald, G.A.

    2011-01-01

    In this note we study the asymptotic limit of large variance in a stochastically perturbed thermostat model, the Nosé-Hoover-Langevin device. We show that in this limit, the model reduces to a Langevin equation with one-dimensional Wiener process, and that the perturbation is in the direction of the

  3. REDUCTION OF NONLINEAR PARTIAL DIFFERENTIAL EQUATION AND EXACT SOLUTIONS

    Institute of Scientific and Technical Information of China (English)

    YeCaier; PanZuliang

    2003-01-01

    Nonlinear partial differetial equation(NLPDE)is converted into ordinary differential equation(ODE)via a new ansatz.Using undetermined function method,the ODE obtained above is replaced by a set of algebraic equations which are solved out with the aid of Mathematica.The exact solutions and solitary solutions of NLPDE are obtained.

  4. EXACT SOLITARY WAVE SOLUTIONS OF THETWO NONLINEAR EVOLUTION EQUATIONS

    Institute of Scientific and Technical Information of China (English)

    ZhuYanjuan; ZhangChunhua

    2005-01-01

    The solitary wave solutions of the combined KdV-mKdV-Burgers equation and the Kolmogorov-Petrovskii-Piskunov equation are obtained by means of the direct algebra method, which can be generalized to deal with high dimensional nonlinear evolution equations.

  5. A Family of Exact Solutions for the Nonlinear Schrodinger Equation

    Institute of Scientific and Technical Information of China (English)

    2001-01-01

    In this paper, the nonlinear Schrodinger (NLS) equation was analytically solved. Firstly, the stationary solutions of NLSequation were explicitly given by the elliptic functions. Then a family of exact solutions of NLS equation were obtained from these sta-tionary solutions by a method for finding new exact solutions from the stationary solutions of integrable evolution equations.

  6. Boundary controllability for a nonlinear beam equation

    Directory of Open Access Journals (Sweden)

    Xiao-Min Cao

    2015-09-01

    Full Text Available This article concerns a nonlinear system modeling the bending vibrations of a nonlinear beam of length $L>0$. First, we derive the existence of long time solutions near an equilibrium. Then we prove that the nonlinear beam is locally exact controllable around the equilibrium in $H^4(0,L$ and with control functions in $H^2(0,T$. The approach we used are open mapping theorem, local controllability established by linearization, and the induction.

  7. 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...

  8. 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.

  9. Analytic solutions of a class of nonlinear partial differential equations

    Institute of Scientific and Technical Information of China (English)

    ZHANG Hong-qing; DING Qi

    2008-01-01

    An approach is presented for computing the adjoint operator vector of a class of nonlinear (that is,partial-nonlinear) operator matrices by using the properties of conjugate operators to generalize a previous method proposed by the author.A unified theory is then given to solve a class of nonlinear (partial-nonlinear and including all linear)and non-homogeneous differential equations with a mathematical mechanization method.In other words,a transformation is constructed by homogenization and triangulation,which reduces the original system to a simpler diagonal system.Applications are given to solve some elasticity equations.

  10. 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.

  11. Global existence and uniqueness of nonlinear evolutionary fluid equations

    CERN Document Server

    Qin, Yuming; Wang, Taige

    2015-01-01

    This book presents recent results on nonlinear evolutionary fluid equations such as the compressible (radiative) magnetohydrodynamics (MHD) equations, compressible viscous micropolar fluid equations, the full non-Newtonian fluid equations and non-autonomous compressible Navier-Stokes equations. These types of partial differential equations arise in many fields of mathematics, but also in other branches of science such as physics and fluid dynamics. This book will be a valuable resource for graduate students and researchers interested in partial differential equations, and will also benefit practitioners in physics and engineering.

  12. Application of the trial equation method for solving some nonlinear evolution equations arising in mathematical physics

    Indian Academy of Sciences (India)

    Yusuf Gurefe; Abdullah Sonmezoglu; Emine Misirli

    2011-12-01

    In this paper some exact solutions including soliton solutions for the KdV equation with dual power law nonlinearity and the (, ) equation with generalized evolution are obtained using the trial equation method. Also a more general trial equation method is proposed.

  13. SPHERICAL NONLINEAR PULSES FOR THE SOLUTIONS OF NONLINEAR WAVE EQUATIONS Ⅱ, NONLINEAR CAUSTIC

    Institute of Scientific and Technical Information of China (English)

    2007-01-01

    This article discusses spherical pulse like solutions of the system of semilinear wave equations with the pulses focusing at a point and emerging outgoing in three space variables. In small initial data case, it shows that the nonlinearities have a strong effect at the focal point. Scattering operator is introduced to describe the caustic crossing. With the aid of the L∞ norms, it analyzes the relative errors in approximate solutions.

  14. Kinetic equation for nonlinear resonant wave-particle interaction

    Science.gov (United States)

    Artemyev, A. V.; Neishtadt, A. I.; Vasiliev, A. A.; Mourenas, D.

    2016-09-01

    We investigate the nonlinear resonant wave-particle interactions including the effects of particle (phase) trapping, detrapping, and scattering by high-amplitude coherent waves. After deriving the relationship between probability of trapping and velocity of particle drift induced by nonlinear scattering (phase bunching), we substitute this relation and other characteristic equations of wave-particle interaction into a kinetic equation for the particle distribution function. The final equation has the form of a Fokker-Planck equation with peculiar advection and collision terms. This equation fully describes the evolution of particle momentum distribution due to particle diffusion, nonlinear drift, and fast transport in phase-space via trapping. Solutions of the obtained kinetic equation are compared with results of test particle simulations.

  15. Linearized oscillation theory for a nonlinear delay impulsive equation

    Science.gov (United States)

    Berezansky, Leonid; Braverman, Elena

    2003-12-01

    For a scalar nonlinear impulsive delay differential equationwith rk(t)≥0,hk(t)≤t, limj-->∞ τj=∞, such an auxiliary linear impulsive delay differential equationis constructed that oscillation (nonoscillation) of the nonlinear equation can be deduced from the corresponding properties of the linear equation. Coefficients rk(t) and delays are not assumed to be continuous. Explicit oscillation and nonoscillation conditions are established for some nonlinear impulsive models of population dynamics, such as the impulsive logistic equation and the impulsive generalized Lasota-Wazewska equation which describes the survival of red blood cells. It is noted that unlike nonimpulsive delay logistic equations a solution of a delay impulsive logistic equation may become negative.

  16. Some properties of the Langevin model for dispersion

    NARCIS (Netherlands)

    De Baas, A.F.

    1988-01-01

    The Langevin Equation is used to describe dispersion of pollutants in the atmosphere. The theoretical background for the equation is discussed in length and a review on previous treatments and applications is given. It is shown that the Langevin equation can describe dispersion in complex circumstan

  17. Painlevé analysis for nonlinear partial differential equations

    CERN Document Server

    Musette, M

    1998-01-01

    The Painlevé analysis introduced by Weiss, Tabor and Carnevale (WTC) in 1983 for nonlinear partial differential equations (PDE's) is an extension of the method initiated by Painlevé and Gambier at the beginning of this century for the classification of algebraic nonlinear differential equations (ODE's) without movable critical points. In these lectures we explain the WTC method in its invariant version introduced by Conte in 1989 and its application to solitonic equations in order to find algorithmically their associated so-called ``integrable'' equations but they are generically no more valid for equations modelising physical phenomema. Belonging to this second class, some equations called ``partially integrable'' sometimes keep remnants of integrability. In that case, the singularity analysis may also be useful for building closed form analytic solutions, which necessarily % Conte agree with the singularity structure of the equations. We display the privileged role played by the Riccati equation and syste...

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

    Directory of Open Access Journals (Sweden)

    A. Maher

    2013-01-01

    Full Text Available 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.

  19. Singularity analysis of a new discrete nonlinear Schrodinger equation

    OpenAIRE

    Sakovich, Sergei

    2001-01-01

    We apply the Painleve test for integrability to a new discrete (differential-difference) nonlinear Schrodinger equation introduced by Leon and Manna. Since the singular expansions of solutions of this equation turn out to contain nondominant logarithmic terms, we conclude that the studied equation is nonintegrable. This result supports the observation of Levi and Yamilov that the Leon-Manna equation does not admit high-order generalized symmetries. As a byproduct of the singularity analysis c...

  20. Subcritical localization in the discrete nonlinear Schrödinger equation with arbitrary power nonlinearity

    DEFF Research Database (Denmark)

    Bang, O.; Juul Rasmussen, J.; Christiansen, P.L.

    1994-01-01

    Discretizing the continuous nonlinear Schrodinger equation with arbitrary power nonlinearity influences the time evolution of its ground state solitary solution. In the subcritical case, for grid resolutions above a certain transition value, depending on the degree of nonlinearity, the solution w...

  1. High-Dimensional Nonlinear Envelope Equations and Nonlinear Localized Excitations in Photonic Crystals

    Institute of Scientific and Technical Information of China (English)

    HANG Chao; HUANG Guo-Xiang

    2006-01-01

    We investigate the nonlinear localized structures of optical pulses propagating in a one-dimensional photonic crystal with a quadratic nonlinearity. Using a method of multiple scales we show that the nonlinear evolution of a wave packet, formed by the superposition of short-wavelength excitations, and long-wavelength mean fields, generated by the self-interaction of the wave packet, are governed by a set of coupled high-dimensional nonlinear envelope equations, which can be reduced to Davey-Stewartson equations and thus support dromionlike high-dimensional nonlinear excitations in the system.

  2. Bifurcation methods of dynamical systems for handling nonlinear wave equations

    Indian Academy of Sciences (India)

    Dahe Feng; Jibin Li

    2007-05-01

    By using the bifurcation theory and methods of dynamical systems to construct the exact travelling wave solutions for nonlinear wave equations, some new soliton solutions, kink (anti-kink) solutions and periodic solutions with double period are obtained.

  3. Comparative study of homotopy continuation methods for nonlinear algebraic equations

    Science.gov (United States)

    Nor, Hafizudin Mohamad; Ismail, Ahmad Izani Md.; Majid, Ahmad Abd.

    2014-07-01

    We compare some recent homotopy continuation methods to see which method has greater applicability and greater accuracy. We test the methods on systems of nonlinear algebraic equations. The results obtained indicate the superior accuracy of Newton Homotopy Continuation Method (NHCM).

  4. Lipschitz regularity results for nonlinear strictly elliptic equations and applications

    Science.gov (United States)

    Ley, Olivier; Nguyen, Vinh Duc

    2017-10-01

    Most of Lipschitz regularity results for nonlinear strictly elliptic equations are obtained for a suitable growth power of the nonlinearity with respect to the gradient variable (subquadratic for instance). For equations with superquadratic growth power in gradient, one usually uses weak Bernstein-type arguments which require regularity and/or convex-type assumptions on the gradient nonlinearity. In this article, we obtain new Lipschitz regularity results for a large class of nonlinear strictly elliptic equations with possibly arbitrary growth power of the Hamiltonian with respect to the gradient variable using some ideas coming from Ishii-Lions' method. We use these bounds to solve an ergodic problem and to study the regularity and the large time behavior of the solution of the evolution equation.

  5. Hamiltonian Formalism of the Derivative Nonlinear Schrodinger Equation

    Institute of Scientific and Technical Information of China (English)

    CAI Hao; LIU Feng-Min; HUANG Nian-Ning

    2003-01-01

    A particular form of poisson bracket is introduced for the derivative nonlinear Schrodinger (DNLS) equation.And its Hamiltonian formalism is developed by a linear combination method. Action-angle variables are found.

  6. 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.

  7. IDENTIFICATION OF PARAMETERS IN PARABOLIC EQUATIONS WITH NONLINEARITY

    Institute of Scientific and Technical Information of China (English)

    2010-01-01

    In this paper, we consider the identification of parameters in parabolic equations with nonlinearity. Some approximation processes for the identification problem are given. Our results improve and generalize the previous results.

  8. Differentiability at lateral boundary for fully nonlinear parabolic equations

    Science.gov (United States)

    Ma, Feiyao; Moreira, Diego R.; Wang, Lihe

    2017-09-01

    For fully nonlinear uniformly parabolic equations, the first derivatives regularity of viscosity solutions at lateral boundary is studied under new Dini type conditions for the boundary, which is called Reifenberg Dini conditions and is weaker than usual Dini conditions.

  9. Analysis of Nonlinear Fractional Nabla Difference Equations

    Directory of Open Access Journals (Sweden)

    Jagan Mohan Jonnalagadda

    2015-01-01

    Full Text Available In this paper, we establish sufficient conditions on global existence and uniqueness of solutions of nonlinear fractional nabla difference systems and investigate the dependence of solutions on initial conditions and parameters.

  10. The theorem on existence of singular solutions to nonlinear equations

    Directory of Open Access Journals (Sweden)

    Prusinska А.

    2005-01-01

    Full Text Available The aim of this paper is to present some applications of pregularity theory to investigations of nonlinear multivalued mappings. The main result addresses to the problem of existence of solutions to nonlinear equations in the degenerate case when the linear part is singular at the considered initial point. We formulate conditions for existence of solutions of equation F(x = 0 when first p - 1 derivatives of F are singular.

  11. MULTISCALE HOMOGENIZATION OF NONLINEAR HYPERBOLIC EQUATIONS WITH SEVERAL TIME SCALES

    Institute of Scientific and Technical Information of China (English)

    Jean Louis Woukeng; David Dongo

    2011-01-01

    We study the multiscale homogenization of a nonlinear hyperbolic equation in a periodic setting. We obtain an accurate homogenization result. We also show that as the nonlinear term depends on the microscopic time variable, the global homogenized problem thus obtained is a system consisting of two hyperbolic equations. It is also shown that in spite of the presence of several time scales, the global homogenized problem is not a reiterated one.

  12. Modified Homotopy Analysis Method for Nonlinear Fractional Partial Differential Equations

    Directory of Open Access Journals (Sweden)

    D. Ziane

    2017-05-01

    Full Text Available In this paper, a combined form of natural transform with homotopy analysis method is proposed to solve nonlinear fractional partial differential equations. This method is called the fractional homotopy analysis natural transform method (FHANTM. The FHANTM can easily be applied to many problems and is capable of reducing the size of computational work. The fractional derivative is described in the Caputo sense. The results show that the FHANTM is an appropriate method for solving nonlinear fractional partial differentia equation.

  13. Ehrenfest theorem, Galilean invariance and nonlinear Schr"odinger equations

    CERN Document Server

    Kälbermann, G

    2003-01-01

    Galilean invariant Schr"odinger equations possessing nonlinear terms coupling the amplitude and the phase of the wave function can violate the Ehrenfest theorem. An example of this kind is provided. The example leads to the proof of the theorem: A Galilean invariant Schr"odinger equation derived from a lagrangian density obeys the Ehrenfest theorem. The theorem holds for any linear or nonlinear lagrangian.

  14. NONLINEAR BOUNDARY STABILIZATION OF WAVE EQUATIONS WITH VARIABLE C OEFFICIENTS

    Institute of Scientific and Technical Information of China (English)

    冯绍继; 冯德兴

    2003-01-01

    The wave equation with variable coefficients with a nonlinear dissipative boundary feedbackis studied. By the Riemannian geometry method and the multiplier technique, it is shown thatthe closed loop system decays exponentially or asymptotically, and hence the relation betweenthe decay rate of the system energy and the nonlinearity behavior of the feedback function isestablished.

  15. Applications of Elliptic Equation to Nonlinear Coupled Systems

    Institute of Scientific and Technical Information of China (English)

    FUZun-Tao; LIUShi-Da; LIUShi-Kuo

    2003-01-01

    The elliptic equation is taken as a transformation and applied to solve nonlinear coupled systems. It is shown that this method is more powerful to give more kinds of solutions, such as rational solutions, solitary wave solutions, periodic wave solutions and so on, so this method can be taken as a unified method in solving nonlinear coupled systems.

  16. Applications of Elliptic Equation to Nonlinear Coupled Systems

    Institute of Scientific and Technical Information of China (English)

    FU Zun-Tao; LIU Shi-Da; LIU Shi-Kuo

    2003-01-01

    The elliptic equation is taken as a transformation and applied to solve nonlinear coupled systems. Itis shown that this method is more powerful to give more kinds of solutions, such as rational solutions, solitary wavesolutions, periodic wave solutions and so on, so this method can be taken as a unified method in solving nonlinear coupled systems.

  17. Approximate solution of a nonlinear partial differential equation

    NARCIS (Netherlands)

    Vajta, M.

    2007-01-01

    Nonlinear partial differential equations (PDE) are notorious to solve. In only a limited number of cases can we find an analytic solution. In most cases, we can only apply some numerical scheme to simulate the process described by a nonlinear PDE. Therefore, approximate solutions are important for t

  18. A NEW SMOOTHING EQUATIONS APPROACH TO THE NONLINEAR COMPLEMENTARITY PROBLEMS

    Institute of Scientific and Technical Information of China (English)

    Chang-feng Ma; Pu-yan Nie; Guo-ping Liang

    2003-01-01

    The nonlinear complementarity problem can be reformulated as a nonsmooth equation. In this paper we propose a new smoothing Newton algorithm for the solution of the nonlinear complementarity problem by constructing a new smoothing approximation function. Global and local superlinear convergence results of the algorithm are obtained under suitable conditions. Numerical experiments confirm the good theoretical properties of the algorithm.

  19. Nonlinear Kramers equation associated with nonextensive statistical mechanics.

    Science.gov (United States)

    Mendes, G A; Ribeiro, M S; Mendes, R S; Lenzi, E K; Nobre, F D

    2015-05-01

    Stationary and time-dependent solutions of a nonlinear Kramers equation, as well as its associated nonlinear Fokker-Planck equations, are investigated within the context of Tsallis nonextensive statistical mechanics. Since no general analytical time-dependent solutions are found for such a nonlinear Kramers equation, an ansatz is considered and the corresponding asymptotic behavior is studied and compared with those known for the standard linear Kramers equation. The H-theorem is analyzed for this equation and its connection with Tsallis entropy is investigated. An application is discussed, namely the motion of Hydra cells in two-dimensional cellular aggregates, for which previous measurements have verified q-Gaussian distributions for velocity components and superdiffusion. The present analysis is in quantitative agreement with these experimental results.

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

    Energy Technology Data Exchange (ETDEWEB)

    Martins, Alisson Xavier; Rocha Filho, Tarcisio Marciano da [Universidade de Brasilia (UnB), DF (Brazil). Inst. de Fisica. Grupo de Fisica e Matematica

    2011-07-01

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

  1. 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...

  2. Event Driven Langevin simulations of Hard Spheres

    CERN Document Server

    Scala, Antonio

    2011-01-01

    The blossoming of interest in colloids and nano-particles has given renewed impulse to the study of hard-body systems. In particular, hard spheres have become a real test system for theories and experiments. It is therefore necessary to study the complex dynamics of such systems in presence of a solvent; disregarding hydrodynamic interactions, the simplest model is the Langevin equation. Unfortunately, standard algorithms for the numerical integration of the Langevin equation require that interactions are slowly varying during an integration timestep. This in not the case for hard-body systems, where there is no clearcut between the correlation time of the noise and the timescale of the interactions. Starting first from a splitting of the Fokker-Plank operator associated with the Langevin dynamics, and then from an approximation of the two-body Green's function, we introduce and test two new algorithms for the simulation of the Langevin dynamics of hard-spheres.

  3. Nonlinear Parabolic Equations with Singularities in Colombeau Vector Spaces

    Institute of Scientific and Technical Information of China (English)

    Mirjana STOJANOVI(C)

    2006-01-01

    We consider nonlinear parabolic equations with nonlinear non-Lipschitz's term and singular initial data like Dirac measure, its derivatives and powers. We prove existence-uniqueness theorems in Colombeau vector space gC1,w2,2([O,T),Rn),n ≤ 3. Due to high singularity in a case of parabolic equation with nonlinear conservative term we employ the regularized derivative for the conservative term, in order to obtain the global existence-uniqueness result in Colombeau vector space gC1,L2([O,T),Rn),n ≤ 3.

  4. The nonlinear Schroedinger equation on a disordered chain

    Energy Technology Data Exchange (ETDEWEB)

    Scharf, R.; Bishop, A.R.

    1990-01-01

    The integrable lattice nonlinear Schroedinger equation is a unique model with which to investigate the effects of disorder on a discrete integrable dynamics, and its interplay with nonlinearity. We first review some features of the lattice nonlinear Schroedinger equation in the absence of disorder and introduce a 1- and 2-soliton collective variable approximation. Then we describe the effect of different types of disorder: attractive and repulsive isolated impurities, spatially periodic potentials, random potentials, and time dependent (kicked) long wavelength perturbations. 18 refs., 15 figs.

  5. 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.

  6. Derivation of an Applied Nonlinear Schroedinger Equation.

    Energy Technology Data Exchange (ETDEWEB)

    Pitts, Todd Alan; Laine, Mark Richard; Schwarz, Jens; Rambo, Patrick K.; Karelitz, David B.

    2015-01-01

    We derive from first principles a mathematical physics model useful for understanding nonlinear optical propagation (including filamentation). All assumptions necessary for the development are clearly explained. We include the Kerr effect, Raman scattering, and ionization (as well as linear and nonlinear shock, diffraction and dispersion). We explain the phenomenological sub-models and each assumption required to arrive at a complete and consistent theoretical description. The development includes the relationship between shock and ionization and demonstrates why inclusion of Drude model impedance effects alters the nature of the shock operator. Unclassified Unlimited Release

  7. Derivation of an applied nonlinear Schroedinger equation

    Energy Technology Data Exchange (ETDEWEB)

    Pitts, Todd Alan [Sandia National Laboratories (SNL-NM), Albuquerque, NM (United States); Laine, Mark Richard [Sandia National Laboratories (SNL-NM), Albuquerque, NM (United States); Schwarz, Jens [Sandia National Laboratories (SNL-NM), Albuquerque, NM (United States); Rambo, Patrick K. [Sandia National Laboratories (SNL-NM), Albuquerque, NM (United States); Karelitz, David B. [Sandia National Laboratories (SNL-NM), Albuquerque, NM (United States)

    2015-01-01

    We derive from first principles a mathematical physics model useful for understanding nonlinear optical propagation (including filamentation). All assumptions necessary for the development are clearly explained. We include the Kerr effect, Raman scattering, and ionization (as well as linear and nonlinear shock, diffraction and dispersion). We explain the phenomenological sub-models and each assumption required to arrive at a complete and consistent theoretical description. The development includes the relationship between shock and ionization and demonstrates why inclusion of Drude model impedance effects alters the nature of the shock operator. Unclassified Unlimited Release

  8. 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.

  9. Extended Riccati Equation Rational Expansion Method and Its Application to Nonlinear Stochastic Evolution Equations

    Institute of Scientific and Technical Information of China (English)

    WANG Mei-Jiao; WANG Qi

    2006-01-01

    In this work, by means of a new more general ansatz and the symbolic computation system Maple, we extend the Riccati equation rational expansion method [Chaos, Solitons & Fractals 25 (2005) 1019] to uniformly construct a series of stochastic nontravelling wave solutions for nonlinear stochastic evolution equation. To illustrate the effectiveness of our method, we take the stochastic mKdV equation as an example, and successfully construct some new and more general solutions including a series of rational formal nontraveling wave and coefficient functions' soliton-like solutions and trigonometric-like function solutions. The method can also be applied to solve other nonlinear stochastic evolution equation or equations.

  10. NEW EXACT TRAVELLING WAVE SOLUTIONS TO THREE NONLINEAR EVOLUTION EQUATIONS

    Institute of Scientific and Technical Information of China (English)

    Sirendaoreji

    2004-01-01

    Based on the computerized symbolic computation, some new exact travelling wave solutions to three nonlinear evolution equations are explicitly obtained by replacing the tanhξ in tanh-function method with the solutions of a new auxiliary ordinary differential equation.

  11. Exact solutions for the cubic-quintic nonlinear Schroedinger equation

    Energy Technology Data Exchange (ETDEWEB)

    Zhu Jiamin [Department of Physics, Zhejiang Lishui University, Lishui 323000 (China)]. E-mail: zjm64@163.com; Ma Zhengyi [Department of Physics, Zhejiang Lishui University, Lishui 323000 (China); Institute of Applied Mathematics and Mechanics, Shanghai University, Shanghai 200072 (China)

    2007-08-15

    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.

  12. Nonlinear partial differential equations: Integrability, geometry and related topics

    Science.gov (United States)

    Krasil'shchik, Joseph; Rubtsov, Volodya

    2017-03-01

    Geometry and Differential Equations became inextricably entwined during the last one hundred fifty years after S. Lie and F. Klein's fundamental insights. The two subjects go hand in hand and they mutually enrich each other, especially after the "Soliton Revolution" and the glorious streak of Symplectic and Poisson Geometry methods in the context of Integrability and Solvability problems for Non-linear Differential Equations.

  13. An analysis of the nonlinear equation = (, ) + (, )$u^2_$ + ℎ(, ) + (, )$

    Indian Academy of Sciences (India)

    R M Edelstein; K S Govinder

    2011-01-01

    We use the method of preliminary group classification to analyse a particular form of the nonlinear diffusion equation in which the inhomogeneity is quadratic in . The method yields an optimal system of one-dimensional subalgebras. As a result we obtain those explicit forms of the unknown functions , , ℎ and for which the equation admits additional point symmetries.

  14. 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.

  15. 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.

  16. Nonlinear eigenvalue approach to differential Riccati equations for contraction analysis

    NARCIS (Netherlands)

    Kawano, Yu; Ohtsuka, Toshiyuki

    2017-01-01

    In this paper, we extend the eigenvalue method of the algebraic Riccati equation to the differential Riccati equation (DRE) in contraction analysis. One of the main results is showing that solutions to the DRE can be expressed as functions of nonlinear eigenvectors of the differential Hamiltonian ma

  17. Structure of Dirac matrices and invariants for nonlinear Dirac equations

    OpenAIRE

    2004-01-01

    We present invariants for nonlinear Dirac equations in space-time ${\\mathbb R}^{n+1}$, by which we prove that a special choice of the Cauchy data yields free solutions. Our argument works for Klein-Gordon-Dirac equations with Yukawa coupling as well. Related problems on the structure of Dirac matrices are studied.

  18. LIMITED MEMORY BFGS METHOD FOR NONLINEAR MONOTONE EQUATIONS

    Institute of Scientific and Technical Information of China (English)

    Weijun Zhou; Donghui Li

    2007-01-01

    In this paper, we propose an algorithm for solving nonlinear monotone equations by combining the limited memory BFGS method (L-BFGS) with a projection method. We show that the method is globally convergent if the equation involves a Lipschitz continuous monotone function. We also present some preliminary numerical results.

  19. 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.

  20. 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.

  1. A numerical method for generation of quantum noise and solution of generalized c-number quantum Langevin equation

    OpenAIRE

    Banerjee, Dhruba; Bag, Bidhan Chandra; Banik, Suman Kumar; Ray, Deb Shankar

    2003-01-01

    Based on a coherent state representation of noise operator and an ensemble averaging procedure we have recently developed [Phys. Rev. E {\\bf 65}, 021109 (2002); {\\it ibid.} 051106 (2002)] a scheme for quantum Brownian motion to derive the equations for time evolution of {\\it true} probability distribution functions in $c$-number phase space. We extend the treatment to develop a numerical method for generation of $c$-number noise with arbitrary correlation and strength at any temperature, alon...

  2. 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.

  3. Relations between nonlinear Riccati equations and other equations in fundamental physics

    Science.gov (United States)

    Schuch, Dieter

    2014-10-01

    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.

  4. Exact solutions of some coupled nonlinear diffusion-reaction equations using auxiliary equation method

    Indian Academy of Sciences (India)

    Ranjit Kumar

    2012-09-01

    Travelling and solitary wave solutions of certain coupled nonlinear diffusion-reaction equations have been constructed using the auxiliary equation method. These equations arise in a variety of contexts not only in biological, chemical and physical sciences but also in ecological and social sciences.

  5. The Duffing Equation Nonlinear Oscillators and their Behaviour

    CERN Document Server

    Kovacic, Ivana

    2011-01-01

    The Duffing Equation: Nonlinear Oscillators and their Behaviour brings together the results of a wealth of disseminated research literature on the Duffing equation, a key engineering model with a vast number of applications in science and engineering, summarizing the findings of this research. Each chapter is written by an expert contributor in the field of nonlinear dynamics and addresses a different form of the equation, relating it to various oscillatory problems and clearly linking the problem with the mathematics that describe it. The editors and the contributors explain the mathematical

  6. NEW ALTERNATING DIRECTION FINITE ELEMENT SCHEME FOR NONLINEAR PARABOLIC EQUATION

    Institute of Scientific and Technical Information of China (English)

    崔霞

    2002-01-01

    A new alternating direction (AD) finite element (FE) scheme for 3-dimensional nonlinear parabolic equation and parabolic integro-differential equation is studied. By using AD,the 3-dimensional problem is reduced to a family of single space variable problems, calculation work is simplified; by using FE, high accuracy is kept; by using various techniques for priori estimate for differential equations such as inductive hypothesis reasoning, the difficulty arising from the nonlinearity is treated. For both FE and ADFE schemes, the convergence properties are rigorously demonstrated, the optimal H1- and L2-norm space estimates and the O((△t)2) estimate for time variable are obtained.

  7. Exact solutions of certain nonlinear chemotaxis diffusion reaction equations

    Indian Academy of Sciences (India)

    MISHRA AJAY; KAUSHAL R S; PRASAD AWADHESH

    2016-05-01

    Using the auxiliary equation method, we obtain exact solutions of certain nonlinear chemotaxis diffusion reaction equations in the presence of a stimulant. In particular, we account for the nonlinearities arising not only from the density-dependent source terms contributed by the particles and the stimulant but also from the coupling term of the stimulant. In addition to this, the diffusion of the stimulant and the effect of long-range interactions are also accounted for in theconstructed coupled differential equations. The results obtained here could be useful in the studies of several biological systems and processes, e.g., in bacterial infection, chemotherapy, etc.

  8. 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.)

  9. Optimal Variational Asymptotic Method for Nonlinear Fractional Partial Differential Equations.

    Science.gov (United States)

    Baranwal, Vipul K; Pandey, Ram K; Singh, Om P

    2014-01-01

    We propose optimal variational asymptotic method to solve time fractional nonlinear partial differential equations. In the proposed method, an arbitrary number of auxiliary parameters γ 0, γ 1, γ 2,… and auxiliary functions H 0(x), H 1(x), H 2(x),… are introduced in the correction functional of the standard variational iteration method. The optimal values of these parameters are obtained by minimizing the square residual error. To test the method, we apply it to solve two important classes of nonlinear partial differential equations: (1) the fractional advection-diffusion equation with nonlinear source term and (2) the fractional Swift-Hohenberg equation. Only few iterations are required to achieve fairly accurate solutions of both the first and second problems.

  10. Exact travelling wave solutions of nonlinear partial differential equations

    Energy Technology Data Exchange (ETDEWEB)

    Soliman, A.A. [Department of Mathematics, Faculty of Education (AL-Arish) Suez Canal University, AL-Arish 45111 (Egypt)]. E-mail: asoliman_99@yahoo.com; Abdou, M.A. [Theoretical Research Group, Department of Physics, Faculty of Science, Mansoura University, Mansoura 35516 (Egypt)]. E-mail: m_abdou_eg@yahoo.com

    2007-04-15

    An extended Fan-sub equation method is developed for searching exact travelling wave solutions of nonlinear partial differential equations. The key idea of this method is to take full advantage of the general elliptic equation, involving five parameters, which has more new solutions and whose degeneracies can lead to special sub equation involving three parameters. As an illustration of the extended Fan method, more new solutions are obtained for three models namely, generalized KdV, Drinfeld-Sokolov system and RLW equation.

  11. The Swift-Hohenberg equation with a nonlocal nonlinearity

    OpenAIRE

    2013-01-01

    It is well known that aspects of the formation of localised states in a one-dimensional Swift--Hohenberg equation can be described by Ginzburg--Landau-type envelope equations. This paper extends these multiple scales analyses to cases where an additional nonlinear integral term, in the form of a convolution, is present. The presence of a kernel function introduces a new lengthscale into the problem, and this results in additional complexity in both the derivation of envelope equations and in ...

  12. Adomian solution of a nonlinear quadratic integral equation

    Directory of Open Access Journals (Sweden)

    E.A.A. Ziada

    2013-04-01

    Full Text Available We are concerned here with a nonlinear quadratic integral equation (QIE. The existence of a unique solution will be proved. Convergence analysis of Adomian decomposition method (ADM applied to these type of equations is discussed. Convergence analysis is reliable enough to estimate the maximum absolute truncated error of Adomian’s series solution. Two methods are used to solve these type of equations; ADM and repeated trapezoidal method. The obtained results are compared.

  13. Iterative Solution for Systems of Nonlinear Two Binary Operator Equations

    Institute of Scientific and Technical Information of China (English)

    ZHANGZhi-hong; LIWen-feng

    2004-01-01

    Using the cone and partial ordering theory and mixed monotone operator theory, the existence and uniqueness of solutions for some classes of systems of nonlinear two binary operator equations in a Banach space with a partial ordering are discussed. And the error estimates that the iterative sequences converge to solutions are also given. Some relevant results of solvability of two binary operator equations and systems of operator equations are imnroved and generalized.

  14. Scalable nonlinear iterative methods for partial differential equations

    Energy Technology Data Exchange (ETDEWEB)

    Cai, X-C

    2000-10-29

    We conducted a six-month investigation of the design, analysis, and software implementation of a class of singularity-insensitive, scalable, parallel nonlinear iterative methods for the numerical solution of nonlinear partial differential equations. The solutions of nonlinear PDEs are often nonsmooth and have local singularities, such as sharp fronts. Traditional nonlinear iterative methods, such as Newton-like methods, are capable of reducing the global smooth nonlinearities at a nearly quadratic convergence rate but may become very slow once the local singularities appear somewhere in the computational domain. Even with global strategies such as line search or trust region the methods often stagnate at local minima of {parallel}F{parallel}, especially for problems with unbalanced nonlinearities, because the methods do not have built-in machinery to deal with the unbalanced nonlinearities. To find the same solution u* of F(u) = 0, we solve, instead, an equivalent nonlinearly preconditioned system G(F(u*)) = 0 whose nonlinearities are more balanced. In this project, we proposed and studied a nonlinear additive Schwarz based parallel nonlinear preconditioner and showed numerically that the new method converges well even for some difficult problems, such as high Reynolds number flows, when a traditional inexact Newton method fails.

  15. Quantum theory of nonlocal nonlinear Schrodinger equation

    CERN Document Server

    Vyas, Vivek M

    2015-01-01

    Nonlocal nonlinear Schrodinger model is quantised and exactly solved using the canonical framework. It is found that the usual canonical quantisation of the model leads to a theory with pathological inner product. This problem is resolved by constructing another inner product over the vector space of the theory. The resultant theory is found to be identical to that of nonrelativistic bosons with delta function interaction potential, devoid of any nonlocality. The exact eigenstates are found using the Bethe ansatz technique.

  16. Extended trial equation method for nonlinear coupled Schrodinger Boussinesq partial differential equations

    Directory of Open Access Journals (Sweden)

    Khaled A. Gepreel

    2016-07-01

    Full Text Available In this paper, we improve the extended trial equation method to construct the exact solutions for nonlinear coupled system of partial differential equations in mathematical physics. We use the extended trial equation method to find some different types of exact solutions such as the Jacobi elliptic function solutions, soliton solutions, trigonometric function solutions and rational, exact solutions to the nonlinear coupled Schrodinger Boussinesq equations when the balance number is a positive integer. The performance of this method is reliable, effective and powerful for solving more complicated nonlinear partial differential equations in mathematical physics. The balance number of this method is not constant as we have in other methods. This method allows us to construct many new types of exact solutions. By using the Maple software package we show that all obtained solutions satisfy the original partial differential equations.

  17. Nonlinear Biharmonic Equations with Critical Potential

    Institute of Scientific and Technical Information of China (English)

    Hui XIONG; Yao Tian SHEN

    2005-01-01

    In this paper, we study two semilinear singular biharmonic equations: one with subcritical exponent and critical potential, another with sub-critical potential and critical exponent. By Pohozaev identity for singular solution, we prove there is no nontrivial solution for equations with critical exponent and critical potential. And by using the concentrate compactness principle and Mountain Pass theorem, respectively, we get two existence results for the two problems. Meanwhile,we have compared the changes of the critical dimensions in singular and non-singular cases, and we get an interesting result.

  18. The Jeffcott equations in nonlinear rotordynamics

    Science.gov (United States)

    Zalik, R. A.

    1989-01-01

    The solutions of the Jeffcott equations describing the behavior of a rotating shaft are investigated analytically, with a focus on the case where deadband is taken into account. Bounds on the solutions are obtained from those for the linearized equations, and the onset of destructive vibrations is predicted by analyzing the Fourier transforms of the solutions; good agreement with numerical solutions and power-spectrum density plots is demonstrated. It is suggested that the present analytical approach could be applied to determine cryogenic-pump stability margins in flight and hot-fire ground testing of launch vehicles such as the Space Shuttle.

  19. An attempt toward the generalized Langevin dynamics simulation

    Directory of Open Access Journals (Sweden)

    B.Kim

    2008-03-01

    Full Text Available An attempt to generalize the Langevin dynamics simulation method is presented based on the generalized Langevin theory of liquids, in which the dynamics of both solute and solvent is treated by the generalized Langevin equations, but the integration of the equation of motion of solute is made in the manner similar to the ordinary molecular dynamics simulation with discretized time steps along a trajectory. A preliminary result is derived based on an assumption of the uniform solvent density. The result is regarded to be a microscopic generalization of the phenomenological Langevin theory for the harmonic oscillator immersed in a continuum solvent developed by Wang and Uhlenbeck.

  20. A generalized new auxiliary equation method and its applications to nonlinear partial differential equations

    Energy Technology Data Exchange (ETDEWEB)

    Zhang, Sheng [Department of Mathematics, Bohai University, Jinzhou 121000 (China)]. E-mail: zhshaeng@yahoo.com.cn; Xia, Tiecheng [Department of Mathematics, Bohai University, Jinzhou 121000 (China); Department of Mathematics, Shanghai University, Shanghai 200444 (China)

    2007-04-09

    In this Letter, a generalized new auxiliary equation method is proposed for constructing more general exact solutions of nonlinear partial differential equations. With the aid of symbolic computation, we choose the combined KdV-mKdV equation and the (2+1)-dimensional asymmetric Nizhnik-Novikov-Vesselov equations to illustrate the validity and advantages of the method. As a result, many new and more general exact solutions are obtained.

  1. New expansion algorithm of three Riccati equations and its applications in nonlinear mathematical physics equations

    Institute of Scientific and Technical Information of China (English)

    Zhi Hong-Yan; Zhao Xue-Qin; Zhang Hong-Qing

    2005-01-01

    Based on the study of tanh function method and the coupled projective Riccati equation method, we propose a new algorithm to search for explicit exact solutions of nonlinear evolution equations. We use the higher-order Schrodinger equation and mKdV equation to illustrate this algorithm. As a result, more new solutions are obtained, which include new solitary solutions, periodic solutions, and singular solutions. Some new solutions are illustrated in figures.

  2. 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.

  3. EXACT EXPLICIT SOLUTIONS OF THE NONLINEAR SCHR(O)DINGER EQUATION COUPLED TO THE BOUSSINESQ EQUATION

    Institute of Scientific and Technical Information of China (English)

    姚若侠; 李忠斌

    2003-01-01

    A system comprised of the nonlinear Schrodinger equation coupled to theBoussinesq equation (S-B equations) which dealing with the stationary propagation of cou-pled non-linear upper-hybrid and magnetosonic waves in magnetized plasma is proposed.To examine its solitary wave solutions, a reduced set of ordinary differential equations areconsidered by a simple traveling wave transformation. It is then shown that several newsolutions (either functional or parametrical) can be obtained systematically, in addition torederiving all known ones by means of our simple and direct algebra method with the helpof the computer algebra system Maple.

  4. Residual models for nonlinear partial differential equations

    Directory of Open Access Journals (Sweden)

    Garry Pantelis

    2005-11-01

    Full Text Available Residual terms that appear in nonlinear PDEs that are constructed to generate filtered representations of the variables of the fully resolved system are examined by way of a consistency condition. It is shown that certain commonly used empirical gradient models for the residuals fail the test of consistency and therefore cannot be validated as approximations in any reliable sense. An alternate method is presented for computing the residuals. These residual models are independent of free or artificial parameters and there direct link with the functional form of the system of PDEs which describe the fully resolved system are established.

  5. Collinearly improved JIMWLK evolution in Langevin form

    CERN Document Server

    Hatta, Yoshitaka

    2016-01-01

    The high-energy evolution of Wilson line operators, which at leading order is described by the Balitsky-JIMWLK equations, receives large radiative corrections enhanced by single and double collinear logarithms at next-to-leading order and beyond. We propose a method for resumming such logarithmic corrections to all orders, at the level of the Langevin formulation of the JIMWLK equation. The ensuing, collinearly-improved Langevin equation features generalized Wilson line operators, which depend not only upon rapidity (the logarithm of the longitudinal momentum), but also upon the transverse size of the color neutral projectile to which the Wilson lines belong. This additional scale dependence is built up during the evolution, via the condition that the successive emissions of soft gluons be ordered in time. The presence of this transverse scale in the Langevin equation furthermore allows for the resummation of the one-loop running coupling corrections.

  6. The Modified Rational Jacobi Elliptic Functions Method for Nonlinear Differential Difference Equations

    Directory of Open Access Journals (Sweden)

    Khaled A. Gepreel

    2012-01-01

    Full Text Available We modified the rational Jacobi elliptic functions method to construct some new exact solutions for nonlinear differential difference equations in mathematical physics via the lattice equation, the discrete nonlinear Schrodinger equation with a saturable nonlinearity, the discrete nonlinear Klein-Gordon equation, and the quintic discrete nonlinear Schrodinger equation. Some new types of the Jacobi elliptic solutions are obtained for some nonlinear differential difference equations in mathematical physics. The proposed method is more effective and powerful to obtain the exact solutions for nonlinear differential difference equations.

  7. Algebraic calculation of stroboscopic maps of ordinary, nonlinear differential equations

    Energy Technology Data Exchange (ETDEWEB)

    Wackerbauer, R. (Max-Planck-Institut fuer Extraterrestrische Physik, Garching (Germany)); Huebler, A. (Illinois Univ., Urbana, IL (United States). Center for Complex Systems Research); Mayer-Kress, G. (Los Alamos National Lab., NM (United States) California Univ., Santa Cruz, CA (United States). Dept. of Mathematics)

    1991-07-25

    The relation between the parameters of a differential equation and corresponding discrete maps are becoming increasingly important in the study of nonlinear dynamical systems. Maps are well adopted for numerical computation and several universal properties of them are known. Therefore some perturbation methods have been proposed to deduce them for physical systems, which can be modeled by an ordinary differential equation (ODE) with a small nonlinearity. A new iterative, rigorous algebraic method for the calculation of the coefficients of a Taylor expansion of a stroboscopic map from ODE's with not necessarily small nonlinearities is presented. It is shown analytically that most of the coefficients are small for a small integration time and grow slowly in the course of time if the flow vector field of the ODE is polynomial and if the ODE has fixed point in the origin. Approximations of different orders respectively of the rest term are investigated for several nonlinear systems. 31 refs., 16 figs.

  8. On the Cauchy problem for a doubly nonlinear degenerate parabolic equation with strongly nonlinear sources

    Institute of Scientific and Technical Information of China (English)

    2008-01-01

    In this article, we consider the existence of local and global solution to the Cauchy problem of a doubly nonlinear equation. By introducing the norms |||f|||h and h, we give the suffcient and necessary conditions on the initial value to the existence of local solution of doubly nonlinear equation. Moreover some results on the global existence and nonexistence of solutions are considered.

  9. Stochasticity in numerical solutions of the nonlinear Schroedinger equation

    Science.gov (United States)

    Shen, Mei-Mei; Nicholson, D. R.

    1987-01-01

    The cubically nonlinear Schroedinger equation is an important model of nonlinear phenomena in fluids and plasmas. Numerical solutions in a spatially periodic system commonly involve truncation to a finite number of Fourier modes. These solutions are found to be stochastic in the sense that the largest Liapunov exponent is positive. As the number of modes is increased, the size of this exponent appears to converge to zero, in agreement with the recent demonstration of the integrability of the spatially periodic case.

  10. Symmetric and asymmetric bound states for the nonlinear Schroedinger equation with inhomogeneous nonlinearity

    Energy Technology Data Exchange (ETDEWEB)

    Belmonte-Beitia, Juan [Departamento de Matematicas, E. T. S. de Ingenieros Industriales and Instituto de Matematica Aplicada a la Ciencia y la IngenierIa (IMACI), E. T. S. I. Industriales, Avda. Camilo Jose Cela, s/n Universidad de Castilla-La Mancha 13071 Ciudad Real (Spain)

    2009-01-23

    We introduce a model of a Bose-Einstein condensate based on the one-dimensional nonlinear Schroedinger equation, in which the nonlinear term depends on the domain. The nonlinear term changes a cubic term into a quintic term, according to the domain considered. We study the existence, stability and bifurcation of solutions, and use the qualitative theory of dynamical systems to study certain properties of such solutions.

  11. On the exact solutions of nonlinear diffusion-reaction equations with quadratic and cubic nonlinearities

    Indian Academy of Sciences (India)

    R S Kaushal; Ranjit Kumar; Awadhesh Prasad

    2006-08-01

    Attempts have been made to look for the soliton content in the solutions of the recently studied nonlinear diffusion-reaction equations [R S Kaushal, J. Phys. 38, 3897 (2005)] involving quadratic or cubic nonlinearities in addition to the convective flux term which renders the system nonconservative and the corresponding Hamiltonian non-Hermitian.

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

    Energy Technology Data Exchange (ETDEWEB)

    Belmonte-Beitia, Juan [Departamento de Matematicas, E.T.S. de Ingenieros Industriales and Instituto de Matematica Aplicada a la Ciencia y la Ingenieria (IMACI), Avda. Camilo Jose Cela 3, Universidad de Castilla-La Mancha, 13071 Ciudad Real (Spain)], E-mail: juan.belmonte@uclm.es; Calvo, Gabriel F. [Departamento de Matematicas, E.T.S. de Ingenieros Industriales and Instituto de Matematica Aplicada a la Ciencia y la Ingenieria (IMACI), Avda. Camilo Jose Cela 3, Universidad de Castilla-La Mancha, 13071 Ciudad Real (Spain)], E-mail: gabriel.fernandez@uclm.es

    2009-01-19

    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.

  13. Analytic treatment of nonlinear evolution equations using first integral method

    Indian Academy of Sciences (India)

    Ahmet Bekir; Ömer Ünsal

    2012-07-01

    In this paper, we show the applicability of the first integral method to combined KdV-mKdV equation, Pochhammer–Chree equation and coupled nonlinear evolution equations. The power of this manageable method is confirmed by applying it for three selected nonlinear evolution equations. This approach can also be applied to other nonlinear differential equations.

  14. 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 interest...... nonlinear Schrodinger equation. In this way eve are able to construct coherent solitonlike structures of profile determined by the map parameters....

  15. AD GALERKIN ANALYSIS FOR NONLINEAR PSEUDO-HYPERBOLIC EQUATIONS

    Institute of Scientific and Technical Information of China (English)

    Xia Cui

    2003-01-01

    AD (Alternating direction) Galerkin schemes for d-dimensional nonlinear pseudo-hyperbolic equations are studied. By using patch approximation technique, AD procedure is realized,and calculation work is simplified. By using Galerkin approach, highly computational accuracy is kept. By using various priori estimate techniques for differential equations,difficulty coming from non-linearity is treated, and optimal H1 and L2 convergence properties are demonstrated. Moreover, although all the existed AD Galerkin schemes using patch approximation are limited to have only one order accuracy in time increment, yet the schemes formulated in this paper have second order accuracy in it. This implies an essential advancement in AD Galerkin analysis.

  16. New traveling wave solutions for nonlinear evolution equations

    Energy Technology Data Exchange (ETDEWEB)

    El-Wakil, S.A. [Theoretical Research Group, Physics Department, Faculty of Science, Mansoura University, 35516 Mansoura (Egypt); Madkour, M.A. [Theoretical Research Group, Physics Department, Faculty of Science, Mansoura University, 35516 Mansoura (Egypt); Abdou, M.A. [Theoretical Research Group, Physics Department, Faculty of Science, Mansoura University, 35516 Mansoura (Egypt)]. E-mail: m_abdou_eg@yahoo.com

    2007-06-11

    The generalized Jacobi elliptic function expansion method is used with a computerized symbolic computation for constructing the new exact traveling wave solutions. The validity and reliability of the method is tested by its applications on a class of nonlinear evolution equations of special interest in mathematical physics. As a result, many exact traveling wave solutions are obtained which include the kink-shaped solutions, bell-shaped solutions, singular solutions and periodic solutions. The method is straightforward and concise, and it can also be applied to other nonlinear evolution equations in mathematical physics.

  17. THE MORTAR ELEMENT METHOD FOR A NONLINEAR BIHARMONIC EQUATION

    Institute of Scientific and Technical Information of China (English)

    Zhong-ci Shi; Xue-jun Xu

    2005-01-01

    The mortar element method is a new domain decomposition method(DDM) with nonoverlapping subdomains. It can handle the situation where the mesh on different subdomains need not align across interfaces, and the matching of discretizations on adjacent subdomains is only enforced weakly. But until now there has been very little work for nonlinear PDEs. In this paper, we will present a mortar-type Morley element method for a nonlinear biharmonic equation which is related to the well-known Navier-Stokes equation. Optimal energy and H1-norm estimates are obtained under a reasonable elliptic regularity assumption.

  18. 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.

  19. 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

  20. Critical Exponents for Fast Diffusion Equations with Nonlinear Boundary Sources

    Institute of Scientific and Technical Information of China (English)

    WANG LU-SHENG; WANG ZE-JIA

    2011-01-01

    In this paper, we study the large time behavior of solutions to a class of fast diffusion equations with nonlinear boundary sources on the exterior domain of the unit ball. We are interested in the critical global exponent q0 and the critical Fujita exponent qc for the problem considered, and show that q0 = qc for the multidimensional Non-Newtonian polytropic filtration equation with nonlinear boundary sources, which is quite different from the known results that q0 < qc for the onedimensional case; moreover, the value is different from the slow case.

  1. Properties of some nonlinear Schroedinger equations motivated through information theory

    Energy Technology Data Exchange (ETDEWEB)

    Yuan, Liew Ding; Parwani, Rajesh R, E-mail: parwani@nus.edu.s [Department of Physics, National University of Singapore, Kent Ridge (Singapore)

    2009-06-01

    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 eta = 1/4 for the interpolation parameter, where leading order energy shifts vanish, implies the preservation of existing supersymmetry in nonlinearised supersymmetric quantum mechanics. Physically, eta might be encoding relativistic effects.

  2. Direct Perturbation Method for Derivative Nonlinear Schrodinger Equation

    Institute of Scientific and Technical Information of China (English)

    CHENG Xue-Ping; LIN Ji; HAN Ping

    2008-01-01

    We extend Lou's direct perturbation method for solving the nonlinear SchrSdinger equation to the case of the derivative nonlinear Schrodinger equation (DNLSE). By applying this method, different types of perturbation solutions axe obtained. Based on these approximate solutions, the analytical forms of soliton parameters, such as the velocity, the width and the initial position, are carried out and the effects of perturbation on solitons are analyzed at the same time. A numerical simulation of perturbed DNLSE finally verifies the results of the perturbation method.

  3. A nonlinear viscoelastic constitutive equation - Yield predictions in multiaxial deformations

    Science.gov (United States)

    Shay, R. M., Jr.; Caruthers, J. M.

    1987-01-01

    Yield stress predictions of a nonlinear viscoelastic constitutive equation for amorphous polymer solids have been obtained and are compared with the phenomenological von Mises yield criterion. Linear viscoelasticity theory has been extended to include finite strains and a material timescale that depends on the instantaneous temperature, volume, and pressure. Results are presented for yield and the correct temperature and strain-rate dependence in a variety of multiaxial deformations. The present nonlinear viscoelastic constitutive equation can be formulated in terms of either a Cauchy or second Piola-Kirchhoff stress tensor, and in terms of either atmospheric or hydrostatic pressure.

  4. BIHARMONIC EQUATIONS WITH ASYMPTOTICALLY LINEAR NONLINEARITIES

    Institute of Scientific and Technical Information of China (English)

    Liu Yue; Wang Zhengping

    2007-01-01

    This article considers the equation △2u = f(x, u)with boundary conditions either u|(a)Ω = (a)u/(a)n|(a)Ω = 0 or u|(a)Ω = △u|(a)Ω = 0, where f(x,t) is asymptotically linear with respect to t at infinity, and Ω is a smooth bounded domain in RN, N > 4. By a variant version of Mountain Pass Theorem, it is proved that the above problems have a nontrivial solution under suitable assumptions of f(x, t).

  5. Weakly nonlinear Schr\\"odinger equation with random initial data

    CERN Document Server

    Lukkarinen, Jani

    2009-01-01

    There is wide interest in weakly nonlinear wave equations with random initial data. A common approach is the approximation through a kinetic transport equation, which clearly poses the issue of understanding its validity in the kinetic limit. While for the general case a proof of the kinetic limit remains open, we report here on first progress. As wave equation we consider the nonlinear Schrodinger equation discretized on a hypercubic lattice. Since this is a Hamiltonian system, a natural choice of random initial data is distributing them according to a Gibbs measure with a chemical potential chosen so that the Gibbs field has exponential mixing. The solution psi_t(x) of the nonlinear Schrodinger equation yields then a stochastic process stationary in x in Z^d and t in R. If lambda denotes the strength of the nonlinearity, we prove that the space-time covariance of psi_t(x) has a limit as lambda -> 0 for t=lambda^{-2} tau, with tau fixed and |tau| sufficiently small. The limit agrees with the prediction from ...

  6. 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....

  7. Multisymplectic five-point scheme for the nonlinear wave equation

    Institute of Scientific and Technical Information of China (English)

    WANG Yushun; WANG Bin; YANG Hongwei; WANG Yunfeng

    2003-01-01

    In this paper, we introduce the multisymplectic structure of the nonlinear wave equation, and prove that the classical five-point scheme for the equation is multisymplectic. Numerical simulations of this multisymplectic scheme on highly oscillatory waves of the nonlinear Klein-Gordon equation and the collisions between kink and anti-kink solitons of the sine-Gordon equation are also provided. The multisymplectic schemes do not need to discrete PDEs in the space first as the symplectic schemes do and preserve not only the geometric structure of the PDEs accurately, but also their first integrals approximately such as the energy, the momentum and so on. Thus the multisymplectic schemes have better numerical stability and long-time numerical behavior than the energy-conserving scheme and the symplectic scheme.

  8. Inverse Coefficient Problems for Nonlinear Parabolic Differential Equations

    Institute of Scientific and Technical Information of China (English)

    Yun Hua OU; Alemdar HASANOV; Zhen Hai LIU

    2008-01-01

    This paper is devoted to a class of inverse problems for a nonlinear parabolic differential equation.The unknown coefficient of the equation depends on the gradient of the solution and belongs to a set of admissible coefficients.It is proved that the convergence of solutions for the corresponding direct problems continuously depends on the coefficient convergence.Based on this result the existence of a quasisolution of the inverse problem is obtained in the appropriate class of admissible coefficients.

  9. Intermittency and solitons in the driven dissipative nonlinear Schroedinger equation

    Science.gov (United States)

    Moon, H. T.; Goldman, M. V.

    1984-01-01

    The cubic nonlinear Schroedinger equation, in the presence of driving and Landau damping, is studied numerically. As the pump intensity is increased, the system exhibits a transition from intermittency to a two-torus to chaos. The laminar phase of the intermittency is also a two-torus motion which corresponds in physical space to two identical solitons of amplitude determined by a power-balance equation.

  10. Conservation laws of inviscid Burgers equation with nonlinear damping

    Science.gov (United States)

    Abdulwahhab, Muhammad Alim

    2014-06-01

    In this paper, the new conservation theorem presented in Ibragimov (2007) [14] is used to find conservation laws of the inviscid Burgers equation with nonlinear damping ut+g(u)ux+λh(u)=0. We show that this equation is both quasi self-adjoint and self-adjoint, and use these concepts to simplify conserved quantities for various choices of g(u) and h(u).

  11. Oscillation criteria for nonlinear fractional differential equation with damping term

    Directory of Open Access Journals (Sweden)

    Bayram Mustafa

    2016-01-01

    Full Text Available In this paper, we study the oscillation of solutions to a non-linear fractional differential equation with damping term. The fractional derivative is defined in the sense of the modified Riemann-Liouville derivative. By using a variable transformation, a generalized Riccati transformation, inequalities, and integration average techniquewe establish new oscillation criteria for the fractional differential equation. Several illustrative examples are also given.

  12. Stochastic Cahn-Hilliard equation with singular nonlinearity and reflection

    OpenAIRE

    Goudenège, Ludovic

    2008-01-01

    International audience; We consider a stochastic partial differential equation with logarithmic (or negative power) nonlinearity, with one reflection at 0 and with a constraint of conservation of the space average. The equation, driven by the derivative in space of a space-time white noise, contains a bi-Laplacian in the drift. The lack of the maximum principle for the bi-Laplacian generates difficulties for the classical penalization method, which uses a crucial monotonicity property. Being ...

  13. SINGULAR AND RAREFACTIVE SOLUTIONS TO A NONLINEAR VARIATIONAL WAVE EQUATION

    Institute of Scientific and Technical Information of China (English)

    2001-01-01

    Following a recent paper of the authors in Communications in Partial Differential Equations, this paper establishes the global existence of weak solutions to a nonlinear variational wave equation under relaxed conditions on the initial data so that the solutions can contain singularities (blow-up). Propagation of local oscillations along one family of characteristics remains under control despite singularity formation in the other family of characteristics.

  14. 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.

  15. APPROXIMATION TO NONLINEAR SCHR(O)DINGER EQUATION OF THE COMPLEX GENERALIZED GINZBURG-LANDAU EQUATION

    Institute of Scientific and Technical Information of China (English)

    杨灵娥

    2003-01-01

    In this paper, we prove that in the inviscid limit the solution of the gen eralized derivative Ginzburg-Landau equations converges to the solution of derivative nonlinear Schrodinger equation, we also give the convergence rates for the difference of the solution.

  16. The chaotic effects in a nonlinear QCD evolution equation

    Science.gov (United States)

    Zhu, Wei; Shen, Zhenqi; Ruan, Jianhong

    2016-10-01

    The corrections of gluon fusion to the DGLAP and BFKL equations are discussed in a united partonic framework. The resulting nonlinear evolution equations are the well-known GLR-MQ-ZRS equation and a new evolution equation. Using the available saturation models as input, we find that the new evolution equation has the chaos solution with positive Lyapunov exponents in the perturbative range. We predict a new kind of shadowing caused by chaos, which blocks the QCD evolution in a critical small x range. The blocking effect in the evolution equation may explain the Abelian gluon assumption and even influence our expectations to the projected Large Hadron Electron Collider (LHeC), Very Large Hadron Collider (VLHC) and the upgrade (CppC) in a circular e+e- collider (SppC).

  17. The modified simple equation method for solving some fractional-order nonlinear equations

    Indian Academy of Sciences (India)

    KAPLAN MELIKE; BEKIR AHMET

    2016-07-01

    Nonlinear fractional differential equations are encountered in various fields of mathematics, physics, chemistry, biology, engineering and in numerous other applications. Exact solutions of these equations play a crucial role in the proper understanding of the qualitative features of many phenomena and processes in various areas of natural science. Thus, many effective and powerful methods have been established and improved. In this study, we establish exact solutions of the time fractional biological population model equation and nonlinearfractional Klein–Gordon equation by using the modified simple equation method.

  18. Elimination and nonlinear equations of Rees algebra

    CERN Document Server

    Busé, Laurent; Simis, Aron

    2009-01-01

    A new approach is established to computing the image of a rational map, whereby the use of approximation complexes is complemented with a detailed analysis of the torsion of the symmetric algebra in certain degrees. In the case the map is everywhere defined this analysis provides free resolutions of graded parts of the Rees algebra of the base ideal in degrees where it does not coincide with the corresponding symmetric algebra. A surprising fact is that the torsion in those degrees only contributes to the first free module in the resolution of the symmetric algebra modulo torsion. An additional point is that this contribution -- which of course corresponds to non linear equations of the Rees algebra -- can be described in these degrees in terms of non Koszul syzygies via certain upgrading maps in the vein of the ones introduced earlier by J. Herzog, the third named author and W. Vasconcelos. As a measure of the reach of this torsion analysis we could say that, in the case of a general everywhere defined map, ...

  19. SOME DISCRETE NONLINEAR INEQUALITIES AND APPLICATIONS TO DIFFERENCE EQUATIONS

    Institute of Scientific and Technical Information of China (English)

    Cheung Wing-Sum; Ma Qing-Hua; Josip Pe(c)ari(c)

    2008-01-01

    In this article, the authors establish some new nonlinear difference inequalities in two independent variables, which generalize some existing results and can be used as handy tools in the study of qualitative as well as quantitative properties of solutions of certain classes of difference equations.

  20. BOUNDARY LAYER AND VANISHING DIFFUSION LIMIT FOR NONLINEAR EVOLUTION EQUATIONS

    Institute of Scientific and Technical Information of China (English)

    彭艳

    2014-01-01

    In this paper, we consider an initial-boundary value problem for some nonlinear evolution equations with damping and diffusion. The main purpose is to investigate the boundary layer effect and the convergence rates as the diffusion parameterαgoes to zero.

  1. The Peridic Wave Solutions for Two Nonlinear Evolution Equations

    Institute of Scientific and Technical Information of China (English)

    ZHANG Jin-Liang; WANG Ming-Liang; CHENG Dong-Ming; FANG Zong-De

    2003-01-01

    By using the F-expansion method proposed recently, the periodic wave solutions expressed by Jacobielliptic functions for two nonlinear evolution equations are derived. In the limit cases, the solitary wave solutions andthe other type of traveling wave solutions for the system are obtained.

  2. The Local Stability of Solutions for a Nonlinear Equation

    Directory of Open Access Journals (Sweden)

    Haibo Yan

    2014-01-01

    Full Text Available The approach of Kruzkov’s device of doubling the variables is applied to establish the local stability of strong solutions for a nonlinear partial differential equation in the space L1(R by assuming that the initial value only lies in the space L1(R∩L∞(R.

  3. Further studies of a simple gyrotron equation: nonlinear theory

    Energy Technology Data Exchange (ETDEWEB)

    Shi Meixuan, E-mail: meixuan@cims.nyu.ed [Courant Institute of Mathematical Sciences, New York University, 251 Mercer Street, New York, NY 10012-1185 (United States)

    2010-11-05

    A nonlinear version of a standard system of gyrotron model equations is studied using asymptotic analysis and variational methods. The condition for obtaining a high-amplitude wave is achieved in the study. A simple method for obtaining the patterns and amplitude of the wave based on the given free-space wave-number pattern is shown.

  4. Oscillation criteria for first-order forced nonlinear difference equations

    OpenAIRE

    Grace Said R; Agarwal Ravi P.; Smith Tim

    2006-01-01

    Some new criteria for the oscillation of first-order forced nonlinear difference equations of the form Δx(n)+q1(n)xμ(n+1) = q2(n)xλ(n+1)+e(n), where λ, μ are the ratios of positive odd integers 0 <μ < 1 and λ > 1, are established.

  5. Oscillation Theorems for Nonlinear Second Order Elliptic Equations

    Institute of Scientific and Technical Information of China (English)

    2007-01-01

    Some oscillation theorems are given for the nonlinear second order elliptic equation N ∑i,j=1 Di[aij(x)Ψ(y)||(△)y||p-2Djy]+c(x)f(y)=0. The results are extensions of modified Riccati techniques and include recent results of Usami.

  6. Exact controllability for a nonlinear stochastic wave equation

    Directory of Open Access Journals (Sweden)

    2006-01-01

    Full Text Available The exact controllability for a semilinear stochastic wave equation with a boundary control is established. The target and initial spaces are L 2 ( G × H −1 ( G with G being a bounded open subset of R 3 and the nonlinear terms having at most a linear growth.

  7. Exact periodic solution in coupled nonlinear Schrodinger equations

    Institute of Scientific and Technical Information of China (English)

    Li Qi-Liang; Chen Jun-Lang; Sun Li-Li; Yu Shu-Yi; Qian Sheng

    2007-01-01

    The coupled nonlinear Schrodinger equations (CNLSEs) of two symmetrical optical fibres are nonintegrable, however the transformed CNLSEs have integrability. Integrability of the transformed CNLSEs is proved by the Hamilton dynamics theory and Galilei transform. Making use of a transform for CNLSEs and using the ansatz with Jacobi elliptic function form, this paper obtains the exact optical pulse solutions.

  8. EXISTENCE OF SOLUTIONS OF NONLINEAR FRACTIONAL PANTOGRAPH EQUATIONS

    Institute of Scientific and Technical Information of China (English)

    K. BALACHANDRAN; S. KIRUTHIKA; J.J. TRUJILLO

    2013-01-01

    This article deals with the existence of solutions of nonlinear fractional pantograph equations.Such model can be considered suitable to be applied when the corresponding process occurs through strongly anomalous media.The results are obtained using fractional calculus and fixed point theorems.An example is provided to illustrate the main result obtained in this article.

  9. 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.

  10. Nonlocal Cauchy problem for nonlinear mixed integrodifferential equations

    Directory of Open Access Journals (Sweden)

    H.L. Tidke

    2010-12-01

    Full Text Available The present paper investigates the existence and uniqueness of mild and strong solutions of a nonlinear mixed Volterra-Fredholm integrodifferential equation with nonlocal condition. The results obtained by using Schauder fixed point theorem and the theory of semigroups.

  11. An Orthogonal Residual Procedure for Nonlinear Finite Element Equations

    DEFF Research Database (Denmark)

    Krenk, S.

    A general and robust solution procedure for nonlinear finite element equations with limit points is developed. At each equilibrium iteration the magnitude of the load is adjusted such that the residual force is orthogonal to the current displacement increment from the last equilibrium state...

  12. Maximum Likelihood Estimation of Nonlinear Structural Equation Models.

    Science.gov (United States)

    Lee, Sik-Yum; Zhu, Hong-Tu

    2002-01-01

    Developed an EM type algorithm for maximum likelihood estimation of a general nonlinear structural equation model in which the E-step is completed by a Metropolis-Hastings algorithm. Illustrated the methodology with results from a simulation study and two real examples using data from previous studies. (SLD)

  13. Case-Deletion Diagnostics for Nonlinear Structural Equation Models

    Science.gov (United States)

    Lee, Sik-Yum; Lu, Bin

    2003-01-01

    In this article, a case-deletion procedure is proposed to detect influential observations in a nonlinear structural equation model. The key idea is to develop the diagnostic measures based on the conditional expectation of the complete-data log-likelihood function in the EM algorithm. An one-step pseudo approximation is proposed to reduce the…

  14. Local Influence Analysis of Nonlinear Structural Equation Models

    Science.gov (United States)

    Lee, Sik-Yum; Tang, Nian-Sheng

    2004-01-01

    By regarding the latent random vectors as hypothetical missing data and based on the conditional expectation of the complete-data log-likelihood function in the EM algorithm, we investigate assessment of local influence of various perturbation schemes in a nonlinear structural equation model. The basic building blocks of local influence analysis…

  15. Probabilistic methods for discrete nonlinear Schr\\"odinger equations

    CERN Document Server

    Chatterjee, Sourav

    2010-01-01

    Using techniques from probability theory, we show that the thermodynamics of the focusing cubic discrete nonlinear Schrodinger equation (NLS) are exactly solvable in dimensions three and higher. A number of explicit formulas are derived. The probabilistic results, combined with dynamical information, prove the existence and typicality of solutions to the discrete NLS with highly stable localized modes that are sometimes called discrete breathers.

  16. An inhomogeneous wave equation and non-linear Diophantine approximation

    DEFF Research Database (Denmark)

    Beresnevich, V.; Dodson, M. M.; Kristensen, S.;

    2008-01-01

    A non-linear Diophantine condition involving perfect squares and arising from an inhomogeneous wave equation on the torus guarantees the existence of a smooth solution. The exceptional set associated with the failure of the Diophantine condition and hence of the existence of a smooth solution...... is studied. Both the Lebesgue and Hausdorff measures of this set are obtained....

  17. Tensor methods for large sparse systems of nonlinear equations

    Energy Technology Data Exchange (ETDEWEB)

    Bouaricha, A. [Argonne National Lab., IL (United States). Mathematics and Computer Science Div.; Schnabel, R.B. [Colorado Univ., Boulder, CO (United States). Dept. of Computer Science

    1996-12-31

    This paper introduces censor methods for solving, large sparse systems of nonlinear equations. Tensor methods for nonlinear equations were developed in the context of solving small to medium- sized dense problems. They base each iteration on a quadratic model of the nonlinear equations. where the second-order term is selected so that the model requires no more derivative or function information per iteration than standard linear model-based methods, and hardly more storage or arithmetic operations per iteration. Computational experiments on small to medium-sized problems have shown censor methods to be considerably more efficient than standard Newton-based methods, with a particularly large advantage on singular problems. This paper considers the extension of this approach to solve large sparse problems. The key issue that must be considered is how to make efficient use of sparsity in forming and solving the censor model problem at each iteration. Accomplishing this turns out to require an entirely new way of solving the tensor model that successfully exploits the sparsity of the Jacobian, whether the Jacobian is nonsingular or singular. We develop such an approach and, based upon it, an efficient tensor method for solving large sparse systems of nonlinear equations. Test results indicate that this tensor method is significantly more efficient and robust than an efficient sparse Newton-based method. in terms of iterations, function evaluations. and execution time.

  18. Large Time Asymptotics for Solutions of Nonlinear Partial Differential Equations

    CERN Document Server

    Sachdev, PL

    2010-01-01

    A large number of physical phenomena are modeled by nonlinear partial differential equations, subject to appropriate initial/boundary conditions. This title presents the constructive mathematical techniques. It deals with the asymptotic methods which include self-similarity, balancing argument, and matched asymptotic expansions

  19. A Dual Orthogonality Procedure for Nonlinear Finite Element Equations

    DEFF Research Database (Denmark)

    Krenk, S.; Hededal, O.

    In the orthogonal residual procedure for solution of nonlinear finite element equations the load is adjusted in each equilibrium iteration to satisfy an orthogonality condition to the current displacement increment. It is here shown that the quasi-newton formulation of the orthogonal residual...

  20. An Efficient Numerical Approach for Nonlinear Fokker-Planck equations

    Science.gov (United States)

    Otten, Dustin; Vedula, Prakash

    2009-03-01

    Fokker-Planck equations which are nonlinear with respect to their probability densities that occur in many nonequilibrium systems relevant to mean field interaction models, plasmas, classical fermions and bosons can be challenging to solve numerically. To address some underlying challenges in obtaining numerical solutions, we propose a quadrature based moment method for efficient and accurate determination of transient (and stationary) solutions of nonlinear Fokker-Planck equations. In this approach the distribution function is represented as a collection of Dirac delta functions with corresponding quadrature weights and locations, that are in turn determined from constraints based on evolution of generalized moments. Properties of the distribution function can be obtained by solution of transport equations for quadrature weights and locations. We will apply this computational approach to study a wide range of problems, including the Desai-Zwanzig Model (for nonlinear muscular contraction) and multivariate nonlinear Fokker-Planck equations describing classical fermions and bosons, and will also demonstrate good agreement with results obtained from Monte Carlo and other standard numerical methods.

  1. ON THE NONLINEAR TIMOSHENKO-KIRCHHOFF BEAM EQUATION

    Institute of Scientific and Technical Information of China (English)

    A.AROSIO

    1999-01-01

    When an elastic string with fixed ends is subjected to transverse vibrations, its length vaxiewith the time: this introduces chvages of the tension in the string. Thls induced Kirchoffto propose a nonlinear correction of the classical D'Alembert equation. Later on, Wolnowsky-

  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. Mapping deformation method and its application to nonlinear equations

    Institute of Scientific and Technical Information of China (English)

    李画眉

    2002-01-01

    An extended mapping deformation method is proposed for finding new exact travelling wave solutions of nonlinearpartial differential equations (PDEs). The key idea of this method is to take full advantage of the simple algebraicmapping relation between the solutions of the PDEs and those of the cubic nonlinear Klein-Gordon equation. This isapplied to solve a system of variant Boussinesq equations. As a result, many explicit and exact solutions are obtained,including solitary wave solutions, periodic wave solutions, Jacobian elliptic function solutions and other exact solutions.

  4. A procedure to construct exact solutions of nonlinear evolution equations

    Indian Academy of Sciences (India)

    Adem Cengiz Çevikel; Ahmet Bekir; Mutlu Akar; Sait San

    2012-09-01

    In this paper, we implemented the functional variable method for the exact solutions of the Zakharov-Kuznetsov-modified equal-width (ZK-MEW), the modified Benjamin-Bona-Mohany (mBBM) and the modified kdV-Kadomtsev-Petviashvili (kdV-KP) equation. By using this scheme, we found some exact solutions of the above-mentioned equation. The obtained solutions include solitary wave solutions, periodic wave solutions and combined formal solutions. The functional variable method presents a wider-applicability for handling nonlinear wave equations.

  5. An Efficient Series Solution for Nonlinear Multiterm Fractional Differential Equations

    Directory of Open Access Journals (Sweden)

    Moh’d Khier Al-Srihin

    2017-01-01

    Full Text Available In this paper, we introduce an efficient series solution for a class of nonlinear multiterm fractional differential equations of Caputo type. The approach is a generalization to our recent work for single fractional differential equations. We extend the idea of the Taylor series expansion method to multiterm fractional differential equations, where we overcome the difficulty of computing iterated fractional derivatives, which are difficult to be computed in general. The terms of the series are obtained sequentially using a closed formula, where only integer derivatives have to be computed. Several examples are presented to illustrate the efficiency of the new approach and comparison with the Adomian decomposition method is performed.

  6. Langevin Monte Carlo filtering for target tracking

    NARCIS (Netherlands)

    Iglesias Garcia, Fernando; Bocquel, Melanie; Driessen, Hans

    2015-01-01

    This paper introduces the Langevin Monte Carlo Filter (LMCF), a particle filter with a Markov chain Monte Carlo algorithm which draws proposals by simulating Hamiltonian dynamics. This approach is well suited to non-linear filtering problems in high dimensional state spaces where the bootstrap filte

  7. A granular computing method for nonlinear convection-diffusion equation

    Directory of Open Access Journals (Sweden)

    Tian Ya Lan

    2016-01-01

    Full Text Available This paper introduces a method of solving nonlinear convection-diffusion equation (NCDE, based on the combination of granular computing (GrC and characteristics finite element method (CFEM. The key idea of the proposed method (denoted as GrC-CFEM is to reconstruct the solution from coarse-grained layer to fine-grained layer. It first gets the nonlinear solution on the coarse-grained layer, and then the function (Taylor expansion is applied to linearize the NCDE on the fine-grained layer. Switch to the fine-grained layer, the linear solution is directly derived from the nonlinear solution. The full nonlinear problem is solved only on the coarse-grained layer. Numerical experiments show that the GrC-CFEM can accelerate the convergence and improve the computational efficiency without sacrificing the accuracy.

  8. The First Integral Method to the Nonlinear Schrodinger Equations in Higher Dimensions

    Directory of Open Access Journals (Sweden)

    Shoukry Ibrahim Atia El-Ganaini

    2013-01-01

    Full Text Available The first integral method introduced by Feng is adopted for solving some important nonlinear partial differential equations, including the (2 + 1-dimensional hyperbolic nonlinear Schrodinger (HNLS equation, the generalized nonlinear Schrodinger (GNLS equation with a source, and the higher-order nonlinear Schrodinger equation in nonlinear optical fibers. This method provides polynomial first integrals for autonomous planar systems. Through the established first integrals, exact traveling wave solutions are formally derived in a concise manner.

  9. A mixed finite element method for nonlinear diffusion equations

    KAUST Repository

    Burger, Martin

    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.

  10. 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.

  11. From shape to randomness: A classification of Langevin stochasticity

    Science.gov (United States)

    Eliazar, Iddo; Cohen, Morrel H.

    2013-01-01

    The Langevin equation-perhaps the most elemental stochastic differential equation in the physical sciences-describes the dynamics of a random motion driven simultaneously by a deterministic potential field and by a stochastic white noise. The Langevin equation is, in effect, a mechanism that maps the stochastic white-noise input to a stochastic output: a stationary steady state distribution in the case of potential wells, and a transient extremum distribution in the case of potential gradients. In this paper we explore the degree of randomness of the Langevin equation’s stochastic output, and classify it à la Mandelbrot into five states of randomness ranging from “infra-mild” to “ultra-wild”. We establish closed-form and highly implementable analytic results that determine the randomness of the Langevin equation’s stochastic output-based on the shape of the Langevin equation’s potential field.

  12. Modelling of nonlinear shoaling based on stochastic evolution equations

    DEFF Research Database (Denmark)

    Kofoed-Hansen, Henrik; Rasmussen, Jørgen Hvenekær

    1998-01-01

    A one-dimensional stochastic model is derived to simulate the transformation of wave spectra in shallow water including generation of bound sub- and super-harmonics, near-resonant triad wave interaction and wave breaking. Boussinesq type equations with improved linear dispersion characteristics...... are recast into evolution equations for the complex amplitudes, and serve as the underlying deterministic model. Next, a set of evolution equations for the cumulants is derived. By formally introducing the well-known Gaussian closure hypothesis, nonlinear evolution equations for the power spectrum...... and bispectrum are derived. A simple description of depth-induced wave breaking is incorporated in the model equations, assuming that the total rate of dissipation may be distributed in proportion to the spectral energy density on each discrete frequency. The proposed phase-averaged model is compared...

  13. Stability of planar diffusion wave for nonlinear evolution equation

    Institute of Scientific and Technical Information of China (English)

    2012-01-01

    It is known that the one-dimensional nonlinear heat equation ut = f(u)x1x1,f'(u) 0,u(±∞,t) = u±,u+ = u_ has a unique self-similar solution u(x1/1+t).In multi-dimensional space,u(x1/1+t) is called a planar diffusion wave.In the first part of the present paper,it is shown that under some smallness conditions,such a planar diffusion wave is nonlinearly stable for the nonlinear heat equation:ut-△f(u) = 0,x ∈ Rn.The optimal time decay rate is obtained.In the second part of this paper,it is further shown that this planar diffusion wave is still nonlinearly stable for the quasilinear wave equation with damping:utt + utt+ △f(u) = 0,x ∈ Rn.The time decay rate is also obtained.The proofs are given by an elementary energy method.

  14. Modulational instability in fractional nonlinear Schrödinger equation

    Science.gov (United States)

    Zhang, Lifu; He, Zenghui; Conti, Claudio; Wang, Zhiteng; Hu, Yonghua; Lei, Dajun; Li, Ying; Fan, Dianyuan

    2017-07-01

    Fractional calculus is entering the field of nonlinear optics to describe unconventional regimes, as disorder biological media and soft-matter. Here we investigate spatiotemporal modulational instability (MI) in a fractional nonlinear Schrödinger equation. We derive the MI gain spectrum in terms of the Lévy indexes and a varying number of spatial dimensions. We show theoretically and numerically that the Lévy indexes affect fastest growth frequencies and MI bandwidth and gain. Our results unveil a very rich scenario that may occur in the propagation of ultrashort pulses in random media and metamaterials, and may sustain novel kinds of propagation invariant optical bullets.

  15. On nonlinear equation of Schrödinger type

    Science.gov (United States)

    Soltanov, Kamal N.

    2012-11-01

    In this paper we study a mixed problem for the nonlinear Schrödinger equation that have a nonlinear adding, in which the coefficient is a generalized function. Here is proved a solvability theorem of the considered problem with use of the general solvability theorem of the article [28]. Furthermore here is investigated also the behaviour of the solution of the studied problem. aipproc class produce a paper with the correct layout for AIP Conference Proceedings 8.5in × 11in double column.

  16. 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.

  17. Non- Markovian Quantum Stochastic Equation For Two Coupled Oscillators

    CERN Document Server

    Alpomishev, E X

    2016-01-01

    The system of nonlinear Langevin equations was obtained by using Hamiltonian's operator of two coupling quantum oscillators which are interacting with heat bath. By using the analytical solution of these equations, the analytical expressions for transport coefficients was found. Generalized Langevin equations and fluctuation-dissipation relations are derived for the case of a nonlinear non-Markovian noise. The explicit expressions for the time-dependent friction and diffusion coefficients are presented for the case of linear couplings in the coordinate between the collective two coupled harmonic oscillators and heat bath.

  18. Charged anisotropic matter with linear or nonlinear equation of state

    CERN Document Server

    Varela, Victor; Ray, Saibal; Chakraborty, Kaushik; Kalam, Mehedi

    2010-01-01

    Ivanov pointed out substantial analytical difficulties associated with self-gravitating, static, isotropic fluid spheres when pressure explicitly depends on matter density. Simplification achieved with the introduction of electric charge were noticed as well. We deal with self-gravitating, charged, anisotropic fluids and get even more flexibility in solving the Einstein-Maxwell equations. In order to discuss analytical solutions we extend Krori and Barua's method to include pressure anisotropy and linear or non-linear equations of state. The field equations are reduced to a system of three algebraic equations for the anisotropic pressures as well as matter and electrostatic energy densities. Attention is paid to compact sources characterized by positive matter density and positive radial pressure. Arising solutions satisfy the energy conditions of general relativity. Spheres with vanishing net charge contain fluid elements with unbounded proper charge density located at the fluid-vacuum interface. Notably the...

  19. Nonlinear electromagnetic gyrokinetic equation for plasmas with large mean flows

    Energy Technology Data Exchange (ETDEWEB)

    Sugama, H. [National Inst. for Fusion Science, Toki, Gifu (Japan); Horton, W.

    1998-02-01

    A new nonlinear electromagnetic gyrokinetic equation is derived for plasmas with large flow velocities on the order of the ion thermal speed. The gyrokinetic equation derived here is given in the form which is valid for general magnetic geometries including the slab, cylindrical and toroidal configurations. The source term for the anomalous viscosity arising through the Reynolds stress is identified in the gyrokinetic equation. For the toroidally rotating plasma, particle, energy and momentum balance equations as well as the detailed definitions of the anomalous transport fluxes and the anomalous entropy production are shown. The quasilinear anomalous transport matrix connecting the conjugate pairs of the anomalous fluxes and the forces satisfies the Onsager symmetry. (author)

  20. Generalized creation and annihilation operators via complex nonlinear Riccati equations

    Science.gov (United States)

    Schuch, Dieter; Castaños, Octavio; Rosas-Ortiz, Oscar

    2013-06-01

    Based on Gaussian wave packet solutions of the time-dependent Schrödinger equation, a generalization of the conventional creation and annihilation operators and the corresponding coherent states can be obtained. This generalization includes systems where also the width of the coherent states is time-dependent as they occur for harmonic oscillators with time-dependent frequency or systems in contact with a dissipative environment. The key point is the replacement of the frequency ω0 that occurs in the usual definition of the creation/annihilation operator by a complex time-dependent function that fulfils a nonlinear Riccati equation. This equation and its solutions depend on the system under consideration and on the (complex) initial conditions. Formal similarities also exist with supersymmetric quantum mechanics. The generalized creation and annihilation operators also allow to construct exact analytic solutions of the free motion Schrödinger equation in terms of Hermite polynomials with time-dependent variable.

  1. Multi-soliton rational solutions for some nonlinear evolution equations

    Directory of Open Access Journals (Sweden)

    Osman Mohamed S.

    2016-01-01

    Full Text Available The Korteweg-de Vries equation (KdV and the (2+ 1-dimensional Nizhnik-Novikov-Veselov system (NNV are presented. Multi-soliton rational solutions of these equations are obtained via the generalized unified method. The analysis emphasizes the power of this method and its capability of handling completely (or partially integrable equations. Compared with Hirota’s method and the inverse scattering method, the proposed method gives more general exact multi-wave solutions without much additional effort. The results show that, by virtue of symbolic computation, the generalized unified method may provide us with a straightforward and effective mathematical tool for seeking multi-soliton rational solutions for solving many nonlinear evolution equations arising in different branches of sciences.

  2. Numerical solution of control problems governed by nonlinear differential equations

    Energy Technology Data Exchange (ETDEWEB)

    Heinkenschloss, M. [Virginia Polytechnic Institute and State Univ., Blacksburg, VA (United States)

    1994-12-31

    In this presentation the author investigates an iterative method for the solution of optimal control problems. These problems are formulated as constrained optimization problems with constraints arising from the state equation and in the form of bound constraints on the control. The method for the solution of these problems uses the special structure of the problem arising from the bound constraint and the state equation. It is derived from SQP methods and projected Newton methods and combines the advantages of both methods. The bound constraint is satisfied by all iterates using a projection, the nonlinear state equation is satisfied in the limit. Only a linearized state equation has to be solved in every iteration. The solution of the linearized problems are done using multilevel methods and GMRES.

  3. Radial selfsimilar solutions of a nonlinear Ornstein-Uhlenbeck equation

    Directory of Open Access Journals (Sweden)

    Arij Bouzelmate

    2007-05-01

    Full Text Available This paper concerns the existence, uniqueness and asymptotic properties (as $r=|x|oinfty$ of radial self-similar solutions to the nonlinear Ornstein-Uhlenbeck equation [ v_t=Delta_p v+xcdot abla (|v|^{q-1}v ] in $mathbb{R}^Nimes (0, +infty$. Here $q>p-1>1$, $Ngeq 1$, and $Delta_p$ denotes the $p$-Laplacian operator. These solutions are of the form [ v(x,t=t^{-gamma} U(cxt^{-sigma}, ] where $gamma$ and $sigma$ are fixed powers given by the invariance properties of differential equation, while $U$ is a radial function, $U(y=u(r$, $r=|y|$. With the choice $c=(q-1^{-1/p}$, the radial profile $u$ satisfies the nonlinear ordinary differential equation $$ (|u'|^{p-2}u''+frac{N-1}r |u'|^{p-2}u'+frac{q+1-p}{p} r u'+(q-1 r(|u|^{q-1}u'+u=0 $$in $mathbb{R}_+$. We carry out a careful analysis of this equation anddeduce the corresponding consequences for the Ornstein-Uhlenbeck equation.

  4. On the Amplitude Equations for Weakly Nonlinear Surface Waves

    Science.gov (United States)

    Benzoni-Gavage, Sylvie; Coulombel, Jean-François

    2012-09-01

    Nonlocal generalizations of Burgers' equation were derived in earlier work by Hunter (Contemp Math, vol 100, pp 185-202. AMS, 1989), and more recently by Benzoni-Gavage and Rosini (Comput Math Appl 57(3-4):1463-1484, 2009), as weakly nonlinear amplitude equations for hyperbolic boundary value problems admitting linear surface waves. The local-in-time well-posedness of such equations in Sobolev spaces was proved by Benzoni-Gavage (Differ Integr Equ 22(3-4):303-320, 2009) under an appropriate stability condition originally pointed out by Hunter. The same stability condition has also been shown to be necessary for well-posedness in Sobolev spaces in a previous work of the authors in collaboration with Tzvetkov (Benzoni-Gavage et al. in Adv Math 227(6):2220-2240, 2011). In this article, we show how the verification of Hunter's stability condition follows from natural stability assumptions on the original hyperbolic boundary value problem, thus avoiding lengthy computations in each particular situation. We also show that the resulting amplitude equation has a Hamiltonian structure when the original boundary value problem has a variational origin. Our analysis encompasses previous equations derived for nonlinear Rayleigh waves in elasticity.

  5. Singular solutions of fully nonlinear elliptic equations and applications

    CERN Document Server

    Armstrong, Scott N; Smart, Charles K

    2011-01-01

    We study the properties of solutions of fully nonlinear, positively homogeneous elliptic equations near boundary points of Lipschitz domains at which the solution may be singular. We show that these equations have two positive solutions in each cone of $\\mathbb{R}^n$, and the solutions are unique in an appropriate sense. We introduce a new method for analyzing the behavior of solutions near certain Lipschitz boundary points, which permits us to classify isolated boundary singularities of solutions which are bounded from either above or below. We also obtain a sharp Phragm\\'en-Lindel\\"of result as well as a principle of positive singularities in certain Lipschitz domains.

  6. Nonlinear Terms of MHD Equations for Homogeneous Magnetized Shear Flow

    CERN Document Server

    Dimitrov, Z D; Hristov, T S; Mishonov, T M

    2011-01-01

    We have derived the full set of MHD equations for incompressible shear flow of a magnetized fluid and considered their solution in the wave-vector space. The linearized equations give the famous amplification of slow magnetosonic waves and describe the magnetorotational instability. The nonlinear terms in our analysis are responsible for the creation of turbulence and self-sustained spectral density of the MHD (Alfven and pseudo-Alfven) waves. Perspectives for numerical simulations of weak turbulence and calculation of the effective viscosity of accretion disks are shortly discussed in k-space.

  7. Critical exponent for damped wave equations with nonlinear memory

    CERN Document Server

    Fino, Ahmad

    2010-01-01

    We consider the Cauchy problem in $\\mathbb{R}^n,$ $n\\geq 1,$ for a semilinear damped wave equation with nonlinear memory. Global existence and asymptotic behavior as $t\\to\\infty$ of small data solutions have been established in the case when $1\\leq n\\leq3.$ Moreover, we derive a blow-up result under some positive data for in any dimensional space. It turns out that the critical exponent indeed coincides with the one to the corresponding semilinear heat equation.

  8. Nonzero solutions of nonlinear integral equations modeling infectious disease

    Energy Technology Data Exchange (ETDEWEB)

    Williams, L.R. (Indiana Univ., South Bend); Leggett, R.W.

    1982-01-01

    Sufficient conditions to insure the existence of periodic solutions to the nonlinear integral equation, x(t) = ..integral../sup t//sub t-tau/f(s,x(s))ds, are given in terms of simple product and product integral inequalities. The equation can be interpreted as a model for the spread of infectious diseases (e.g., gonorrhea or any of the rhinovirus viruses) if x(t) is the proportion of infectives at time t and f(t,x(t)) is the proportion of new infectives per unit time.

  9. Various Newton-type iterative methods for solving nonlinear equations

    Directory of Open Access Journals (Sweden)

    Manoj Kumar

    2013-10-01

    Full Text Available The aim of the present paper is to introduce and investigate new ninth and seventh order convergent Newton-type iterative methods for solving nonlinear equations. The ninth order convergent Newton-type iterative method is made derivative free to obtain seventh-order convergent Newton-type iterative method. These new with and without derivative methods have efficiency indices 1.5518 and 1.6266, respectively. The error equations are used to establish the order of convergence of these proposed iterative methods. Finally, various numerical comparisons are implemented by MATLAB to demonstrate the performance of the developed methods.

  10. 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.

  11. Quasi-periodic Solutions of the General Nonlinear Beam Equations

    Institute of Scientific and Technical Information of China (English)

    GAO YI-XIAN

    2012-01-01

    In this paper,one-dimensional (1D) nonlinear beam equations of the form utt - uxx + uxxxx + mu = f(u)with Dirichlet boundary conditions are considered,where the nonlinearity f is an analytic,odd function and f(u) = O(u3).It is proved that for all m ∈ (0,M*] (∈) R(M* is a fixed large number),but a set of small Lebesgue measure,the above equations admit small-amplitude quasi-periodic solutions corresponding to finite dimensional invariant tori for an associated infinite dimensional dynamical system.The proof is based on an infinite dimensional KAM theory and a partial Birkhoff normal form technique.

  12. An Explicit High Resolution Scheme for Nonlinear Shallow Water Equations

    Institute of Scientific and Technical Information of China (English)

    FANG Ke-zhao; ZOU Zhi-li; WANG Yan

    2005-01-01

    The present study develops a numerical model of the two-dimensional fully nonlinear shallow water equations (NSWE) for the wave run-up on a beach. The finite volume method (FVM) is used to solve the equations, and a second-order explicit scheme is developed to improve the computation efficiency. The numerical fluxes are obtained by the two dimensional Roe's flux function to overcome the errors caused by the use of one dimensional fluxes in dimension splitting methods. The high-resolution Godunov-type TVD upwind scheme is employed and a second-order accuracy is achieved based on monotonic upstream schemes for conservation laws (MUSCL) variable extrapolation; a nonlinear limiter is applied to prevent unwanted spurious oscillation. A simple but efficient technique is adopted to deal with the moving shoreline boundary. The verification of the solution technique is carried out by comparing the model output with documented results and it shows that the solution technique is robust.

  13. RESTRICTED NONLINEAR APPROXIMATION AND SINGULAR SOLUTIONS OF BOUNDARY INTEGRAL EQUATIONS

    Institute of Scientific and Technical Information of China (English)

    Reinhard Hochmuth

    2002-01-01

    This paper studies several problems, which are potentially relevant for the construction of adaptive numerical schemes. First, biorthogonal spline wavelets on [0,1 ] are chosen as a starting point for characterizations of functions in Besov spaces B , (0,1) with 0<σ<∞ and (1+σ)-1<τ<∞. Such function spaces are known to be related to nonlinear approximation. Then so called restricted nonlinear approximation procedures with respect to Sobolev space norms are considered. Besides characterization results Jackson type estimates for various tree-type and tresholding algorithms are investigated. Finally known approximation results for geometry induced singularity functions of boundary integeral equations are combined with the characterization results for restricted nonlinear approximation to show Besov space regularity results.

  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. Nonlinear Self-Adjoint Classification of a Burgers-KdV Family of Equations

    Directory of Open Access Journals (Sweden)

    Júlio Cesar Santos Sampaio

    2014-01-01

    Full Text Available The concepts of strictly, quasi, weak, and nonlinearly self-adjoint differential equations are revisited. A nonlinear self-adjoint classification of a class of equations with second and third order is carried out.

  16. Periodic Wave Solutions of Generalized Derivative Nonlinear Schr(o)dinger Equation

    Institute of Scientific and Technical Information of China (English)

    ZHA Qi-Lao; LI Zhi-Bin

    2008-01-01

    A Darboux transformation of the generalized derivative nonlinear Schr(o)dinger equation is derived. As an application, some new periodic wave solutions of the generalized derivative nonlinear Schr(o)dinger equation are explicitly given.

  17. A Hierarchy of New Nonlinear Evolution Equations Associated with a 3 × 3 Matrix Spectral Problem

    Institute of Scientific and Technical Information of China (English)

    GENG Xian-Guo; LI Fang

    2009-01-01

    A 3 × 3 matrix spectral problem with three potentials and the corresponding hierarchy of new nonlinear evolution equations are proposed. Generalized Hamiltonian structures for the hierarchy of nonlinear evolution equations are derived with the aid of trace identity.

  18. Local H\\"older continuity for doubly nonlinear parabolic equations

    CERN Document Server

    Kuusi, Tuomo; Urbano, José Miguel

    2010-01-01

    We give a proof of the H\\"older continuity of weak solutions of certain degenerate doubly nonlinear parabolic equations in measure spaces. We only assume the measure to be a doubling non-trivial Borel measure which supports a Poincar\\'e inequality. The proof discriminates between large scales, for which a Harnack inequality is used, and small scales, that require intrinsic scaling methods.

  19. Solitary wave solutions to nonlinear evolution equations in mathematical physics

    Indian Academy of Sciences (India)

    Anwar Ja’afar Mohamad Jawad; M Mirzazadeh; Anjan Biswas

    2014-10-01

    This paper obtains solitons as well as other solutions to a few nonlinear evolution equations that appear in various areas of mathematical physics. The two analytical integrators that are applied to extract solutions are tan–cot method and functional variable approaches. The soliton solutions can be used in the further study of shallow water waves in (1+1) as well as (2+1) dimensions.

  20. Parallel Evolutionary Modeling for Nonlinear Ordinary Differential Equations

    Institute of Scientific and Technical Information of China (English)

    2001-01-01

    We introduce a new parallel evolutionary algorithm in modeling dynamic systems by nonlinear higher-order ordinary differential equations (NHODEs). The NHODEs models are much more universal than the traditional linear models. In order to accelerate the modeling process, we propose and realize a parallel evolutionary algorithm using distributed CORBA object on the heterogeneous networking. Some numerical experiments show that the new algorithm is feasible and efficient.

  1. Symmetries and Similarity Reductions of Nonlinear Diffusion Equation

    Institute of Scientific and Technical Information of China (English)

    LI Hui-Jun; RUAN Hang-Yu

    2004-01-01

    The inverse recursion operator, three new sets of symmetries, and infinite-dimensional Lie algebras for the nonlinear diffusion equation are given. Some nonlocal symmetries related to eigenvectors of the recursion operator Ф with the eigenvalue λi are also obtained with the help of the recursion operator Фi = Ф - λi. Using a part of these symmetries we get twelve types of nontrivial new similarity reduction.

  2. Symmetries and Similarity Reductions of Nonlinear Diffusion Equation

    Institute of Scientific and Technical Information of China (English)

    LIHui-Jun; RUANHang-Yu

    2004-01-01

    The inverse recursion operator, three new sets of symmetries, and infinite-dimensional Lie algebras for the nonlinear diffusion equation are given. Some nonlocal symmetries related to eigenvectors of the recursion operator with the eigenvalue λi are also obtained with the help of the recursion operator φi=φ-λi. Using a part of these symmetries we get twelve types of nontrivial new similarity reduction.

  3. ANALYTIC INVARIANT CURVES OF A NONLINEAR SECOND ORDER DIFFERENCE EQUATION

    Institute of Scientific and Technical Information of China (English)

    Wang Wusheng

    2009-01-01

    This article studies the existence of analytic invariant curves for a nonlinear second order difference equation which was modeled from macroeconomics of the business cycle. The author not only discusses the case of the eigenvalue off the unit circle S1 and the case on S1 with the Diophantine condition but also considers the case of the eigenvalue at a root of the unity, which obviously violates the Diophantine condition.

  4. Symposium on Nonlinear Semigroups, Partial Differential Equations and Attractors

    CERN Document Server

    Zachary, Woodford

    1987-01-01

    The original idea of the organizers of the Washington Symposium was to span a fairly narrow range of topics on some recent techniques developed for the investigation of nonlinear partial differential equations and discuss these in a forum of experts. It soon became clear, however, that the dynamical systems approach interfaced significantly with many important branches of applied mathematics. As a consequence, the scope of this resulting proceedings volume is an enlarged one with coverage of a wider range of research topics.

  5. New Efficient Fourth Order Method for Solving Nonlinear Equations

    Directory of Open Access Journals (Sweden)

    Farooq Ahmad

    2013-12-01

    Full Text Available In a paper [Appl. Math. Comput., 188 (2 (2007 1587--1591], authors have suggested and analyzed a method for solving nonlinear equations. In the present work, we modified this method by using the finite difference scheme, which has a quintic convergence. We have compared this modified Halley method with some other iterative of fifth-orders convergence methods, which shows that this new method having convergence of fourth order, is efficient.

  6. Chaoticons described by nonlocal nonlinear Schrödinger equation

    Science.gov (United States)

    Zhong, Lanhua; Li, Yuqi; Chen, Yong; Hong, Weiyi; Hu, Wei; Guo, Qi

    2017-01-01

    It is shown that the unstable evolutions of the Hermite-Gauss-type stationary solutions for the nonlocal nonlinear Schrödinger equation with the exponential-decay response function can evolve into chaotic states. This new kind of entities are referred to as chaoticons because they exhibit not only chaotic properties (with positive Lyapunov exponents and spatial decoherence) but also soliton-like properties (with invariant statistic width and interaction of quasi-elastic collisions). PMID:28134268

  7. 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...

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

    Science.gov (United States)

    Lu, Bin

    2012-06-01

    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.

  9. Solution behaviors in coupled Schrödinger equations with full-modulated nonlinearities

    Science.gov (United States)

    Pınar, Zehra; Deliktaş, Ekin

    2017-02-01

    The nonlinear partial differential equations have an important role in real life problems. To obtain the exact solutions of the nonlinear partial differential equations, a number of approximate methods are known in the literature. In this work, a time- space modulated nonlinearities of coupled Schrödinger equations are considered. We provide a large class of Jacobi-elliptic solutions via the auxiliary equation method with sixth order nonlinearity and the Chebyshev approximation.

  10. Periodic and Chaotic Breathers in the Nonlinear Schr(o)dinger Equation

    Institute of Scientific and Technical Information of China (English)

    LIU Xue-Shen; QI Yue-Ying; DING Pei-Zhu

    2004-01-01

    @@ The breathers in the cubic nonlinear Schrodinger equation are investigated numerically by using the symplectic method. We show that the solitonlike wave, the periodic, quasiperiodic and chaotic breathers can be observed with the increase of cubic nonlinear perturbation. Finally, we discuss the breathers in the cubic-quintic nonlinear Schrodinger equation with the increase of quintic nonlinear perturbation.

  11. Extended Mapping Transformation Method and Its Applications to Nonlinear Partial Differential Equation(s)

    Institute of Scientific and Technical Information of China (English)

    2005-01-01

    In this paper, we extend the mapping transformation method through introducing variable coefficients.By means of the extended mapping transformation method, many explicit and exact general solutions with arbitrary functions for some nonlinear partial differential equations, which contain solitary wave solutions, trigonometric function solutions, and rational solutions, are obtained.

  12. Extended Elliptic Mild Slope Equation Incorporating the Nonlinear Shoaling Effect

    Directory of Open Access Journals (Sweden)

    Xiao Qian-lu

    2016-10-01

    Full Text Available The transformation during wave propagation is significantly important for the calculations of hydraulic and coastal engineering, as well as the sediment transport. The exact wave height deformation calculation on the coasts is essential to near-shore hydrodynamics research and the structure design of coastal engineering. According to the wave shoaling results gained from the elliptical cosine wave theory, the nonlinear wave dispersion relation is adopted to develop the expression of the corresponding nonlinear wave shoaling coefficient. Based on the extended elliptic mild slope equation, an efficient wave numerical model is presented in this paper for predicting wave deformation across the complex topography and the surf zone, incorporating the nonlinear wave dispersion relation, the nonlinear wave shoaling coefficient and other energy dissipation factors. Especially, the phenomenon of wave recovery and second breaking could be shown by the present model. The classical Berkhoff single elliptic topography wave tests, the sinusoidal varying topography experiment, and complex composite slopes wave flume experiments are applied to verify the accuracy of the calculation of wave heights. Compared with experimental data, good agreements are found upon single elliptical topography and one-dimensional beach profiles, including uniform slope and step-type profiles. The results indicate that the newly-developed nonlinear wave shoaling coefficient improves the calculated accuracy of wave transformation in the surf zone efficiently, and the wave breaking is the key factor affecting the wave characteristics and need to be considered in the nearshore wave simulations.

  13. Focusing of Spherical Nonlinear Pulses for Nonlinear Wave Equations Ⅲ. Subcritical Case

    Institute of Scientific and Technical Information of China (English)

    2005-01-01

    This paper studied spherical pulses of solutions of the system of semilinear wave equations with the pulses focusing at a point in three space variables. It is shown that there is no nonlinear effect at leading terms of pulses, when the initial data is subcritical.

  14. Algebraic dynamics solution to and algebraic dynamics algorithm for nonlinear advection equation

    Institute of Scientific and Technical Information of China (English)

    2008-01-01

    Algebraic dynamics approach and algebraic dynamics algorithm for the solution of nonlinear partial differential equations are applied to the nonlinear advection equa-tion. The results show that the approach is effective for the exact analytical solu-tion and the algorithm has higher precision than other existing algorithms in nu-merical computation for the nonlinear advection equation.

  15. 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...

  16. An efficient algorithm for solving nonlinear system of differential equations and applications

    Directory of Open Access Journals (Sweden)

    Mustafa GÜLSU

    2015-10-01

    Full Text Available In this article, we apply Chebyshev collocation method to obtain the numerical solutions of nonlinear systems of differential equations. This method transforms the nonlinear systems of differential equation to nonlinear systems of algebraic equations. The convergence of the numerical method are given and their applicability is illustrated with some examples.

  17. Rogue wave solutions for a generalized nonautonomous nonlinear equation in a nonlinear inhomogeneous fiber

    Energy Technology Data Exchange (ETDEWEB)

    Xie, Xi-Yang; Tian, Bo, E-mail: tian_bupt@163.com; Wang, Yu-Feng; Sun, Ya; Jiang, Yan

    2015-11-15

    In this paper, we investigate a generalized nonautonomous nonlinear equation which describes the ultrashort optical pulse propagating in a nonlinear inhomogeneous fiber. By virtue of the generalized Darboux transformation, the first- and second-order rogue-wave solutions for the generalized nonautonomous nonlinear equation are obtained, under some variable–coefficient constraints. Properties of the first- and second-order rogue waves are graphically presented and analyzed: When the coefficients are all chosen as the constants, we can observe the some functions, the shapes of wave crests and troughs for the first- and second-order rogue waves change. Oscillating behaviors of the first- and second-order rogue waves are observed when the coefficients are the trigonometric functions.

  18. Nonlinear Schrodinger equations on the half-line with nonlinear boundary conditions

    Directory of Open Access Journals (Sweden)

    Ahmet Batal

    2016-08-01

    Full Text Available In this article, we study the initial boundary value problem for nonlinear Schrodinger equations on the half-line with nonlinear boundary conditions $$ u_x(0,t+\\lambda|u(0,t|^ru(0,t=0,\\quad \\lambda\\in\\mathbb{R}-\\{0\\},\\; r> 0. $$ We discuss the local well-posedness when the initial data $u_0=u(x,0$ belongs to an $L^2$-based inhomogeneous Sobolev space $H^s(\\mathbb{R}_+$ with $s\\in (\\frac{1}{2},\\frac{7}{2}-\\{\\frac{3}{2}\\}$. We deal with the nonlinear boundary condition by first studying the linear Schrodinger equation with a time-dependent inhomogeneous Neumann boundary condition $u_x(0,t=h(t$ where $h\\in H^{\\frac{2s-1}{4}}(0,T$.

  19. Dynamic behavior of a nonlinear rational difference equation and generalization

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    Shi Qihong

    2011-01-01

    Full Text Available Abstract This paper is concerned about the dynamic behavior for the following high order nonlinear difference equation x n = (x n-k + x n-m + x n-l /(x n-k x n-m + x n-m x n-l +1 with the initial data { x - l , x - l + 1 , … , x - 1 } ∈ ℝ + l and 1 ≤ k ≤ m ≤ l. The convergence of solution to this equation is investigated by introducing a new sequence, which extends and includes corresponding results obtained in the references (Li in J Math Anal Appl 312:103-111, 2005; Berenhaut et al. Appl. Math. Lett. 20:54-58, 2007; Papaschinopoulos and Schinas J Math Anal Appl 294:614-620, 2004 to a large extent. In addition, some propositions for generalized equations are reported.

  20. The fractional complex transformation for nonlinear fractional partial differential equations in the mathematical physics

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    Elsayed M.E. Zayed

    2016-02-01

    Full Text Available In this article, the modified extended tanh-function method is employed to solve fractional partial differential equations in the sense of the modified Riemann–Liouville derivative. Based on a nonlinear fractional complex transformation, certain fractional partial differential equations can be turned into nonlinear ordinary differential equations of integer orders. For illustrating the validity of this method, we apply it to four nonlinear equations namely, the space–time fractional generalized nonlinear Hirota–Satsuma coupled KdV equations, the space–time fractional nonlinear Whitham–Broer–Kaup equations, the space–time fractional nonlinear coupled Burgers equations and the space–time fractional nonlinear coupled mKdV equations.