International Nuclear Information System (INIS)
Ng, Felix S.L.
2016-01-01
We develop a statistical-mechanical model of one-dimensional normal grain growth that does not require any drift-velocity parameterization for grain size, such as used in the continuity equation of traditional mean-field theories. The model tracks the population by considering grain sizes in neighbour pairs; the probability of a pair having neighbours of certain sizes is determined by the size-frequency distribution of all pairs. Accordingly, the evolution obeys a partial integro-differential equation (PIDE) over ‘grain size versus neighbour grain size’ space, so that the grain-size distribution is a projection of the PIDE's solution. This model, which is applicable before as well as after statistically self-similar grain growth has been reached, shows that the traditional continuity equation is invalid outside this state. During statistically self-similar growth, the PIDE correctly predicts the coarsening rate, invariant grain-size distribution and spatial grain size correlations observed in direct simulations. The PIDE is then reducible to the standard continuity equation, and we derive an explicit expression for the drift velocity. It should be possible to formulate similar parameterization-free models of normal grain growth in two and three dimensions.
International Nuclear Information System (INIS)
McMillan, B.F.; Jolliet, S.; Tran, T.M.; Villard, L.; Bottino, A.; Angelino, P.
2010-01-01
Fluctuating quantities in magnetic confinement geometries often inherit a strong anisotropy along the field lines. One technique for describing these structures is the use of a certain set of Fourier components on the tori of nested flux surfaces. We describe an implementation of this approach for solving partial differential equations, like Poisson's equation, where a different set of Fourier components may be chosen on each surface according to the changing safety factor profile. Allowing the resolved components to change to follow the anisotropy significantly reduces the total number of degrees of freedom in the description. This can permit large gains in computational performance. We describe, in particular, how this approach can be applied to rapidly solve the gyrokinetic Poisson equation in a particle code, ORB5 (Jolliet et al. (2007) [5]), with a regular (non-field-aligned) mesh. (authors)
Analysis of stability for stochastic delay integro-differential equations.
Zhang, Yu; Li, Longsuo
2018-01-01
In this paper, we concern stability of numerical methods applied to stochastic delay integro-differential equations. For linear stochastic delay integro-differential equations, it is shown that the mean-square stability is derived by the split-step backward Euler method without any restriction on step-size, while the Euler-Maruyama method could reproduce the mean-square stability under a step-size constraint. We also confirm the mean-square stability of the split-step backward Euler method for nonlinear stochastic delay integro-differential equations. The numerical experiments further verify the theoretical results.
Lipschitz Regularity of Solutions for Mixed Integro-Differential Equations
Barles, Guy; Chasseigne, Emmanuel; Ciomaga, Adina; Imbert, Cyril
2011-01-01
We establish new Hoelder and Lipschitz estimates for viscosity solutions of a large class of elliptic and parabolic nonlinear integro-differential equations, by the classical Ishii-Lions's method. We thus extend the Hoelder regularity results recently obtained by Barles, Chasseigne and Imbert (2011). In addition, we deal with a new class of nonlocal equations that we term mixed integro-differential equations. These equations are particularly interesting, as they are degenerate both in the loc...
Zhou, L.-Q.; Meleshko, S. V.
2017-07-01
The group analysis method is applied to a system of integro-differential equations corresponding to a linear thermoviscoelastic model. A recently developed approach for calculating the symmetry groups of such equations is used. The general solution of the determining equations for the system is obtained. Using subalgebras of the admitted Lie algebra, two classes of partially invariant solutions of the considered system of integro-differential equations are studied.
Integro-differential equation approach extended to larger nuclei
International Nuclear Information System (INIS)
Adam, R.M.; Sofianos, S.A.; Fiedeldey, H.; Fabre de la Ripelle, M.
1992-01-01
We extend the integro-differential equation approach (IDEA) from few-nucleon to closed-shell and closed-subshell nuclei and outline the analytical methods required for the calculation of the density functions, which enter into the integro-differential equations. These contain all the physics for a system of fermions associated with the Pauli principle. In order to test the accuracy of the IDEA comparisons are made of the binding energies of 4 He, 12 C and 16 O obtained with effective potentials using the hypercentral approximation (HCA) providing a variational solution without correlations, the IDEA which fully includes the two-body correlations, the S-states integro-differential equation (SIDE) valid for potentials operating only on pairs in the S-state and those calculated by several variational or perturbative methods in the literature. (author)
Singularly perturbed volterra integro-differential equations | Bijura ...
African Journals Online (AJOL)
Several investigations have been made on singularly perturbed integral equations. This paper aims at presenting an algorithm for the construction of asymptotic solutions and then provide a proof asymptotic correctness to singularly perturbed systems of Volterra integro-differential equations. Mathematics Subject
Abstract fractional integro-differential equations involving nonlocal initial conditions in α-norm
Directory of Open Access Journals (Sweden)
Wang Rong-Nian
2011-01-01
Full Text Available Abstract In the present paper, we deal with the Cauchy problems of abstract fractional integro-differential equations involving nonlocal initial conditions in α-norm, where the operator A in the linear part is the generator of a compact analytic semigroup. New criterions, ensuring the existence of mild solutions, are established. The results are obtained by using the theory of operator families associated with the function of Wright type and the semigroup generated by A, Krasnoselkii's fixed point theorem and Schauder's fixed point theorem. An application to a fractional partial integro-differential equation with nonlocal initial condition is also considered. Mathematics subject classification (2000 26A33, 34G10, 34G20
Dielectric metasurfaces solve differential and integro-differential equations.
Abdollahramezani, Sajjad; Chizari, Ata; Dorche, Ali Eshaghian; Jamali, Mohammad Vahid; Salehi, Jawad A
2017-04-01
Leveraging subwavelength resonant nanostructures, plasmonic metasurfaces have recently attracted much attention as a breakthrough concept for engineering optical waves both spatially and spectrally. However, inherent ohmic losses concomitant with low coupling efficiencies pose fundamental impediments over their practical applications. Not only can all-dielectric metasurfaces tackle such substantial drawbacks, but also their CMOS-compatible configurations support both Mie resonances that are invariant to the incident angle. Here, we report on a transmittive metasurface comprising arrayed silicon nanodisks embedded in a homogeneous dielectric medium to manipulate phase and amplitude of incident light locally and almost independently. By taking advantage of the interplay between the electric/magnetic resonances and employing general concepts of spatial Fourier transformation, a highly efficient metadevice is proposed to perform mathematical operations including solution of ordinary differential and integro-differential equations with constant coefficients. Our findings further substantiate dielectric metasurfaces as promising candidates for miniaturized, two-dimensional, and planar optical analog computing systems that are much thinner than their conventional lens-based counterparts.
Method for solving the periodic problem for integro-differential equations
Directory of Open Access Journals (Sweden)
Snezhana G. Hristova
1989-05-01
Full Text Available In the paper a monotone-iterative method for approximate finding a couple of minimal and maximal quasisolutions of the periodic problem for a system of integro-differential equations of Volterra type is justified.
Stability analysis of Runge-Kutta methods for nonlinear neutral delay integro-differential equations
Institute of Scientific and Technical Information of China (English)
2007-01-01
The sufficient conditions for the stability and asymptotic stability of Runge-Kutta methods for nonlinear neutral delay integro-differential equations are derived. A numerical test that confirms the theoretical results is given in the end.
ADM For Solving Linear Second-Order Fredholm Integro-Differential Equations
Karim, Mohd F.; Mohamad, Mahathir; Saifullah Rusiman, Mohd; Che-Him, Norziha; Roslan, Rozaini; Khalid, Kamil
2018-04-01
In this paper, we apply Adomian Decomposition Method (ADM) as numerically analyse linear second-order Fredholm Integro-differential Equations. The approximate solutions of the problems are calculated by Maple package. Some numerical examples have been considered to illustrate the ADM for solving this equation. The results are compared with the existing exact solution. Thus, the Adomian decomposition method can be the best alternative method for solving linear second-order Fredholm Integro-Differential equation. It converges to the exact solution quickly and in the same time reduces computational work for solving the equation. The result obtained by ADM shows the ability and efficiency for solving these equations.
Directory of Open Access Journals (Sweden)
Şuayip Yüzbaşı
2017-03-01
Full Text Available In this paper, we suggest a matrix method for obtaining the approximate solutions of the delay linear Fredholm integro-differential equations with constant coefficients using the shifted Legendre polynomials. The problem is considered with mixed conditions. Using the required matrix operations, the delay linear Fredholm integro-differential equation is transformed into a matrix equation. Additionally, error analysis for the method is presented using the residual function. Illustrative examples are given to demonstrate the efficiency of the method. The results obtained in this study are compared with the known results.
Approximate solution of integro-differential equation of fractional (arbitrary order
Directory of Open Access Journals (Sweden)
Asma A. Elbeleze
2016-01-01
Full Text Available In the present paper, we study the integro-differential equations which are combination of differential and Fredholm–Volterra equations that have the fractional order with constant coefficients by the homotopy perturbation and the variational iteration. The fractional derivatives are described in Caputo sense. Some illustrative examples are presented.
Directory of Open Access Journals (Sweden)
Berenguer MI
2010-01-01
Full Text Available This paper deals with obtaining a numerical method in order to approximate the solution of the nonlinear Volterra integro-differential equation. We define, following a fixed-point approach, a sequence of functions which approximate the solution of this type of equation, due to some properties of certain biorthogonal systems for the Banach spaces and .
N-th order impulsive integro-differential equations in Banach spaces
Directory of Open Access Journals (Sweden)
Manfeng Hu
2004-03-01
Full Text Available We investigate the maximal and minimal solutions of initial value problem for N-th order nonlinear impulsive integro-differential equation in Banach space by establishing a comparison result and using the upper and lower solutions methods.
International Nuclear Information System (INIS)
Savel'ev, M.V.
1988-01-01
Continual ''extensions'' of two-dimensional Toda lattices are proposed. They are described by integro-differential equations, generally speaking, with singular kernels, depending on new (third) variable. The problem of their integrability on the corresponding class of the initial discrete system solutions is discussed. The latter takes place, in particular, for the kernel coinciding with the causal function
Directory of Open Access Journals (Sweden)
A. Anguraj
2014-02-01
Full Text Available We study in this paper,the existence of solutions for fractional integro differential equations with impulsive and integral conditions by using fixed point method. We establish the Sufficient conditions and unique solution for given problem. An Example is also explained to the main results.
Directory of Open Access Journals (Sweden)
Yan-Tao Bian
2014-04-01
Full Text Available In this article, we study weighted asymptotic behavior of solutions to the semilinear integro-differential equation $$ u'(t=Au(t+\\alpha\\int_{-\\infty}^{t}e^{-\\beta(t-s}Au(sds+f(t,u(t, \\quad t\\in \\mathbb{R}, $$ where $\\alpha, \\beta \\in \\mathbb{R}$, with $\\beta > 0, \\alpha \
New stability and boundedness results to Volterra integro-differential equations with delay
Directory of Open Access Journals (Sweden)
Cemil Tunç
2016-04-01
Full Text Available In this paper, we consider a certain non-linear Volterra integro-differential equations with delay. We study stability and boundedness of solutions. The technique of proof involves defining suitable Lyapunov functionals. Our results improve and extend the results obtained in literature.
Triple positive solutions of nth order impulsive integro-differential equations
Directory of Open Access Journals (Sweden)
Zeyong Qiu
2011-07-01
Full Text Available In this paper, we prove the existence of at least three positive solutions of boundary value problems for nth order nonlinear impulsive integro-differential equations of mixed type on infinite interval with infinite number of impulsive times. Our results are obtained by applying a new fixed point theorem introduced by Avery and Peterson.
Directory of Open Access Journals (Sweden)
Cemil Tunç
2017-10-01
Full Text Available In this article, the authors obtain some clear assumptions for the asymptotic stability (AS and boundedness (B of solutions of non-linear retarded Volterra integro-differential equations (VIDEs of first order by constructing a new Lyapunov functional (LF. The results obtained are new and differ from those found in the literature, and they also contain and improve a result found in the literature under more less restrictive conditions. We establish an example and give a discussion to indicate the applicability of the weaker conditions obtained. We also employ MATLAB-Simulink to display the behaviors of the orbits of the (VIDEs considered. Keywords: Nonlinear, Volterra integro-differential equations, First order, Asymptotic stability, Boundedness, Lyapunov functional, MSC: 34D05, 34K20, 45J05
Directory of Open Access Journals (Sweden)
Salih Yalcinbas
2016-01-01
Full Text Available In this paper, a new collocation method based on the Fibonacci polynomials is introduced to solve the high-order linear Volterra integro-differential equations under the conditions. Numerical examples are included to demonstrate the applicability and validity of the proposed method and comparisons are made with the existing results. In addition, an error estimation based on the residual functions is presented for this method. The approximate solutions are improved by using this error estimation.
A variational Integro-Differential Equation for three identical particles in an S-state
International Nuclear Information System (INIS)
Fabre de la Ripelle, M.; Braun, M.; Sofianos, S.A.
1997-01-01
Starting from the Schroedinger equation, a new Variational Integro-Differential Equation (VIDE) for three bosons in S-state is derived. The wave function has the simple structure of a sum of two-body amplitudes. It is shown that the new equation gives results which are three orders of magnitude better than the corresponding results obtained from a single Faddeev equation, where the pairs are in an S-state. The latter equation generates an exact solution only for S-state projected potentials. Moreover, the ghost contributions occurring in the Faddeev amplitudes for three bosons in an S-state do not exist in the new equation. (author)
Matrix form of Legendre polynomials for solving linear integro-differential equations of high order
Kammuji, M.; Eshkuvatov, Z. K.; Yunus, Arif A. M.
2017-04-01
This paper presents an effective approximate solution of high order of Fredholm-Volterra integro-differential equations (FVIDEs) with boundary condition. Legendre truncated series is used as a basis functions to estimate the unknown function. Matrix operation of Legendre polynomials is used to transform FVIDEs with boundary conditions into matrix equation of Fredholm-Volterra type. Gauss Legendre quadrature formula and collocation method are applied to transfer the matrix equation into system of linear algebraic equations. The latter equation is solved by Gauss elimination method. The accuracy and validity of this method are discussed by solving two numerical examples and comparisons with wavelet and methods.
A Numerical Algorithm for Solving a Four-Point Nonlinear Fractional Integro-Differential Equations
Gao, Er; Song, Songhe; Zhang, Xinjian
2012-01-01
We provide a new algorithm for a four-point nonlocal boundary value problem of nonlinear integro-differential equations of fractional order q∈(1,2] based on reproducing kernel space method. According to our work, the analytical solution of the equations is represented in the reproducing kernel space which we construct and so the n-term approximation. At the same time, the n-term approximation is proved to converge to the analytical solution. An illustrative example is also presented, which sh...
A Numerical Algorithm for Solving a Four-Point Nonlinear Fractional Integro-Differential Equations
Directory of Open Access Journals (Sweden)
Er Gao
2012-01-01
Full Text Available We provide a new algorithm for a four-point nonlocal boundary value problem of nonlinear integro-differential equations of fractional order q∈(1,2] based on reproducing kernel space method. According to our work, the analytical solution of the equations is represented in the reproducing kernel space which we construct and so the n-term approximation. At the same time, the n-term approximation is proved to converge to the analytical solution. An illustrative example is also presented, which shows that the new algorithm is efficient and accurate.
Reproducing kernel method with Taylor expansion for linear Volterra integro-differential equations
Directory of Open Access Journals (Sweden)
Azizallah Alvandi
2017-06-01
Full Text Available This research aims of the present a new and single algorithm for linear integro-differential equations (LIDE. To apply the reproducing Hilbert kernel method, there is made an equivalent transformation by using Taylor series for solving LIDEs. Shown in series form is the analytical solution in the reproducing kernel space and the approximate solution $ u_{N} $ is constructed by truncating the series to $ N $ terms. It is easy to prove the convergence of $ u_{N} $ to the analytical solution. The numerical solutions from the proposed method indicate that this approach can be implemented easily which shows attractive features.
A pertinent approach to solve nonlinear fuzzy integro-differential equations.
Narayanamoorthy, S; Sathiyapriya, S P
2016-01-01
Fuzzy integro-differential equations is one of the important parts of fuzzy analysis theory that holds theoretical as well as applicable values in analytical dynamics and so an appropriate computational algorithm to solve them is in essence. In this article, we use parametric forms of fuzzy numbers and suggest an applicable approach for solving nonlinear fuzzy integro-differential equations using homotopy perturbation method. A clear and detailed description of the proposed method is provided. Our main objective is to illustrate that the construction of appropriate convex homotopy in a proper way leads to highly accurate solutions with less computational work. The efficiency of the approximation technique is expressed via stability and convergence analysis so as to guarantee the efficiency and performance of the methodology. Numerical examples are demonstrated to verify the convergence and it reveals the validity of the presented numerical technique. Numerical results are tabulated and examined by comparing the obtained approximate solutions with the known exact solutions. Graphical representations of the exact and acquired approximate fuzzy solutions clarify the accuracy of the approach.
Directory of Open Access Journals (Sweden)
Diem Dang Huan
2015-12-01
Full Text Available The current paper is concerned with the controllability of nonlocal second-order impulsive neutral stochastic functional integro-differential equations with infinite delay and Poisson jumps in Hilbert spaces. Using the theory of a strongly continuous cosine family of bounded linear operators, stochastic analysis theory and with the help of the Banach fixed point theorem, we derive a new set of sufficient conditions for the controllability of nonlocal second-order impulsive neutral stochastic functional integro-differential equations with infinite delay and Poisson jumps. Finally, an application to the stochastic nonlinear wave equation with infinite delay and Poisson jumps is given.
Effective quadrature formula in solving linear integro-differential equations of order two
Eshkuvatov, Z. K.; Kammuji, M.; Long, N. M. A. Nik; Yunus, Arif A. M.
2017-08-01
In this note, we solve general form of Fredholm-Volterra integro-differential equations (IDEs) of order 2 with boundary condition approximately and show that proposed method is effective and reliable. Initially, IDEs is reduced into integral equation of the third kind by using standard integration techniques and identity between multiple and single integrals then truncated Legendre series are used to estimate the unknown function. For the kernel integrals, we have applied Gauss-Legendre quadrature formula and collocation points are chosen as the roots of the Legendre polynomials. Finally, reduce the integral equations of the third kind into the system of algebraic equations and Gaussian elimination method is applied to get approximate solutions. Numerical examples and comparisons with other methods reveal that the proposed method is very effective and dominated others in many cases. General theory of existence of the solution is also discussed.
GOSWAMI, DEEPJYOTI; PANI, AMIYA K.; YADAV, SANGITA
2014-01-01
AWe propose and analyse an alternate approach to a priori error estimates for the semidiscrete Galerkin approximation to a time-dependent parabolic integro-differential equation with nonsmooth initial data. The method is based on energy arguments combined with repeated use of time integration, but without using parabolic-type duality techniques. An optimal L2-error estimate is derived for the semidiscrete approximation when the initial data is in L2. A superconvergence result is obtained and then used to prove a maximum norm estimate for parabolic integro-differential equations defined on a two-dimensional bounded domain. © 2014 Australian Mathematical Society.
An hp-local Discontinuous Galerkin Method for Parabolic Integro-Differential Equations
Pani, Amiya K.
2010-06-06
In this article, a priori error bounds are derived for an hp-local discontinuous Galerkin (LDG) approximation to a parabolic integro-differential equation. It is shown that error estimates in L 2-norm of the gradient as well as of the potential are optimal in the discretizing parameter h and suboptimal in the degree of polynomial p. Due to the presence of the integral term, an introduction of an expanded mixed type Ritz-Volterra projection helps us to achieve optimal estimates. Further, it is observed that a negative norm estimate of the gradient plays a crucial role in our convergence analysis. As in the elliptic case, similar results on order of convergence are established for the semidiscrete method after suitably modifying the numerical fluxes. The optimality of these theoretical results is tested in a series of numerical experiments on two dimensional domains. © 2010 Springer Science+Business Media, LLC.
An hp-local Discontinuous Galerkin Method for Parabolic Integro-Differential Equations
Pani, Amiya K.; Yadav, Sangita
2010-01-01
In this article, a priori error bounds are derived for an hp-local discontinuous Galerkin (LDG) approximation to a parabolic integro-differential equation. It is shown that error estimates in L 2-norm of the gradient as well as of the potential are optimal in the discretizing parameter h and suboptimal in the degree of polynomial p. Due to the presence of the integral term, an introduction of an expanded mixed type Ritz-Volterra projection helps us to achieve optimal estimates. Further, it is observed that a negative norm estimate of the gradient plays a crucial role in our convergence analysis. As in the elliptic case, similar results on order of convergence are established for the semidiscrete method after suitably modifying the numerical fluxes. The optimality of these theoretical results is tested in a series of numerical experiments on two dimensional domains. © 2010 Springer Science+Business Media, LLC.
Directory of Open Access Journals (Sweden)
Bashir Ahmad
2013-02-01
Full Text Available In this article, we discuss the existence of solutions for a boundary-value problem of integro-differential equations of fractional order with nonlocal fractional boundary conditions by means of some standard tools of fixed point theory. Our problem describes a more general form of fractional stochastic dynamic model for financial asset. An illustrative example is also presented.
Goswami, Deepjyoti; Pani, Amiya K.; Yadav, Sangita
2013-01-01
In the first part of this article, a new mixed method is proposed and analyzed for parabolic integro-differential equations (PIDE) with nonsmooth initial data. Compared to the standard mixed method for PIDE, the present method does not bank on a
Directory of Open Access Journals (Sweden)
Alsaedi Ahmed
2009-01-01
Full Text Available A generalized quasilinearization technique is developed to obtain a sequence of approximate solutions converging monotonically and quadratically to a unique solution of a boundary value problem involving Duffing type nonlinear integro-differential equation with integral boundary conditions. The convergence of order for the sequence of iterates is also established. It is found that the work presented in this paper not only produces new results but also yields several old results in certain limits.
Directory of Open Access Journals (Sweden)
Elhassan Eljaoui
2018-01-01
Full Text Available We introduce the Aumann fuzzy improper integral to define the convolution product of a fuzzy mapping and a crisp function in this paper. The Laplace convolution formula is proved in this case and used to solve fuzzy integro-differential equations with kernel of convolution type. Then, we report and correct an error in the article by Salahshour et al. dealing with the same topic.
International Nuclear Information System (INIS)
Nakahara, Yasuaki; Ise, Takeharu; Kobayashi, Kensuke; Itoh, Yasuyuki
1975-12-01
A new method has been developed for numerical solution of a class of nonlinear Volterra integro-differential equations with quadratic nonlinearity. After dividing the domain of the variable into subintervals, piecewise approximations are applied in the subintervals. The equation is first integrated over a subinterval to obtain the piecewise equation, to which six approximate treatments are applied, i.e. fully explicit, fully implicit, Crank-Nicolson, linear interpolation, quadratic and cubic spline. The numerical solution at each time step is obtained directly as a positive root of the resulting algebraic quadratic equation. The point reactor kinetics with a ramp reactivity insertion, linear temperature feedback and delayed neutrons can be described by one of this type of nonlinear Volterra integro-differential equations. The algorithm is applied to the Argonne benchmark problem and a model problem for a fast reactor without delayed neutrons. The fully implicit method has been found to be unconditionally stable in the sense that it always gives the positive real roots. The cubic spline method is divergent, and the other four methods are intermediate in between. From the estimation of the stability, convergency, accuracy and CPU time, it is concluded that the Crank-Nicolson method is best, then the linear interpolation method comes closely next to it. Discussions are also made on the possibility of applying the algorithm to the fusion reactor kinetics in the form of a nonlinear partial differential equation. (auth.)
Mikhailov, SE
2006-01-01
Copyright @ 2006 Tech Science Press A quasi-static mixed boundary value problem of elastic damage mechanics for a continuously inhomogeneous body is considered. Using the two-operator Green-Betti formula and the fundamental solution of an auxiliary homogeneous linear elasticity with frozen initial, secant or tangent elastic coe±cients, a boundary-domain integro-differential formulation of the elasto-plastic problem with respect to the displacement rates and their gradients is derived. Usin...
International Nuclear Information System (INIS)
Zhang, Yu-Juan; Zhao, Dun; Luo, Hong-Gang
2014-01-01
We consider a wide class of integrable nonautonomous nonlinear integro-differential Schrödinger equation which contains the models for the soliton management in Bose–Einstein condensates, nonlinear optics, and inhomogeneous Heisenberg spin chain. With the help of the nonisospectral AKNS hierarchy, we obtain the N-fold Darboux transformation and the N-fold soliton-like solutions for the equation. The soliton management, especially the synchronized dispersive and nonlinear management in optical fibers is discussed. It is found that in the situation without external potential, the synchronized dispersive and nonlinear management can keep the integrability of the nonlinear Schrödinger equation; this suggests that in optical fibers, the synchronized dispersive and nonlinear management can control and maintain the propagation of a multi-soliton. - Highlights: • We consider a unified model for soliton management by an integrable integro-differential Schrödinger equation. • Using Lax pair, the N-fold Darboux transformation for the equation is presented. • The multi-soliton management is considered. • The synchronized dispersive and nonlinear management is suggested
Directory of Open Access Journals (Sweden)
Z. Pashazadeh Atabakan
2013-01-01
Full Text Available Spectral homotopy analysis method (SHAM as a modification of homotopy analysis method (HAM is applied to obtain solution of high-order nonlinear Fredholm integro-differential problems. The existence and uniqueness of the solution and convergence of the proposed method are proved. Some examples are given to approve the efficiency and the accuracy of the proposed method. The SHAM results show that the proposed approach is quite reasonable when compared to homotopy analysis method, Lagrange interpolation solutions, and exact solutions.
Kudryavtsev, O.; Rodochenko, V.
2018-03-01
We propose a new general numerical method aimed to solve integro-differential equations with variable coefficients. The problem under consideration arises in finance where in the context of pricing barrier options in a wide class of stochastic volatility models with jumps. To handle the effect of the correlation between the price and the variance, we use a suitable substitution for processes. Then we construct a Markov-chain approximation for the variation process on small time intervals and apply a maturity randomization technique. The result is a system of boundary problems for integro-differential equations with constant coefficients on the line in each vertex of the chain. We solve the arising problems using a numerical Wiener-Hopf factorization method. The approximate formulae for the factors are efficiently implemented by means of the Fast Fourier Transform. Finally, we use a recurrent procedure that moves backwards in time on the variance tree. We demonstrate the convergence of the method using Monte-Carlo simulations and compare our results with the results obtained by the Wiener-Hopf method with closed-form expressions of the factors.
Directory of Open Access Journals (Sweden)
Haiyan Yuan
2013-01-01
Full Text Available This paper introduces the stability and convergence of two-step Runge-Kutta methods with compound quadrature formula for solving nonlinear Volterra delay integro-differential equations. First, the definitions of (k,l-algebraically stable and asymptotically stable are introduced; then the asymptotical stability of a (k,l-algebraically stable two-step Runge-Kutta method with 0
Integro-differential transport approaches
International Nuclear Information System (INIS)
Stepanek, J.; Arkuszewski, J.; Boffi, V.; Matausek, M.V.
1981-01-01
This chapter summarizes the work done in Italy, Poland, Switzerland and Yugoslavia in the field of integro-differential neutron transport theory. It reflects different viewpoints in the handling of the subject. Some of the methods are based only on the solution of the integro-differential equation, others use only the integral form of the transport equation. Use of the characteristic solution closely related to the integral equation (ARKUSZEWSKI et al.,(1979)) seems to be a rather effective way to accelerate the 2 dimensional discrete ordinates (Ssub(n)) transport methods and supress one of the main disadvantages, the ray effect. The advanced ''Surface Currents'' (MAEDER (1975)) and ''Surface Flux'' (STEPANEK (1979)) methods are based on the solution of both the integro-differential and integral form of the transport equation. As long as the spatial fluxes were considered to be flat in each region only the integral form of the transport equation was considered. The solution seems to be the best method of simple handling the higher order Legendre polynomials used to approximate spatial and angular flux distribution. The coupling of the Bsub(n) integral transport equations with the related Psub(n) equations removes the greatest disadvantage of the Psub(n) theory and closes the system of the Psub(n) equations (LIGOU, STEPANEK (1974))
Energy Technology Data Exchange (ETDEWEB)
Alvarez, Gustavo [Hamburg Univ. (Germany). 2. Inst. fuer Theoretische Physik; Concepcion Univ. (Chile). Dept. de Fisica; Cvetic, Gorazd [Univ. Tecnica Federico Santa Maria, Valparaiso (Chile). Dept. de Fisica; Kniehl, Bernd A. [Hamburg Univ. (Germany). 2. Inst. fuer Theoretische Physik; Kondrashuk, Igor [Univ. del Bio-Bio, Chillan (Chile). Grupo de Matematica Aplicada; Univ. del Bio-Bio, Chillan (Chile). Grupo de Fisica de Altas Energias; Parra-Ferrada, Ivan [Talca Univ. (Chile). Inst. de Matematica y Fisica
2016-11-15
We consider a simple model for QCD dynamics in which DGLAP integro-differential equation may be solved analytically. This is a gauge model which possesses dominant evolution of gauge boson (gluon) distribution and in which the gauge coupling does not run. This may be N=4 supersymmetric gauge theory with softly broken supersymmetry, other finite supersymmetric gauge theory with lower level of supersymmetry, or topological Chern-Simons field theories. We maintain only one term in the splitting function of unintegrated gluon distribution and solve DGLAP analytically for this simplified splitting function. The solution is found by use of the Cauchy integral formula. The solution restricts form of the unintegrated gluon distribution as function of transfer momentum and of Bjorken x. Then we consider an almost realistic splitting function of unintegrated gluon distribution as an input to DGLAP equation and solve it by the same method which we have developed to solve DGLAP equation for the toy-model. We study a result obtained for the realistic gluon distribution and find a singular Bessel-like behaviour in the vicinity of the point x=0 and a smooth behaviour in the vicinity of the point x=1.
International Nuclear Information System (INIS)
Sakamoto, Tatsuya; Endo, Tomohiro; Yamamoto, Akio
2014-01-01
In the current core analysis, spatial homogenization is utilized to reduce the computational time. The discontinuity factor (DF) is one of the effective correction factors to reduce spatial homogenization error. The DF in diffusion equation is widely used; on the other hand the DF in transport equation has not been put to practical use although several efforts have been carried out. In this paper, the angular flux discontinuity factor (AFDF) as the DF for the integro-differential transport equation (e.g., the discrete-ordinate method, the method of characteristics) is theoretically described and its applicability is discussed. The AFDF is used to preserve the region-wise neutron leakage at each spatial mesh and defined as a ratio of heterogeneous and homogeneous angular fluxes at the homogenized region surface. In a homogeneous calculation with the AFDF, the angular flux is discontinuous at the region surface. In this paper the applicability of the AFDF to fuel pin cell homogenization is verified for one-dimensional slab geometry. As a result of this verification, it is confirmed that the AFDF has the capability to reduce the spatial homogenization error of fuel pin cell homogenization. (author)
Goswami, Deepjyoti
2013-05-01
In the first part of this article, a new mixed method is proposed and analyzed for parabolic integro-differential equations (PIDE) with nonsmooth initial data. Compared to the standard mixed method for PIDE, the present method does not bank on a reformulation using a resolvent operator. Based on energy arguments combined with a repeated use of an integral operator and without using parabolic type duality technique, optimal L2 L2-error estimates are derived for semidiscrete approximations, when the initial condition is in L2 L2. Due to the presence of the integral term, it is, further, observed that a negative norm estimate plays a crucial role in our error analysis. Moreover, the proposed analysis follows the spirit of the proof techniques used in deriving optimal error estimates for finite element approximations to PIDE with smooth data and therefore, it unifies both the theories, i.e., one for smooth data and other for nonsmooth data. Finally, we extend the proposed analysis to the standard mixed method for PIDE with rough initial data and provide an optimal error estimate in L2, L 2, which improves upon the results available in the literature. © 2013 Springer Science+Business Media New York.
The Form of the Solutions of the Linear Integro-Differential Equations of Subsonic Aeroelasticity.
1979-09-01
coefficients w (0) are given in Table 3; it V follows that, for T > 0 and (E - K v2) non-singular, the inverse transform of M- ) has the form, using (B-I) V...degree of freedom system by expanding )M- I in the form of equation (35), obtaining its inverse transform using the v -1results of Appendix A and hence...obtaining the inverse transform of M- l . The two-dimensional case, when the characteristic equation has a zero root, is not as simple. * Assuming all
International Nuclear Information System (INIS)
Aruchunan, E.
2015-01-01
In this paper, we have examined the effectiveness of the quarter-sweep iteration concept on conjugate gradient normal residual (CGNR) iterative method by using composite Simpson's (CS) and finite difference (FD) discretization schemes in solving Fredholm integro-differential equations. For comparison purposes, Gauss- Seidel (GS) and the standard or full- and half-sweep CGNR methods namely FSCGNR and HSCGNR are also presented. To validate the efficacy of the proposed method, several analyses were carried out such as computational complexity and percentage reduction on the proposed and existing methods. (author)
Energy Technology Data Exchange (ETDEWEB)
Bobodzhanov, A A; Safonov, V F [National Research University " Moscow Power Engineering Institute" , Moscow (Russian Federation)
2013-07-31
The paper deals with extending the Lomov regularization method to classes of singularly perturbed Fredholm-type integro-differential systems, which have not so far been studied. In these the limiting operator is discretely noninvertible. Such systems are commonly known as problems with unstable spectrum. Separating out the essential singularities in the solutions to these problems presents great difficulties. The principal one is to give an adequate description of the singularities induced by 'instability points' of the spectrum. A methodology for separating singularities by using normal forms is developed. It is applied to the above type of systems and is substantiated in these systems. Bibliography: 10 titles.
Continuous Multistep Methods for Volterra Integro-Differential
African Journals Online (AJOL)
Kamoh et al.
DIFFERENTIAL EQUATIONS OF THE SECOND ORDER. 1Kamoh N.M. ... methods, Volterra integro-differential equation, Convergent, ...... Research of a Multistep Method Applied to Numerical Solution of. Volterra ... Congress on Engineering.
Pecina, P.
2016-12-01
The integro-differential equation for the polarization vector P inside the meteor trail, representing the analytical solution of the set of Maxwell equations, is solved for the case of backscattering of radio waves on meteoric ionization. The transversal and longitudinal dimensions of a typical meteor trail are small in comparison to the distances to both transmitter and receiver and so the phase factor appearing in the kernel of the integral equation is large and rapidly changing. This allows us to use the method of stationary phase to obtain an approximate solution of the integral equation for the scattered field and for the corresponding generalized radar equation. The final solution is obtained by expanding it into the complete set of Bessel functions, which results in solving a system of linear algebraic equations for the coefficients of the expansion. The time behaviour of the meteor echoes is then obtained using the generalized radar equation. Examples are given for values of the electron density spanning a range from underdense meteor echoes to overdense meteor echoes. We show that the time behaviour of overdense meteor echoes using this method is very different from the one obtained using purely numerical solutions of the Maxwell equations. Our results are in much better agreement with the observations performed e.g. by the Ondřejov radar.
Institute of Scientific and Technical Information of China (English)
张铁; 李长军
2001-01-01
The object of this paper is to investigate the superconvergence properties of finite element approximations to parabolic and hyperbolic integro-differential equations. The quasi projection technique introduced earlier by Douglas et al. is developed to derive the O(h2r) order knot superconvergence in the case of a single space variable, and to show the optimal order negative norm estimates in the case of several space variables.
Atlas, Glen; Li, John K-J; Amin, Shawn; Hahn, Robert G
2017-01-01
A closed-form integro-differential equation (IDE) model of plasma dilution (PD) has been derived which represents both the intravenous (IV) infusion of crystalloid and the postinfusion period. Specifically, PD is mathematically represented using a combination of constant ratio, differential, and integral components. Furthermore, this model has successfully been applied to preexisting data, from a prior human study, in which crystalloid was infused for a period of 30 minutes at the beginning of thyroid surgery. Using Euler's formula and a Laplace transform solution to the IDE, patients could be divided into two distinct groups based on their response to PD during the infusion period. Explicitly, Group 1 patients had an infusion-based PD response which was modeled using an exponentially decaying hyperbolic sine function, whereas Group 2 patients had an infusion-based PD response which was modeled using an exponentially decaying trigonometric sine function. Both Group 1 and Group 2 patients had postinfusion PD responses which were modeled using the same combination of hyperbolic sine and hyperbolic cosine functions. Statistically significant differences, between Groups 1 and 2, were noted with respect to the area under their PD curves during both the infusion and postinfusion periods. Specifically, Group 2 patients exhibited a response to PD which was most likely consistent with a preoperative hypovolemia. Overall, this IDE model of PD appears to be highly "adaptable" and successfully fits clinically-obtained human data on a patient-specific basis, during both the infusion and postinfusion periods. In addition, patient-specific IDE modeling of PD may be a useful adjunct in perioperative fluid management and in assessing clinical volume kinetics, of crystalloid solutions, in real time.
Continuous multistep methods for volterra integro-differential ...
African Journals Online (AJOL)
A new class of numerical methods for Volterra integro-differential equations of the second order is developed. The methods are based on interpolation and collocation of the shifted Legendre polynomial as basis function with Trapezoidal quadrature rules. The convergence analysis revealed that the methods are consistent ...
A bridge between hyperspherical and integro-differential approaches to the many-body bound states
International Nuclear Information System (INIS)
Fabre de la Ripelle, M.
1986-01-01
The solution of the Schroedinger equation can be obtained from the one of a system of coupled differential equations generated from the potential harmonic expansion of the bound-state wave function of a system of identical particles governed by two-body central interactions. It is shown that the system of coupled equations can be transformed into an equivalent integro-differential equation. For three bosons in S states this equation is identical to the Faddeev equation as written by Noyes. The integro-differential equations describing the triton for non-central realistic N-N forces are explicitly given. (Auth.)
Barrera, Begoña Barrios; Figalli, Alessio; Valdinoci, Enrico
2012-01-01
We prove that $C^{1,\\alpha}$ $s$-minimal surfaces are automatically $C^\\infty$. For this, we develop a new bootstrap regularity theory for solutions of integro-differential equations of very general type, which we believe is of independent interest.
On choice of trial functions in integro-differential variational principles of transport theory
International Nuclear Information System (INIS)
Loyalka, S.K.; Cipolla, J.W. Jr.
1988-01-01
In several problems of particle transport, quantities of macroscopic interest can be related to stationary values of variational functionals based on general integro-differential equations and boundary conditions. Within the context of the jump (Milne's) problem, it is shown how highly accurate results can be obtained by using trial functions based on the eigenfunctions of the relevant integrodifferential equations. Such choices of trial functions should apply equally effectively to problems in curved geometries, both internal and external
Existence results for fractional integro-differential inclusions with state-dependent delay
Directory of Open Access Journals (Sweden)
Siracusa Giovana
2017-10-01
Full Text Available In this paper we are concerned with a class of abstract fractional integro-differential inclusions with infinite state-dependent delay. Our approach is based on the existence of a resolvent operator for the homogeneous equation.We establish the existence of mild solutions using both contractive maps and condensing maps. Finally, an application to the theory of heat conduction in materials with memory is given.
International Nuclear Information System (INIS)
Winkler, E.
1991-01-01
The general theory of inhomogeneous compartments with age-dependent elimination rates is illustrated by examples. Mathematically, it turns out that models consisting of partial differential equations include ordinary, delayed and integro-differential equations, a general fact which is treated here in the context of linear tracer kinetics. The examples include standard compartments as a degenerate case, systems of standard compartments (compartment blocks), models resulting in special residence time distributions, models with pipes, and systems with heterogeneous particles. (orig./BBR) [de
Long, Feng-Shan; Karnbanjong, Adisak; Suriyawichitseranee, Amornrat; Grigoriev, Yurii N.; Meleshko, Sergey V.
2017-07-01
This paper proposes an algorithm for group classification of a nonhomogeneous equation using the group analysis provided for the corresponding homogeneous equation. The approach is illustrated by a partial differential equation, an integro-differential equation, and a delay partial differential equation.
On an integro-differential model for pest control in a heterogeneous environment.
Rodríguez, Nancy
2015-04-01
Insect pests pose a major threat to a balanced ecology as it can threaten local species as well as spread human diseases; thus, making the study of pest control extremely important. In practice, the sterile insect release method (SIRM), where a sterile population is introduced into the wild population with the aim of significantly reducing the growth of the population, has been a popular technique used to control pest invasions. In this work we introduce an integro-differential equation to model the propagation of pests in a heterogeneous environment, where this environment is divided into three regions. In one region SIRM is not used making this environment conducive to propagation of the insects. A second region is the eradication zone where there is an intense release of sterile insects, leading to decay of the population in this region. In the final region we explore two scenarios. In the first case, there is a small release of sterile insects and we prove that if the eradication zone is sufficiently large the pests will not invade. In the second case, when SIRM is not used at all in this region we show that invasions always occur regardless of the size of the eradication zone. Finally, we consider the limiting equation of the integro-differential equation and prove that in this case there is a critical length of the eradication zone which separates propagation from obstruction. Moreover, we provide some upper and lower bound for the critical length.
Renardy, M.
1981-10-01
A semigroup approach to differential-delay equations is developed which seems more suitable for certain partial integro-differential equations than the standard theory. On a formal level, it is demonstrated that the stretching of filaments of viscoelastic liquids can be described by an equation of this form.
Beginning partial differential equations
O'Neil, Peter V
2014-01-01
A broad introduction to PDEs with an emphasis on specialized topics and applications occurring in a variety of fields Featuring a thoroughly revised presentation of topics, Beginning Partial Differential Equations, Third Edition provides a challenging, yet accessible,combination of techniques, applications, and introductory theory on the subjectof partial differential equations. The new edition offers nonstandard coverageon material including Burger's equation, the telegraph equation, damped wavemotion, and the use of characteristics to solve nonhomogeneous problems. The Third Edition is or
Partial differential equations
Evans, Lawrence C
2010-01-01
This text gives a comprehensive survey of modern techniques in the theoretical study of partial differential equations (PDEs) with particular emphasis on nonlinear equations. The exposition is divided into three parts: representation formulas for solutions; theory for linear partial differential equations; and theory for nonlinear partial differential equations. Included are complete treatments of the method of characteristics; energy methods within Sobolev spaces; regularity for second-order elliptic, parabolic, and hyperbolic equations; maximum principles; the multidimensional calculus of variations; viscosity solutions of Hamilton-Jacobi equations; shock waves and entropy criteria for conservation laws; and, much more.The author summarizes the relevant mathematics required to understand current research in PDEs, especially nonlinear PDEs. While he has reworked and simplified much of the classical theory (particularly the method of characteristics), he primarily emphasizes the modern interplay between funct...
Hyperbolic partial differential equations
Witten, Matthew
1986-01-01
Hyperbolic Partial Differential Equations III is a refereed journal issue that explores the applications, theory, and/or applied methods related to hyperbolic partial differential equations, or problems arising out of hyperbolic partial differential equations, in any area of research. This journal issue is interested in all types of articles in terms of review, mini-monograph, standard study, or short communication. Some studies presented in this journal include discretization of ideal fluid dynamics in the Eulerian representation; a Riemann problem in gas dynamics with bifurcation; periodic M
Beginning partial differential equations
O'Neil, Peter V
2011-01-01
A rigorous, yet accessible, introduction to partial differential equations-updated in a valuable new edition Beginning Partial Differential Equations, Second Edition provides a comprehensive introduction to partial differential equations (PDEs) with a special focus on the significance of characteristics, solutions by Fourier series, integrals and transforms, properties and physical interpretations of solutions, and a transition to the modern function space approach to PDEs. With its breadth of coverage, this new edition continues to present a broad introduction to the field, while also addres
Applied partial differential equations
Logan, J David
2004-01-01
This primer on elementary partial differential equations presents the standard material usually covered in a one-semester, undergraduate course on boundary value problems and PDEs. What makes this book unique is that it is a brief treatment, yet it covers all the major ideas: the wave equation, the diffusion equation, the Laplace equation, and the advection equation on bounded and unbounded domains. Methods include eigenfunction expansions, integral transforms, and characteristics. Mathematical ideas are motivated from physical problems, and the exposition is presented in a concise style accessible to science and engineering students; emphasis is on motivation, concepts, methods, and interpretation, rather than formal theory. This second edition contains new and additional exercises, and it includes a new chapter on the applications of PDEs to biology: age structured models, pattern formation; epidemic wave fronts, and advection-diffusion processes. The student who reads through this book and solves many of t...
Pouchol, Camille
2017-10-27
We consider a system of two coupled integro-differential equations modelling populations of healthy and cancer cells under chemotherapy. Both populations are structured by a phenotypic variable, representing their level of resistance to the treatment. We analyse the asymptotic behaviour of the model under constant infusion of drugs. By designing an appropriate Lyapunov function, we prove that both cell densities converge to Dirac masses. We then define an optimal control problem, by considering all possible infusion protocols and minimising the number of cancer cells over a prescribed time frame. We provide a quasi-optimal strategy and prove that it solves this problem for large final times. For this modelling framework, we illustrate our results with numerical simulations, and compare our optimal strategy with periodic treatment schedules.
On a non classical oblique derivative problem for parabolic singular integro-differential operators
International Nuclear Information System (INIS)
Nguyen Minh Chuong; Le Quang Trung
1989-10-01
In this paper an oblique derivative problem for parabolic singular integro-differential operators was studied. In this problem the direction of the derivative may be tangent to the boundary of the domain. By the large parameter method theorems of existence and uniqueness of solutions of the problem were obtained. (author). 10 refs
Directory of Open Access Journals (Sweden)
Selvaraj Suganya
2017-01-01
Full Text Available In this manuscript, we implement Bohnenblust–Karlin’s fixed point theorem to demonstrate the existence of mild solutions for a class of impulsive fractional integro-differential inclusions (IFIDI with state-dependent delay (SDD in Banach spaces. An example is provided to illustrate the obtained abstract results.
Partial differential equations
Agranovich, M S
2002-01-01
Mark Vishik's Partial Differential Equations seminar held at Moscow State University was one of the world's leading seminars in PDEs for over 40 years. This book celebrates Vishik's eightieth birthday. It comprises new results and survey papers written by many renowned specialists who actively participated over the years in Vishik's seminars. Contributions include original developments and methods in PDEs and related fields, such as mathematical physics, tomography, and symplectic geometry. Papers discuss linear and nonlinear equations, particularly linear elliptic problems in angles and gener
Partial differential equations
Levine, Harold
1997-01-01
The subject matter, partial differential equations (PDEs), has a long history (dating from the 18th century) and an active contemporary phase. An early phase (with a separate focus on taut string vibrations and heat flow through solid bodies) stimulated developments of great importance for mathematical analysis, such as a wider concept of functions and integration and the existence of trigonometric or Fourier series representations. The direct relevance of PDEs to all manner of mathematical, physical and technical problems continues. This book presents a reasonably broad introductory account of the subject, with due regard for analytical detail, applications and historical matters.
Partial differential equations
Sloan, D; Süli, E
2001-01-01
/homepage/sac/cam/na2000/index.html7-Volume Set now available at special set price ! Over the second half of the 20th century the subject area loosely referred to as numerical analysis of partial differential equations (PDEs) has undergone unprecedented development. At its practical end, the vigorous growth and steady diversification of the field were stimulated by the demand for accurate and reliable tools for computational modelling in physical sciences and engineering, and by the rapid development of computer hardware and architecture. At the more theoretical end, the analytical insight in
Elliptic partial differential equations
Han, Qing
2011-01-01
Elliptic Partial Differential Equations by Qing Han and FangHua Lin is one of the best textbooks I know. It is the perfect introduction to PDE. In 150 pages or so it covers an amazing amount of wonderful and extraordinary useful material. I have used it as a textbook at both graduate and undergraduate levels which is possible since it only requires very little background material yet it covers an enormous amount of material. In my opinion it is a must read for all interested in analysis and geometry, and for all of my own PhD students it is indeed just that. I cannot say enough good things abo
Some properties for integro-differential operator defined by a fractional formal.
Abdulnaby, Zainab E; Ibrahim, Rabha W; Kılıçman, Adem
2016-01-01
Recently, the study of the fractional formal (operators, polynomials and classes of special functions) has been increased. This study not only in mathematics but extended to another topics. In this effort, we investigate a generalized integro-differential operator [Formula: see text] defined by a fractional formal (fractional differential operator) and study some its geometric properties by employing it in new subclasses of analytic univalent functions.
Introduction to partial differential equations
Greenspan, Donald
2000-01-01
Designed for use in a one-semester course by seniors and beginning graduate students, this rigorous presentation explores practical methods of solving differential equations, plus the unifying theory underlying the mathematical superstructure. Topics include basic concepts, Fourier series, second-order partial differential equations, wave equation, potential equation, heat equation, approximate solution of partial differential equations, and more. Exercises appear at the ends of most chapters. 1961 edition.
Partial Differential Equations
1988-01-01
The volume contains a selection of papers presented at the 7th Symposium on differential geometry and differential equations (DD7) held at the Nankai Institute of Mathematics, Tianjin, China, in 1986. Most of the contributions are original research papers on topics including elliptic equations, hyperbolic equations, evolution equations, non-linear equations from differential geometry and mechanics, micro-local analysis.
Integral transform method for solving time fractional systems and fractional heat equation
Directory of Open Access Journals (Sweden)
Arman Aghili
2014-01-01
Full Text Available In the present paper, time fractional partial differential equation is considered, where the fractional derivative is defined in the Caputo sense. Laplace transform method has been applied to obtain an exact solution. The authors solved certain homogeneous and nonhomogeneous time fractional heat equations using integral transform. Transform method is a powerful tool for solving fractional singular Integro - differential equations and PDEs. The result reveals that the transform method is very convenient and effective.
Elements of partial differential equations
Sneddon, Ian Naismith
1957-01-01
Geared toward students of applied rather than pure mathematics, this volume introduces elements of partial differential equations. Its focus is primarily upon finding solutions to particular equations rather than general theory.Topics include ordinary differential equations in more than two variables, partial differential equations of the first and second orders, Laplace's equation, the wave equation, and the diffusion equation. A helpful Appendix offers information on systems of surfaces, and solutions to the odd-numbered problems appear at the end of the book. Readers pursuing independent st
International Nuclear Information System (INIS)
Foroutan, A.
1992-05-01
The essential mathematical challenge in transport theory is based on the nonlinearity of the integro-differential equations governing classical thermodynamic systems on molecular kinetic level. It is the aim of this thesis to gain exact analytical solutions to the model Boltzmann equation suggested by Tjon and Wu. Such solutions afford a deeper insight into the dynamics of rarefied gases. Tjon and Wu have provided a stochastic model of a Boltzmann equation. Its transition probability depends only on the relative speed of the colliding particles. This assumption leads in the case of two translational degrees of freedom to an integro-differential equation of convolution type. According to this convolution structure the integro-differential equation is Laplace transformed. The result is a nonlinear partial differential equation. The investigation of the symmetries of this differential equation by means of Lie groups of transformation enables us to transform the originally nonlinear partial differential equation into ordinary differential equation into ordinary differential equations of Bernoulli type. (author)
On Degenerate Partial Differential Equations
Chen, Gui-Qiang G.
2010-01-01
Some of recent developments, including recent results, ideas, techniques, and approaches, in the study of degenerate partial differential equations are surveyed and analyzed. Several examples of nonlinear degenerate, even mixed, partial differential equations, are presented, which arise naturally in some longstanding, fundamental problems in fluid mechanics and differential geometry. The solution to these fundamental problems greatly requires a deep understanding of nonlinear degenerate parti...
Applied partial differential equations
Logan, J David
2015-01-01
This text presents the standard material usually covered in a one-semester, undergraduate course on boundary value problems and PDEs. Emphasis is placed on motivation, concepts, methods, and interpretation, rather than on formal theory. The concise treatment of the subject is maintained in this third edition covering all the major ideas: the wave equation, the diffusion equation, the Laplace equation, and the advection equation on bounded and unbounded domains. Methods include eigenfunction expansions, integral transforms, and characteristics. In this third edition, text remains intimately tied to applications in heat transfer, wave motion, biological systems, and a variety other topics in pure and applied science. The text offers flexibility to instructors who, for example, may wish to insert topics from biology or numerical methods at any time in the course. The exposition is presented in a friendly, easy-to-read, style, with mathematical ideas motivated from physical problems. Many exercises and worked e...
Applied partial differential equations
DuChateau, Paul
2012-01-01
Book focuses mainly on boundary-value and initial-boundary-value problems on spatially bounded and on unbounded domains; integral transforms; uniqueness and continuous dependence on data, first-order equations, and more. Numerous exercises included.
Wave Partial Differential Equation
Szöllös, Alexandr
2009-01-01
Práce se zabývá diferenciálními rovnicemi, jejich využitím při analýze vedení, experimenty s vedením a možnou akcelerací výpočtu v GPU s využitím prostředí nVidia CUDA. This work deals with diffrential equations, with the possibility of using them for analysis of the line and the possibility of accelerating the computations in GPU using nVidia CUDA. C
Introduction to partial differential equations
Borthwick, David
2016-01-01
This modern take on partial differential equations does not require knowledge beyond vector calculus and linear algebra. The author focuses on the most important classical partial differential equations, including conservation equations and their characteristics, the wave equation, the heat equation, function spaces, and Fourier series, drawing on tools from analysis only as they arise.Within each section the author creates a narrative that answers the five questions: (1) What is the scientific problem we are trying to understand? (2) How do we model that with PDE? (3) What techniques can we use to analyze the PDE? (4) How do those techniques apply to this equation? (5) What information or insight did we obtain by developing and analyzing the PDE? The text stresses the interplay between modeling and mathematical analysis, providing a thorough source of problems and an inspiration for the development of methods.
Stochastic partial differential equations
Lototsky, Sergey V
2017-01-01
Taking readers with a basic knowledge of probability and real analysis to the frontiers of a very active research discipline, this textbook provides all the necessary background from functional analysis and the theory of PDEs. It covers the main types of equations (elliptic, hyperbolic and parabolic) and discusses different types of random forcing. The objective is to give the reader the necessary tools to understand the proofs of existing theorems about SPDEs (from other sources) and perhaps even to formulate and prove a few new ones. Most of the material could be covered in about 40 hours of lectures, as long as not too much time is spent on the general discussion of stochastic analysis in infinite dimensions. As the subject of SPDEs is currently making the transition from the research level to that of a graduate or even undergraduate course, the book attempts to present enough exercise material to fill potential exams and homework assignments. Exercises appear throughout and are usually directly connected ...
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.
Basic linear partial differential equations
Treves, Francois
1975-01-01
Focusing on the archetypes of linear partial differential equations, this text for upper-level undergraduates and graduate students features most of the basic classical results. The methods, however, are decidedly nontraditional: in practically every instance, they tend toward a high level of abstraction. This approach recalls classical material to contemporary analysts in a language they can understand, as well as exploiting the field's wealth of examples as an introduction to modern theories.The four-part treatment covers the basic examples of linear partial differential equations and their
Dynamics of partial differential equations
Wayne, C Eugene
2015-01-01
This book contains two review articles on the dynamics of partial differential equations that deal with closely related topics but can be read independently. Wayne reviews recent results on the global dynamics of the two-dimensional Navier-Stokes equations. This system exhibits stable vortex solutions: the topic of Wayne's contribution is how solutions that start from arbitrary initial conditions evolve towards stable vortices. Weinstein considers the dynamics of localized states in nonlinear Schrodinger and Gross-Pitaevskii equations that describe many optical and quantum systems. In this contribution, Weinstein reviews recent bifurcations results of solitary waves, their linear and nonlinear stability properties, and results about radiation damping where waves lose energy through radiation. The articles, written independently, are combined into one volume to showcase the tools of dynamical systems theory at work in explaining qualitative phenomena associated with two classes of partial differential equ...
Abstract methods in partial differential equations
Carroll, Robert W
2012-01-01
Detailed, self-contained treatment examines modern abstract methods in partial differential equations, especially abstract evolution equations. Suitable for graduate students with some previous exposure to classical partial differential equations. 1969 edition.
Partial differential equations an introduction
Colton, David
2004-01-01
Intended for a college senior or first-year graduate-level course in partial differential equations, this text offers students in mathematics, engineering, and the applied sciences a solid foundation for advanced studies in mathematics. Classical topics presented in a modern context include coverage of integral equations and basic scattering theory. This complete and accessible treatment includes a variety of examples of inverse problems arising from improperly posed applications. Exercises at the ends of chapters, many with answers, offer a clear progression in developing an understanding of
Renardy, M.
A semigroup approach to differential-delay equations is developed which reduces such equations to ordinary differential equations on a Banach space of histories and seems more suitable for certain partial integro-differential equations than the standard theory. The method is applied to prove a local-time existence theorem for equations of the form utt = g( uxt, uxt) x, where {∂g}/{∂u xt} > 0 . On a formal level, it is demonstrated that the stretching of filaments of viscoelastic liquids can be described by an equation of this form.
Thermoacoustic tomography for an integro-differential wave equation modeling attenuation
Acosta, Sebastián; Palacios, Benjamín
2018-02-01
In this article we study the inverse problem of thermoacoustic tomography (TAT) on a medium with attenuation represented by a time-convolution (or memory) term, and whose consideration is motivated by the modeling of ultrasound waves in heterogeneous tissue via fractional derivatives with spatially dependent parameters. Under the assumption of being able to measure data on the whole boundary, we prove uniqueness and stability, and propose a convergent reconstruction method for a class of smooth variable sound speeds. By a suitable modification of the time reversal technique, we obtain a Neumann series reconstruction formula.
Qualitative analysis of an integro-differential equation model of periodic chemotherapy
Jain, Harsh Vardhan; Byrne, Helen M.
2012-01-01
An existing model of tumor growth that accounts for cell cycle arrest and cell death induced by chemotherapy is extended to simulate the response to treatment of a tumor growing in vivo. The tumor is assumed to undergo logistic growth in the absence
Singular Cauchy Initial Value Problem for Certain Classes of Integro-Differential Equations
Directory of Open Access Journals (Sweden)
Zdeněk Šmarda
2010-01-01
Full Text Available The existence and uniqueness of solutions and asymptotic estimate of solution formulas are studied for the following initial value problem: g(ty′(t=ay(t[1+f(t,y(t,∫0+tK(t,s,y(t,y(sds], y(0+=0, t∈(0,t0], where a>0 is a constant and t0>0. An approach which combines topological method of T. Ważewski and Schauder's fixed point theorem is used.
Singular Cauchy Initial Value Problem for Certain Classes of Integro-Differential Equations
Directory of Open Access Journals (Sweden)
Šmarda Zdeněk
2010-01-01
Full Text Available The existence and uniqueness of solutions and asymptotic estimate of solution formulas are studied for the following initial value problem: , , , where is a constant and . An approach which combines topological method of T. Ważewski and Schauder's fixed point theorem is used.
Integro-differential equation analysis and radioisotope imaging systems. Research proposal
International Nuclear Information System (INIS)
Hart, H.
1976-01-01
Design modifications of a five-probe focusing collimator coincidence radioisotope scanning system are described. Clinical applications of the system were tested in phantoms using radioisotopes with short biological half-lives, including 75 Se, 192 Ir, 43 K, 130 I, and 82 Br. Data processing methods are also described
Qualitative analysis of an integro-differential equation model of periodic chemotherapy
Jain, Harsh Vardhan
2012-12-01
An existing model of tumor growth that accounts for cell cycle arrest and cell death induced by chemotherapy is extended to simulate the response to treatment of a tumor growing in vivo. The tumor is assumed to undergo logistic growth in the absence of therapy, and treatment is administered periodically rather than continuously. Necessary and sufficient conditions for the global stability of the cancer-free equilibrium are derived and conditions under which the system evolves to periodic solutions are determined. © 2012 Elsevier Ltd. All rights reserved.
International Nuclear Information System (INIS)
El Doma, M.
1995-05-01
An age-structured epidemic model of an SI type that incorporate vertical transmission is investigated when the fertility and mortality rates depend on age. We determine the steady states and examine their stabilities. (author). 13 refs
PARALLEL SOLUTION METHODS OF PARTIAL DIFFERENTIAL EQUATIONS
Directory of Open Access Journals (Sweden)
Korhan KARABULUT
1998-03-01
Full Text Available Partial differential equations arise in almost all fields of science and engineering. Computer time spent in solving partial differential equations is much more than that of in any other problem class. For this reason, partial differential equations are suitable to be solved on parallel computers that offer great computation power. In this study, parallel solution to partial differential equations with Jacobi, Gauss-Siedel, SOR (Succesive OverRelaxation and SSOR (Symmetric SOR algorithms is studied.
Partial differential equations of mathematical physics
Sobolev, S L
1964-01-01
Partial Differential Equations of Mathematical Physics emphasizes the study of second-order partial differential equations of mathematical physics, which is deemed as the foundation of investigations into waves, heat conduction, hydrodynamics, and other physical problems. The book discusses in detail a wide spectrum of topics related to partial differential equations, such as the theories of sets and of Lebesgue integration, integral equations, Green's function, and the proof of the Fourier method. Theoretical physicists, experimental physicists, mathematicians engaged in pure and applied math
Partial differential equations for scientists and engineers
Farlow, Stanley J
1993-01-01
Most physical phenomena, whether in the domain of fluid dynamics, electricity, magnetism, mechanics, optics, or heat flow, can be described in general by partial differential equations. Indeed, such equations are crucial to mathematical physics. Although simplifications can be made that reduce these equations to ordinary differential equations, nevertheless the complete description of physical systems resides in the general area of partial differential equations.This highly useful text shows the reader how to formulate a partial differential equation from the physical problem (constructing th
Lectures on partial differential equations
Petrovsky, I G
1992-01-01
Graduate-level exposition by noted Russian mathematician offers rigorous, transparent, highly readable coverage of classification of equations, hyperbolic equations, elliptic equations and parabolic equations. Wealth of commentary and insight invaluable for deepening understanding of problems considered in text. Translated from the Russian by A. Shenitzer.
Introduction to partial differential equations with applications
Zachmanoglou, E C
1988-01-01
This text explores the essentials of partial differential equations as applied to engineering and the physical sciences. Discusses ordinary differential equations, integral curves and surfaces of vector fields, the Cauchy-Kovalevsky theory, more. Problems and answers.
First-order partial differential equations
Rhee, Hyun-Ku; Amundson, Neal R
2001-01-01
This first volume of a highly regarded two-volume text is fully usable on its own. After going over some of the preliminaries, the authors discuss mathematical models that yield first-order partial differential equations; motivations, classifications, and some methods of solution; linear and semilinear equations; chromatographic equations with finite rate expressions; homogeneous and nonhomogeneous quasilinear equations; formation and propagation of shocks; conservation equations, weak solutions, and shock layers; nonlinear equations; and variational problems. Exercises appear at the end of mo
Computational partial differential equations using Matlab
Li, Jichun
2008-01-01
Brief Overview of Partial Differential Equations The parabolic equations The wave equations The elliptic equations Differential equations in broader areasA quick review of numerical methods for PDEsFinite Difference Methods for Parabolic Equations Introduction Theoretical issues: stability, consistence, and convergence 1-D parabolic equations2-D and 3-D parabolic equationsNumerical examples with MATLAB codesFinite Difference Methods for Hyperbolic Equations IntroductionSome basic difference schemes Dissipation and dispersion errors Extensions to conservation lawsThe second-order hyperbolic PDE
A generalised groundwater flow equation using the concept of non ...
African Journals Online (AJOL)
2006-01-01
Jan 1, 2006 ... 2 Institute for Groundwater Studies, University of the Free State, PO Box 339, Bloemfontein, South Africa. Abstract ... Keywords: porous media, Darcy Law, integro-differential equations .... f(x) satisfies the boundary conditions.
Auxiliary equation method for solving nonlinear partial differential equations
International Nuclear Information System (INIS)
Sirendaoreji,; Jiong, Sun
2003-01-01
By using the solutions of an auxiliary ordinary differential equation, a direct algebraic method is described to construct several kinds of exact travelling wave solutions for some nonlinear partial differential equations. By this method some physically important nonlinear equations are investigated and new exact travelling wave solutions are explicitly obtained with the aid of symbolic computation
Partial Differential Equations Modeling and Numerical Simulation
Glowinski, Roland
2008-01-01
This book is dedicated to Olivier Pironneau. For more than 250 years partial differential equations have been clearly the most important tool available to mankind in order to understand a large variety of phenomena, natural at first and then those originating from human activity and technological development. Mechanics, physics and their engineering applications were the first to benefit from the impact of partial differential equations on modeling and design, but a little less than a century ago the Schrödinger equation was the key opening the door to the application of partial differential equations to quantum chemistry, for small atomic and molecular systems at first, but then for systems of fast growing complexity. Mathematical modeling methods based on partial differential equations form an important part of contemporary science and are widely used in engineering and scientific applications. In this book several experts in this field present their latest results and discuss trends in the numerical analy...
Numerical Analysis of Partial Differential Equations
Lui, S H
2011-01-01
A balanced guide to the essential techniques for solving elliptic partial differential equations Numerical Analysis of Partial Differential Equations provides a comprehensive, self-contained treatment of the quantitative methods used to solve elliptic partial differential equations (PDEs), with a focus on the efficiency as well as the error of the presented methods. The author utilizes coverage of theoretical PDEs, along with the nu merical solution of linear systems and various examples and exercises, to supply readers with an introduction to the essential concepts in the numerical analysis
Particle Systems and Partial Differential Equations I
Gonçalves, Patricia
2014-01-01
This book presents the proceedings of the international conference Particle Systems and Partial Differential Equations I, which took place at the Centre of Mathematics of the University of Minho, Braga, Portugal, from the 5th to the 7th of December, 2012. The purpose of the conference was to bring together world leaders to discuss their topics of expertise and to present some of their latest research developments in those fields. Among the participants were researchers in probability, partial differential equations and kinetics theory. The aim of the meeting was to present to a varied public the subject of interacting particle systems, its motivation from the viewpoint of physics and its relation with partial differential equations or kinetics theory, and to stimulate discussions and possibly new collaborations among researchers with different backgrounds. The book contains lecture notes written by François Golse on the derivation of hydrodynamic equations (compressible and incompressible Euler and Navie...
Numerical Methods for Partial Differential Equations
Guo, Ben-yu
1987-01-01
These Proceedings of the first Chinese Conference on Numerical Methods for Partial Differential Equations covers topics such as difference methods, finite element methods, spectral methods, splitting methods, parallel algorithm etc., their theoretical foundation and applications to engineering. Numerical methods both for boundary value problems of elliptic equations and for initial-boundary value problems of evolution equations, such as hyperbolic systems and parabolic equations, are involved. The 16 papers of this volume present recent or new unpublished results and provide a good overview of current research being done in this field in China.
Generalized solutions of nonlinear partial differential equations
Rosinger, EE
1987-01-01
During the last few years, several fairly systematic nonlinear theories of generalized solutions of rather arbitrary nonlinear partial differential equations have emerged. The aim of this volume is to offer the reader a sufficiently detailed introduction to two of these recent nonlinear theories which have so far contributed most to the study of generalized solutions of nonlinear partial differential equations, bringing the reader to the level of ongoing research.The essence of the two nonlinear theories presented in this volume is the observation that much of the mathematics concernin
Nonlinear partial differential equations of second order
Dong, Guangchang
1991-01-01
This book addresses a class of equations central to many areas of mathematics and its applications. Although there is no routine way of solving nonlinear partial differential equations, effective approaches that apply to a wide variety of problems are available. This book addresses a general approach that consists of the following: Choose an appropriate function space, define a family of mappings, prove this family has a fixed point, and study various properties of the solution. The author emphasizes the derivation of various estimates, including a priori estimates. By focusing on a particular approach that has proven useful in solving a broad range of equations, this book makes a useful contribution to the literature.
Partial differential equations in several complex variables
Chen, So-Chin
2001-01-01
This book is intended both as an introductory text and as a reference book for those interested in studying several complex variables in the context of partial differential equations. In the last few decades, significant progress has been made in the fields of Cauchy-Riemann and tangential Cauchy-Riemann operators. This book gives an up-to-date account of the theories for these equations and their applications. The background material in several complex variables is developed in the first three chapters, leading to the Levi problem. The next three chapters are devoted to the solvability and regularity of the Cauchy-Riemann equations using Hilbert space techniques. The authors provide a systematic study of the Cauchy-Riemann equations and the \\bar\\partial-Neumann problem, including L^2 existence theorems on pseudoconvex domains, \\frac 12-subelliptic estimates for the \\bar\\partial-Neumann problems on strongly pseudoconvex domains, global regularity of \\bar\\partial on more general pseudoconvex domains, boundary ...
Stochastic partial differential equations an introduction
Liu, Wei
2015-01-01
This book provides an introduction to the theory of stochastic partial differential equations (SPDEs) of evolutionary type. SPDEs are one of the main research directions in probability theory with several wide ranging applications. Many types of dynamics with stochastic influence in nature or man-made complex systems can be modelled by such equations. The theory of SPDEs is based both on the theory of deterministic partial differential equations, as well as on modern stochastic analysis. Whilst this volume mainly follows the ‘variational approach’, it also contains a short account on the ‘semigroup (or mild solution) approach’. In particular, the volume contains a complete presentation of the main existence and uniqueness results in the case of locally monotone coefficients. Various types of generalized coercivity conditions are shown to guarantee non-explosion, but also a systematic approach to treat SPDEs with explosion in finite time is developed. It is, so far, the only book where the latter and t...
Energy Technology Data Exchange (ETDEWEB)
Besse, Nicolas, E-mail: Nicolas.Besse@oca.eu [Laboratoire J.-L. Lagrange, UMR CNRS/OCA/UCA 7293, Université Côte d’Azur, Observatoire de la Côte d’Azur, Bd de l’Observatoire CS 34229, 06304 Nice Cedex 4 (France); Institut Jean Lamour, UMR CNRS/UL 7198, Université de Lorraine, BP 70239 54506 Vandoeuvre-lès-Nancy Cedex (France); Coulette, David, E-mail: David.Coulette@ipcms.unistra.fr [Institut Jean Lamour, UMR CNRS/UL 7198, Université de Lorraine, BP 70239 54506 Vandoeuvre-lès-Nancy Cedex (France); Institut de Physique et Chimie des Matériaux de Strasbourg, UMR CNRS/US 7504, Université de Strasbourg, 23 Rue du Loess, 67034 Strasbourg (France)
2016-08-15
Achieving plasmas with good stability and confinement properties is a key research goal for magnetic fusion devices. The underlying equations are the Vlasov–Poisson and Vlasov–Maxwell (VPM) equations in three space variables, three velocity variables, and one time variable. Even in those somewhat academic cases where global equilibrium solutions are known, studying their stability requires the analysis of the spectral properties of the linearized operator, a daunting task. We have identified a model, for which not only equilibrium solutions can be constructed, but many of their stability properties are amenable to rigorous analysis. It uses a class of solution to the VPM equations (or to their gyrokinetic approximations) known as waterbag solutions which, in particular, are piecewise constant in phase-space. It also uses, not only the gyrokinetic approximation of fast cyclotronic motion around magnetic field lines, but also an asymptotic approximation regarding the magnetic-field-induced anisotropy: the spatial variation along the field lines is taken much slower than across them. Together, these assumptions result in a drastic reduction in the dimensionality of the linearized problem, which becomes a set of two nested one-dimensional problems: an integral equation in the poloidal variable, followed by a one-dimensional complex Schrödinger equation in the radial variable. We show here that the operator associated to the poloidal variable is meromorphic in the eigenparameter, the pulsation frequency. We also prove that, for all but a countable set of real pulsation frequencies, the operator is compact and thus behaves mostly as a finite-dimensional one. The numerical algorithms based on such ideas have been implemented in a companion paper [D. Coulette and N. Besse, “Numerical resolution of the global eigenvalue problem for gyrokinetic-waterbag model in toroidal geometry” (submitted)] and were found to be surprisingly close to those for the original
Asymptotic problems for stochastic partial differential equations
Salins, Michael
Stochastic partial differential equations (SPDEs) can be used to model systems in a wide variety of fields including physics, chemistry, and engineering. The main SPDEs of interest in this dissertation are the semilinear stochastic wave equations which model the movement of a material with constant mass density that is exposed to both determinstic and random forcing. Cerrai and Freidlin have shown that on fixed time intervals, as the mass density of the material approaches zero, the solutions of the stochastic wave equation converge uniformly to the solutions of a stochastic heat equation, in probability. This is called the Smoluchowski-Kramers approximation. In Chapter 2, we investigate some of the multi-scale behaviors that these wave equations exhibit. In particular, we show that the Freidlin-Wentzell exit place and exit time asymptotics for the stochastic wave equation in the small noise regime can be approximated by the exit place and exit time asymptotics for the stochastic heat equation. We prove that the exit time and exit place asymptotics are characterized by quantities called quasipotentials and we prove that the quasipotentials converge. We then investigate the special case where the equation has a gradient structure and show that we can explicitly solve for the quasipotentials, and that the quasipotentials for the heat equation and wave equation are equal. In Chapter 3, we study the Smoluchowski-Kramers approximation in the case where the material is electrically charged and exposed to a magnetic field. Interestingly, if the system is frictionless, then the Smoluchowski-Kramers approximation does not hold. We prove that the Smoluchowski-Kramers approximation is valid for systems exposed to both a magnetic field and friction. Notably, we prove that the solutions to the second-order equations converge to the solutions of the first-order equation in an Lp sense. This strengthens previous results where convergence was proved in probability.
Some stability and boundedness criteria for a class of Volterra integro-differential systems
Directory of Open Access Journals (Sweden)
Jito Vanualailai
2002-01-01
Full Text Available Using Lyapunov and Lyapunov-like functionals, we study the stability and boundedness of the solutions of a system of Volterra integrodifferential equations. Our results, also extending some of the more well-known criteria, give new sufficient conditions for stability of the zero solution of the nonperturbed system, and prove that the same conditions for the perturbed system yield boundedness when the perturbation is $L^2$.
Partial differential equations mathematical techniques for engineers
Epstein, Marcelo
2017-01-01
This monograph presents a graduate-level treatment of partial differential equations (PDEs) for engineers. The book begins with a review of the geometrical interpretation of systems of ODEs, the appearance of PDEs in engineering is motivated by the general form of balance laws in continuum physics. Four chapters are devoted to a detailed treatment of the single first-order PDE, including shock waves and genuinely non-linear models, with applications to traffic design and gas dynamics. The rest of the book deals with second-order equations. In the treatment of hyperbolic equations, geometric arguments are used whenever possible and the analogy with discrete vibrating systems is emphasized. The diffusion and potential equations afford the opportunity of dealing with questions of uniqueness and continuous dependence on the data, the Fourier integral, generalized functions (distributions), Duhamel's principle, Green's functions and Dirichlet and Neumann problems. The target audience primarily comprises graduate s...
Partial differential equations methods, applications and theories
Hattori, Harumi
2013-01-01
This volume is an introductory level textbook for partial differential equations (PDE's) and suitable for a one-semester undergraduate level or two-semester graduate level course in PDE's or applied mathematics. Chapters One to Five are organized according to the equations and the basic PDE's are introduced in an easy to understand manner. They include the first-order equations and the three fundamental second-order equations, i.e. the heat, wave and Laplace equations. Through these equations we learn the types of problems, how we pose the problems, and the methods of solutions such as the separation of variables and the method of characteristics. The modeling aspects are explained as well. The methods introduced in earlier chapters are developed further in Chapters Six to Twelve. They include the Fourier series, the Fourier and the Laplace transforms, and the Green's functions. The equations in higher dimensions are also discussed in detail. This volume is application-oriented and rich in examples. Going thr...
A partial differential equation for pseudocontact shift.
Charnock, G T P; Kuprov, Ilya
2014-10-07
It is demonstrated that pseudocontact shift (PCS), viewed as a scalar or a tensor field in three dimensions, obeys an elliptic partial differential equation with a source term that depends on the Hessian of the unpaired electron probability density. The equation enables straightforward PCS prediction and analysis in systems with delocalized unpaired electrons, particularly for the nuclei located in their immediate vicinity. It is also shown that the probability density of the unpaired electron may be extracted, using a regularization procedure, from PCS data.
Partial differential equations and their applications
International Nuclear Information System (INIS)
Gauthier-Villars
1998-01-01
This book is dedicated to the French mathematician J.L.Lions. It represents a compilation of articles from about 80 authors. The topics treated are diverse but the more or less commune matter is the study of the characteristics of some partial differential equations. Stability, optimal approximation, numerical resolution, particular applications are among the subjects reviewed. An article deals with the MHD stability of fusion plasmas in tokamaks, another presents the scientific and technical challenges of nuclear energy in France. The latter that contains no equations can be considered as an enjoyable break in a sea of about 40 mathematical articles. (A.C.)
ERC Workshop on Geometric Partial Differential Equations
Novaga, Matteo; Valdinoci, Enrico
2013-01-01
This book is the outcome of a conference held at the Centro De Giorgi of the Scuola Normale of Pisa in September 2012. The aim of the conference was to discuss recent results on nonlinear partial differential equations, and more specifically geometric evolutions and reaction-diffusion equations. Particular attention was paid to self-similar solutions, such as solitons and travelling waves, asymptotic behaviour, formation of singularities and qualitative properties of solutions. These problems arise in many models from Physics, Biology, Image Processing and Applied Mathematics in general, and have attracted a lot of attention in recent years.
Hamiltonian partial differential equations and applications
Nicholls, David; Sulem, Catherine
2015-01-01
This book is a unique selection of work by world-class experts exploring the latest developments in Hamiltonian partial differential equations and their applications. Topics covered within are representative of the field’s wide scope, including KAM and normal form theories, perturbation and variational methods, integrable systems, stability of nonlinear solutions as well as applications to cosmology, fluid mechanics and water waves. The volume contains both surveys and original research papers and gives a concise overview of the above topics, with results ranging from mathematical modeling to rigorous analysis and numerical simulation. It will be of particular interest to graduate students as well as researchers in mathematics and physics, who wish to learn more about the powerful and elegant analytical techniques for Hamiltonian partial differential equations.
Observability of discretized partial differential equations
Cohn, Stephen E.; Dee, Dick P.
1988-01-01
It is shown that complete observability of the discrete model used to assimilate data from a linear partial differential equation (PDE) system is necessary and sufficient for asymptotic stability of the data assimilation process. The observability theory for discrete systems is reviewed and applied to obtain simple observability tests for discretized constant-coefficient PDEs. Examples are used to show how numerical dispersion can result in discrete dynamics with multiple eigenvalues, thereby detracting from observability.
Ambit processes and stochastic partial differential equations
DEFF Research Database (Denmark)
Barndorff-Nielsen, Ole; Benth, Fred Espen; Veraart, Almut
Ambit processes are general stochastic processes based on stochastic integrals with respect to Lévy bases. Due to their flexible structure, they have great potential for providing realistic models for various applications such as in turbulence and finance. This papers studies the connection betwe...... ambit processes and solutions to stochastic partial differential equations. We investigate this relationship from two angles: from the Walsh theory of martingale measures and from the viewpoint of the Lévy noise analysis....
Deterministic factor analysis: methods of integro-differentiation of non-integral order
Directory of Open Access Journals (Sweden)
Valentina V. Tarasova
2016-12-01
described by the Cobb ndash Douglas production function since these methods allow to more accurately describe the total influence of the factors in comparison with the standard method. The proposed methods can be used in the study of economic processes described by equations with a powerlaw nonlocality in factor space and in state space.
Partial Differential Equations and Solitary Waves Theory
Wazwaz, Abdul-Majid
2009-01-01
"Partial Differential Equations and Solitary Waves Theory" is a self-contained book divided into two parts: Part I is a coherent survey bringing together newly developed methods for solving PDEs. While some traditional techniques are presented, this part does not require thorough understanding of abstract theories or compact concepts. Well-selected worked examples and exercises shall guide the reader through the text. Part II provides an extensive exposition of the solitary waves theory. This part handles nonlinear evolution equations by methods such as Hirota’s bilinear method or the tanh-coth method. A self-contained treatment is presented to discuss complete integrability of a wide class of nonlinear equations. This part presents in an accessible manner a systematic presentation of solitons, multi-soliton solutions, kinks, peakons, cuspons, and compactons. While the whole book can be used as a text for advanced undergraduate and graduate students in applied mathematics, physics and engineering, Part II w...
On the relation between elementary partial difference equations and partial differential equations
van den Berg, I.P.
1998-01-01
The nonstandard stroboscopy method links discrete-time ordinary difference equations of first-order and continuous-time, ordinary differential equations of first order. We extend this method to the second order, and also to an elementary, yet general class of partial difference/differential
A Priori Regularity of Parabolic Partial Differential Equations
Berkemeier, Francisco
2018-01-01
In this thesis, we consider parabolic partial differential equations such as the heat equation, the Fokker-Planck equation, and the porous media equation. Our aim is to develop methods that provide a priori estimates for solutions with singular
Nonlinear elliptic partial differential equations an introduction
Le Dret, Hervé
2018-01-01
This textbook presents the essential parts of the modern theory of nonlinear partial differential equations, including the calculus of variations. After a short review of results in real and functional analysis, the author introduces the main mathematical techniques for solving both semilinear and quasilinear elliptic PDEs, and the associated boundary value problems. Key topics include infinite dimensional fixed point methods, the Galerkin method, the maximum principle, elliptic regularity, and the calculus of variations. Aimed at graduate students and researchers, this textbook contains numerous examples and exercises and provides several comments and suggestions for further study.
Partial differential equation models in macroeconomics.
Achdou, Yves; Buera, Francisco J; Lasry, Jean-Michel; Lions, Pierre-Louis; Moll, Benjamin
2014-11-13
The purpose of this article is to get mathematicians interested in studying a number of partial differential equations (PDEs) that naturally arise in macroeconomics. These PDEs come from models designed to study some of the most important questions in economics. At the same time, they are highly interesting for mathematicians because their structure is often quite difficult. We present a number of examples of such PDEs, discuss what is known about their properties, and list some open questions for future research. © 2014 The Author(s) Published by the Royal Society. All rights reserved.
Boundary value problems and partial differential equations
Powers, David L
2005-01-01
Boundary Value Problems is the leading text on boundary value problems and Fourier series. The author, David Powers, (Clarkson) has written a thorough, theoretical overview of solving boundary value problems involving partial differential equations by the methods of separation of variables. Professors and students agree that the author is a master at creating linear problems that adroitly illustrate the techniques of separation of variables used to solve science and engineering.* CD with animations and graphics of solutions, additional exercises and chapter review questions* Nearly 900 exercises ranging in difficulty* Many fully worked examples
Nonlinear partial differential equations and their applications
Lions, Jacques Louis
2002-01-01
This book contains the written versions of lectures delivered since 1997 in the well-known weekly seminar on Applied Mathematics at the Collège de France in Paris, directed by Jacques-Louis Lions. It is the 14th and last of the series, due to the recent and untimely death of Professor Lions. The texts in this volume deal mostly with various aspects of the theory of nonlinear partial differential equations. They present both theoretical and applied results in many fields of growing importance such as Calculus of variations and optimal control, optimization, system theory and control, op
Energy Technology Data Exchange (ETDEWEB)
Hart, H.
1976-03-09
Design modifications of a five-probe focusing collimator coincidence radioisotope scanning system are described. Clinical applications of the system were tested in phantoms using radioisotopes with short biological half-lives, including /sup 75/Se, /sup 192/Ir, /sup 43/K, /sup 130/I, and /sup 82/Br. Data processing methods are also described. (CH)
Handbook of differential equations stationary partial differential equations
Chipot, Michel
2006-01-01
This handbook is volume III in a series devoted to stationary partial differential quations. Similarly as volumes I and II, it is a collection of self contained state-of-the-art surveys written by well known experts in the field. The topics covered by this handbook include singular and higher order equations, problems near critically, problems with anisotropic nonlinearities, dam problem, T-convergence and Schauder-type estimates. These surveys will be useful for both beginners and experts and speed up the progress of corresponding (rapidly developing and fascinating) areas of mathematics. Ke
Teaching Modeling with Partial Differential Equations: Several Successful Approaches
Myers, Joseph; Trubatch, David; Winkel, Brian
2008-01-01
We discuss the introduction and teaching of partial differential equations (heat and wave equations) via modeling physical phenomena, using a new approach that encompasses constructing difference equations and implementing these in a spreadsheet, numerically solving the partial differential equations using the numerical differential equation…
Inverse problems for partial differential equations
Isakov, Victor
2017-01-01
This third edition expands upon the earlier edition by adding nearly 40 pages of new material reflecting the analytical and numerical progress in inverse problems in last 10 years. As in the second edition, the emphasis is on new ideas and methods rather than technical improvements. These new ideas include use of the stationary phase method in the two-dimensional elliptic problems and of multi frequencies\\temporal data to improve stability and numerical resolution. There are also numerous corrections and improvements of the exposition throughout. This book is intended for mathematicians working with partial differential equations and their applications, physicists, geophysicists, and financial, electrical, and mechanical engineers involved with nondestructive evaluation, seismic exploration, remote sensing, and various kinds of tomography. Review of the second edition: "The first edition of this excellent book appeared in 1998 and became a standard reference for everyone interested in analysis and numerics of...
Partial Differential Equations in General Relativity
International Nuclear Information System (INIS)
Choquet-Bruhat, Yvonne
2008-01-01
General relativity is a physical theory basic in the modeling of the universe at the large and small scales. Its mathematical formulation, the Einstein partial differential equations, are geometrically simple, but intricate for the analyst, involving both hyperbolic and elliptic PDE, with local and global problems. Many problems remain open though remarkable progress has been made recently towards their solutions. Alan Rendall's book states, in a down-to-earth form, fundamental results used to solve different types of equations. In each case he gives applications to special models as well as to general properties of Einsteinian spacetimes. A chapter on ODE contains, in particular, a detailed discussion of Bianchi spacetimes. A chapter entitled 'Elliptic systems' treats the Einstein constraints. A chapter entitled 'Hyperbolic systems' is followed by a chapter on the Cauchy problem and a chapter 'Global results' which contains recently proved theorems. A chapter is dedicated to the Einstein-Vlasov system, of which the author is a specialist. On the whole, the book surveys, in a concise though precise way, many essential results of recent interest in mathematical general relativity, and it is very clearly written. Each chapter is followed by an up to date bibliography. In conclusion, this book will be a valuable asset to relativists who wish to learn clearly-stated mathematical results and to mathematicians who want to penetrate into the subtleties of general relativity, as a mathematical and physical theory. (book review)
Partial Differential Equations in General Relativity
Energy Technology Data Exchange (ETDEWEB)
Choquet-Bruhat, Yvonne
2008-09-07
General relativity is a physical theory basic in the modeling of the universe at the large and small scales. Its mathematical formulation, the Einstein partial differential equations, are geometrically simple, but intricate for the analyst, involving both hyperbolic and elliptic PDE, with local and global problems. Many problems remain open though remarkable progress has been made recently towards their solutions. Alan Rendall's book states, in a down-to-earth form, fundamental results used to solve different types of equations. In each case he gives applications to special models as well as to general properties of Einsteinian spacetimes. A chapter on ODE contains, in particular, a detailed discussion of Bianchi spacetimes. A chapter entitled 'Elliptic systems' treats the Einstein constraints. A chapter entitled 'Hyperbolic systems' is followed by a chapter on the Cauchy problem and a chapter 'Global results' which contains recently proved theorems. A chapter is dedicated to the Einstein-Vlasov system, of which the author is a specialist. On the whole, the book surveys, in a concise though precise way, many essential results of recent interest in mathematical general relativity, and it is very clearly written. Each chapter is followed by an up to date bibliography. In conclusion, this book will be a valuable asset to relativists who wish to learn clearly-stated mathematical results and to mathematicians who want to penetrate into the subtleties of general relativity, as a mathematical and physical theory. (book review)
Compatible Spatial Discretizations for Partial Differential Equations
Energy Technology Data Exchange (ETDEWEB)
Arnold, Douglas, N, ed.
2004-11-25
From May 11--15, 2004, the Institute for Mathematics and its Applications held a hot topics workshop on Compatible Spatial Discretizations for Partial Differential Equations. The numerical solution of partial differential equations (PDE) is a fundamental task in science and engineering. The goal of the workshop was to bring together a spectrum of scientists at the forefront of the research in the numerical solution of PDEs to discuss compatible spatial discretizations. We define compatible spatial discretizations as those that inherit or mimic fundamental properties of the PDE such as topology, conservation, symmetries, and positivity structures and maximum principles. A wide variety of discretization methods applied across a wide range of scientific and engineering applications have been designed to or found to inherit or mimic intrinsic spatial structure and reproduce fundamental properties of the solution of the continuous PDE model at the finite dimensional level. A profusion of such methods and concepts relevant to understanding them have been developed and explored: mixed finite element methods, mimetic finite differences, support operator methods, control volume methods, discrete differential forms, Whitney forms, conservative differencing, discrete Hodge operators, discrete Helmholtz decomposition, finite integration techniques, staggered grid and dual grid methods, etc. This workshop seeks to foster communication among the diverse groups of researchers designing, applying, and studying such methods as well as researchers involved in practical solution of large scale problems that may benefit from advancements in such discretizations; to help elucidate the relations between the different methods and concepts; and to generally advance our understanding in the area of compatible spatial discretization methods for PDE. Particular points of emphasis included: + Identification of intrinsic properties of PDE models that are critical for the fidelity of numerical
Nonclassical Symmetries for Nonlinear Partial Differential Equations via Compatibility
International Nuclear Information System (INIS)
El-Sabbagh, Mostafa F.; Ahmad, Ali T.
2011-01-01
The determining equations for the nonclassical symmetry reductions of nonlinear partial differential equations with arbitrary order can be obtained by requiring the compatibility between the original equations and the invariant surface conditions. The (2+1)-dimensional shallow water wave equation, Boussinesq equation, and the dispersive wave equations in shallow water serve as examples illustrating how compatibility leads quickly and easily to the determining equations for their nonclassical symmetries. (general)
A Line-Tau Collocation Method for Partial Differential Equations ...
African Journals Online (AJOL)
This paper deals with the numerical solution of second order linear partial differential equations with the use of the method of lines coupled with the tau collocation method. The method of lines is used to convert the partial differential equation (PDE) to a sequence of ordinary differential equations (ODEs) which is then ...
Parameter Estimation of Partial Differential Equation Models.
Xun, Xiaolei; Cao, Jiguo; Mallick, Bani; Carroll, Raymond J; Maity, Arnab
2013-01-01
Partial differential equation (PDE) models are commonly used to model complex dynamic systems in applied sciences such as biology and finance. The forms of these PDE models are usually proposed by experts based on their prior knowledge and understanding of the dynamic system. Parameters in PDE models often have interesting scientific interpretations, but their values are often unknown, and need to be estimated from the measurements of the dynamic system in the present of measurement errors. Most PDEs used in practice have no analytic solutions, and can only be solved with numerical methods. Currently, methods for estimating PDE parameters require repeatedly solving PDEs numerically under thousands of candidate parameter values, and thus the computational load is high. In this article, we propose two methods to estimate parameters in PDE models: a parameter cascading method and a Bayesian approach. In both methods, the underlying dynamic process modeled with the PDE model is represented via basis function expansion. For the parameter cascading method, we develop two nested levels of optimization to estimate the PDE parameters. For the Bayesian method, we develop a joint model for data and the PDE, and develop a novel hierarchical model allowing us to employ Markov chain Monte Carlo (MCMC) techniques to make posterior inference. Simulation studies show that the Bayesian method and parameter cascading method are comparable, and both outperform other available methods in terms of estimation accuracy. The two methods are demonstrated by estimating parameters in a PDE model from LIDAR data.
Exact solutions of some nonlinear partial differential equations using ...
Indian Academy of Sciences (India)
Nonlinear partial differential equations (NPDEs) are encountered in various ... such as physics, mechanics, chemistry, biology, mathematics and engineering. ... In §3, this method is applied to the generalized forms of Klein–Gordon equation,.
Partially integrable nonlinear equations with one higher symmetry
International Nuclear Information System (INIS)
Mikhailov, A V; Novikov, V S; Wang, J P
2005-01-01
In this letter, we present a family of second order in time nonlinear partial differential equations, which have only one higher symmetry. These equations are not integrable, but have a solution depending on one arbitrary function. (letter to the editor)
Parameter Estimation of Partial Differential Equation Models
Xun, Xiaolei
2013-09-01
Partial differential equation (PDE) models are commonly used to model complex dynamic systems in applied sciences such as biology and finance. The forms of these PDE models are usually proposed by experts based on their prior knowledge and understanding of the dynamic system. Parameters in PDE models often have interesting scientific interpretations, but their values are often unknown and need to be estimated from the measurements of the dynamic system in the presence of measurement errors. Most PDEs used in practice have no analytic solutions, and can only be solved with numerical methods. Currently, methods for estimating PDE parameters require repeatedly solving PDEs numerically under thousands of candidate parameter values, and thus the computational load is high. In this article, we propose two methods to estimate parameters in PDE models: a parameter cascading method and a Bayesian approach. In both methods, the underlying dynamic process modeled with the PDE model is represented via basis function expansion. For the parameter cascading method, we develop two nested levels of optimization to estimate the PDE parameters. For the Bayesian method, we develop a joint model for data and the PDE and develop a novel hierarchical model allowing us to employ Markov chain Monte Carlo (MCMC) techniques to make posterior inference. Simulation studies show that the Bayesian method and parameter cascading method are comparable, and both outperform other available methods in terms of estimation accuracy. The two methods are demonstrated by estimating parameters in a PDE model from long-range infrared light detection and ranging data. Supplementary materials for this article are available online. © 2013 American Statistical Association.
Boundary value problemfor multidimensional fractional advection-dispersion equation
Directory of Open Access Journals (Sweden)
Khasambiev Mokhammad Vakhaevich
2015-05-01
Full Text Available In recent time there is a very great interest in the study of differential equations of fractional order, in which the unknown function is under the symbol of fractional derivative. It is due to the development of the theory of fractional integro-differential theory and application of it in different fields.The fractional integrals and derivatives of fractional integro-differential equations are widely used in modern investigations of theoretical physics, mechanics, and applied mathematics. The fractional calculus is a very powerful tool for describing physical systems, which have a memory and are non-local. Many processes in complex systems have nonlocality and long-time memory. Fractional integral operators and fractional differential operators allow describing some of these properties. The use of the fractional calculus will be helpful for obtaining the dynamical models, in which integro-differential operators describe power long-time memory by time and coordinates, and three-dimensional nonlocality for complex medium and processes.Differential equations of fractional order appear when we use fractal conception in physics of the condensed medium. The transfer, described by the operator with fractional derivatives at a long distance from the sources, leads to other behavior of relatively small concentrations as compared with classic diffusion. This fact redefines the existing ideas about safety, based on the ideas on exponential velocity of damping. Fractional calculus in the fractal theory and the systems with memory have the same importance as the classic analysis in mechanics of continuous medium.In recent years, the application of fractional derivatives for describing and studying the physical processes of stochastic transfer is very popular too. Many problems of filtration of liquids in fractal (high porous medium lead to the need to study boundary value problems for partial differential equations in fractional order.In this paper the
Sparse dynamics for partial differential equations.
Schaeffer, Hayden; Caflisch, Russel; Hauck, Cory D; Osher, Stanley
2013-04-23
We investigate the approximate dynamics of several differential equations when the solutions are restricted to a sparse subset of a given basis. The restriction is enforced at every time step by simply applying soft thresholding to the coefficients of the basis approximation. By reducing or compressing the information needed to represent the solution at every step, only the essential dynamics are represented. In many cases, there are natural bases derived from the differential equations, which promote sparsity. We find that our method successfully reduces the dynamics of convection equations, diffusion equations, weak shocks, and vorticity equations with high-frequency source terms.
From ordinary to partial differential equations
Esposito, Giampiero
2017-01-01
This book is addressed to mathematics and physics students who want to develop an interdisciplinary view of mathematics, from the age of Riemann, Poincaré and Darboux to basic tools of modern mathematics. It enables them to acquire the sensibility necessary for the formulation and solution of difficult problems, with an emphasis on concepts, rigour and creativity. It consists of eight self-contained parts: ordinary differential equations; linear elliptic equations; calculus of variations; linear and non-linear hyperbolic equations; parabolic equations; Fuchsian functions and non-linear equations; the functional equations of number theory; pseudo-differential operators and pseudo-differential equations. The author leads readers through the original papers and introduces new concepts, with a selection of topics and examples that are of high pedagogical value.
Effective action for stochastic partial differential equations
International Nuclear Information System (INIS)
Hochberg, David; Molina-Paris, Carmen; Perez-Mercader, Juan; Visser, Matt
1999-01-01
Stochastic partial differential equations (SPDEs) are the basic tool for modeling systems where noise is important. SPDEs are used for models of turbulence, pattern formation, and the structural development of the universe itself. It is reasonably well known that certain SPDEs can be manipulated to be equivalent to (nonquantum) field theories that nevertheless exhibit deep and important relationships with quantum field theory. In this paper we systematically extend these ideas: We set up a functional integral formalism and demonstrate how to extract all the one-loop physics for an arbitrary SPDE subject to arbitrary Gaussian noise. It is extremely important to realize that Gaussian noise does not imply that the field variables undergo Gaussian fluctuations, and that these nonquantum field theories are fully interacting. The limitation to one loop is not as serious as might be supposed: Experience with quantum field theories (QFTs) has taught us that one-loop physics is often quite adequate to give a good description of the salient issues. The limitation to one loop does, however, offer marked technical advantages: Because at one loop almost any field theory can be rendered finite using zeta function technology, we can sidestep the complications inherent in the Martin-Siggia-Rose formalism (the SPDE analog of the Becchi-Rouet-Stora-Tyutin formalism used in QFT) and instead focus attention on a minimalist approach that uses only the physical fields (this ''direct approach'' is the SPDE analog of canonical quantization using physical fields). After setting up the general formalism for the characteristic functional (partition function), we show how to define the effective action to all loops, and then focus on the one-loop effective action and its specialization to constant fields: the effective potential. The physical interpretation of the effective action and effective potential for SPDEs is addressed and we show that key features carry over from QFT to the case of
Effective action for stochastic partial differential equations
Energy Technology Data Exchange (ETDEWEB)
Hochberg, David [Laboratorio de Astrofisica Espacial y Fisica Fundamental, Apartado 50727, 28080 Madrid, (Spain); Centro de Astrobiologia, INTA, Carratera Ajalvir, Km. 4, 28850 Torrejon, Madrid, (Spain); Molina-Paris, Carmen [Theoretical Division, Los Alamos National Laboratory, Los Alamos, New Mexico 87545 (United States); Perez-Mercader, Juan [Laboratorio de Astrofisica Espacial y Fisica Fundamental, Apartado 50727, 28080 Madrid, (Spain); Visser, Matt [Physics Department, Washington University, Saint Louis, Missouri 63130-4899 (United States)
1999-12-01
Stochastic partial differential equations (SPDEs) are the basic tool for modeling systems where noise is important. SPDEs are used for models of turbulence, pattern formation, and the structural development of the universe itself. It is reasonably well known that certain SPDEs can be manipulated to be equivalent to (nonquantum) field theories that nevertheless exhibit deep and important relationships with quantum field theory. In this paper we systematically extend these ideas: We set up a functional integral formalism and demonstrate how to extract all the one-loop physics for an arbitrary SPDE subject to arbitrary Gaussian noise. It is extremely important to realize that Gaussian noise does not imply that the field variables undergo Gaussian fluctuations, and that these nonquantum field theories are fully interacting. The limitation to one loop is not as serious as might be supposed: Experience with quantum field theories (QFTs) has taught us that one-loop physics is often quite adequate to give a good description of the salient issues. The limitation to one loop does, however, offer marked technical advantages: Because at one loop almost any field theory can be rendered finite using zeta function technology, we can sidestep the complications inherent in the Martin-Siggia-Rose formalism (the SPDE analog of the Becchi-Rouet-Stora-Tyutin formalism used in QFT) and instead focus attention on a minimalist approach that uses only the physical fields (this ''direct approach'' is the SPDE analog of canonical quantization using physical fields). After setting up the general formalism for the characteristic functional (partition function), we show how to define the effective action to all loops, and then focus on the one-loop effective action and its specialization to constant fields: the effective potential. The physical interpretation of the effective action and effective potential for SPDEs is addressed and we show that key features carry over from
Alternative formulation of the monokinetic transport equation
International Nuclear Information System (INIS)
Coppa, G.; Ravetto, P.; Sumini, M.
1985-01-01
After recalling a technique already exploited in stationary neutron transport, the dynamic linear monokinetic equation for general geometry is cast into an integro-differential form where a second order space Laplace operator and both a second and first time derivatives appear. The introduced unknowns are given a physical interpretation for plane geometry and their relations with the total flux and current are derived
Partial differential equations of parabolic type
Friedman, Avner
2008-01-01
This accessible and self-contained treatment provides even readers previously unacquainted with parabolic and elliptic equations with sufficient background to understand research literature. Author Avner Friedman - Director of the Mathematical Biosciences Institute at The Ohio State University - offers a systematic and thorough approach that begins with the main facts of the general theory of second order linear parabolic equations. Subsequent chapters explore asymptotic behavior of solutions, semi-linear equations and free boundary problems, and the extension of results concerning fundamenta
Topics in numerical partial differential equations and scientific computing
2016-01-01
Numerical partial differential equations (PDEs) are an important part of numerical simulation, the third component of the modern methodology for science and engineering, besides the traditional theory and experiment. This volume contains papers that originated with the collaborative research of the teams that participated in the IMA Workshop for Women in Applied Mathematics: Numerical Partial Differential Equations and Scientific Computing in August 2014.
Lagrangian vector field and Lagrangian formulation of partial differential equations
Directory of Open Access Journals (Sweden)
M.Chen
2005-01-01
Full Text Available In this paper we consider the Lagrangian formulation of a system of second order quasilinear partial differential equations. Specifically we construct a Lagrangian vector field such that the flows of the vector field satisfy the original system of partial differential equations.
Controllability and Stabilization of Bilinear and Semilinear Partial Differential Equations
DEFF Research Database (Denmark)
Krishnaswamy, Vijayaraghavan
The topic of the thesis is the investigation of the question of controllability of weakly nonlinear partial differntial equations. The method is based on the Hilbert Uniqueness Method.......The topic of the thesis is the investigation of the question of controllability of weakly nonlinear partial differntial equations. The method is based on the Hilbert Uniqueness Method....
On the hierarchy of partially invariant submodels of differential equations
Energy Technology Data Exchange (ETDEWEB)
Golovin, Sergey V [Lavrentyev Institute of Hydrodynamics SB RAS, Novosibirsk 630090 (Russian Federation)], E-mail: sergey@hydro.nsc.ru
2008-07-04
It is noted that the partially invariant solution (PIS) of differential equations in many cases can be represented as an invariant reduction of some PISs of the higher rank. This introduces a hierarchic structure in the set of all PISs of a given system of differential equations. An equivalence of the two-step and the direct ways of construction of PISs is proved. The hierarchy simplifies the process of enumeration and analysis of partially invariant submodels to the given system of differential equations. In this framework, the complete classification of regular partially invariant solutions of ideal MHD equations is given.
On the hierarchy of partially invariant submodels of differential equations
Golovin, Sergey V.
2008-07-01
It is noted that the partially invariant solution (PIS) of differential equations in many cases can be represented as an invariant reduction of some PISs of the higher rank. This introduces a hierarchic structure in the set of all PISs of a given system of differential equations. An equivalence of the two-step and the direct ways of construction of PISs is proved. The hierarchy simplifies the process of enumeration and analysis of partially invariant submodels to the given system of differential equations. In this framework, the complete classification of regular partially invariant solutions of ideal MHD equations is given.
On the hierarchy of partially invariant submodels of differential equations
International Nuclear Information System (INIS)
Golovin, Sergey V
2008-01-01
It is noted that the partially invariant solution (PIS) of differential equations in many cases can be represented as an invariant reduction of some PISs of the higher rank. This introduces a hierarchic structure in the set of all PISs of a given system of differential equations. An equivalence of the two-step and the direct ways of construction of PISs is proved. The hierarchy simplifies the process of enumeration and analysis of partially invariant submodels to the given system of differential equations. In this framework, the complete classification of regular partially invariant solutions of ideal MHD equations is given
On nonlocal symmetries of some shallow water equations
Energy Technology Data Exchange (ETDEWEB)
Reyes, Enrique G [Departamento de Matematicas y Ciencia de la Computacion, Universidad de Santiago de Chile, Casilla 307 Correo 2 Santiago (Chile)
2007-04-27
A recent construction of nonlocal symmetries for the Korteweg-de Vries, Camassa-Holm and Hunter-Saxton equations is reviewed, and it is pointed out that-in the Camassa-Holm and Hunter-Saxton case-these symmetries can be considered as (nonlocal) symmetries of integro-differential equations.
On the hierarchy of partially invariant submodels of differential equations
Golovin, Sergey V.
2007-01-01
It is noticed, that partially invariant solution (PIS) of differential equations in many cases can be represented as an invariant reduction of some PIS of the higher rank. This introduce a hierarchic structure in the set of all PISs of a given system of differential equations. By using this structure one can significantly decrease an amount of calculations required in enumeration of all PISs for a given system of partially differential equations. An equivalence of the two-step and the direct ...
Energy preserving integration of bi-Hamiltonian partial differential equations
Karasozen, B.; Simsek, G.
2013-01-01
The energy preserving average vector field (AVF) integrator is applied to evolutionary partial differential equations (PDEs) in bi-Hamiltonian form with nonconstant Poisson structures. Numerical results for the Korteweg de Vries (KdV) equation and for the Ito type coupled KdV equation confirm the
Hilbert space methods in partial differential equations
Showalter, Ralph E
1994-01-01
This graduate-level text opens with an elementary presentation of Hilbert space theory sufficient for understanding the rest of the book. Additional topics include boundary value problems, evolution equations, optimization, and approximation.1979 edition.
Partial differential equations & boundary value problems with Maple
Articolo, George A
2009-01-01
Partial Differential Equations and Boundary Value Problems with Maple presents all of the material normally covered in a standard course on partial differential equations, while focusing on the natural union between this material and the powerful computational software, Maple. The Maple commands are so intuitive and easy to learn, students can learn what they need to know about the software in a matter of hours- an investment that provides substantial returns. Maple''s animation capabilities allow students and practitioners to see real-time displays of the solutions of partial differential equations. Maple files can be found on the books website. Ancillary list: Maple files- http://www.elsevierdirect.com/companion.jsp?ISBN=9780123747327 Provides a quick overview of the software w/simple commands needed to get startedIncludes review material on linear algebra and Ordinary Differential equations, and their contribution in solving partial differential equationsIncorporates an early introduction to Sturm-L...
Handbook of Nonlinear Partial Differential Equations
Polyanin, Andrei D
2011-01-01
New to the Second Edition More than 1,000 pages with over 1,500 new first-, second-, third-, fourth-, and higher-order nonlinear equations with solutions Parabolic, hyperbolic, elliptic, and other systems of equations with solutions Some exact methods and transformations Symbolic and numerical methods for solving nonlinear PDEs with Maple(t), Mathematica(R), and MATLAB(R) Many new illustrative examples and tables A large list of references consisting of over 1,300 sources To accommodate different mathematical backgrounds, the authors avoid wherever possible the use of special terminology. They
Flow visualization via partial differential equations
Preusser, T.; Rumpf, M.; Telea, A.C.; Möller, T.; Hamann, B.; Russell, R.D.
2009-01-01
The visualization of stationary and time-dependent flow is an important and chaltenging topic in scientific visualization. lts aim is 10 represent transport phenomena govemed by vector fjelds in an intuitively understandable way. In this paper. we review the use of methods based on partial
Canonical coordinates for partial differential equations
Hunt, L. R.; Villarreal, Ramiro
1988-01-01
Necessary and sufficient conditions are found under which operators of the form Sigma (m, j=1) x (2) sub j + X sub O can be made constant coefficient. In addition, necessary and sufficient conditions are derived which classify those linear partial differential operators that can be moved to the Kolmogorov type.
Canonical coordinates for partial differential equations
Hunt, L. R.; Villarreal, Ramiro
1987-01-01
Necessary and sufficient conditions are found under which operators of the form Sigma(m, j=1) X(2)sub j + X sub 0 can be made constant coefficient. In addition, necessary and sufficient conditions are derived which classify those linear partial differential operators that can be moved to the Kolmogorov type.
Partial differential equations and calculus of variations
Leis, Rolf
1988-01-01
This volume contains 18 invited papers by members and guests of the former Sonderforschungsbereich in Bonn (SFB 72) who, over the years, collaborated on the research group "Solution of PDE's and Calculus of Variations". The emphasis is on existence and regularity results, on special equations of mathematical physics and on scattering theory.
Degenerate parabolic stochastic partial differential equations
Czech Academy of Sciences Publication Activity Database
span class="emphasis">Hofmanová, Martinaspan>
2013-01-01
Roč. 123, č. 12 (2013), s. 4294-4336 ISSN 0304-4149 R&D Projects: GA ČR GAP201/10/0752 Institutional support: RVO:67985556 Keywords : kinetic solutions * degenerate stochastic parabolic equations Subject RIV: BA - General Mathematics Impact factor: 1.046, year: 2013 http://library.utia.cas.cz/separaty/2013/SI/hofmanova-0397241.pdf
Functional equations with causal operators
Corduneanu, C
2003-01-01
Functional equations encompass most of the equations used in applied science and engineering: ordinary differential equations, integral equations of the Volterra type, equations with delayed argument, and integro-differential equations of the Volterra type. The basic theory of functional equations includes functional differential equations with causal operators. Functional Equations with Causal Operators explains the connection between equations with causal operators and the classical types of functional equations encountered by mathematicians and engineers. It details the fundamentals of linear equations and stability theory and provides several applications and examples.
Efimova, Olga Yu.
2010-01-01
The modification of simplest equation method to look for exact solutions of nonlinear partial differential equations is presented. Using this method we obtain exact solutions of generalized Korteweg-de Vries equation with cubic source and exact solutions of third-order Kudryashov-Sinelshchikov equation describing nonlinear waves in liquids with gas bubbles.
Partial differential equations with numerical methods
Larsson, Stig
2003-01-01
The book is suitable for advanced undergraduate and beginning graduate students of applied mathematics and engineering. The main theme is the integration of the theory of linear PDEs and the numerical solution of such equations. For each type of PDE, elliptic, parabolic, and hyperbolic, the text contains one chapter on the mathematical theory of the differential equation, followed by one chapter on finite difference methods and one on finite element methods. As preparation, the two-point boundary value problem and the initial-value problem for ODEs are discussed in separate chapters. There is also one chapter on the elliptic eigenvalue problem and eigenfunction expansion. The presentation does not presume a deep knowledge of mathematical and functional analysis. Some background on linear functional analysis and Sobolev spaces, and also on numerical linear algebra, is reviewed in two appendices.
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.
Darboux transformations and linear parabolic partial differential equations
International Nuclear Information System (INIS)
Arrigo, Daniel J.; Hickling, Fred
2002-01-01
Solutions for a class of linear parabolic partial differential equation are provided. These solutions are obtained by first solving a system of (n+1) nonlinear partial differential equations. This system arises as the coefficients of a Darboux transformation and is equivalent to a matrix Burgers' equation. This matrix equation is solved using a generalized Hopf-Cole transformation. The solutions for the original equation are given in terms of solutions of the heat equation. These results are applied to the (1+1)-dimensional Schroedinger equation where all bound state solutions are obtained for a 2n-parameter family of potentials. As a special case, the solutions for integral members of the regular and modified Poeschl-Teller potentials are recovered. (author). Letter-to-the-editor
Partial differential equation models in the socio-economic sciences
Burger, Martin; Caffarelli, Luis; Markowich, Peter A.
2014-01-01
Mathematical models based on partial differential equations (PDEs) have become an integral part of quantitative analysis in most branches of science and engineering, recently expanding also towards biomedicine and socio-economic sciences
Introduction to partial differential equations and Hilbert space methods
Gustafson, Karl E
1997-01-01
Easy-to-use text examines principal method of solving partial differential equations, 1st-order systems, computation methods, and much more. Over 600 exercises, with answers for many. Ideal for a 1-semester or full-year course.
International Conference on Multiscale Methods and Partial Differential Equations.
Energy Technology Data Exchange (ETDEWEB)
Thomas Hou
2006-12-12
The International Conference on Multiscale Methods and Partial Differential Equations (ICMMPDE for short) was held at IPAM, UCLA on August 26-27, 2005. The conference brought together researchers, students and practitioners with interest in the theoretical, computational and practical aspects of multiscale problems and related partial differential equations. The conference provided a forum to exchange and stimulate new ideas from different disciplines, and to formulate new challenging multiscale problems that will have impact in applications.
Numerical Analysis for Stochastic Partial Differential Delay Equations with Jumps
Li, Yan; Hu, Junhao
2013-01-01
We investigate the convergence rate of Euler-Maruyama method for a class of stochastic partial differential delay equations driven by both Brownian motion and Poisson point processes. We discretize in space by a Galerkin method and in time by using a stochastic exponential integrator. We generalize some results of Bao et al. (2011) and Jacob et al. (2009) in finite dimensions to a class of stochastic partial differential delay equations with jumps in infinite dimensions.
A numerical study of the integral equations for the laser fields in free-electron lasers
International Nuclear Information System (INIS)
Yoo, J. G.; Park, S. H.; Jeong, Y. U.; Lee, B. C.; Rhee, Y. J.; Cho, S. O.
2004-01-01
The dynamics of the radiation fields in free-electron lasers is investigated on the basis of the integro-differential equations in the one-dimensional formulation. For simple cases we solved the integro-differential equations analytically and numerically to test our numerical procedures developed on the basis of the Filon method. The numerical results showed good agreement with the analytical solutions. To confirm the legitimacy of the numerical package, we carried out numerical studies on the inhomogeneous broadening effects, where no analytic solutions are available, due to the energy spread and the emittance of the electron beam.
Numerical Analysis of Partial Differential Equations
Lions, Jacques-Louis
2011-01-01
S. Albertoni: Alcuni metodi di calcolo nella teoria della diffusione dei neutroni.- I. Babuska: Optimization and numerical stability in computations.- J.H. Bramble: Error estimates in elliptic boundary value problems.- G. Capriz: The numerical approach to hydrodynamic problems.- A. Dou: Energy inequalities in an elastic cylinder.- T. Doupont: On the existence of an iterative method for the solution of elliptic difference equation with an improved work estimate.- J. Douglas, J.R. Cannon: The approximation of harmonic and parabolic functions of half-spaces from interior data.- B.E. Hubbard: Erro
Generating functionals and Lagrangian partial differential equations
Energy Technology Data Exchange (ETDEWEB)
Vankerschaver, Joris; Liao, Cuicui; Leok, Melvin [Department of Mathematics, University of California, San Diego, 9500 Gilman Drive, Dept. 0112, La Jolla, California 92093-0112 (United States)
2013-08-15
The main goal of this paper is to derive an alternative characterization of the multisymplectic form formula for classical field theories using the geometry of the space of boundary values. We review the concept of Type-I/II generating functionals defined on the space of boundary data of a Lagrangian field theory. On the Lagrangian side, we define an analogue of Jacobi's solution to the Hamilton–Jacobi equation for field theories, and we show that by taking variational derivatives of this functional, we obtain an isotropic submanifold of the space of Cauchy data, described by the so-called multisymplectic form formula. As an example of the latter, we show that Lorentz's reciprocity principle in electromagnetism is a particular instance of the multisymplectic form formula. We also define a Hamiltonian analogue of Jacobi's solution, and we show that this functional is a Type-II generating functional. We finish the paper by defining a similar framework of generating functions for discrete field theories, and we show that for the linear wave equation, we recover the multisymplectic conservation law of Bridges.
Partial differential equations of mathematical physics and integral equations
Guenther, Ronald B
1996-01-01
This book was written to help mathematics students and those in the physical sciences learn modern mathematical techniques for setting up and analyzing problems. The mathematics used is rigorous, but not overwhelming, while the authors carefully model physical situations, emphasizing feedback among a beginning model, physical experiments, mathematical predictions, and the subsequent refinement and reevaluation of the physical model itself. Chapter 1 begins with a discussion of various physical problems and equations that play a central role in applications. The following chapters take up the t
Entropy methods for diffusive partial differential equations
Jüngel, Ansgar
2016-01-01
This book presents a range of entropy methods for diffusive PDEs devised by many researchers in the course of the past few decades, which allow us to understand the qualitative behavior of solutions to diffusive equations (and Markov diffusion processes). Applications include the large-time asymptotics of solutions, the derivation of convex Sobolev inequalities, the existence and uniqueness of weak solutions, and the analysis of discrete and geometric structures of the PDEs. The purpose of the book is to provide readers an introduction to selected entropy methods that can be found in the research literature. In order to highlight the core concepts, the results are not stated in the widest generality and most of the arguments are only formal (in the sense that the functional setting is not specified or sufficient regularity is supposed). The text is also suitable for advanced master and PhD students and could serve as a textbook for special courses and seminars.
Elliptic partial differential equations of second order
Gilbarg, David
2001-01-01
From the reviews: "This is a book of interest to any having to work with differential equations, either as a reference or as a book to learn from. The authors have taken trouble to make the treatment self-contained. It (is) suitable required reading for a PhD student. Although the material has been developed from lectures at Stanford, it has developed into an almost systematic coverage that is much longer than could be covered in a year's lectures". Newsletter, New Zealand Mathematical Society, 1985 "Primarily addressed to graduate students this elegant book is accessible and useful to a broad spectrum of applied mathematicians". Revue Roumaine de Mathématiques Pures et Appliquées,1985.
Partial differential equations and boundary-value problems with applications
Pinsky, Mark A
2011-01-01
Building on the basic techniques of separation of variables and Fourier series, the book presents the solution of boundary-value problems for basic partial differential equations: the heat equation, wave equation, and Laplace equation, considered in various standard coordinate systems-rectangular, cylindrical, and spherical. Each of the equations is derived in the three-dimensional context; the solutions are organized according to the geometry of the coordinate system, which makes the mathematics especially transparent. Bessel and Legendre functions are studied and used whenever appropriate th
Exact solutions of some nonlinear partial differential equations using ...
Indian Academy of Sciences (India)
The functional variable method is a powerful solution method for obtaining exact solutions of some nonlinear partial differential equations. In this paper, the functional variable method is used to establish exact solutions of the generalized forms of Klein–Gordon equation, the (2 + 1)-dimensional Camassa–Holm ...
Differential geometry techniques for sets of nonlinear partial differential equations
Estabrook, Frank B.
1990-01-01
An attempt is made to show that the Cartan theory of partial differential equations can be a useful technique for applied mathematics. Techniques for finding consistent subfamilies of solutions that are generically rich and well-posed and for introducing potentials or other usefully consistent auxiliary fields are introduced. An extended sample calculation involving the Korteweg-de Vries equation is given.
Solution of partial differential equations by agent-based simulation
International Nuclear Information System (INIS)
Szilagyi, Miklos N
2014-01-01
The purpose of this short note is to demonstrate that partial differential equations can be quickly solved by agent-based simulation with high accuracy. There is no need for the solution of large systems of algebraic equations. This method is especially useful for quick determination of potential distributions and demonstration purposes in teaching electromagnetism. (letters and comments)
CIME course on Control of Partial Differential Equations
Alabau-Boussouira, Fatiha; Glass, Olivier; Le Rousseau, Jérôme; Zuazua, Enrique
2012-01-01
The term “control theory” refers to the body of results - theoretical, numerical and algorithmic - which have been developed to influence the evolution of the state of a given system in order to meet a prescribed performance criterion. Systems of interest to control theory may be of very different natures. This monograph is concerned with models that can be described by partial differential equations of evolution. It contains five major contributions and is connected to the CIME Course on Control of Partial Differential Equations that took place in Cetraro (CS, Italy), July 19 - 23, 2010. Specifically, it covers the stabilization of evolution equations, control of the Liouville equation, control in fluid mechanics, control and numerics for the wave equation, and Carleman estimates for elliptic and parabolic equations with application to control. We are confident this work will provide an authoritative reference work for all scientists who are interested in this field, representing at the same time a fri...
Energy Technology Data Exchange (ETDEWEB)
Sternberg, K
2007-02-08
Molten carbonate fuel cells (MCFCs) allow an efficient and environmentally friendly energy production by converting the chemical energy contained in the fuel gas in virtue of electro-chemical reactions. In order to predict the effect of the electro-chemical reactions and to control the dynamical behavior of the fuel cell a mathematical model has to be found. The molten carbonate fuel cell (MCFC) can indeed be described by a highly complex,large scale, semi-linear system of partial differential algebraic equations. This system includes a reaction-diffusion-equation of parabolic type, several reaction-transport-equations of hyperbolic type, several ordinary differential equations and finally a system of integro-differential algebraic equations which describes the nonlinear non-standard boundary conditions for the entire partial differential algebraic equation system (PDAE-system). The existence of an analytical or the computability of a numerical solution for this high-dimensional PDAE-system depends on the kind of the differential equations and their special characteristics. Apart from theoretical investigations, the real process has to be controlled, more precisely optimally controlled. Hence, on the basis of the PDAE-system an optimal control problem is set up, whose analytical and numerical solvability is closely linked to the solvability of the PDAE-system. Moreover the solution of that optimal control problem is made more difficult by inaccuracies in the underlying database, which does not supply sufficiently accurate values for the model parameters. Therefore the optimal control problem must also be investigated with respect to small disturbances of model parameters. The aim of this work is to analyze the relevant dynamic behavior of MCFCs and to develop concepts for their optimal process control. Therefore this work is concerned with the simulation, the optimal control and the sensitivity analysis of a mathematical model for MCDCs, which can be characterized
Exp-function method for solving fractional partial differential equations.
Zheng, Bin
2013-01-01
We extend the Exp-function method to fractional partial differential equations in the sense of modified Riemann-Liouville derivative based on nonlinear fractional complex transformation. For illustrating the validity of this method, we apply it to the space-time fractional Fokas equation and the nonlinear fractional Sharma-Tasso-Olver (STO) equation. As a result, some new exact solutions for them are successfully established.
A Priori Regularity of Parabolic Partial Differential Equations
Berkemeier, Francisco
2018-05-13
In this thesis, we consider parabolic partial differential equations such as the heat equation, the Fokker-Planck equation, and the porous media equation. Our aim is to develop methods that provide a priori estimates for solutions with singular initial data. These estimates are obtained by understanding the time decay of norms of solutions. First, we derive regularity results for the heat equation by estimating the decay of Lebesgue norms. Then, we apply similar methods to the Fokker-Planck equation with suitable assumptions on the advection and diffusion. Finally, we conclude by extending our techniques to the porous media equation. The sharpness of our results is confirmed by examining known solutions of these equations. The main contribution of this thesis is the use of functional inequalities to express decay of norms as differential inequalities. These are then combined with ODE methods to deduce estimates for the norms of solutions and their derivatives.
Optimal moving grids for time-dependent partial differential equations
Wathen, A. J.
1992-01-01
Various adaptive moving grid techniques for the numerical solution of time-dependent partial differential equations were proposed. The precise criterion for grid motion varies, but most techniques will attempt to give grids on which the solution of the partial differential equation can be well represented. Moving grids are investigated on which the solutions of the linear heat conduction and viscous Burgers' equation in one space dimension are optimally approximated. Precisely, the results of numerical calculations of optimal moving grids for piecewise linear finite element approximation of PDE solutions in the least-squares norm are reported.
Calculation of similarity solutions of partial differential equations
International Nuclear Information System (INIS)
Dresner, L.
1980-08-01
When a partial differential equation in two independent variables is invariant to a group G of stretching transformations, it has similarity solutions that can be found by solving an ordinary differential equation. Under broad conditions, this ordinary differential equation is also invariant to another stretching group G', related to G. The invariance of the ordinary differential equation to G' can be used to simplify its solution, particularly if it is of second order. Then a method of Lie's can be used to reduce it to a first-order equation, the study of which is greatly facilitated by analysis of its direction field. The method developed here is applied to three examples: Blasius's equation for boundary layer flow over a flat plate and two nonlinear diffusion equations, cc/sub t/ = c/sub zz/ and c/sub t/ = (cc/sub z/)/sub z/
The H-N method for solving linear transport equation: theory and application
International Nuclear Information System (INIS)
Kaskas, A.; Gulecyuz, M.C.; Tezcan, C.
2002-01-01
The system of singular integral equation which is obtained from the integro-differential form of the linear transport equation as a result of Placzec lemma is solved. Application are given using the exit distributions and the infinite medium Green's function. The same theoretical results are also obtained with the use of the singular eigenfunction of the method of elementary solutions
Entropy and convexity for nonlinear partial differential equations.
Ball, John M; Chen, Gui-Qiang G
2013-12-28
Partial differential equations are ubiquitous in almost all applications of mathematics, where they provide a natural mathematical description of many phenomena involving change in physical, chemical, biological and social processes. The concept of entropy originated in thermodynamics and statistical physics during the nineteenth century to describe the heat exchanges that occur in the thermal processes in a thermodynamic system, while the original notion of convexity is for sets and functions in mathematics. Since then, entropy and convexity have become two of the most important concepts in mathematics. In particular, nonlinear methods via entropy and convexity have been playing an increasingly important role in the analysis of nonlinear partial differential equations in recent decades. This opening article of the Theme Issue is intended to provide an introduction to entropy, convexity and related nonlinear methods for the analysis of nonlinear partial differential equations. We also provide a brief discussion about the content and contributions of the papers that make up this Theme Issue.
Convergence criteria for systems of nonlinear elliptic partial differential equations
International Nuclear Information System (INIS)
Sharma, R.K.
1986-01-01
This thesis deals with convergence criteria for a special system of nonlinear elliptic partial differential equations. A fixed-point algorithm is used, which iteratively solves one linearized elliptic partial differential equation at a time. Conditions are established that help foresee the convergence of the algorithm. Under reasonable hypotheses it is proved that the algorithm converges for such nonlinear elliptic systems. Extensive experimental results are reported and they show the algorithm converges in a wide variety of cases and the convergence is well correlated with the theoretical conditions introduced in this thesis
Plane waves and spherical means applied to partial differential equations
John, Fritz
2004-01-01
Elementary and self-contained, this heterogeneous collection of results on partial differential equations employs certain elementary identities for plane and spherical integrals of an arbitrary function, showing how a variety of results on fairly general differential equations follow from those identities. The first chapter deals with the decomposition of arbitrary functions into functions of the type of plane waves. Succeeding chapters introduce the first application of the Radon transformation and examine the solution of the initial value problem for homogeneous hyperbolic equations with con
Convergence of method of lines approximations to partial differential equations
International Nuclear Information System (INIS)
Verwer, J.G.; Sanz-Serna, J.M.
1984-01-01
Many existing numerical schemes for evolutionary problems in partial differential equations (PDEs) can be viewed as method of lines (MOL) schemes. This paper treats the convergence of one-step MOL schemes. The main purpose is to set up a general framework for a convergence analysis applicable to nonlinear problems. The stability materials for this framework are taken from the field of nonlinear stiff ODEs. In this connection, important concepts are the logarithmic matrix norm and C-stability. A nonlinear parabolic equation and the cubic Schroedinger equation are used for illustrating the ideas. (Auth.)
Controllability of partial differential equations governed by multiplicative controls
Khapalov, Alexander Y
2010-01-01
The goal of this monograph is to address the issue of the global controllability of partial differential equations in the context of multiplicative (or bilinear) controls, which enter the model equations as coefficients. The mathematical models we examine include the linear and nonlinear parabolic and hyperbolic PDE's, the Schrödinger equation, and coupled hybrid nonlinear distributed parameter systems modeling the swimming phenomenon. The book offers a new, high-quality and intrinsically nonlinear methodology to approach the aforementioned highly nonlinear controllability problems.
Data-driven discovery of partial differential equations.
Rudy, Samuel H; Brunton, Steven L; Proctor, Joshua L; Kutz, J Nathan
2017-04-01
We propose a sparse regression method capable of discovering the governing partial differential equation(s) of a given system by time series measurements in the spatial domain. The regression framework relies on sparsity-promoting techniques to select the nonlinear and partial derivative terms of the governing equations that most accurately represent the data, bypassing a combinatorially large search through all possible candidate models. The method balances model complexity and regression accuracy by selecting a parsimonious model via Pareto analysis. Time series measurements can be made in an Eulerian framework, where the sensors are fixed spatially, or in a Lagrangian framework, where the sensors move with the dynamics. The method is computationally efficient, robust, and demonstrated to work on a variety of canonical problems spanning a number of scientific domains including Navier-Stokes, the quantum harmonic oscillator, and the diffusion equation. Moreover, the method is capable of disambiguating between potentially nonunique dynamical terms by using multiple time series taken with different initial data. Thus, for a traveling wave, the method can distinguish between a linear wave equation and the Korteweg-de Vries equation, for instance. The method provides a promising new technique for discovering governing equations and physical laws in parameterized spatiotemporal systems, where first-principles derivations are intractable.
Advances in nonlinear partial differential equations and stochastics
Kawashima, S
1998-01-01
In the past two decades, there has been great progress in the theory of nonlinear partial differential equations. This book describes the progress, focusing on interesting topics in gas dynamics, fluid dynamics, elastodynamics etc. It contains ten articles, each of which discusses a very recent result obtained by the author. Some of these articles review related results.
The Cousin problems in the viewpoint of partial differential equations
International Nuclear Information System (INIS)
Le Hung Son.
1990-01-01
In this paper we consider the Cousin problems for overdetermined systems of partial differential equations, which are generalizations of the Cauchy-Riemann system. The general methods for solving these problems are given. Applying the given methods we can solve the Cousin problems for many important systems in theoretical physics. (author). 19 refs
Mild Solutions of Neutral Stochastic Partial Functional Differential Equations
Directory of Open Access Journals (Sweden)
T. E. Govindan
2011-01-01
Full Text Available This paper studies the existence and uniqueness of a mild solution for a neutral stochastic partial functional differential equation using a local Lipschitz condition. When the neutral term is zero and even in the deterministic special case, the result obtained here appears to be new. An example is included to illustrate the theory.
Function spaces and partial differential equations 2 volume set
Taheri, Ali
2015-01-01
This is a book written primarily for graduate students and early researchers in the fields of Analysis and Partial Differential Equations (PDEs). Coverage of the material is essentially self-contained, extensive and novel with great attention to details and rigour.
Function spaces and partial differential equations volume 2 : contemporary analysis
Taheri, Ali
2015-01-01
This is a book written primarily for graduate students and early researchers in the fields of Analysis and Partial Differential Equations (PDEs). Coverage of the material is essentially self-contained, extensive and novel with great attention to details and rigour.
Stability test for a parabolic partial differential equation
Vajta, Miklos
2001-01-01
The paper describes a stability test applied to coupled parabolic partial differential equations. The PDE's describe the temperature distribution of composite structures with linear inner heat sources. The distributed transfer functions are developed based on the transmission matrix of each layer.
Multigrid methods for partial differential equations - a short introduction
International Nuclear Information System (INIS)
Linden, J.; Stueben, K.
1993-01-01
These notes summarize the multigrid methods and emphasis is laid on the algorithmic concepts of multigrid for solving linear and non-linear partial differential equations. In this paper there is brief description of the basic structure of multigrid methods. Detailed introduction is also contained with applications to VLSI process simulation. (A.B.)
Book review: Partial Differential Equations and Fluid Mechanics
Muntean, A.
2011-01-01
The baak is the result of the workshop Partial Differential Equations and Fluid Dynamics that look place at the Mathematics Institute of the University of Warwick. May 21st - 23rd, 2007. It contains ten review and research papers which provide an accessible summary of a wide range of active research
Grima, Ramon
2011-11-01
The mesoscopic description of chemical kinetics, the chemical master equation, can be exactly solved in only a few simple cases. The analytical intractability stems from the discrete character of the equation, and hence considerable effort has been invested in the development of Fokker-Planck equations, second-order partial differential equation approximations to the master equation. We here consider two different types of higher-order partial differential approximations, one derived from the system-size expansion and the other from the Kramers-Moyal expansion, and derive the accuracy of their predictions for chemical reactive networks composed of arbitrary numbers of unimolecular and bimolecular reactions. In particular, we show that the partial differential equation approximation of order Q from the Kramers-Moyal expansion leads to estimates of the mean number of molecules accurate to order Ω(-(2Q-3)/2), of the variance of the fluctuations in the number of molecules accurate to order Ω(-(2Q-5)/2), and of skewness accurate to order Ω(-(Q-2)). We also show that for large Q, the accuracy in the estimates can be matched only by a partial differential equation approximation from the system-size expansion of approximate order 2Q. Hence, we conclude that partial differential approximations based on the Kramers-Moyal expansion generally lead to considerably more accurate estimates in the mean, variance, and skewness than approximations of the same order derived from the system-size expansion.
International Nuclear Information System (INIS)
Feng Qing-Hua
2014-01-01
In this paper, a new fractional projective Riccati equation method is proposed to establish exact solutions for fractional partial differential equations in the sense of modified Riemann—Liouville derivative. This method can be seen as the fractional version of the known projective Riccati equation method. For illustrating the validity of this method, we apply this method to solve the space-time fractional Whitham—Broer—Kaup (WBK) equations and the nonlinear fractional Sharma—Tasso—Olever (STO) equation, and as a result, some new exact solutions for them are obtained. (general)
Schiesser, William E
2014-01-01
Features a solid foundation of mathematical and computational tools to formulate and solve real-world PDE problems across various fields With a step-by-step approach to solving partial differential equations (PDEs), Differential Equation Analysis in Biomedical Science and Engineering: Partial Differential Equation Applications with R successfully applies computational techniques for solving real-world PDE problems that are found in a variety of fields, including chemistry, physics, biology, and physiology. The book provides readers with the necessary knowledge to reproduce and extend the com
Constructing general partial differential equations using polynomial and neural networks.
Zjavka, Ladislav; Pedrycz, Witold
2016-01-01
Sum fraction terms can approximate multi-variable functions on the basis of discrete observations, replacing a partial differential equation definition with polynomial elementary data relation descriptions. Artificial neural networks commonly transform the weighted sum of inputs to describe overall similarity relationships of trained and new testing input patterns. Differential polynomial neural networks form a new class of neural networks, which construct and solve an unknown general partial differential equation of a function of interest with selected substitution relative terms using non-linear multi-variable composite polynomials. The layers of the network generate simple and composite relative substitution terms whose convergent series combinations can describe partial dependent derivative changes of the input variables. This regression is based on trained generalized partial derivative data relations, decomposed into a multi-layer polynomial network structure. The sigmoidal function, commonly used as a nonlinear activation of artificial neurons, may transform some polynomial items together with the parameters with the aim to improve the polynomial derivative term series ability to approximate complicated periodic functions, as simple low order polynomials are not able to fully make up for the complete cycles. The similarity analysis facilitates substitutions for differential equations or can form dimensional units from data samples to describe real-world problems. Copyright © 2015 Elsevier Ltd. All rights reserved.
Hidden physics models: Machine learning of nonlinear partial differential equations
Raissi, Maziar; Karniadakis, George Em
2018-03-01
While there is currently a lot of enthusiasm about "big data", useful data is usually "small" and expensive to acquire. In this paper, we present a new paradigm of learning partial differential equations from small data. In particular, we introduce hidden physics models, which are essentially data-efficient learning machines capable of leveraging the underlying laws of physics, expressed by time dependent and nonlinear partial differential equations, to extract patterns from high-dimensional data generated from experiments. The proposed methodology may be applied to the problem of learning, system identification, or data-driven discovery of partial differential equations. Our framework relies on Gaussian processes, a powerful tool for probabilistic inference over functions, that enables us to strike a balance between model complexity and data fitting. The effectiveness of the proposed approach is demonstrated through a variety of canonical problems, spanning a number of scientific domains, including the Navier-Stokes, Schrödinger, Kuramoto-Sivashinsky, and time dependent linear fractional equations. The methodology provides a promising new direction for harnessing the long-standing developments of classical methods in applied mathematics and mathematical physics to design learning machines with the ability to operate in complex domains without requiring large quantities of data.
Learning partial differential equations via data discovery and sparse optimization.
Schaeffer, Hayden
2017-01-01
We investigate the problem of learning an evolution equation directly from some given data. This work develops a learning algorithm to identify the terms in the underlying partial differential equations and to approximate the coefficients of the terms only using data. The algorithm uses sparse optimization in order to perform feature selection and parameter estimation. The features are data driven in the sense that they are constructed using nonlinear algebraic equations on the spatial derivatives of the data. Several numerical experiments show the proposed method's robustness to data noise and size, its ability to capture the true features of the data, and its capability of performing additional analytics. Examples include shock equations, pattern formation, fluid flow and turbulence, and oscillatory convection.
Numerical methods for stochastic partial differential equations with white noise
Zhang, Zhongqiang
2017-01-01
This book covers numerical methods for stochastic partial differential equations with white noise using the framework of Wong-Zakai approximation. The book begins with some motivational and background material in the introductory chapters and is divided into three parts. Part I covers numerical stochastic ordinary differential equations. Here the authors start with numerical methods for SDEs with delay using the Wong-Zakai approximation and finite difference in time. Part II covers temporal white noise. Here the authors consider SPDEs as PDEs driven by white noise, where discretization of white noise (Brownian motion) leads to PDEs with smooth noise, which can then be treated by numerical methods for PDEs. In this part, recursive algorithms based on Wiener chaos expansion and stochastic collocation methods are presented for linear stochastic advection-diffusion-reaction equations. In addition, stochastic Euler equations are exploited as an application of stochastic collocation methods, where a numerical compa...
An hp-adaptive strategy for the solution of the exact kernel curved wire Pocklington equation
D.J.P. Lahaye (Domenico); P.W. Hemker (Piet)
2007-01-01
textabstractIn this paper we introduce an adaptive method for the numerical solution of the Pocklington integro-differential equation with exact kernel for the current induced in a smoothly curved thin wire antenna. The hp-adaptive technique is based on the representation of the discrete solution,
Superdiffusions and positive solutions of nonlinear partial differential equations
Dynkin, E B
2004-01-01
This book is devoted to the applications of probability theory to the theory of nonlinear partial differential equations. More precisely, it is shown that all positive solutions for a class of nonlinear elliptic equations in a domain are described in terms of their traces on the boundary of the domain. The main probabilistic tool is the theory of superdiffusions, which describes a random evolution of a cloud of particles. A substantial enhancement of this theory is presented that can be of interest for everybody who works on applications of probabilistic methods to mathematical analysis.
Representations of Lie algebras and partial differential equations
Xu, Xiaoping
2017-01-01
This book provides explicit representations of finite-dimensional simple Lie algebras, related partial differential equations, linear orthogonal algebraic codes, combinatorics and algebraic varieties, summarizing the author’s works and his joint works with his former students. Further, it presents various oscillator generalizations of the classical representation theorem on harmonic polynomials, and highlights new functors from the representation category of a simple Lie algebra to that of another simple Lie algebra. Partial differential equations play a key role in solving certain representation problems. The weight matrices of the minimal and adjoint representations over the simple Lie algebras of types E and F are proved to generate ternary orthogonal linear codes with large minimal distances. New multi-variable hypergeometric functions related to the root systems of simple Lie algebras are introduced in connection with quantum many-body systems in one dimension. In addition, the book identifies certai...
Spectral methods for time dependent partial differential equations
Gottlieb, D.; Turkel, E.
1983-01-01
The theory of spectral methods for time dependent partial differential equations is reviewed. When the domain is periodic Fourier methods are presented while for nonperiodic problems both Chebyshev and Legendre methods are discussed. The theory is presented for both hyperbolic and parabolic systems using both Galerkin and collocation procedures. While most of the review considers problems with constant coefficients the extension to nonlinear problems is also discussed. Some results for problems with shocks are presented.
Unconditionally stable difference methods for delay partial differential equations
Huang, Chengming; Vandewalle, Stefan
2012-01-01
This paper is concerned with the numerical solution of parabolic partial differential equations with time-delay. We focus in particular on the delay dependent stability analysis of difference methods that use a non-constrained mesh, i.e., the time step-size is not required to be a submultiple of the delay. We prove that the fully discrete system unconditionally preserves the delay dependent asymptotic stability of the linear test problem under consideration, when the following discretizati...
Some overdetermined systems of complex partial differential equations
International Nuclear Information System (INIS)
Le Hung Son.
1990-01-01
In this paper we extend some properties of analytic functions on several complex variables to solutions of overdetermined systems of complex partial differential equations. It is proved that many global properties of analytic functions are true for solutions of the Vekua system in special cases. The relation between analytic functions and solutions of quasi-linear systems is discussed in the paper. (author). 8 refs
International Nuclear Information System (INIS)
Marczynski, Slawomir
2011-01-01
The integro-differential Berk-Breizman (BB) equation, describing the evolution of particle-driven wave mode is transformed into a simple delayed differential equation form ν∂a(τ)/∂τ=a(τ) -a 2 (τ- 1) a(τ- 2). This transformation is also applied to the two modes extension of the BB theory. The obtained solutions are presented together with the derived asymptotic analytical solutions and the numerical results.
Reconsidering harmonic and anharmonic coherent states: Partial differential equations approach
Energy Technology Data Exchange (ETDEWEB)
Toutounji, Mohamad, E-mail: Mtoutounji@uaeu.ac.ae
2015-02-15
This article presents a new approach to dealing with time dependent quantities such as autocorrelation function of harmonic and anharmonic systems using coherent states and partial differential equations. The approach that is normally used to evaluate dynamical quantities involves formidable operator algebra. That operator algebra becomes insurmountable when employing Morse oscillator coherent states. This problem becomes even more complicated in case of Morse oscillator as it tends to exhibit divergent dynamics. This approach employs linear partial differential equations, some of which may be solved exactly and analytically, thereby avoiding the cumbersome noncommutative algebra required to manipulate coherent states of Morse oscillator. Additionally, the arising integrals while using the herein presented method feature stability and high numerical efficiency. The correctness, applicability, and utility of the above approach are tested by reproducing the partition and optical autocorrelation function of the harmonic oscillator. A closed-form expression for the equilibrium canonical partition function of the Morse oscillator is derived using its coherent states and partial differential equations. Also, a nonequilibrium autocorrelation function expression for weak electron–phonon coupling in condensed systems is derived for displaced Morse oscillator in electronic state. Finally, the utility of the method is demonstrated through further simplifying the Morse oscillator partition function or autocorrelation function expressions reported by other researchers in unevaluated form of second-order derivative exponential. Comparison with exact dynamics shows identical results.
Solving Partial Differential Equations Using a New Differential Evolution Algorithm
Directory of Open Access Journals (Sweden)
Natee Panagant
2014-01-01
Full Text Available This paper proposes an alternative meshless approach to solve partial differential equations (PDEs. With a global approximate function being defined, a partial differential equation problem is converted into an optimisation problem with equality constraints from PDE boundary conditions. An evolutionary algorithm (EA is employed to search for the optimum solution. For this approach, the most difficult task is the low convergence rate of EA which consequently results in poor PDE solution approximation. However, its attractiveness remains due to the nature of a soft computing technique in EA. The algorithm can be used to tackle almost any kind of optimisation problem with simple evolutionary operation, which means it is mathematically simpler to use. A new efficient differential evolution (DE is presented and used to solve a number of the partial differential equations. The results obtained are illustrated and compared with exact solutions. It is shown that the proposed method has a potential to be a future meshless tool provided that the search performance of EA is greatly enhanced.
Improved stochastic approximation methods for discretized parabolic partial differential equations
Guiaş, Flavius
2016-12-01
We present improvements of the stochastic direct simulation method, a known numerical scheme based on Markov jump processes which is used for approximating solutions of ordinary differential equations. This scheme is suited especially for spatial discretizations of evolution partial differential equations (PDEs). By exploiting the full path simulation of the stochastic method, we use this first approximation as a predictor and construct improved approximations by Picard iterations, Runge-Kutta steps, or a combination. This has as consequence an increased order of convergence. We illustrate the features of the improved method at a standard benchmark problem, a reaction-diffusion equation modeling a combustion process in one space dimension (1D) and two space dimensions (2D).
Partial differential equations II elements of the modern theory equations with constant coefficients
Shubin, M
1994-01-01
This book, the first printing of which was published as Volume 31 of the Encyclopaedia of Mathematical Sciences, contains a survey of the modern theory of general linear partial differential equations and a detailed review of equations with constant coefficients. Readers will be interested in an introduction to microlocal analysis and its applications including singular integral operators, pseudodifferential operators, Fourier integral operators and wavefronts, a survey of the most important results about the mixed problem for hyperbolic equations, a review of asymptotic methods including short wave asymptotics, the Maslov canonical operator and spectral asymptotics, a detailed description of the applications of distribution theory to partial differential equations with constant coefficients including numerous interesting special topics.
BOOK REVIEW: Partial Differential Equations in General Relativity
Halburd, Rodney G.
2008-11-01
Although many books on general relativity contain an overview of the relevant background material from differential geometry, very little attention is usually paid to background material from the theory of differential equations. This is understandable in a first course on relativity but it often limits the kinds of problems that can be studied rigorously. Einstein's field equations lie at the heart of general relativity. They are a system of partial differential equations (PDEs) relating the curvature of spacetime to properties of matter. A central part of most problems in general relativity is to extract information about solutions of these equations. Most standard texts achieve this by studying exact solutions or numerical and analytical approximations. In the book under review, Alan Rendall emphasises the role of rigorous qualitative methods in general relativity. There has long been a need for such a book, giving a broad overview of the relevant background from the theory of partial differential equations, and not just from differential geometry. It should be noted that the book also covers the basic theory of ordinary differential equations. Although there are many good books on the rigorous theory of PDEs, methods related to the Einstein equations deserve special attention, not only because of the complexity and importance of these equations, but because these equations do not fit into any of the standard classes of equations (elliptic, parabolic, hyperbolic) that one typically encounters in a course on PDEs. Even specifying exactly what ones means by a Cauchy problem in general relativity requires considerable care. The main problem here is that the manifold on which the solution is defined is determined by the solution itself. This means that one does not simply define data on a submanifold. Rendall's book gives a good overview of applications and results from the qualitative theory of PDEs to general relativity. It would be impossible to give detailed
Czech Academy of Sciences Publication Activity Database
Pecina, Petr
2016-01-01
Roč. 463, č. 2 (2016), s. 1185-1198 ISSN 0035-8711 Institutional support: RVO:67985815 Keywords : scattering * radar astronomy * meteorites * meteors * meteoroids Subject RIV: BN - Astronomy , Celestial Mechanics, Astrophysics Impact factor: 4.961, year: 2016
Hunt, L. R.; Villarreal, Ramiro
1987-01-01
System theorists understand that the same mathematical objects which determine controllability for nonlinear control systems of ordinary differential equations (ODEs) also determine hypoellipticity for linear partial differentail equations (PDEs). Moreover, almost any study of ODE systems begins with linear systems. It is remarkable that Hormander's paper on hypoellipticity of second order linear p.d.e.'s starts with equations due to Kolmogorov, which are shown to be analogous to the linear PDEs. Eigenvalue placement by state feedback for a controllable linear system can be paralleled for a Kolmogorov equation if an appropriate type of feedback is introduced. Results concerning transformations of nonlinear systems to linear systems are similar to results for transforming a linear PDE to a Kolmogorov equation.
A concise course on stochastic partial differential equations
Prévôt, Claudia
2007-01-01
These lectures concentrate on (nonlinear) stochastic partial differential equations (SPDE) of evolutionary type. All kinds of dynamics with stochastic influence in nature or man-made complex systems can be modelled by such equations. To keep the technicalities minimal we confine ourselves to the case where the noise term is given by a stochastic integral w.r.t. a cylindrical Wiener process.But all results can be easily generalized to SPDE with more general noises such as, for instance, stochastic integral w.r.t. a continuous local martingale. There are basically three approaches to analyze SPDE: the "martingale measure approach", the "mild solution approach" and the "variational approach". The purpose of these notes is to give a concise and as self-contained as possible an introduction to the "variational approach". A large part of necessary background material, such as definitions and results from the theory of Hilbert spaces, are included in appendices.
Modeling tree crown dynamics with 3D partial differential equations.
Beyer, Robert; Letort, Véronique; Cournède, Paul-Henry
2014-01-01
We characterize a tree's spatial foliage distribution by the local leaf area density. Considering this spatially continuous variable allows to describe the spatiotemporal evolution of the tree crown by means of 3D partial differential equations. These offer a framework to rigorously take locally and adaptively acting effects into account, notably the growth toward light. Biomass production through photosynthesis and the allocation to foliage and wood are readily included in this model framework. The system of equations stands out due to its inherent dynamic property of self-organization and spontaneous adaptation, generating complex behavior from even only a few parameters. The density-based approach yields spatially structured tree crowns without relying on detailed geometry. We present the methodological fundamentals of such a modeling approach and discuss further prospects and applications.
A Novel Partial Differential Algebraic Equation (PDAE) Solver
DEFF Research Database (Denmark)
Lim, Young-il; Chang, Sin-Chung; Jørgensen, Sten Bay
2004-01-01
For solving partial differential algebraic equations (PDAEs), the space-time conservation element/solution element (CE/SE) method is addressed in this study. The method of lines (MOL) using an implicit time integrator is compared with the CE/SE method in terms of computational efficiency, solution...... or nonlinear adsorption isotherm are solved by the two methods. The CE/SE method enforces both local and global flux conservation in space and time, and uses a simple stencil structure (two points at the previous time level and one point at the present time level). Thus, accurate and computationally...
Optimal Control Problems for Partial Differential Equations on Reticulated Domains
Kogut, Peter I
2011-01-01
In the development of optimal control, the complexity of the systems to which it is applied has increased significantly, becoming an issue in scientific computing. In order to carry out model-reduction on these systems, the authors of this work have developed a method based on asymptotic analysis. Moving from abstract explanations to examples and applications with a focus on structural network problems, they aim at combining techniques of homogenization and approximation. Optimal Control Problems for Partial Differential Equations on Reticulated Domains is an excellent reference tool for gradu
Estimating varying coefficients for partial differential equation models.
Zhang, Xinyu; Cao, Jiguo; Carroll, Raymond J
2017-09-01
Partial differential equations (PDEs) are used to model complex dynamical systems in multiple dimensions, and their parameters often have important scientific interpretations. In some applications, PDE parameters are not constant but can change depending on the values of covariates, a feature that we call varying coefficients. We propose a parameter cascading method to estimate varying coefficients in PDE models from noisy data. Our estimates of the varying coefficients are shown to be consistent and asymptotically normally distributed. The performance of our method is evaluated by a simulation study and by an empirical study estimating three varying coefficients in a PDE model arising from LIDAR data. © 2017, The International Biometric Society.
Partial differential equation models in the socio-economic sciences.
Burger, Martin; Caffarelli, Luis; Markowich, Peter A
2014-11-13
Mathematical models based on partial differential equations (PDEs) have become an integral part of quantitative analysis in most branches of science and engineering, recently expanding also towards biomedicine and socio-economic sciences. The application of PDEs in the latter is a promising field, but widely quite open and leading to a variety of novel mathematical challenges. In this introductory article of the Theme Issue, we will provide an overview of the field and its recent boosting topics. Moreover, we will put the contributions to the Theme Issue in an appropriate perspective. © 2014 The Author(s) Published by the Royal Society. All rights reserved.
Constrained Optimization and Optimal Control for Partial Differential Equations
Leugering, Günter; Griewank, Andreas
2012-01-01
This special volume focuses on optimization and control of processes governed by partial differential equations. The contributors are mostly participants of the DFG-priority program 1253: Optimization with PDE-constraints which is active since 2006. The book is organized in sections which cover almost the entire spectrum of modern research in this emerging field. Indeed, even though the field of optimal control and optimization for PDE-constrained problems has undergone a dramatic increase of interest during the last four decades, a full theory for nonlinear problems is still lacking. The cont
Malliavin Calculus With Applications to Stochastic Partial Differential Equations
Sanz-Solé, Marta
2005-01-01
Developed in the 1970s to study the existence and smoothness of density for the probability laws of random vectors, Malliavin calculus--a stochastic calculus of variation on the Wiener space--has proven fruitful in many problems in probability theory, particularly in probabilistic numerical methods in financial mathematics.This book presents applications of Malliavin calculus to the analysis of probability laws of solutions to stochastic partial differential equations driven by Gaussian noises that are white in time and coloured in space. The first five chapters introduce the calculus itself
Analytical solutions for systems of partial differential-algebraic equations.
Benhammouda, Brahim; Vazquez-Leal, Hector
2014-01-01
This work presents the application of the power series method (PSM) to find solutions of partial differential-algebraic equations (PDAEs). Two systems of index-one and index-three are solved to show that PSM can provide analytical solutions of PDAEs in convergent series form. What is more, we present the post-treatment of the power series solutions with the Laplace-Padé (LP) resummation method as a useful strategy to find exact solutions. The main advantage of the proposed methodology is that the procedure is based on a few straightforward steps and it does not generate secular terms or depends of a perturbation parameter.
Partial differential equation models in the socio-economic sciences
Burger, Martin
2014-10-06
Mathematical models based on partial differential equations (PDEs) have become an integral part of quantitative analysis in most branches of science and engineering, recently expanding also towards biomedicine and socio-economic sciences. The application of PDEs in the latter is a promising field, but widely quite open and leading to a variety of novel mathematical challenges. In this introductory article of the Theme Issue, we will provide an overview of the field and its recent boosting topics. Moreover, we will put the contributions to the Theme Issue in an appropriate perspective.
Using Partial Differential Equations for Pricing of Goods and Services
Directory of Open Access Journals (Sweden)
Traykov Metodi
2016-06-01
Full Text Available This article is based on the methodology of comparative analysis, using an innovative approach for pricing of various goods and services. Benchmarking is the continuous search to find and adapt better pricing methods that leading to increased profits. We will consider the numerical solution of partial differential equations, based on Black-Scholes model for pricing of goods and services within European option. Also, we will present formulation and numerical behavior of explicit and implicit methods that can be use in pricing for company assets within European option.
Workshop on Numerical Methods for Ordinary Differential Equations
Gear, Charles; Russo, Elvira
1989-01-01
Developments in numerical initial value ode methods were the focal topic of the meeting at L'Aquila which explord the connections between the classical background and new research areas such as differental-algebraic equations, delay integral and integro-differential equations, stability properties, continuous extensions (interpolants for Runge-Kutta methods and their applications, effective stepsize control, parallel algorithms for small- and large-scale parallel architectures). The resulting proceedings address many of these topics in both research and survey papers.
Institute of Scientific and Technical Information of China (English)
LI Shoufu
2005-01-01
A series of stability, contractivity and asymptotic stability results of the solutions to nonlinear stiff Volterra functional differential equations (VFDEs) in Banach spaces is obtained, which provides the unified theoretical foundation for the stability analysis of solutions to nonlinear stiff problems in ordinary differential equations(ODEs), delay differential equations(DDEs), integro-differential equations(IDEs) and VFDEs of other type which appear in practice.
Equation of state of partially-ionized dense plasmas
International Nuclear Information System (INIS)
Rogers, F.J.
1989-01-01
This paper describes methods for calculating the equation of state of partially-ionized dense plasmas. The term dense plasma is used rather than strongly coupled plasma, since it is possible that at plasma conditions such that only a few levels can be observed spectroscopically the plasma coupling parameters are not large. Due mainly to their importance in theoretical astrophysics, the properties of partially ionized plasmas have been of interest for a long while. More recently, this interest has intensified due to the development of methods for producing partially ionized plasmas in the laboratory. This has opened up large programs of experimental investigation and of practical application. In this paper we consider detailed statistical mechanical methods that explicitly treat the distribution over ionic species and their energy level structure. These detailed approaches are generally characterized as being in the ''chemical picture'' when a free energy expression is minimized or in the ''physical picture'' when the starting point is the grand canonical ensemble. 52 refs., 2 tabs
CPDS3, Coupled 3-D Partial Differential Equation Solution
International Nuclear Information System (INIS)
Anderson, D.V.; Koniges, A.E.; Shumaker, D.E.
1992-01-01
1 - Description of program or function: CPDES3 solves the linear asymmetric matrix equations arising from coupled partial differential equations in three dimensions. The exact form of the matrix depends on the choice of spatial grids and on the finite element or finite difference approximation employed. CPDES3 allows each spatial operator to have 7, 15, 19, or 27 point stencils, permits general couplings between all of the component PDE's, and automatically generates the matrix structures needed to perform the algorithm. 2 - Method of solution: The resulting sparse matrix equation with a complicated sub-band structure and generally asymmetric is solved by either the preconditioned conjugate gradient (CG) method or the preconditioned bi-conjugate gradient (BCG) algorithm. BCG enjoys faster convergence in most cases but in rare instances diverges. Then, CG iterations must be used. 3 - Restrictions on the complexity of the problem: The discretization of the coupled three-dimensional PDE's and their boundary conditions must result in an operator stencil which fits in the Cray2 memory. In addition, the matrix must possess a reasonable amount of diagonal dominance for the preconditioning technique to be effective
CPDES2, Coupled 2-D Partial Differential Equation Solution
International Nuclear Information System (INIS)
Anderson, D.V.; Koniges, A.E.; Shumaker, D.E.
1992-01-01
1 - Description of program or function: CPDES2 solves the linear asymmetric equations arising from coupled partial differential equations in two dimensions. The exact form of the matrix depends on the choice of spatial grids and on the finite element or finite difference approximation employed. CPDES2 allows each spatial operator to have 5 or 9 point stencils, permits general coupling between all of the component PDE's, and automatically generates the matrix structures needed to perform the algorithm. 2 - Method of solution: The resulting sparse matrix equation with a complicated sub-band structure and generally asymmetric is solved by either the preconditioned conjugate gradient (CG) method or the preconditioned bi-conjugate gradient (BCG) algorithm. BCG enjoys faster convergence in most cases but in rare instances diverges. Then, CG iterations must be used. 3 - Restrictions on the complexity of the problem: The discretization of the coupled two-dimensional PDE's and their boundary conditions must result in an operator stencil which fits in the Cray2 memory. In addition, the matrix must possess a reasonable amount of diagonal dominance for the preconditioning technique to be effective
Application of Stochastic Partial Differential Equations to Reservoir Property Modelling
Potsepaev, R.
2010-09-06
Existing algorithms of geostatistics for stochastic modelling of reservoir parameters require a mapping (the \\'uvt-transform\\') into the parametric space and reconstruction of a stratigraphic co-ordinate system. The parametric space can be considered to represent a pre-deformed and pre-faulted depositional environment. Existing approximations of this mapping in many cases cause significant distortions to the correlation distances. In this work we propose a coordinate free approach for modelling stochastic textures through the application of stochastic partial differential equations. By avoiding the construction of a uvt-transform and stratigraphic coordinates, one can generate realizations directly in the physical space in the presence of deformations and faults. In particular the solution of the modified Helmholtz equation driven by Gaussian white noise is a zero mean Gaussian stationary random field with exponential correlation function (in 3-D). This equation can be used to generate realizations in parametric space. In order to sample in physical space we introduce a stochastic elliptic PDE with tensor coefficients, where the tensor is related to correlation anisotropy and its variation is physical space.
International Nuclear Information System (INIS)
Zhang Huiqun
2009-01-01
By using some exact solutions of an auxiliary ordinary differential equation, a direct algebraic method is described to construct the exact complex solutions for nonlinear partial differential equations. The method is implemented for the NLS equation, a new Hamiltonian amplitude equation, the coupled Schrodinger-KdV equations and the Hirota-Maccari equations. New exact complex solutions are obtained.
Dorren, H.J.S.
1998-01-01
It is shown that the Korteweg–de Vries (KdV) equation can be transformed into an ordinary linear partial differential equation in the wave number domain. Explicit solutions of the KdV equation can be obtained by subsequently solving this linear differential equation and by applying a cascade of
Partial differential equations in action from modelling to theory
Salsa, Sandro
2016-01-01
The book is intended as an advanced undergraduate or first-year graduate course for students from various disciplines, including applied mathematics, physics and engineering. It has evolved from courses offered on partial differential equations (PDEs) over the last several years at the Politecnico di Milano. These courses had a twofold purpose: on the one hand, to teach students to appreciate the interplay between theory and modeling in problems arising in the applied sciences, and on the other to provide them with a solid theoretical background in numerical methods, such as finite elements. Accordingly, this textbook is divided into two parts. The first part, chapters 2 to 5, is more elementary in nature and focuses on developing and studying basic problems from the macro-areas of diffusion, propagation and transport, waves and vibrations. In turn the second part, chapters 6 to 11, concentrates on the development of Hilbert spaces methods for the variational formulation and the analysis of (mainly) linear bo...
Reduced basis methods for partial differential equations an introduction
Quarteroni, Alfio; Negri, Federico
2016-01-01
This book provides a basic introduction to reduced basis (RB) methods for problems involving the repeated solution of partial differential equations (PDEs) arising from engineering and applied sciences, such as PDEs depending on several parameters and PDE-constrained optimization. The book presents a general mathematical formulation of RB methods, analyzes their fundamental theoretical properties, discusses the related algorithmic and implementation aspects, and highlights their built-in algebraic and geometric structures. More specifically, the authors discuss alternative strategies for constructing accurate RB spaces using greedy algorithms and proper orthogonal decomposition techniques, investigate their approximation properties and analyze offline-online decomposition strategies aimed at the reduction of computational complexity. Furthermore, they carry out both a priori and a posteriori error analysis. The whole mathematical presentation is made more stimulating by the use of representative examp...
Essential partial differential equations analytical and computational aspects
Griffiths, David F; Silvester, David J
2015-01-01
This volume provides an introduction to the analytical and numerical aspects of partial differential equations (PDEs). It unifies an analytical and computational approach for these; the qualitative behaviour of solutions being established using classical concepts: maximum principles and energy methods. Notable inclusions are the treatment of irregularly shaped boundaries, polar coordinates and the use of flux-limiters when approximating hyperbolic conservation laws. The numerical analysis of difference schemes is rigorously developed using discrete maximum principles and discrete Fourier analysis. A novel feature is the inclusion of a chapter containing projects, intended for either individual or group study, that cover a range of topics such as parabolic smoothing, travelling waves, isospectral matrices, and the approximation of multidimensional advection–diffusion problems. The underlying theory is illustrated by numerous examples and there are around 300 exercises, designed to promote and test unde...
Workload Characterization of CFD Applications Using Partial Differential Equation Solvers
Waheed, Abdul; Yan, Jerry; Saini, Subhash (Technical Monitor)
1998-01-01
Workload characterization is used for modeling and evaluating of computing systems at different levels of detail. We present workload characterization for a class of Computational Fluid Dynamics (CFD) applications that solve Partial Differential Equations (PDEs). This workload characterization focuses on three high performance computing platforms: SGI Origin2000, EBM SP-2, a cluster of Intel Pentium Pro bases PCs. We execute extensive measurement-based experiments on these platforms to gather statistics of system resource usage, which results in workload characterization. Our workload characterization approach yields a coarse-grain resource utilization behavior that is being applied for performance modeling and evaluation of distributed high performance metacomputing systems. In addition, this study enhances our understanding of interactions between PDE solver workloads and high performance computing platforms and is useful for tuning these applications.
Nonlinear partial differential equations for scientists and engineers
Debnath, Lokenath
1997-01-01
"An exceptionally complete overview. There are numerous examples and the emphasis is on applications to almost all areas of science and engineering. There is truly something for everyone here. This reviewer feels that it is a very hard act to follow, and recommends it strongly. [This book] is a jewel." ---Applied Mechanics Review (Review of First Edition) This expanded and revised second edition is a comprehensive and systematic treatment of linear and nonlinear partial differential equations and their varied applications. Building upon the successful material of the first book, this edition contains updated modern examples and applications from areas of fluid dynamics, gas dynamics, plasma physics, nonlinear dynamics, quantum mechanics, nonlinear optics, acoustics, and wave propagation. Methods and properties of solutions are presented, along with their physical significance, making the book more useful for a diverse readership. Topics and key features: * Thorough coverage of derivation and methods of soluti...
Partial differential equations in action from modelling to theory
Salsa, Sandro
2015-01-01
The book is intended as an advanced undergraduate or first-year graduate course for students from various disciplines, including applied mathematics, physics and engineering. It has evolved from courses offered on partial differential equations (PDEs) over the last several years at the Politecnico di Milano. These courses had a twofold purpose: on the one hand, to teach students to appreciate the interplay between theory and modeling in problems arising in the applied sciences, and on the other to provide them with a solid theoretical background in numerical methods, such as finite elements. Accordingly, this textbook is divided into two parts. The first part, chapters 2 to 5, is more elementary in nature and focuses on developing and studying basic problems from the macro-areas of diffusion, propagation and transport, waves and vibrations. In turn the second part, chapters 6 to 11, concentrates on the development of Hilbert spaces methods for the variational formulation and the analysis of (mainly) linear bo...
semPLS: Structural Equation Modeling Using Partial Least Squares
Directory of Open Access Journals (Sweden)
Armin Monecke
2012-05-01
Full Text Available Structural equation models (SEM are very popular in many disciplines. The partial least squares (PLS approach to SEM offers an alternative to covariance-based SEM, which is especially suited for situations when data is not normally distributed. PLS path modelling is referred to as soft-modeling-technique with minimum demands regarding mea- surement scales, sample sizes and residual distributions. The semPLS package provides the capability to estimate PLS path models within the R programming environment. Different setups for the estimation of factor scores can be used. Furthermore it contains modular methods for computation of bootstrap confidence intervals, model parameters and several quality indices. Various plot functions help to evaluate the model. The well known mobile phone dataset from marketing research is used to demonstrate the features of the package.
Optimized difference schemes for multidimensional hyperbolic partial differential equations
Directory of Open Access Journals (Sweden)
Adrian Sescu
2009-04-01
Full Text Available In numerical solutions to hyperbolic partial differential equations in multidimensions, in addition to dispersion and dissipation errors, there is a grid-related error (referred to as isotropy error or numerical anisotropy that affects the directional dependence of the wave propagation. Difference schemes are mostly analyzed and optimized in one dimension, wherein the anisotropy correction may not be effective enough. In this work, optimized multidimensional difference schemes with arbitrary order of accuracy are designed to have improved isotropy compared to conventional schemes. The derivation is performed based on Taylor series expansion and Fourier analysis. The schemes are restricted to equally-spaced Cartesian grids, so the generalized curvilinear transformation method and Cartesian grid methods are good candidates.
Variational and potential formulation for stochastic partial differential equations
International Nuclear Information System (INIS)
Munoz S, A G; Ojeda, J; Sierra D, P; Soldovieri, T
2006-01-01
Recently there has been interest in finding a potential formulation for stochastic partial differential equations (SPDEs). The rationale behind this idea lies in obtaining all the dynamical information of the system under study from one single expression. In this letter we formally provide a general Lagrangian formalism for SPDEs using the Hojman et al method. We show that it is possible to write the corresponding effective potential starting from an s-equivalent Lagrangian, and that this potential is able to reproduce all the dynamics of the system once a special differential operator has been applied. This procedure can be used to study the complete time evolution and spatial inhomogeneities of the system under consideration, and is also suitable for the statistical mechanics description of the problem. (letter to the editor)
On the Partial Analytical Solution of the Kirchhoff Equation
Michels, Dominik L.
2015-09-01
We derive a combined analytical and numerical scheme to solve the (1+1)-dimensional differential Kirchhoff system. Here the object is to obtain an accurate as well as an efficient solution process. Purely numerical algorithms typically have the disadvantage that the quality of solutions decreases enormously with increasing temporal step sizes, which results from the numerical stiffness of the underlying partial differential equations. To prevent that, we apply a differential Thomas decomposition and a Lie symmetry analysis to derive explicit analytical solutions to specific parts of the Kirchhoff system. These solutions are general and depend on arbitrary functions, which we set up according to the numerical solution of the remaining parts. In contrast to a purely numerical handling, this reduces the numerical solution space and prevents the system from becoming unstable. The differential Kirchhoff equation describes the dynamic equilibrium of one-dimensional continua, i.e. slender structures like fibers. We evaluate the advantage of our method by simulating a cilia carpet.
Towards information-optimal simulation of partial differential equations.
Leike, Reimar H; Enßlin, Torsten A
2018-03-01
Most simulation schemes for partial differential equations (PDEs) focus on minimizing a simple error norm of a discretized version of a field. This paper takes a fundamentally different approach; the discretized field is interpreted as data providing information about a real physical field that is unknown. This information is sought to be conserved by the scheme as the field evolves in time. Such an information theoretic approach to simulation was pursued before by information field dynamics (IFD). In this paper we work out the theory of IFD for nonlinear PDEs in a noiseless Gaussian approximation. The result is an action that can be minimized to obtain an information-optimal simulation scheme. It can be brought into a closed form using field operators to calculate the appearing Gaussian integrals. The resulting simulation schemes are tested numerically in two instances for the Burgers equation. Their accuracy surpasses finite-difference schemes on the same resolution. The IFD scheme, however, has to be correctly informed on the subgrid correlation structure. In certain limiting cases we recover well-known simulation schemes like spectral Fourier-Galerkin methods. We discuss implications of the approximations made.
Stochastic partial differential equations a modeling, white noise functional approach
Holden, Helge; Ubøe, Jan; Zhang, Tusheng
1996-01-01
This book is based on research that, to a large extent, started around 1990, when a research project on fluid flow in stochastic reservoirs was initiated by a group including some of us with the support of VISTA, a research coopera tion between the Norwegian Academy of Science and Letters and Den norske stats oljeselskap A.S. (Statoil). The purpose of the project was to use stochastic partial differential equations (SPDEs) to describe the flow of fluid in a medium where some of the parameters, e.g., the permeability, were stochastic or "noisy". We soon realized that the theory of SPDEs at the time was insufficient to handle such equations. Therefore it became our aim to develop a new mathematically rigorous theory that satisfied the following conditions. 1) The theory should be physically meaningful and realistic, and the corre sponding solutions should make sense physically and should be useful in applications. 2) The theory should be general enough to handle many of the interesting SPDEs that occur in r...
On the Partial Analytical Solution of the Kirchhoff Equation
Michels, Dominik L.; Lyakhov, Dmitry; Gerdt, Vladimir P.; Sobottka, Gerrit A.; Weber, Andreas G.
2015-01-01
We derive a combined analytical and numerical scheme to solve the (1+1)-dimensional differential Kirchhoff system. Here the object is to obtain an accurate as well as an efficient solution process. Purely numerical algorithms typically have the disadvantage that the quality of solutions decreases enormously with increasing temporal step sizes, which results from the numerical stiffness of the underlying partial differential equations. To prevent that, we apply a differential Thomas decomposition and a Lie symmetry analysis to derive explicit analytical solutions to specific parts of the Kirchhoff system. These solutions are general and depend on arbitrary functions, which we set up according to the numerical solution of the remaining parts. In contrast to a purely numerical handling, this reduces the numerical solution space and prevents the system from becoming unstable. The differential Kirchhoff equation describes the dynamic equilibrium of one-dimensional continua, i.e. slender structures like fibers. We evaluate the advantage of our method by simulating a cilia carpet.
On kinetic Boltzmann equations and related hydrodynamic flows with dry viscosity
Directory of Open Access Journals (Sweden)
Nikolai N. Bogoliubov (Jr.
2007-01-01
Full Text Available A two-component particle model of Boltzmann-Vlasov type kinetic equations in the form of special nonlinear integro-differential hydrodynamic systems on an infinite-dimensional functional manifold is discussed. We show that such systems are naturally connected with the nonlinear kinetic Boltzmann-Vlasov equations for some one-dimensional particle flows with pointwise interaction potential between particles. A new type of hydrodynamic two-component Benney equations is constructed and their Hamiltonian structure is analyzed.
Nonlocal symmetry generators and explicit solutions of some partial differential equations
International Nuclear Information System (INIS)
Qin Maochang
2007-01-01
The nonlocal symmetry of a partial differential equation is studied in this paper. The partial differential equation written as a conservation law can be transformed into an equivalent system by introducing a suitable potential. The nonlocal symmetry group generators of original partial differential equations can be obtained through their equivalent system. Further, new explicit solutions can be constructed from the newly obtained symmetry generators. The Burgers equation is chosen as an example; many new valuable explicit solutions and nonlocal symmetry generators are presented
On a functional equation related to the intermediate long wave equation
International Nuclear Information System (INIS)
Hone, A N W; Novikov, V S
2004-01-01
We resolve an open problem stated by Ablowitz et al (1982 J. Phys. A: Math. Gen. 15 781) concerning the integral operator appearing in the intermediate long wave equation. We explain how this is resolved using the perturbative symmetry approach introduced by one of us with Mikhailov. By solving a certain functional equation, we prove that the intermediate long wave equation and the Benjamin-Ono equation are the unique integrable cases within a particular class of integro-differential equations. Furthermore, we explain how the perturbative symmetry approach is naturally extended to treat equations on a periodic domain. (letter to the editor)
Derivation of a macroscale formulation for a class of nonlinear partial differential equations
International Nuclear Information System (INIS)
Pantelis, G.
1995-05-01
A macroscale formulation is constructed from a system of partial differential equations which govern the microscale dependent variables. The construction is based upon the requirement that the solutions of the macroscale partial differential equations satisfy, in some approximate sense, the system of partial differential equations associated with the microscale. These results are restricted to the class of nonlinear partial differential equations which can be expressed as polynomials of the dependent variables and their partial derivatives up to second order. A linear approximation of transformations of second order contact manifolds is employed. 6 refs
Soliton solution for nonlinear partial differential equations by cosine-function method
International Nuclear Information System (INIS)
Ali, A.H.A.; Soliman, A.A.; Raslan, K.R.
2007-01-01
In this Letter, we established a traveling wave solution by using Cosine-function algorithm for nonlinear partial differential equations. The method is used to obtain the exact solutions for five different types of nonlinear partial differential equations such as, general equal width wave equation (GEWE), general regularized long wave equation (GRLW), general Korteweg-de Vries equation (GKdV), general improved Korteweg-de Vries equation (GIKdV), and Coupled equal width wave equations (CEWE), which are the important soliton equations
Analytic Solutions and Resonant Solutions of Hyperbolic Partial Differential Equations
Wagenmaker, Timothy Roger
This dissertation contains two main subject areas. The first deals with solutions to the wave equation Du/Dt + a Du/Dx = 0, where D/Dt and D/Dx represent partial derivatives and a(t,x) is real valued. The question I studied, which arises in control theory, is whether solutions which are real analytic with respect to the time variable are dense in the space of all solutions. If a is real analytic in t and x, the Cauchy-Kovalevsky Theorem implies that the solutions real analytic in t and x are dense, since it suffices to approximate the initial data by polynomials. The same positive result is valid when a is continuously differentiable and independent of t. This is proved by regularization in time. The hypothesis that a is independent of t cannot be replaced by the weaker assumption that a is real analytic in t, even when it is infinitely smooth. I construct a(t,x) for which the solutions which are analytic in time are automatically periodic in time. In particular these solutions are not dense in the space of all solutions. The second area concerns the resonant interaction of oscillatory waves propagating in a compressible inviscid fluid. An asymptotic description given by Andrew Majda, Rodolfo Rosales, and Maria Schonbek (MRS) involves the genuinely nonlinear quasilinear hyperbolic system Du/Dt + D(uu/2)/Dt + v = 0, Dv/Dt - D(vv/2)/Dt - u = 0. They performed many numerical simulations which indicated that small amplitude solutions of this system tend to evade shock formation, and conjectured that "smooth initial data with a sufficiently small amplitude never develop shocks throughout a long time interval of integration.". I proved that for smooth periodic U(x), V(x) and initial data u(0,x) = epsilonU(x), v(0,x) = epsilonV(x), the solution is smooth for time at least constant times | ln epsilon| /epsilon. This is longer than the lifetime order 1/ epsilon of the solution to the decoupled Burgers equations. The decoupled equation describes nonresonant interaction of
Preconditioning for partial differential equation constrained optimization with control constraints
Stoll, Martin; Wathen, Andy
2011-01-01
Optimal control problems with partial differential equations play an important role in many applications. The inclusion of bound constraints for the control poses a significant additional challenge for optimization methods. In this paper, we propose preconditioners for the saddle point problems that arise when a primal-dual active set method is used. We also show for this method that the same saddle point system can be derived when the method is considered as a semismooth Newton method. In addition, the projected gradient method can be employed to solve optimization problems with simple bounds, and we discuss the efficient solution of the linear systems in question. In the case when an acceleration technique is employed for the projected gradient method, this again yields a semismooth Newton method that is equivalent to the primal-dual active set method. We also consider the Moreau-Yosida regularization method for control constraints and efficient preconditioners for this technique. Numerical results illustrate the competitiveness of these approaches. © 2011 John Wiley & Sons, Ltd.
Grid generation for the solution of partial differential equations
Eiseman, Peter R.; Erlebacher, Gordon
1989-01-01
A general survey of grid generators is presented with a concern for understanding why grids are necessary, how they are applied, and how they are generated. After an examination of the need for meshes, the overall applications setting is established with a categorization of the various connectivity patterns. This is split between structured grids and unstructured meshes. Altogether, the categorization establishes the foundation upon which grid generation techniques are developed. The two primary categories are algebraic techniques and partial differential equation techniques. These are each split into basic parts, and accordingly are individually examined in some detail. In the process, the interrelations between the various parts are accented. From the established background in the primary techniques, consideration is shifted to the topic of interactive grid generation and then to adaptive meshes. The setting for adaptivity is established with a suitable means to monitor severe solution behavior. Adaptive grids are considered first and are followed by adaptive triangular meshes. Then the consideration shifts to the temporal coupling between grid generators and PDE-solvers. To conclude, a reflection upon the discussion, herein, is given.
A hybrid perturbation-Galerkin technique for partial differential equations
Geer, James F.; Anderson, Carl M.
1990-01-01
A two-step hybrid perturbation-Galerkin technique for improving the usefulness of perturbation solutions to partial differential equations which contain a parameter is presented and discussed. In the first step of the method, the leading terms in the asymptotic expansion(s) of the solution about one or more values of the perturbation parameter are obtained using standard perturbation methods. In the second step, the perturbation functions obtained in the first step are used as trial functions in a Bubnov-Galerkin approximation. This semi-analytical, semi-numerical hybrid technique appears to overcome some of the drawbacks of the perturbation and Galerkin methods when they are applied by themselves, while combining some of the good features of each. The technique is illustrated first by a simple example. It is then applied to the problem of determining the flow of a slightly compressible fluid past a circular cylinder and to the problem of determining the shape of a free surface due to a sink above the surface. Solutions obtained by the hybrid method are compared with other approximate solutions, and its possible application to certain problems associated with domain decomposition is discussed.
Final Report: Symposium on Adaptive Methods for Partial Differential Equations
Energy Technology Data Exchange (ETDEWEB)
Pernice, M.; Johnson, C.R.; Smith, P.J.; Fogelson, A.
1998-12-10
OAK-B135 Final Report: Symposium on Adaptive Methods for Partial Differential Equations. Complex physical phenomena often include features that span a wide range of spatial and temporal scales. Accurate simulation of such phenomena can be difficult to obtain, and computations that are under-resolved can even exhibit spurious features. While it is possible to resolve small scale features by increasing the number of grid points, global grid refinement can quickly lead to problems that are intractable, even on the largest available computing facilities. These constraints are particularly severe for three dimensional problems that involve complex physics. One way to achieve the needed resolution is to refine the computational mesh locally, in only those regions where enhanced resolution is required. Adaptive solution methods concentrate computational effort in regions where it is most needed. These methods have been successfully applied to a wide variety of problems in computational science and engineering. Adaptive methods can be difficult to implement, prompting the development of tools and environments to facilitate their use. To ensure that the results of their efforts are useful, algorithm and tool developers must maintain close communication with application specialists. Conversely it remains difficult for application specialists who are unfamiliar with the methods to evaluate the trade-offs between the benefits of enhanced local resolution and the effort needed to implement an adaptive solution method.
Preconditioning for partial differential equation constrained optimization with control constraints
Stoll, Martin
2011-10-18
Optimal control problems with partial differential equations play an important role in many applications. The inclusion of bound constraints for the control poses a significant additional challenge for optimization methods. In this paper, we propose preconditioners for the saddle point problems that arise when a primal-dual active set method is used. We also show for this method that the same saddle point system can be derived when the method is considered as a semismooth Newton method. In addition, the projected gradient method can be employed to solve optimization problems with simple bounds, and we discuss the efficient solution of the linear systems in question. In the case when an acceleration technique is employed for the projected gradient method, this again yields a semismooth Newton method that is equivalent to the primal-dual active set method. We also consider the Moreau-Yosida regularization method for control constraints and efficient preconditioners for this technique. Numerical results illustrate the competitiveness of these approaches. © 2011 John Wiley & Sons, Ltd.
Partial differential equations an accessible route through theory and applications
Vasy, András
2015-01-01
This text on partial differential equations is intended for readers who want to understand the theoretical underpinnings of modern PDEs in settings that are important for the applications without using extensive analytic tools required by most advanced texts. The assumed mathematical background is at the level of multivariable calculus and basic metric space material, but the latter is recalled as relevant as the text progresses. The key goal of this book is to be mathematically complete without overwhelming the reader, and to develop PDE theory in a manner that reflects how researchers would think about the material. A concrete example is that distribution theory and the concept of weak solutions are introduced early because while these ideas take some time for the students to get used to, they are fundamentally easy and, on the other hand, play a central role in the field. Then, Hilbert spaces that are quite important in the later development are introduced via completions which give essentially all the fea...
Pure soliton solutions of some nonlinear partial differential equations
International Nuclear Information System (INIS)
Fuchssteiner, B.
1977-01-01
A general approach is given to obtain the system of ordinary differential equations which determines the pure soliton solutions for the class of generalized Korteweg-de Vries equations. This approach also leads to a system of ordinary differential equations for the pure soliton solutions of the sine-Gordon equation. (orig.) [de
Analytic method for solitary solutions of some partial differential equations
Energy Technology Data Exchange (ETDEWEB)
Ugurlu, Yavuz [Firat University, Department of Mathematics, 23119 Elazig (Turkey); Kaya, Dogan [Firat University, Department of Mathematics, 23119 Elazig (Turkey)], E-mail: dkaya@firat.edu.tr
2007-10-22
In this Letter by considering an improved tanh function method, we found some exact solutions of the clannish random walker's parabolic equation, the modified Korteweg-de Vries (KdV) equation, and the Sharma-Tasso-Olver (STO) equation with its fission and fusion, the Jaulent-Miodek equation.
Analytic method for solitary solutions of some partial differential equations
International Nuclear Information System (INIS)
Ugurlu, Yavuz; Kaya, Dogan
2007-01-01
In this Letter by considering an improved tanh function method, we found some exact solutions of the clannish random walker's parabolic equation, the modified Korteweg-de Vries (KdV) equation, and the Sharma-Tasso-Olver (STO) equation with its fission and fusion, the Jaulent-Miodek equation
A discrete model of a modified Burgers' partial differential equation
Mickens, R. E.; Shoosmith, J. N.
1990-01-01
A new finite-difference scheme is constructed for a modified Burger's equation. Three special cases of the equation are considered, and the 'exact' difference schemes for the space- and time-independent forms of the equation are presented, along with the diffusion-free case of Burger's equation modeled by a difference equation. The desired difference scheme is then obtained by imposing on any difference model of the initial equation the requirement that, in the appropriate limits, its difference scheme must reduce the results of the obtained equations.
Application of Boltzmann equation to electron transmission and seconary electron emission
International Nuclear Information System (INIS)
Lanteri, H.; Bindi, R.; Rostaing, P.
1979-01-01
A method is presented for numerical treatment of integro-differential equation, based upon finite difference techniques. This method allows to formulate in a satisfactory manner the Boltzmann's equation applied to backscattering, transmission and secondary emission of metallic targets, avoiding must of the restrictive hypothesis, used until now in these models. For aluminium, the calculated energy spectra, angular distribution, transmission and backscattering coefficients, and secondary emission yield, are found to be in good agreement with experiment [fr
The generalized tanh method to obtain exact solutions of nonlinear partial differential equation
Gómez, César
2007-01-01
In this paper, we present the generalized tanh method to obtain exact solutions of nonlinear partial differential equations, and we obtain solitons and exact solutions of some important equations of the mathematical physics.
New finite volume methods for approximating partial differential equations on arbitrary meshes
International Nuclear Information System (INIS)
Hermeline, F.
2008-12-01
This dissertation presents some new methods of finite volume type for approximating partial differential equations on arbitrary meshes. The main idea lies in solving twice the problem to be dealt with. One addresses the elliptic equations with variable (anisotropic, antisymmetric, discontinuous) coefficients, the parabolic linear or non linear equations (heat equation, radiative diffusion, magnetic diffusion with Hall effect), the wave type equations (Maxwell, acoustics), the elasticity and Stokes'equations. Numerous numerical experiments show the good behaviour of this type of method. (author)
International Nuclear Information System (INIS)
Yao Ruo-Xia; Wang Wei; Chen Ting-Hua
2014-01-01
Motivated by the widely used ansätz method and starting from the modified Riemann—Liouville derivative together with a fractional complex transformation that can be utilized to transform nonlinear fractional partial differential equations to nonlinear ordinary differential equations, new types of exact traveling wave solutions to three important nonlinear space- and time-fractional partial differential equations are obtained simultaneously in terms of solutions of a Riccati equation. The results are new and first reported in this paper. (general)
Witten, Matthew
1983-01-01
Hyperbolic Partial Differential Equations, Volume 1: Population, Reactors, Tides and Waves: Theory and Applications covers three general areas of hyperbolic partial differential equation applications. These areas include problems related to the McKendrick/Von Foerster population equations, other hyperbolic form equations, and the numerical solution.This text is composed of 15 chapters and begins with surveys of age specific population interactions, populations models of diffusion, nonlinear age dependent population growth with harvesting, local and global stability for the nonlinear renewal eq
New Exact Solutions for New Model Nonlinear Partial Differential Equation
Maher, A.; El-Hawary, H. M.; Al-Amry, M. S.
2013-01-01
In this paper we propose a new form of Padé-II equation, namely, a combined Padé-II and modified Padé-II equation. The mapping method is a promising method to solve nonlinear evaluation equations. Therefore, we apply it, to solve the combined Padé-II and modified Padé-II equation. Exact travelling wave solutions are obtained and expressed in terms of hyperbolic functions, trigonometric functions, rational functions, and elliptic functions.
Intuitive Understanding of Solutions of Partially Differential Equations
Kobayashi, Y.
2008-01-01
This article uses diagrams that help the observer see how solutions of the wave equation and heat conduction equation are obtained. The analytical approach cannot necessarily show the mechanisms of the key to the solution without transforming the differential equation into a more convenient form by separation of variables. The visual clues based…
Generalized Fokker-Planck equations for coloured, multiplicative Gaussian noise
International Nuclear Information System (INIS)
Cetto, A.M.; Pena, L. de la; Velasco, R.M.
1984-01-01
With the help of Novikov's theorem, it is possible to derive a master equation for a coloured, multiplicative, Gaussian random process; the coefficients of this master equation satisfy a complicated auxiliary integro-differential equation. For small values of the Kubo number, the master equation reduces to an approximate generalized Fokker-Planck equation. The diffusion coefficient is explicitly written in terms of correlation functions. Finally, a straightforward and elementary second order perturbative treatment is proposed to derive the same approximate Fokker-Planck equation. (author)
Mathematical problems in the one-velocity theory of particle transport
International Nuclear Information System (INIS)
Vladimirov, V.S.
1963-01-01
This paper describes kinetic (transport) equations which describe the process of neutron transport in a substance. These equations are linear, integro-differential equations in partial derivatives of first order.
Mathematical problems in the one-velocity theory of particle transport
Energy Technology Data Exchange (ETDEWEB)
Vladimirov, V S
1963-01-15
This paper describes kinetic (transport) equations which describe the process of neutron transport in a substance. These equations are linear, integro-differential equations in partial derivatives of first order.
Multiscale functions, scale dynamics, and applications to partial differential equations
Cresson, Jacky; Pierret, Frédéric
2016-05-01
Modeling phenomena from experimental data always begins with a choice of hypothesis on the observed dynamics such as determinism, randomness, and differentiability. Depending on these choices, different behaviors can be observed. The natural question associated to the modeling problem is the following: "With a finite set of data concerning a phenomenon, can we recover its underlying nature? From this problem, we introduce in this paper the definition of multi-scale functions, scale calculus, and scale dynamics based on the time scale calculus [see Bohner, M. and Peterson, A., Dynamic Equations on Time Scales: An Introduction with Applications (Springer Science & Business Media, 2001)] which is used to introduce the notion of scale equations. These definitions will be illustrated on the multi-scale Okamoto's functions. Scale equations are analysed using scale regimes and the notion of asymptotic model for a scale equation under a particular scale regime. The introduced formalism explains why a single scale equation can produce distinct continuous models even if the equation is scale invariant. Typical examples of such equations are given by the scale Euler-Lagrange equation. We illustrate our results using the scale Newton's equation which gives rise to a non-linear diffusion equation or a non-linear Schrödinger equation as asymptotic continuous models depending on the particular fractional scale regime which is considered.
International Nuclear Information System (INIS)
Nadler, Boaz; Schuss, Zeev; Singer, Amit; Eisenberg, R S
2004-01-01
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
Finite elements for partial differential equations: An introductory survey
International Nuclear Information System (INIS)
Succi, S.
1988-03-01
After presentation of the basic ideas behind the theory of the Finite Element Method, the application of the method to three equations of particular interest in Physics and Engineering is discussed in some detail, namely, a one-dimensional Sturm-Liouville problem, a two-dimensional linear Fokker-Planck equation and a two-dimensional nonlinear Navier-Stokes equation. 6 refs, 8 figs
Preconditioners based on windowed Fourier frames applied to elliptic partial differential equations
Bhowmik, S.K.; Stolk, C.C.
2011-01-01
We investigate the application of windowed Fourier frames to the numerical solution of partial differential equations, focussing on elliptic equations. The action of a partial differential operator (PDO) on a windowed plane wave is close to a multiplication, where the multiplication factor is given
Directory of Open Access Journals (Sweden)
Hossein Jafari
2016-04-01
Full Text Available The non-differentiable solution of the linear and non-linear partial differential equations on Cantor sets is implemented in this article. The reduced differential transform method is considered in the local fractional operator sense. The four illustrative examples are given to show the efficiency and accuracy features of the presented technique to solve local fractional partial differential equations.
Directory of Open Access Journals (Sweden)
Erkinjon Karimov
2017-10-01
Full Text Available In this work we discuss higher order multi-term partial differential equation (PDE with the Caputo-Fabrizio fractional derivative in time. Using method of separation of variables, we reduce fractional order partial differential equation to the integer order. We represent explicit solution of formulated problem in particular case by Fourier series.
Erkinjon Karimov; Sardor Pirnafasov
2017-01-01
In this work we discuss higher order multi-term partial differential equation (PDE) with the Caputo-Fabrizio fractional derivative in time. Using method of separation of variables, we reduce fractional order partial differential equation to the integer order. We represent explicit solution of formulated problem in particular case by Fourier series.
International Nuclear Information System (INIS)
Ohmori, Shousuke; Yamazaki, Yoshihiro
2016-01-01
Ultradiscrete equations are derived from a set of reaction–diffusion partial differential equations, and cellular automaton rules are obtained on the basis of the ultradiscrete equations. Some rules reproduce the dynamical properties of the original reaction–diffusion equations, namely, bistability and pulse annihilation. Furthermore, other rules bring about soliton-like preservation and periodic pulse generation with a pacemaker, which are not obtained from the original reaction–diffusion equations. (author)
Rusyaman, E.; Parmikanti, K.; Chaerani, D.; Asefan; Irianingsih, I.
2018-03-01
One of the application of fractional ordinary differential equation is related to the viscoelasticity, i.e., a correlation between the viscosity of fluids and the elasticity of solids. If the solution function develops into function with two or more variables, then its differential equation must be changed into fractional partial differential equation. As the preliminary study for two variables viscoelasticity problem, this paper discusses about convergence analysis of function sequence which is the solution of the homogenous fractional partial differential equation. The method used to solve the problem is Homotopy Analysis Method. The results show that if given two real number sequences (αn) and (βn) which converge to α and β respectively, then the solution function sequences of fractional partial differential equation with order (αn, βn) will also converge to the solution function of fractional partial differential equation with order (α, β).
Non-linear partial differential equations an algebraic view of generalized solutions
Rosinger, Elemer E
1990-01-01
A massive transition of interest from solving linear partial differential equations to solving nonlinear ones has taken place during the last two or three decades. The availability of better computers has often made numerical experimentations progress faster than the theoretical understanding of nonlinear partial differential equations. The three most important nonlinear phenomena observed so far both experimentally and numerically, and studied theoretically in connection with such equations have been the solitons, shock waves and turbulence or chaotical processes. In many ways, these phenomen
On Critical Behaviour in Systems of Hamiltonian Partial Differential Equations.
Dubrovin, Boris; Grava, Tamara; Klein, Christian; Moro, Antonio
2015-01-01
We study the critical behaviour of solutions to weakly dispersive Hamiltonian systems considered as perturbations of elliptic and hyperbolic systems of hydrodynamic type with two components. We argue that near the critical point of gradient catastrophe of the dispersionless system, the solutions to a suitable initial value problem for the perturbed equations are approximately described by particular solutions to the Painlevé-I (P[Formula: see text]) equation or its fourth-order analogue P[Formula: see text]. As concrete examples, we discuss nonlinear Schrödinger equations in the semiclassical limit. A numerical study of these cases provides strong evidence in support of the conjecture.
FORSIM, Solution of Ordinary or Partial Differential Equation with Initial Conditions
International Nuclear Information System (INIS)
Carver, M.B.
1985-01-01
1 - Description of problem or function: FORSIM is a FORTRAN oriented simulation program which automates the continuous transient solution of systems of ordinary and/or partial differential equations. The user writes his equations in a FORTRAN subroutine, following prescribed rules, and loads this routine along with the executive routines. The executive routines then read in initial data supplied by the user and proceed with the integration. 2 - Method of solution: Partial differential equations are converted to coupled ordinary differential equations by suitable discretization formulae. Integration is done by variable order, variable step-size error controlled algorithms. 3 - Restrictions on the complexity of the problem - Maximum of: 1000 ordinary differential equations
Institute of Scientific and Technical Information of China (English)
2008-01-01
Using functional derivative technique in quantum field theory, the algebraic dy-namics approach for solution of ordinary differential evolution equations was gen-eralized to treat partial differential evolution equations. The partial differential evo-lution equations were lifted to the corresponding functional partial differential equations in functional space by introducing the time translation operator. The functional partial differential evolution equations were solved by algebraic dynam-ics. The algebraic dynamics solutions are analytical in Taylor series in terms of both initial functions and time. Based on the exact analytical solutions, a new nu-merical algorithm—algebraic dynamics algorithm was proposed for partial differ-ential evolution equations. The difficulty of and the way out for the algorithm were discussed. The application of the approach to and computer numerical experi-ments on the nonlinear Burgers equation and meteorological advection equation indicate that the algebraic dynamics approach and algebraic dynamics algorithm are effective to the solution of nonlinear partial differential evolution equations both analytically and numerically.
Nonlinear perturbations of systems of partial differential equations with constant coefficients
Directory of Open Access Journals (Sweden)
Carmen J. Vanegas
2000-01-01
Full Text Available In this article, we show the existence of solutions to boundary-value problems, consisting of nonlinear systems of partial differential equations with constant coefficients. For this purpose, we use the right inverse of an associated operator and a fix point argument. As illustrations, we apply this method to Helmholtz equations and to second order systems of elliptic equations.
Use of fast Fourier transforms for solving partial differential equations in physics
Le Bail, R C
1972-01-01
The use of fast Fourier techniques for the direct solution of an important class of elliptic, parabolic, and hyperbolic partial differential equations in two dimensions is described. Extensions to higher-order and higher-dimension equations as well as to integrodifferential equations are presented, and several numerical examples with their resulting precision and timing are reported. (12 refs).
OSCILLATION OF IMPULSIVE HYPERBOLIC PARTIAL DIFFERENTIAL EQUATION WITH DELAY
Institute of Scientific and Technical Information of China (English)
无
2006-01-01
In this paper, oscillation properties of the solutions of impulsive hyperbolic equation with delay are investigated via the method of differential inequalities. Sufficient conditions for oscillations of the solutions are established.
Partial differential equations in action complements and exercises
Salsa, Sandro
2015-01-01
This textbook presents problems and exercises at various levels of difficulty in the following areas: Classical Methods in PDEs (diffusion, waves, transport, potential equations); Basic Functional Analysis and Distribution Theory; Variational Formulation of Elliptic Problems; and Weak Formulation for Parabolic Problems and for the Wave Equation. Thanks to the broad variety of exercises with complete solutions, it can be used in all basic and advanced PDE courses.
International Nuclear Information System (INIS)
Lu, Bin
2012-01-01
In this Letter, the fractional derivatives in the sense of modified Riemann–Liouville derivative and the Bäcklund transformation of fractional Riccati equation are employed for constructing the exact solutions of nonlinear fractional partial differential equations. The power of this manageable method is presented by applying it to several examples. This approach can also be applied to other nonlinear fractional differential equations. -- Highlights: ► Backlund transformation of fractional Riccati equation is presented. ► A new method for solving nonlinear fractional differential equations is proposed. ► Three important fractional differential equations are solved successfully. ► Some new exact solutions of the fractional differential equations are obtained.
On a Mixed Nonlinear One Point Boundary Value Problem for an Integrodifferential Equation
Directory of Open Access Journals (Sweden)
Mesloub Said
2008-01-01
Full Text Available This paper is devoted to the study of a mixed problem for a nonlinear parabolic integro-differential equation which mainly arise from a one dimensional quasistatic contact problem. We prove the existence and uniqueness of solutions in a weighted Sobolev space. Proofs are based on some a priori estimates and on the Schauder fixed point theorem. we also give a result which helps to establish the regularity of a solution.
Solving Nonlinear Partial Differential Equations with Maple and Mathematica
Shingareva, Inna K
2011-01-01
The emphasis of the book is given in how to construct different types of solutions (exact, approximate analytical, numerical, graphical) of numerous nonlinear PDEs correctly, easily, and quickly. The reader can learn a wide variety of techniques and solve numerous nonlinear PDEs included and many other differential equations, simplifying and transforming the equations and solutions, arbitrary functions and parameters, presented in the book). Numerous comparisons and relationships between various types of solutions, different methods and approaches are provided, the results obtained in Maple an
Mathematical analysis of partial differential equations modeling electrostatic MEMS
Esposito, Pierpaolo; Guo, Yujin
2010-01-01
Micro- and nanoelectromechanical systems (MEMS and NEMS), which combine electronics with miniature-size mechanical devices, are essential components of modern technology. It is the mathematical model describing "electrostatically actuated" MEMS that is addressed in this monograph. Even the simplified models that the authors deal with still lead to very interesting second- and fourth-order nonlinear elliptic equations (in the stationary case) and to nonlinear parabolic equations (in the dynamic case). While nonlinear eigenvalue problems-where the stationary MEMS models fit-are a well-developed
QCD evolution equations for high energy partons in nuclear matter
Kinder-Geiger, Klaus; Geiger, Klaus; Mueller, Berndt
1994-01-01
We derive a generalized form of Altarelli-Parisi equations to decribe the time evolution of parton distributions in a nuclear medium. In the framework of the leading logarithmic approximation, we obtain a set of coupled integro- differential equations for the parton distribution functions and equations for the virtuality (``age'') distribution of partons. In addition to parton branching processes, we take into account fusion and scattering processes that are specific to QCD in medium. Detailed balance between gain and loss terms in the resulting evolution equations correctly accounts for both real and virtual contributions which yields a natural cancellation of infrared divergences.
Method of mechanical quadratures for solving singular integral equations of various types
Sahakyan, A. V.; Amirjanyan, H. A.
2018-04-01
The method of mechanical quadratures is proposed as a common approach intended for solving the integral equations defined on finite intervals and containing Cauchy-type singular integrals. This method can be used to solve singular integral equations of the first and second kind, equations with generalized kernel, weakly singular equations, and integro-differential equations. The quadrature rules for several different integrals represented through the same coefficients are presented. This allows one to reduce the integral equations containing integrals of different types to a system of linear algebraic equations.
Linares, Oscar A; Schiesser, William E; Fudin, Jeffrey; Pham, Thien C; Bettinger, Jeffrey J; Mathew, Roy O; Daly, Annemarie L
2015-01-01
Background There is a need to have a model to study methadone’s losses during hemodialysis to provide informed methadone dose recommendations for the practitioner. Aim To build a one-dimensional (1-D), hollow-fiber geometry, ordinary differential equation (ODE) and partial differential equation (PDE) countercurrent hemodialyzer model (ODE/PDE model). Methodology We conducted a cross-sectional study in silico that evaluated eleven hemodialysis patients. Patients received a ceiling dose of methadone hydrochloride 30 mg/day. Outcome measures included: the total amount of methadone removed during dialysis; methadone’s overall intradialytic mass transfer rate coefficient, km; and, methadone’s removal rate, jME. Each metric was measured at dialysate flow rates of 250 mL/min and 800 mL/min. Results The ODE/PDE model revealed a significant increase in the change of methadone’s mass transfer with increased dialysate flow rate, %Δkm=18.56, P=0.02, N=11. The total amount of methadone mass transferred across the dialyzer membrane with high dialysate flow rate significantly increased (0.042±0.016 versus 0.052±0.019 mg/kg, P=0.02, N=11). This was accompanied by a small significant increase in methadone’s mass transfer rate (0.113±0.002 versus 0.014±0.002 mg/kg/h, P=0.02, N=11). The ODE/PDE model accurately predicted methadone’s removal during dialysis. The absolute value of the prediction errors for methadone’s extraction and throughput were less than 2%. Conclusion ODE/PDE modeling of methadone’s hemodialysis is a new approach to study methadone’s removal, in particular, and opioid removal, in general, in patients with end-stage renal disease on hemodialysis. ODE/PDE modeling accurately quantified the fundamental phenomena of methadone’s mass transfer during hemodialysis. This methodology may lead to development of optimally designed intradialytic opioid treatment protocols, and allow dynamic monitoring of outflow plasma opioid concentrations for model
Linares, Oscar A; Schiesser, William E; Fudin, Jeffrey; Pham, Thien C; Bettinger, Jeffrey J; Mathew, Roy O; Daly, Annemarie L
2015-01-01
There is a need to have a model to study methadone's losses during hemodialysis to provide informed methadone dose recommendations for the practitioner. To build a one-dimensional (1-D), hollow-fiber geometry, ordinary differential equation (ODE) and partial differential equation (PDE) countercurrent hemodialyzer model (ODE/PDE model). We conducted a cross-sectional study in silico that evaluated eleven hemodialysis patients. Patients received a ceiling dose of methadone hydrochloride 30 mg/day. Outcome measures included: the total amount of methadone removed during dialysis; methadone's overall intradialytic mass transfer rate coefficient, km ; and, methadone's removal rate, j ME. Each metric was measured at dialysate flow rates of 250 mL/min and 800 mL/min. The ODE/PDE model revealed a significant increase in the change of methadone's mass transfer with increased dialysate flow rate, %Δkm =18.56, P=0.02, N=11. The total amount of methadone mass transferred across the dialyzer membrane with high dialysate flow rate significantly increased (0.042±0.016 versus 0.052±0.019 mg/kg, P=0.02, N=11). This was accompanied by a small significant increase in methadone's mass transfer rate (0.113±0.002 versus 0.014±0.002 mg/kg/h, P=0.02, N=11). The ODE/PDE model accurately predicted methadone's removal during dialysis. The absolute value of the prediction errors for methadone's extraction and throughput were less than 2%. ODE/PDE modeling of methadone's hemodialysis is a new approach to study methadone's removal, in particular, and opioid removal, in general, in patients with end-stage renal disease on hemodialysis. ODE/PDE modeling accurately quantified the fundamental phenomena of methadone's mass transfer during hemodialysis. This methodology may lead to development of optimally designed intradialytic opioid treatment protocols, and allow dynamic monitoring of outflow plasma opioid concentrations for model predictive control during dialysis in humans.
Optimal partial mass transportation and obstacle Monge-Kantorovich equation
Igbida, Noureddine; Nguyen, Van Thanh
2018-05-01
Optimal partial mass transport, which is a variant of the optimal transport problem, consists in transporting effectively a prescribed amount of mass from a source to a target. The problem was first studied by Caffarelli and McCann (2010) [6] and Figalli (2010) [12] with a particular attention to the quadratic cost. Our aim here is to study the optimal partial mass transport problem with Finsler distance costs including the Monge cost given by the Euclidian distance. Our approach is different and our results do not follow from previous works. Among our results, we introduce a PDE of Monge-Kantorovich type with a double obstacle to characterize active submeasures, Kantorovich potential and optimal flow for the optimal partial transport problem. This new PDE enables us to study the uniqueness and monotonicity results for the active submeasures. Another interesting issue of our approach is its convenience for numerical analysis and computations that we develop in a separate paper [14] (Igbida and Nguyen, 2018).
The numerical dynamic for highly nonlinear partial differential equations
Lafon, A.; Yee, H. C.
1992-01-01
Problems associated with the numerical computation of highly nonlinear equations in computational fluid dynamics are set forth and analyzed in terms of the potential ranges of spurious behaviors. A reaction-convection equation with a nonlinear source term is employed to evaluate the effects related to spatial and temporal discretizations. The discretization of the source term is described according to several methods, and the various techniques are shown to have a significant effect on the stability of the spurious solutions. Traditional linearized stability analyses cannot provide the level of confidence required for accurate fluid dynamics computations, and the incorporation of nonlinear analysis is proposed. Nonlinear analysis based on nonlinear dynamical systems complements the conventional linear approach and is valuable in the analysis of hypersonic aerodynamics and combustion phenomena.
Lectures on the Numerical Solution of Partial Differential Equations.
1981-12-01
Mathematics Rockefeller University Professor F. Brezzi New York, New York 10021 Laboratorio di Analisi Numerica Universita di Pavia Professor Amiram Harten...equations and to control the spacing of the points sj. In the MFE process the grid points move with the solution and cluster atound areas of roughness...149-159. [28] Fichera, G.: Analisi essistenziale per le soluzioni die problemi al contorno misti relativi alle equazione ed ai sistemi di equazioni
Calculus for cognitive scientists partial differential equation models
Peterson, James K
2016-01-01
This book shows cognitive scientists in training how mathematics, computer science and science can be usefully and seamlessly intertwined. It is a follow-up to the first two volumes on mathematics for cognitive scientists, and includes the mathematics and computational tools needed to understand how to compute the terms in the Fourier series expansions that solve the cable equation. The latter is derived from first principles by going back to cellular biology and the relevant biophysics. A detailed discussion of ion movement through cellular membranes, and an explanation of how the equations that govern such ion movement leading to the standard transient cable equation are included. There are also solutions for the cable model using separation of variables, as well an explanation of why Fourier series converge and a description of the implementation of MatLab tools to compute the solutions. Finally, the standard Hodgkin - Huxley model is developed for an excitable neuron and is solved using MatLab.
Integrable systems of partial differential equations determined by structure equations and Lax pair
International Nuclear Information System (INIS)
Bracken, Paul
2010-01-01
It is shown how a system of evolution equations can be developed both from the structure equations of a submanifold embedded in three-space as well as from a matrix SO(6) Lax pair. The two systems obtained this way correspond exactly when a constraint equation is selected and imposed on the system of equations. This allows for the possibility of selecting the coefficients in the second fundamental form in a general way.
Sewall Wright's equation Deltaq=(q(1-q) partial differentialw/ partial differentialq)/2w.
Edwards, A W
2000-02-01
An equation of Sewall Wright's expresses the change in the frequency of an allele under selection at a multiallelic locus as a function of the gradient of the mean fitness "surface" in the direction in which the relative proportions of the other alleles do not change. An attempt to derive this equation using conventional vector calculus shows that this description leads to a different equation and that the purported gradient in Wright's equation is not a gradient of the mean fitness surface except in the diallelic case, where the two equations are the same. It is further shown that if Fisher's angular transformation is applied to the diallelic case the genic variance is exactly equal to one-eighth of the square of the gradient of the mean fitness with respect to the transformed gene frequency. Copyright 2000 Academic Press.
Vujačić, Ivan; Dattner, Itai
In this paper we use the sieve framework to prove consistency of the ‘direct integral estimator’ of parameters for partially observed systems of ordinary differential equations, which are commonly used for modeling dynamic processes.
RECTC/RECTCF, 2. Order Elliptical Partial Differential Equation, Arbitrary Boundary Conditions
International Nuclear Information System (INIS)
Hackbusch, W.
1983-01-01
1 - Description of problem or function: A general linear elliptical second order partial differential equation on a rectangle with arbitrary boundary conditions is solved. 2 - Method of solution: Multi-grid iteration
3rd International Conference on Particle Systems and Partial Differential Equations
Soares, Ana
2016-01-01
The main focus of this book is on different topics in probability theory, partial differential equations and kinetic theory, presenting some of the latest developments in these fields. It addresses mathematical problems concerning applications in physics, engineering, chemistry and biology that were presented at the Third International Conference on Particle Systems and Partial Differential Equations, held at the University of Minho, Braga, Portugal in December 2014. The purpose of the conference was to bring together prominent researchers working in the fields of particle systems and partial differential equations, providing a venue for them to present their latest findings and discuss their areas of expertise. Further, it was intended to introduce a vast and varied public, including young researchers, to the subject of interacting particle systems, its underlying motivation, and its relation to partial differential equations. This book will appeal to probabilists, analysts and those mathematicians whose wor...
Asiri, Sharefa M.
2017-01-01
Partial Differential Equations (PDEs) are commonly used to model complex systems that arise for example in biology, engineering, chemistry, and elsewhere. The parameters (or coefficients) and the source of PDE models are often unknown
Modeling Solution of Nonlinear Dispersive Partial Differential Equations using the Marker Method
International Nuclear Information System (INIS)
Lewandowski, Jerome L.V.
2005-01-01
A new method for the solution of nonlinear dispersive partial differential equations is described. The marker method relies on the definition of a convective field associated with the underlying partial differential equation; the information about the approximate solution is associated with the response of an ensemble of markers to this convective field. Some key aspects of the method, such as the selection of the shape function and the initial loading, are discussed in some details
ON PARTIAL DIFFERENTIAL AND DIFFERENCE EQUATIONS WITH SYMMETRIES DEPENDING ON ARBITRARY FUNCTIONS
Directory of Open Access Journals (Sweden)
Giorgio Gubbiotti
2016-06-01
Full Text Available In this note we present some ideas on when Lie symmetries, both point and generalized, can depend on arbitrary functions. We show a few examples, both in partial differential and partial difference equations where this happens. Moreover we show that the infinitesimal generators of generalized symmetries depending on arbitrary functions, both for continuous and discrete equations, effectively play the role of master symmetries.
Partial differential equations with variable exponents variational methods and qualitative analysis
Radulescu, Vicentiu D
2015-01-01
Partial Differential Equations with Variable Exponents: Variational Methods and Qualitative Analysis provides researchers and graduate students with a thorough introduction to the theory of nonlinear partial differential equations (PDEs) with a variable exponent, particularly those of elliptic type. The book presents the most important variational methods for elliptic PDEs described by nonhomogeneous differential operators and containing one or more power-type nonlinearities with a variable exponent. The authors give a systematic treatment of the basic mathematical theory and constructive meth
Analytic continuation of solutions of some nonlinear convolution partial differential equations
Directory of Open Access Journals (Sweden)
Hidetoshi Tahara
2015-01-01
Full Text Available The paper considers a problem of analytic continuation of solutions of some nonlinear convolution partial differential equations which naturally appear in the summability theory of formal solutions of nonlinear partial differential equations. Under a suitable assumption it is proved that any local holomorphic solution has an analytic extension to a certain sector and its extension has exponential growth when the variable goes to infinity in the sector.
Ebert, Marcelo R
2018-01-01
This book provides an overview of different topics related to the theory of partial differential equations. Selected exercises are included at the end of each chapter to prepare readers for the “research project for beginners” proposed at the end of the book. It is a valuable resource for advanced graduates and undergraduate students who are interested in specializing in this area. The book is organized in five parts: In Part 1 the authors review the basics and the mathematical prerequisites, presenting two of the most fundamental results in the theory of partial differential equations: the Cauchy-Kovalevskaja theorem and Holmgren's uniqueness theorem in its classical and abstract form. It also introduces the method of characteristics in detail and applies this method to the study of Burger's equation. Part 2 focuses on qualitative properties of solutions to basic partial differential equations, explaining the usual properties of solutions to elliptic, parabolic and hyperbolic equations for the archetypes...
A new RBF-Trefftz meshless method for partial differential equations
International Nuclear Information System (INIS)
Cao Leilei; Zhao Ning; Qin Qinghua
2010-01-01
Based on the radial basis functions (RBF) and T-Trefftz solution, this paper presents a new meshless method for numerically solving various partial differential equation systems. First, the analog equation method (AEM) is used to convert the original patial differential equation to an equivalent Poisson's equation. Then, the radial basis functions (RBF) are employed to approxiamate the inhomogeneous term, while the homogeneous solution is obtained by linear combination of a set of T-Trefftz solutions. The present scheme, named RBF-Trefftz has the advantage over the fundamental solution (MFS) method due to the use of nonsingular T-Trefftz solution rather than singular fundamental solutions, so it does not require the artificial boundary. The application and efficiency of the proposed method are validated through several examples which include different type of differential equations, such as Laplace equation, Hellmholtz equation, convectin-diffusion equation and time-dependent equation.
Directory of Open Access Journals (Sweden)
Linares OA
2015-07-01
Full Text Available Oscar A Linares,1 William E Schiesser,2 Jeffrey Fudin,3–6 Thien C Pham,6 Jeffrey J Bettinger,6 Roy O Mathew,6 Annemarie L Daly7 1Translational Genomic Medicine Lab, Plymouth Pharmacokinetic Modeling Study Group, Plymouth, MI, 2Department of Chemical and Biomolecular Engineering, Lehigh University, Bethlehem, PA, 3University of Connecticut School of Pharmacy, Storrs, CT, 4Western New England College of Pharmacy, Springfield, MA, 5Albany College of Pharmacy and Health Sciences, Albany, NY, 6Stratton VA Medical Center, Albany, NY, 7Grace Hospice of Ann Arbor, Ann Arbor, MI, USA Background: There is a need to have a model to study methadone’s losses during hemodialysis to provide informed methadone dose recommendations for the practitioner. Aim: To build a one-dimensional (1-D, hollow-fiber geometry, ordinary differential equation (ODE and partial differential equation (PDE countercurrent hemodialyzer model (ODE/PDE model. Methodology: We conducted a cross-sectional study in silico that evaluated eleven hemodialysis patients. Patients received a ceiling dose of methadone hydrochloride 30 mg/day. Outcome measures included: the total amount of methadone removed during dialysis; methadone’s overall intradialytic mass transfer rate coefficient, km; and, methadone’s removal rate, jME. Each metric was measured at dialysate flow rates of 250 mL/min and 800 mL/min. Results: The ODE/PDE model revealed a significant increase in the change of methadone’s mass transfer with increased dialysate flow rate, %Δ km=18.56, P=0.02, N=11. The total amount of methadone mass transferred across the dialyzer membrane with high dialysate flow rate significantly increased (0.042±0.016 versus 0.052±0.019 mg/kg, P=0.02, N=11. This was accompanied by a small significant increase in methadone’s mass transfer rate (0.113±0.002 versus 0.014±0.002 mg/kg/h, P=0.02, N=11. The ODE/PDE model accurately predicted methadone’s removal during dialysis. The absolute value
Wavelet transforms as solutions of partial differential equations
Energy Technology Data Exchange (ETDEWEB)
Zweig, G.
1997-10-01
This is the final report of a three-year, Laboratory Directed Research and Development (LDRD) project at Los Alamos National Laboratory (LANL). Wavelet transforms are useful in representing transients whose time and frequency structure reflect the dynamics of an underlying physical system. Speech sound, pressure in turbulent fluid flow, or engine sound in automobiles are excellent candidates for wavelet analysis. This project focused on (1) methods for choosing the parent wavelet for a continuous wavelet transform in pattern recognition applications and (2) the more efficient computation of continuous wavelet transforms by understanding the relationship between discrete wavelet transforms and discretized continuous wavelet transforms. The most interesting result of this research is the finding that the generalized wave equation, on which the continuous wavelet transform is based, can be used to understand phenomena that relate to the process of hearing.
Calatroni, Luca
2013-08-01
We present directional operator splitting schemes for the numerical solution of a fourth-order, nonlinear partial differential evolution equation which arises in image processing. This equation constitutes the H -1-gradient flow of the total variation and represents a prototype of higher-order equations of similar type which are popular in imaging for denoising, deblurring and inpainting problems. The efficient numerical solution of this equation is very challenging due to the stiffness of most numerical schemes. We show that the combination of directional splitting schemes with implicit time-stepping provides a stable and computationally cheap numerical realisation of the equation.
Calatroni, Luca; Dü ring, Bertram; Schö nlieb, Carola-Bibiane
2013-01-01
We present directional operator splitting schemes for the numerical solution of a fourth-order, nonlinear partial differential evolution equation which arises in image processing. This equation constitutes the H -1-gradient flow of the total variation and represents a prototype of higher-order equations of similar type which are popular in imaging for denoising, deblurring and inpainting problems. The efficient numerical solution of this equation is very challenging due to the stiffness of most numerical schemes. We show that the combination of directional splitting schemes with implicit time-stepping provides a stable and computationally cheap numerical realisation of the equation.
RBSDE's with jumps and the related obstacle problems for integral-partial differential equations
Institute of Scientific and Technical Information of China (English)
FAN; Yulian
2006-01-01
The author proves, when the noise is driven by a Brownian motion and an independent Poisson random measure, the one-dimensional reflected backward stochastic differential equation with a stopping time terminal has a unique solution. And in a Markovian framework, the solution can provide a probabilistic interpretation for the obstacle problem for the integral-partial differential equation.
Multigrid for high dimensional elliptic partial differential equations on non-equidistant grids
bin Zubair, H.; Oosterlee, C.E.; Wienands, R.
2006-01-01
This work presents techniques, theory and numbers for multigrid in a general d-dimensional setting. The main focus is the multigrid convergence for high-dimensional partial differential equations (PDEs). As a model problem we have chosen the anisotropic diffusion equation, on a unit hypercube. We
Directory of Open Access Journals (Sweden)
M. Tavassoli Kajani
2012-01-01
Full Text Available Rational Chebyshev bases and Galerkin method are used to obtain the approximate solution of a system of high-order integro-differential equations on the interval [0,∞. This method is based on replacement of the unknown functions by their truncated series of rational Chebyshev expansion. Test examples are considered to show the high accuracy, simplicity, and efficiency of this method.
Directory of Open Access Journals (Sweden)
Veyis Turut
2013-01-01
Full Text Available Two tecHniques were implemented, the Adomian decomposition method (ADM and multivariate Padé approximation (MPA, for solving nonlinear partial differential equations of fractional order. The fractional derivatives are described in Caputo sense. First, the fractional differential equation has been solved and converted to power series by Adomian decomposition method (ADM, then power series solution of fractional differential equation was put into multivariate Padé series. Finally, numerical results were compared and presented in tables and figures.
Study of coupled nonlinear partial differential equations for finding exact analytical solutions.
Khan, Kamruzzaman; Akbar, M Ali; Koppelaar, H
2015-07-01
Exact solutions of nonlinear partial differential equations (NPDEs) are obtained via the enhanced (G'/G)-expansion method. The method is subsequently applied to find exact solutions of the Drinfel'd-Sokolov-Wilson (DSW) equation and the (2+1)-dimensional Painlevé integrable Burgers (PIB) equation. The efficiency of this method for finding these exact solutions is demonstrated. The method is effective and applicable for many other NPDEs in mathematical physics.
Study of coupled nonlinear partial differential equations for finding exact analytical solutions
Khan, Kamruzzaman; Akbar, M. Ali; Koppelaar, H.
2015-01-01
Exact solutions of nonlinear partial differential equations (NPDEs) are obtained via the enhanced (G′/G)-expansion method. The method is subsequently applied to find exact solutions of the Drinfel'd–Sokolov–Wilson (DSW) equation and the (2+1)-dimensional Painlevé integrable Burgers (PIB) equation. The efficiency of this method for finding these exact solutions is demonstrated. The method is effective and applicable for many other NPDEs in mathematical physics. PMID:26587256
A partial solution for Feynman's problem: A new derivation of the Weyl equation
Directory of Open Access Journals (Sweden)
Atsushi Inoue
2000-07-01
Full Text Available Associating classical mechanics to a system of partial differential equations, we give a procedure for Feynman-type quantization of a "Schrodinger-type equation with spin." Mathematically, we construct a "good parametrix" for the Weyl equation with an external electromagnetic field. Main ingredients are (i a new interpretation of the matrix structure using superanalysis and (ii another interpretation of the method of characteristics as a quantization procedure of Feynman type.
Parameter Estimation for Partial Differential Equations by Collage-Based Numerical Approximation
Directory of Open Access Journals (Sweden)
Xiaoyan Deng
2009-01-01
into a minimization problem of a function of several variables after the partial differential equation is approximated by a differential dynamical system. Then numerical schemes for solving this minimization problem are proposed, including grid approximation and ant colony optimization. The proposed schemes are applied to a parameter estimation problem for the Belousov-Zhabotinskii equation, and the results show that the proposed approximation method is efficient for both linear and nonlinear partial differential equations with respect to unknown parameters. At worst, the presented method provides an excellent starting point for traditional inversion methods that must first select a good starting point.
International Nuclear Information System (INIS)
LaChapelle, J.
2004-01-01
A path integral is presented that solves a general class of linear second order partial differential equations with Dirichlet/Neumann boundary conditions. Elementary kernels are constructed for both Dirichlet and Neumann boundary conditions. The general solution can be specialized to solve elliptic, parabolic, and hyperbolic partial differential equations with boundary conditions. This extends the well-known path integral solution of the Schroedinger/diffusion equation in unbounded space. The construction is based on a framework for functional integration introduced by Cartier/DeWitt-Morette
Sun, Shuyu; Salama, Amgad; El-Amin, Mohamed
2012-01-01
A new technique for the numerical solution of the partial differential equations governing transport phenomena in porous media is introduced. In this technique, the governing equations as depicted from the physics of the problem are used without extra manipulations. In other words, there is no need to reduce the number of governing equations by some sort of mathematical manipulations. This technique enables the separation of the physics part of the problem and the solver part, which makes coding more robust and could be used in several other applications with little or no modifications (e.g., multi-phase flow in porous media). In this method, one abandons the need to construct the coefficient matrix for the pressure equation. Alternatively, the coefficients are automatically generated within the solver routine. We show examples of using this technique to solving several flow problems in porous media.
Sun, Shuyu
2012-06-02
A new technique for the numerical solution of the partial differential equations governing transport phenomena in porous media is introduced. In this technique, the governing equations as depicted from the physics of the problem are used without extra manipulations. In other words, there is no need to reduce the number of governing equations by some sort of mathematical manipulations. This technique enables the separation of the physics part of the problem and the solver part, which makes coding more robust and could be used in several other applications with little or no modifications (e.g., multi-phase flow in porous media). In this method, one abandons the need to construct the coefficient matrix for the pressure equation. Alternatively, the coefficients are automatically generated within the solver routine. We show examples of using this technique to solving several flow problems in porous media.
Error analysis in Fourier methods for option pricing for exponential Lévy processes
Crocce, Fabian; Hä ppö lä , Juho; Keissling, Jonas; Tempone, Raul
2015-01-01
We derive an error bound for utilising the discrete Fourier transform method for solving Partial Integro-Differential Equations (PIDE) that describe european option prices for exponential Lévy driven asset prices. We give sufficient conditions
Error Analysis for Fourier Methods for Option Pricing
Hä ppö lä , Juho
2016-01-01
We provide a bound for the error committed when using a Fourier method to price European options when the underlying follows an exponential Levy dynamic. The price of the option is described by a partial integro-differential equation (PIDE
Directory of Open Access Journals (Sweden)
Thomas Gomez
2018-04-01
Full Text Available Atomic structure of N-electron atoms is often determined by solving the Hartree-Fock equations, which are a set of integro-differential equations. The integral part of the Hartree-Fock equations treats electron exchange, but the Hartree-Fock equations are not often treated as an integro-differential equation. The exchange term is often approximated as an inhomogeneous or an effective potential so that the Hartree-Fock equations become a set of ordinary differential equations (which can be solved using the usual shooting methods. Because the Hartree-Fock equations are an iterative-refinement method, the inhomogeneous term relies on the previous guess of the wavefunction. In addition, there are numerical complications associated with solving inhomogeneous differential equations. This work uses matrix methods to solve the Hartree-Fock equations as an integro-differential equation. It is well known that a derivative operator can be expressed as a matrix made of finite-difference coefficients; energy eigenvalues and eigenvectors can be obtained by using linear-algebra packages. The integral (exchange part of the Hartree-Fock equation can be approximated as a sum and written as a matrix. The Hartree-Fock equations can be solved as a matrix that is the sum of the differential and integral matrices. We compare calculations using this method against experiment and standard atomic structure calculations. This matrix method can also be used to solve for free-electron wavefunctions, thus improving how the atoms and free electrons interact. This technique is important for spectral line broadening in two ways: it improves the atomic structure calculations, and it improves the motion of the plasma electrons that collide with the atom.
Directory of Open Access Journals (Sweden)
Fatima G. Khushtova
2016-03-01
Full Text Available In this paper Cauchy problem for a parabolic equation with Bessel operator and with Riemann–Liouville partial derivative is considered. The representation of the solution is obtained in terms of integral transform with Wright function in the kernel. It is shown that when this equation becomes the fractional diffusion equation, obtained solution becomes the solution of Cauchy problem for the corresponding equation. The uniqueness of the solution in the class of functions that satisfy the analogue of Tikhonov condition is proved.
Directory of Open Access Journals (Sweden)
Yusuf Pandir
2013-01-01
Full Text Available We firstly give some new functions called generalized hyperbolic functions. By the using of the generalized hyperbolic functions, new kinds of transformations are defined to discover the exact approximate solutions of nonlinear partial differential equations. Based on the generalized hyperbolic function transformation of the generalized KdV equation and the coupled equal width wave equations (CEWE, we find new exact solutions of two equations and analyze the properties of them by taking different parameter values of the generalized hyperbolic functions. We think that these solutions are very important to explain some physical phenomena.
Chen, Shanzhen; Jiang, Xiaoyun
2012-08-01
In this paper, analytical solutions to time-fractional partial differential equations in a multi-layer annulus are presented. The final solutions are obtained in terms of Mittag-Leffler function by using the finite integral transform technique and Laplace transform technique. In addition, the classical diffusion equation (α=1), the Helmholtz equation (α→0) and the wave equation (α=2) are discussed as special cases. Finally, an illustrative example problem for the three-layer semi-circular annular region is solved and numerical results are presented graphically for various kind of order of fractional derivative.
Lattice Boltzmann model for high-order nonlinear partial differential equations
Chai, Zhenhua; He, Nanzhong; Guo, Zhaoli; Shi, Baochang
2018-01-01
In this paper, a general lattice Boltzmann (LB) model is proposed for the high-order nonlinear partial differential equation with the form ∂tϕ +∑k=1mαk∂xkΠk(ϕ ) =0 (1 ≤k ≤m ≤6 ), αk are constant coefficients, Πk(ϕ ) are some known differential functions of ϕ . As some special cases of the high-order nonlinear partial differential equation, the classical (m)KdV equation, KdV-Burgers equation, K (n ,n ) -Burgers equation, Kuramoto-Sivashinsky equation, and Kawahara equation can be solved by the present LB model. Compared to the available LB models, the most distinct characteristic of the present model is to introduce some suitable auxiliary moments such that the correct moments of equilibrium distribution function can be achieved. In addition, we also conducted a detailed Chapman-Enskog analysis, and found that the high-order nonlinear partial differential equation can be correctly recovered from the proposed LB model. Finally, a large number of simulations are performed, and it is found that the numerical results agree with the analytical solutions, and usually the present model is also more accurate than the existing LB models [H. Lai and C. Ma, Sci. China Ser. G 52, 1053 (2009), 10.1007/s11433-009-0149-3; H. Lai and C. Ma, Phys. A (Amsterdam) 388, 1405 (2009), 10.1016/j.physa.2009.01.005] for high-order nonlinear partial differential equations.
Lattice Boltzmann model for high-order nonlinear partial differential equations.
Chai, Zhenhua; He, Nanzhong; Guo, Zhaoli; Shi, Baochang
2018-01-01
In this paper, a general lattice Boltzmann (LB) model is proposed for the high-order nonlinear partial differential equation with the form ∂_{t}ϕ+∑_{k=1}^{m}α_{k}∂_{x}^{k}Π_{k}(ϕ)=0 (1≤k≤m≤6), α_{k} are constant coefficients, Π_{k}(ϕ) are some known differential functions of ϕ. As some special cases of the high-order nonlinear partial differential equation, the classical (m)KdV equation, KdV-Burgers equation, K(n,n)-Burgers equation, Kuramoto-Sivashinsky equation, and Kawahara equation can be solved by the present LB model. Compared to the available LB models, the most distinct characteristic of the present model is to introduce some suitable auxiliary moments such that the correct moments of equilibrium distribution function can be achieved. In addition, we also conducted a detailed Chapman-Enskog analysis, and found that the high-order nonlinear partial differential equation can be correctly recovered from the proposed LB model. Finally, a large number of simulations are performed, and it is found that the numerical results agree with the analytical solutions, and usually the present model is also more accurate than the existing LB models [H. Lai and C. Ma, Sci. China Ser. G 52, 1053 (2009)1672-179910.1007/s11433-009-0149-3; H. Lai and C. Ma, Phys. A (Amsterdam) 388, 1405 (2009)PHYADX0378-437110.1016/j.physa.2009.01.005] for high-order nonlinear partial differential equations.
On quantization, the generalised Schroedinger equation and classical mechanics
International Nuclear Information System (INIS)
Jones, K.R.W.
1991-01-01
A ψ-dependent linear functional operator, was defined, which solves the problem of quantization in non-relativistic quantum mechanics. Weyl ordering is implemented automatically and permits derivation of many of the quantum to classical correspondences. The parameter λ presents a natural C ∞ deformation of the dynamical structure of quantum mechanics via a non-linear integro-differential 'Generalised Schroedinger Equation', admitting an infinite family of soliton solutions. All these solutions are presented and it is shown that this equation gives an exact dynamic and energetic reproduction of classical mechanics with the correct measurement theoretic limit. 23 refs
Mobile point sensors and actuators in the controllability theory of partial differential equations
Khapalov, Alexander Y
2017-01-01
This book presents a concise study of controllability theory of partial differential equations when they are equipped with actuators and/or sensors that are finite dimensional at every moment of time. Based on the author’s extensive research in the area of controllability theory, this monograph specifically focuses on the issues of controllability, observability, and stabilizability for parabolic and hyperbolic partial differential equations. The topics in this book also cover related applied questions such as the problem of localization of unknown pollution sources based on information obtained from point sensors that arise in environmental monitoring. Researchers and graduate students interested in controllability theory of partial differential equations and its applications will find this book to be an invaluable resource to their studies.
Xing, Yanyuan; Yan, Yubin
2018-03-01
Gao et al. [11] (2014) introduced a numerical scheme to approximate the Caputo fractional derivative with the convergence rate O (k 3 - α), 0 equation is sufficiently smooth, Lv and Xu [20] (2016) proved by using energy method that the corresponding numerical method for solving time fractional partial differential equation has the convergence rate O (k 3 - α), 0 equation has low regularity and in this case the numerical method fails to have the convergence rate O (k 3 - α), 0 quadratic interpolation polynomials. Based on this scheme, we introduce a time discretization scheme to approximate the time fractional partial differential equation and show by using Laplace transform methods that the time discretization scheme has the convergence rate O (k 3 - α), 0 0 for smooth and nonsmooth data in both homogeneous and inhomogeneous cases. Numerical examples are given to show that the theoretical results are consistent with the numerical results.
A New Numerical Technique for Solving Systems Of Nonlinear Fractional Partial Differential Equations
Directory of Open Access Journals (Sweden)
Mountassir Hamdi Cherif
2017-11-01
Full Text Available In this paper, we apply an efficient method called the Aboodh decomposition method to solve systems of nonlinear fractional partial differential equations. This method is a combined form of Aboodh transform with Adomian decomposition method. The theoretical analysis of this investigated for systems of nonlinear fractional partial differential equations is calculated in the explicit form of a power series with easily computable terms. Some examples are given to shows that this method is very efficient and accurate. This method can be applied to solve others nonlinear systems problems.
Biala, T A; Jator, S N
2015-01-01
In this article, the boundary value method is applied to solve three dimensional elliptic and hyperbolic partial differential equations. The partial derivatives with respect to two of the spatial variables (y, z) are discretized using finite difference approximations to obtain a large system of ordinary differential equations (ODEs) in the third spatial variable (x). Using interpolation and collocation techniques, a continuous scheme is developed and used to obtain discrete methods which are applied via the Block unification approach to obtain approximations to the resulting large system of ODEs. Several test problems are investigated to elucidate the solution process.
Unified algorithm for partial differential equations and examples of numerical computation
International Nuclear Information System (INIS)
Watanabe, Tsuguhiro
1999-01-01
A new unified algorithm is proposed to solve partial differential equations which describe nonlinear boundary value problems, eigenvalue problems and time developing boundary value problems. The algorithm is composed of implicit difference scheme and multiple shooting scheme and is named as HIDM (Higher order Implicit Difference Method). A new prototype computer programs for 2-dimensional partial differential equations is constructed and tested successfully to several problems. Extension of the computer programs to 3 or more higher order dimension problems will be easy due to the direct product type difference scheme. (author)
Lamb, George L
1995-01-01
INTRODUCTORY APPLICATIONS OF PARTIAL DIFFERENTIAL EQUATIONS. With Emphasis on Wave Propagation and Diffusion. This is the ideal text for students and professionals who have some familiarity with partial differential equations, and who now wish to consolidate and expand their knowledge. Unlike most other texts on this topic, it interweaves prior knowledge of mathematics and physics, especially heat conduction and wave motion, into a presentation that demonstrates their interdependence. The result is a superb teaching text that reinforces the reader's understanding of both mathematics and physic
Nadjafikhah, Mehdi; Jafari, Mehdi
2014-01-01
In this paper, partially invariant solutions (PISs) method is applied in order to obtain new four-dimensional Einstein Walker manifolds. This method is based on subgroup classification for the symmetry group of partial differential equations (PDEs) and can be regarded as the generalization of the similarity reduction method. For this purpose, those cases of PISs which have the defect structure delta=1 and are resulted from two-dimensional subalgebras are considered in the present paper. Also ...
Directory of Open Access Journals (Sweden)
A. A. Hemeda
2013-01-01
Full Text Available An extension of the so-called new iterative method (NIM has been used to handle linear and nonlinear fractional partial differential equations. The main property of the method lies in its flexibility and ability to solve nonlinear equations accurately and conveniently. Therefore, a general framework of the NIM is presented for analytical treatment of fractional partial differential equations in fluid mechanics. The fractional derivatives are described in the Caputo sense. Numerical illustrations that include the fractional wave equation, fractional Burgers equation, fractional KdV equation, fractional Klein-Gordon equation, and fractional Boussinesq-like equation are investigated to show the pertinent features of the technique. Comparison of the results obtained by the NIM with those obtained by both Adomian decomposition method (ADM and the variational iteration method (VIM reveals that the NIM is very effective and convenient. The basic idea described in this paper is expected to be further employed to solve other similar linear and nonlinear problems in fractional calculus.
Numerical solutions of ordinary and partial differential equations in the frequency domain
International Nuclear Information System (INIS)
Hazi, G.; Por, G.
1997-01-01
Numerical problems during the noise simulation in a nuclear power plant are discussed. The solutions of ordinary and partial differential equations are studied in the frequency domain. Numerical methods by the transfer function method are applied. It is shown that the correctness of the numerical methods is limited for ordinary differential equations in the frequency domain. To overcome the difficulties, step-size selection is suggested. (author)
On the solution of elliptic partial differential equations on regions with corners
International Nuclear Information System (INIS)
Serkh, Kirill; Rokhlin, Vladimir
2016-01-01
In this paper we investigate the solution of boundary value problems on polygonal domains for elliptic partial differential equations. We observe that when the problems are formulated as the boundary integral equations of classical potential theory, the solutions are representable by series of elementary functions. In addition to being analytically perspicuous, the resulting expressions lend themselves to the construction of accurate and efficient numerical algorithms. The results are illustrated by a number of numerical examples.
Modeling biological gradient formation: combining partial differential equations and Petri nets.
Bertens, Laura M F; Kleijn, Jetty; Hille, Sander C; Heiner, Monika; Koutny, Maciej; Verbeek, Fons J
2016-01-01
Both Petri nets and differential equations are important modeling tools for biological processes. In this paper we demonstrate how these two modeling techniques can be combined to describe biological gradient formation. Parameters derived from partial differential equation describing the process of gradient formation are incorporated in an abstract Petri net model. The quantitative aspects of the resulting model are validated through a case study of gradient formation in the fruit fly.
A Novel Method for Analytical Solutions of Fractional Partial Differential Equations
Mehmet Ali Akinlar; Muhammet Kurulay
2013-01-01
A new solution technique for analytical solutions of fractional partial differential equations (FPDEs) is presented. The solutions are expressed as a finite sum of a vector type functional. By employing MAPLE software, it is shown that the solutions might be extended to an arbitrary degree which makes the present method not only different from the others in the literature but also quite efficient. The method is applied to special Bagley-Torvik and Diethelm fractional differential equations as...
International Nuclear Information System (INIS)
Sanchez, Richard.
1980-11-01
This work is divided into two part the first part (note CEA-N-2165) deals with the solution of complex two-dimensional transport problems, the second one treats the critically mixed methods of resolution. These methods are applied for one-dimensional geometries with highly anisotropic scattering. In order to simplify the set of integral equation provided by the integral transport equation, the integro-differential equation is used to obtain relations that allow to lower the number of integral equation to solve; a general mathematical and numerical study is presented [fr
Collage-based approaches for elliptic partial differential equations inverse problems
Yodzis, Michael; Kunze, Herb
2017-01-01
The collage method for inverse problems has become well-established in the literature in recent years. Initial work developed a collage theorem, based upon Banach's fixed point theorem, for treating inverse problems for ordinary differential equations (ODEs). Amongst the subsequent work was a generalized collage theorem, based upon the Lax-Milgram representation theorem, useful for treating inverse problems for elliptic partial differential equations (PDEs). Each of these two different approaches can be applied to elliptic PDEs in one space dimension. In this paper, we explore and compare how the two different approaches perform for the estimation of the diffusivity for a steady-state heat equation.
A Novel Method for Analytical Solutions of Fractional Partial Differential Equations
Directory of Open Access Journals (Sweden)
Mehmet Ali Akinlar
2013-01-01
Full Text Available A new solution technique for analytical solutions of fractional partial differential equations (FPDEs is presented. The solutions are expressed as a finite sum of a vector type functional. By employing MAPLE software, it is shown that the solutions might be extended to an arbitrary degree which makes the present method not only different from the others in the literature but also quite efficient. The method is applied to special Bagley-Torvik and Diethelm fractional differential equations as well as a more general fractional differential equation.
Parametric Borel summability for some semilinear system of partial differential equations
Directory of Open Access Journals (Sweden)
Hiroshi Yamazawa
2015-01-01
Full Text Available In this paper we study the Borel summability of formal solutions with a parameter of first order semilinear system of partial differential equations with \\(n\\ independent variables. In [Singular perturbation of linear systems with a regular singularity, J. Dynam. Control. Syst. 8 (2002, 313-322], Balser and Kostov proved the Borel summability of formal solutions with respect to a singular perturbation parameter for a linear equation with one independent variable. We shall extend their results to a semilinear system of equations with general independent variables.
New multidimensional partially integrable generalization of S-integrable N-wave equation
International Nuclear Information System (INIS)
Zenchuk, A. I.
2007-01-01
This paper develops a modification of the dressing method based on the inhomogeneous linear integral equation with integral operator having nonempty kernel. The method allows one to construct the systems of multidimensional partial differential equations having differential polynomial structure in any dimension n. The associated solution space is not full, although it is parametrized by certain number of arbitrary functions of (n-1) variables. We consider four-dimensional generalization of the classical (2+1)-dimensional S-integrable N-wave equation as an example
Furihata, Daisuke
2010-01-01
Nonlinear Partial Differential Equations (PDEs) have become increasingly important in the description of physical phenomena. Unlike Ordinary Differential Equations, PDEs can be used to effectively model multidimensional systems. The methods put forward in Discrete Variational Derivative Method concentrate on a new class of ""structure-preserving numerical equations"" which improves the qualitative behaviour of the PDE solutions and allows for stable computing. The authors have also taken care to present their methods in an accessible manner, which means that the book will be useful to engineer
International Nuclear Information System (INIS)
Lin-Jie, Chen; Chang-Feng, Ma
2010-01-01
This paper proposes a lattice Boltzmann model with an amending function for one-dimensional nonlinear partial differential equations (NPDEs) in the form u t + αuu x + βu n u x + γu xx + δu xxx + ζu xxxx = 0. This model is different from existing models because it lets the time step be equivalent to the square of the space step and derives higher accuracy and nonlinear terms in NPDEs. With the Chapman–Enskog expansion, the governing evolution equation is recovered correctly from the continuous Boltzmann equation. The numerical results agree well with the analytical solutions. (general)
Directory of Open Access Journals (Sweden)
Ji Juan-Juan
2017-01-01
Full Text Available A table lookup method for solving nonlinear fractional partial differential equations (fPDEs is proposed in this paper. Looking up the corresponding tables, we can quickly obtain the exact analytical solutions of fPDEs by using this method. To illustrate the validity of the method, we apply it to construct the exact analytical solutions of four nonlinear fPDEs, namely, the time fractional simplified MCH equation, the space-time fractional combined KdV-mKdV equation, the (2+1-dimensional time fractional Zoomeron equation, and the space-time fractional ZKBBM equation. As a result, many new types of exact analytical solutions are obtained including triangular periodic solution, hyperbolic function solution, singular solution, multiple solitary wave solution, and Jacobi elliptic function solution.
International Nuclear Information System (INIS)
Hicks, D.L.; Walsh, R.T.
1976-06-01
Discrete methods for the solution of the partial differential equations arising in hydrocodes and wavecodes are presented in a tutorial fashion. By discrete methods is meant, for example, the methods of finite differences, finite elements, discretized characteristics, etc. The concepts of stability, consistency, convergence, order of accuracy, true accuracy, etc., and their relevance to the hydrocodes and wavecodes are discussed
Directory of Open Access Journals (Sweden)
Ai-Min Yang
2014-01-01
Full Text Available The local fractional Laplace variational iteration method was applied to solve the linear local fractional partial differential equations. The local fractional Laplace variational iteration method is coupled by the local fractional variational iteration method and Laplace transform. The nondifferentiable approximate solutions are obtained and their graphs are also shown.
Taylor, Lawrence W., Jr.; Rajiyah, H.
1991-01-01
Partial differential equations for modeling the structural dynamics and control systems of flexible spacecraft are applied here in order to facilitate systems analysis and optimization of these spacecraft. Example applications are given, including the structural dynamics of SCOLE, the Solar Array Flight Experiment, the Mini-MAST truss, and the LACE satellite. The development of related software is briefly addressed.
Functional analytic methods in complex analysis and applications to partial differential equations
International Nuclear Information System (INIS)
Mshimba, A.S.A.; Tutschke, W.
1990-01-01
The volume contains 24 lectures given at the Workshop on Functional Analytic Methods in Complex Analysis and Applications to Partial Differential Equations held in Trieste, Italy, between 8-19 February 1988, at the ICTP. A separate abstract was prepared for each of these lectures. Refs and figs
Oscillation of certain higher-order neutral partial functional differential equations.
Li, Wei Nian; Sheng, Weihong
2016-01-01
In this paper, we study the oscillation of certain higher-order neutral partial functional differential equations with the Robin boundary conditions. Some oscillation criteria are established. Two examples are given to illustrate the main results in the end of this paper.
Rhebergen, Sander; Bokhove, Onno; van der Vegt, Jacobus J.W.
We present space- and space-time discontinuous Galerkin finite element (DGFEM) formulations for systems containing nonconservative products, such as occur in dispersed multiphase flow equations. The main criterium we pose on the formulation is that if the system of nonconservative partial
Rhebergen, Sander; Bokhove, Onno; van der Vegt, Jacobus J.W.
2008-01-01
We present space- and space-time discontinuous Galerkin finite element (DGFEM) formulations for systems containing nonconservative products, such as occur in dispersed multiphase flow equations. The main criterium we pose on the weak formulation is that if the system of nonconservative partial
Lp Theory for Super-Parabolic Backward Stochastic Partial Differential Equations in the Whole Space
International Nuclear Information System (INIS)
Du Kai; Qiu, Jinniao; Tang Shanjian
2012-01-01
This paper is concerned with semi-linear backward stochastic partial differential equations (BSPDEs for short) of super-parabolic type. An L p -theory is given for the Cauchy problem of BSPDEs, separately for the case of p∈(1,2] and for the case of p∈(2,∞). A comparison theorem is also addressed.
M. Denche; A. L. Marhoune
2003-01-01
In this paper, we study a mixed problem with integral boundary conditions for a high order partial differential equation of mixed type. We prove the existence and uniqueness of the solution. The proof is based on energy inequality, and on the density of the range of the operator generated by the considered problem.
Banks, H. T.; Kunisch, K.
1982-01-01
Approximation results from linear semigroup theory are used to develop a general framework for convergence of approximation schemes in parameter estimation and optimal control problems for nonlinear partial differential equations. These ideas are used to establish theoretical convergence results for parameter identification using modal (eigenfunction) approximation techniques. Results from numerical investigations of these schemes for both hyperbolic and parabolic systems are given.
New model reduction technique for a class of parabolic partial differential equations
Vajta, Miklos
1991-01-01
A model reduction (or lumping) technique for a class of parabolic-type partial differential equations is given, and its application is discussed. The frequency response of the temperature distribution in any multilayer solid is developed and given by a matrix expression. The distributed transfer
Introduction to partial differential equations from Fourier series to boundary-value problems
Broman, Arne
2010-01-01
This well-written, advanced-level text introduces students to Fourier analysis and some of its applications. The self-contained treatment covers Fourier series, orthogonal systems, Fourier and Laplace transforms, Bessel functions, and partial differential equations of the first and second orders. Over 260 exercises with solutions reinforce students' grasp of the material. 1970 edition.
Neutron transport equation - indications on homogenization and neutron diffusion
International Nuclear Information System (INIS)
Argaud, J.P.
1992-06-01
In PWR nuclear reactor, the practical study of the neutrons in the core uses diffusion equation to describe the problem. On the other hand, the most correct method to describe these neutrons is to use the Boltzmann equation, or neutron transport equation. In this paper, we give some theoretical indications to obtain a diffusion equation from the general transport equation, with some simplifying hypothesis. The work is organised as follows: (a) the most general formulations of the transport equation are presented: integro-differential equation and integral equation; (b) the theoretical approximation of this Boltzmann equation by a diffusion equation is introduced, by the way of asymptotic developments; (c) practical homogenization methods of transport equation is then presented. In particular, the relationships with some general and useful methods in neutronic are shown, and some homogenization methods in energy and space are indicated. A lot of other points of view or complements are detailed in the text or the remarks
International Nuclear Information System (INIS)
Rhebergen, S.; Bokhove, O.; Vegt, J.J.W. van der
2008-01-01
We present space- and space-time discontinuous Galerkin finite element (DGFEM) formulations for systems containing nonconservative products, such as occur in dispersed multiphase flow equations. The main criterium we pose on the weak formulation is that if the system of nonconservative partial differential equations can be transformed into conservative form, then the formulation must reduce to that for conservative systems. Standard DGFEM formulations cannot be applied to nonconservative systems of partial differential equations. We therefore introduce the theory of weak solutions for nonconservative products into the DGFEM formulation leading to the new question how to define the path connecting left and right states across a discontinuity. The effect of different paths on the numerical solution is investigated and found to be small. We also introduce a new numerical flux that is able to deal with nonconservative products. Our scheme is applied to two different systems of partial differential equations. First, we consider the shallow water equations, where topography leads to nonconservative products, in which the known, possibly discontinuous, topography is formally taken as an unknown in the system. Second, we consider a simplification of a depth-averaged two-phase flow model which contains more intrinsic nonconservative products
Asiri, Sharefa M.; Laleg-Kirati, Taous-Meriem
2016-01-01
In this paper, modulating functions-based method is proposed for estimating space–time-dependent unknowns in one-dimensional partial differential equations. The proposed method simplifies the problem into a system of algebraic equations linear
New and old symmetries of the Maxwell and Dirac equations
International Nuclear Information System (INIS)
Fushchich, V.I.; Nikitin, A.G.
1983-01-01
The symmetry properties of Maxwell's equations for the electromagnetic field and also of the Dirac and Kemmer-Duffin-Petiau equations are analyzed. In the framework of a ''non-Lie'' approach it is shown that, besides the well-known invariance with respect to the conformal group and the Heaviside-Larmor-Rainich transformations, Maxwell's equations have an additional symmetry with respect to the group U(2)xU(2) and with respect to the 23-dimensional Lie algebra A 23 . The transformations of the additional symmetry are given by nonlocal (integro-differential) operators. The symmetry of the Dirac equation in the class of differential and integro-differential transformations is investigated. It is shown that this equation is invariant with respect to an 18-parameter group, which includes the Poincare group as a subgroup. A 28-parameter invariance group of the Kemmer-Duffin-Petiau equation is found. Finite transformations of the conformal group for a massless field with arbitrary spin are obtained. The explicit form of conformal transformations for the electromagnetic field and also for the Dirac and Weyl fields is given
Estimates for Solutions of Differential Equations in a Banach Space via Commutators
Directory of Open Access Journals (Sweden)
Gil’ Michael
2018-02-01
Full Text Available In a Banach space we consider the equation dx(t/dt = (A + B(t×(t (t ≥ 0, where A is a constant bounded operator, and B(t is a bounded variable operator.Norm estimates for the solutions of the considered equation are derived in terms of the commutator AB(t − B(tA. These estimates give us sharp stability conditions. Our results are new even in the finite dimensional case.We also discuss applications of the obtained results to a class of integro-differential equations.
International Nuclear Information System (INIS)
Papiez, L.; Moskvin, V.; Tulovsky, V.
2001-01-01
The process of angular-spatial evolution of multiple scattering of charged particles can be described by a special case of Boltzmann integro-differential equation called Lewis equation. The underlying stochastic process for this evolution is the compound Poisson process on the surface of the unit sphere. The significant portion of events that constitute compound Poisson process that describes multiple scattering have diffusional character. This property allows to analyze the process of angular-spatial evolution of multiple scattering of charged particles as combination of soft and hard collision processes and compute appropriately its transition densities. These computations provide a method of the approximate solution to the Lewis equation. (orig.)
Directory of Open Access Journals (Sweden)
A. D. Chernyshov
2017-01-01
Full Text Available The brief presentation of the method of fast expansions is given to solve nonlinear differential equations. Application rules of the operator of fast expansions are specified for solving differential equations. According to the method of fast expansions, an unknown function can be represented as the sum of the boundary function and Fourier series sines and cosines for one variable. The special construction of the boundary functions leads to reasonably fast convergence of the Fourier series, so that for engineering calculations, it is sufficient to consider only the first three members. The method is applicable both to linear and nonlinear integro-differential systems. By means of applying the method of fast expansions to nonlinear Navier-Stokes equations the problem is reduced to a closed system of ordinary differential equations, which solution doesn't represent special difficulties. We can reapply the method of fast expansions to the resulting system of differential equations and reduce the original problem to a system of algebraic equations. If the problem is n-dimensional, then after n-fold application of the method of fast expansions the problem will be reduced to a closed algebraic system. Finally, we obtain an analytic-form solution of complicated boundary value problem in partial derivatives. The flow of an incompressible viscous fluid of Navier–Stokes is considered in a curvilinear pipe. The problem is reduced to solving a closed system of ordinary differential equations with boundary conditions by the method of fast expansions. The article considers peculiarities of finding the coefficients of boundary functions and Fourier coefficients for the zero-order and first-order operators of fast expansions. Obtaining the analytic-form solution is of great interest, because it allows to analyze and to investigate the influence of various factors on the properties of the viscous fluid in specific cases.
Gröbner Bases and Generation of Difference Schemes for Partial Differential Equations
Directory of Open Access Journals (Sweden)
Vladimir P. Gerdt
2006-05-01
Full Text Available In this paper we present an algorithmic approach to the generation of fully conservative difference schemes for linear partial differential equations. The approach is based on enlargement of the equations in their integral conservation law form by extra integral relations between unknown functions and their derivatives, and on discretization of the obtained system. The structure of the discrete system depends on numerical approximation methods for the integrals occurring in the enlarged system. As a result of the discretization, a system of linear polynomial difference equations is derived for the unknown functions and their partial derivatives. A difference scheme is constructed by elimination of all the partial derivatives. The elimination can be achieved by selecting a proper elimination ranking and by computing a Gröbner basis of the linear difference ideal generated by the polynomials in the discrete system. For these purposes we use the difference form of Janet-like Gröbner bases and their implementation in Maple. As illustration of the described methods and algorithms, we construct a number of difference schemes for Burgers and Falkowich-Karman equations and discuss their numerical properties.
Directory of Open Access Journals (Sweden)
M. Bishehniasar
2017-01-01
Full Text Available The demand of many scientific areas for the usage of fractional partial differential equations (FPDEs to explain their real-world systems has been broadly identified. The solutions may portray dynamical behaviors of various particles such as chemicals and cells. The desire of obtaining approximate solutions to treat these equations aims to overcome the mathematical complexity of modeling the relevant phenomena in nature. This research proposes a promising approximate-analytical scheme that is an accurate technique for solving a variety of noninteger partial differential equations (PDEs. The proposed strategy is based on approximating the derivative of fractional-order and reducing the problem to the corresponding partial differential equation (PDE. Afterwards, the approximating PDE is solved by using a separation-variables technique. The method can be simply applied to nonhomogeneous problems and is proficient to diminish the span of computational cost as well as achieving an approximate-analytical solution that is in excellent concurrence with the exact solution of the original problem. In addition and to demonstrate the efficiency of the method, it compares with two finite difference methods including a nonstandard finite difference (NSFD method and standard finite difference (SFD technique, which are popular in the literature for solving engineering problems.
Analytical approach to linear fractional partial differential equations arising in fluid mechanics
International Nuclear Information System (INIS)
Momani, Shaher; Odibat, Zaid
2006-01-01
In this Letter, we implement relatively new analytical techniques, the variational iteration method and the Adomian decomposition method, for solving linear fractional partial differential equations arising in fluid mechanics. The fractional derivatives are described in the Caputo sense. The two methods in applied mathematics can be used as alternative methods for obtaining analytic and approximate solutions for different types of fractional differential equations. In these methods, the solution takes the form of a convergent series with easily computable components. The corresponding solutions of the integer order equations are found to follow as special cases of those of fractional order equations. Some numerical examples are presented to illustrate the efficiency and reliability of the two methods
International Nuclear Information System (INIS)
Liu Hongzhun; Pan Zuliang; Li Peng
2006-01-01
In this article, we will derive an equality, where the Taylor series expansion around ε = 0 for any asymptotical analytical solution of the perturbed partial differential equation (PDE) with perturbing parameter ε must be admitted. By making use of the equality, we may obtain a transformation, which directly map the analytical solutions of a given unperturbed PDE to the asymptotical analytical solutions of the corresponding perturbed one. The notion of Lie-Baecklund symmetries is introduced in order to obtain more transformations. Hence, we can directly create more transformations in virtue of known Lie-Baecklund symmetries and recursion operators of corresponding unperturbed equation. The perturbed Burgers equation and the perturbed Korteweg-de Vries (KdV) equation are used as examples.
Isostable reduction with applications to time-dependent partial differential equations.
Wilson, Dan; Moehlis, Jeff
2016-07-01
Isostables and isostable reduction, analogous to isochrons and phase reduction for oscillatory systems, are useful in the study of nonlinear equations which asymptotically approach a stationary solution. In this work, we present a general method for isostable reduction of partial differential equations, with the potential power to reduce the dimensionality of a nonlinear system from infinity to 1. We illustrate the utility of this reduction by applying it to two different models with biological relevance. In the first example, isostable reduction of the Fokker-Planck equation provides the necessary framework to design a simple control strategy to desynchronize a population of pathologically synchronized oscillatory neurons, as might be relevant to Parkinson's disease. Another example analyzes a nonlinear reaction-diffusion equation with relevance to action potential propagation in a cardiac system.
Ding, Xiao-Li; Nieto, Juan J.
2017-11-01
In this paper, we consider the analytical solutions of coupling fractional partial differential equations (FPDEs) with Dirichlet boundary conditions on a finite domain. Firstly, the method of successive approximations is used to obtain the analytical solutions of coupling multi-term time fractional ordinary differential equations. Then, the technique of spectral representation of the fractional Laplacian operator is used to convert the coupling FPDEs to the coupling multi-term time fractional ordinary differential equations. By applying the obtained analytical solutions to the resulting multi-term time fractional ordinary differential equations, the desired analytical solutions of the coupling FPDEs are given. Our results are applied to derive the analytical solutions of some special cases to demonstrate their applicability.
Energy Technology Data Exchange (ETDEWEB)
Angstmann, C.N.; Donnelly, I.C. [School of Mathematics and Statistics, UNSW Australia, Sydney NSW 2052 (Australia); Henry, B.I., E-mail: B.Henry@unsw.edu.au [School of Mathematics and Statistics, UNSW Australia, Sydney NSW 2052 (Australia); Jacobs, B.A. [School of Computer Science and Applied Mathematics, University of the Witwatersrand, Johannesburg, Private Bag 3, Wits 2050 (South Africa); DST–NRF Centre of Excellence in Mathematical and Statistical Sciences (CoE-MaSS) (South Africa); Langlands, T.A.M. [Department of Mathematics and Computing, University of Southern Queensland, Toowoomba QLD 4350 (Australia); Nichols, J.A. [School of Mathematics and Statistics, UNSW Australia, Sydney NSW 2052 (Australia)
2016-02-15
We have introduced a new explicit numerical method, based on a discrete stochastic process, for solving a class of fractional partial differential equations that model reaction subdiffusion. The scheme is derived from the master equations for the evolution of the probability density of a sum of discrete time random walks. We show that the diffusion limit of the master equations recovers the fractional partial differential equation of interest. This limiting procedure guarantees the consistency of the numerical scheme. The positivity of the solution and stability results are simply obtained, provided that the underlying process is well posed. We also show that the method can be applied to standard reaction–diffusion equations. This work highlights the broader applicability of using discrete stochastic processes to provide numerical schemes for partial differential equations, including fractional partial differential equations.
On new and old symmetries of Maxwell and Dirac equations
International Nuclear Information System (INIS)
Fushchich, V.I.; Nikitin, A.G.
1983-01-01
Symmetry properties of the Maxwell equation for the electromagnetic field are analysed as well as of the Dirac and Kemmer-Duffin-Petiau one. In the frame of the non-geometrical approach it is demonstrated, that besides to the well-known invariance under the conformal group and Heaviside-Larmor-Rainich transformation, Maxwell equation possess the additional symmetry under the group U(2)xU(2) and under the 23-dimensional Lie algebra A 23 . The additional symmetry transformations are realized by the non-local (integro-differential) operators. The symmetry of the Dirac. equation under the differential and integro-differential transformations is investio.ated. It is shown that this equation is invariant under the 18-parametrical group, which includes the Poincare group as a subgroup. The 28-parametrical invariance group of the Kemmer-Duffin-Petiau equation is found. The finite conformal group transformations for a massless field of any spin are obtained. The explicit form of the conformal transformations for the electromagnetic field as well as for the Dirac and Weyl fields is given
Nadjafikhah, Mehdi; Jafari, Mehdi
2013-12-01
In this paper, partially invariant solutions (PISs) method is applied in order to obtain new four-dimensional Einstein Walker manifolds. This method is based on subgroup classification for the symmetry group of partial differential equations (PDEs) and can be regarded as the generalization of the similarity reduction method. For this purpose, those cases of PISs which have the defect structure δ=1 and are resulted from two-dimensional subalgebras are considered in the present paper. Also it is shown that the obtained PISs are distinct from the invariant solutions that obtained by similarity reduction method.
Survey of the status of finite element methods for partial differential equations
Temam, Roger
1986-01-01
The finite element methods (FEM) have proved to be a powerful technique for the solution of boundary value problems associated with partial differential equations of either elliptic, parabolic, or hyperbolic type. They also have a good potential for utilization on parallel computers particularly in relation to the concept of domain decomposition. This report is intended as an introduction to the FEM for the nonspecialist. It contains a survey which is totally nonexhaustive, and it also contains as an illustration, a report on some new results concerning two specific applications, namely a free boundary fluid-structure interaction problem and the Euler equations for inviscid flows.
2013 CIME Course Vector-valued Partial Differential Equations and Applications
Marcellini, Paolo
2017-01-01
Collating different aspects of Vector-valued Partial Differential Equations and Applications, this volume is based on the 2013 CIME Course with the same name which took place at Cetraro, Italy, under the scientific direction of John Ball and Paolo Marcellini. It contains the following contributions: The pullback equation (Bernard Dacorogna), The stability of the isoperimetric inequality (Nicola Fusco), Mathematical problems in thin elastic sheets: scaling limits, packing, crumpling and singularities (Stefan Müller), and Aspects of PDEs related to fluid flows (Vladimir Sverák). These lectures are addressed to graduate students and researchers in the field.
Arqub, Omar Abu; El-Ajou, Ahmad; Momani, Shaher
2015-07-01
Building fractional mathematical models for specific phenomena and developing numerical or analytical solutions for these fractional mathematical models are crucial issues in mathematics, physics, and engineering. In this work, a new analytical technique for constructing and predicting solitary pattern solutions of time-fractional dispersive partial differential equations is proposed based on the generalized Taylor series formula and residual error function. The new approach provides solutions in the form of a rapidly convergent series with easily computable components using symbolic computation software. For method evaluation and validation, the proposed technique was applied to three different models and compared with some of the well-known methods. The resultant simulations clearly demonstrate the superiority and potentiality of the proposed technique in terms of the quality performance and accuracy of substructure preservation in the construct, as well as the prediction of solitary pattern solutions for time-fractional dispersive partial differential equations.
Talib, Imran; Belgacem, Fethi Bin Muhammad; Asif, Naseer Ahmad; Khalil, Hammad
2017-01-01
In this research article, we derive and analyze an efficient spectral method based on the operational matrices of three dimensional orthogonal Jacobi polynomials to solve numerically the mixed partial derivatives type multi-terms high dimensions generalized class of fractional order partial differential equations. We transform the considered fractional order problem to an easily solvable algebraic equations with the aid of the operational matrices. Being easily solvable, the associated algebraic system leads to finding the solution of the problem. Some test problems are considered to confirm the accuracy and validity of the proposed numerical method. The convergence of the method is ensured by comparing our Matlab software simulations based obtained results with the exact solutions in the literature, yielding negligible errors. Moreover, comparative results discussed in the literature are extended and improved in this study.
Czech Academy of Sciences Publication Activity Database
Krisztin, T.; Rezunenko, Oleksandr
2016-01-01
Roč. 260, č. 5 (2016), s. 4454-4472 ISSN 0022-0396 R&D Projects: GA ČR GAP103/12/2431 Institutional support: RVO:67985556 Keywords : Parabolic partial differential equations * State dependent delay * Solution manifold Subject RIV: BC - Control Systems Theory Impact factor: 1.988, year: 2016 http://library.utia.cas.cz/separaty/2016/AS/rezunenko-0457879.pdf
Lewis, Robert Michael; Patera, Anthony T.; Peraire, Jaume
1998-01-01
We present a Neumann-subproblem a posteriori finite element procedure for the efficient and accurate calculation of rigorous, 'constant-free' upper and lower bounds for sensitivity derivatives of functionals of the solutions of partial differential equations. The design motivation for sensitivity derivative error control is discussed; the a posteriori finite element procedure is described; the asymptotic bounding properties and computational complexity of the method are summarized; and illustrative numerical results are presented.
Conservation laws for certain time fractional nonlinear systems of partial differential equations
Singla, Komal; Gupta, R. K.
2017-12-01
In this study, an extension of the concept of nonlinear self-adjointness and Noether operators is proposed for calculating conserved vectors of the time fractional nonlinear systems of partial differential equations. In our recent work (J Math Phys 2016; 57: 101504), by proposing the symmetry approach for time fractional systems, the Lie symmetries for some fractional nonlinear systems have been derived. In this paper, the obtained infinitesimal generators are used to find conservation laws for the corresponding fractional systems.
International Nuclear Information System (INIS)
Li Xicheng; Xu Mingyu; Wang Shaowei
2008-01-01
In this paper, we give similarity solutions of partial differential equations of fractional order with a moving boundary condition. The solutions are given in terms of a generalized Wright function. The time-fractional Caputo derivative and two types of space-fractional derivatives are considered. The scale-invariant variable and the form of the solution of the moving boundary are obtained by the Lie group analysis. A comparison between the solutions corresponding to two types of fractional derivative is also given
Directory of Open Access Journals (Sweden)
Hui-Sheng Ding
2013-04-01
Full Text Available In this paper, we first introduce a new class of pseudo almost periodic type functions and investigate some properties of pseudo almost periodic type functions; and then we discuss the existence of pseudo almost periodic solutions to the class of abstract partial functional differential equations $x'(t=Ax(t+f(t,x_t$ with finite delay in a Banach space X.
Taguchi method for partial differential equations with application in tumor growth.
Ilea, M; Turnea, M; Rotariu, M; Arotăriţei, D; Popescu, Marilena
2014-01-01
The growth of tumors is a highly complex process. To describe this process, mathematical models are needed. A variety of partial differential mathematical models for tumor growth have been developed and studied. Most of those models are based on the reaction-diffusion equations and mass conservation law. A variety of modeling strategies have been developed, each focusing on tumor growth. Systems of time-dependent partial differential equations occur in many branches of applied mathematics. The vast majority of mathematical models in tumor growth are formulated in terms of partial differential equations. We propose a mathematical model for the interactions between these three cancer cell populations. The Taguchi methods are widely used by quality engineering scientists to compare the effects of multiple variables, together with their interactions, with a simple and manageable experimental design. In Taguchi's design of experiments, variation is more interesting to study than the average. First, Taguchi methods are utilized to search for the significant factors and the optimal level combination of parameters. Except the three parameters levels, other factors levels other factors levels would not be considered. Second, cutting parameters namely, cutting speed, depth of cut, and feed rate are designed using the Taguchi method. Finally, the adequacy of the developed mathematical model is proved by ANOVA. According to the results of ANOVA, since the percentage contribution of the combined error is as small. Many mathematical models can be quantitatively characterized by partial differential equations. The use of MATLAB and Taguchi method in this article illustrates the important role of informatics in research in mathematical modeling. The study of tumor growth cells is an exciting and important topic in cancer research and will profit considerably from theoretical input. Interpret these results to be a permanent collaboration between math's and medical oncologists.
Energy Technology Data Exchange (ETDEWEB)
El-Sayed, A.M.A. [Faculty of Science University of Alexandria (Egypt)]. E-mail: amasyed@hotmail.com; Gaber, M. [Faculty of Education Al-Arish, Suez Canal University (Egypt)]. E-mail: mghf408@hotmail.com
2006-11-20
The Adomian decomposition method has been successively used to find the explicit and numerical solutions of the time fractional partial differential equations. A different examples of special interest with fractional time and space derivatives of order {alpha}, 0<{alpha}=<1 are considered and solved by means of Adomian decomposition method. The behaviour of Adomian solutions and the effects of different values of {alpha} are shown graphically for some examples.
Analytical Solutions for Systems of Singular Partial Differential-Algebraic Equations
Directory of Open Access Journals (Sweden)
U. Filobello-Nino
2015-01-01
Full Text Available This paper proposes power series method (PSM in order to find solutions for singular partial differential-algebraic equations (SPDAEs. We will solve three examples to show that PSM method can be used to search for analytical solutions of SPDAEs. What is more, we will see that, in some cases, Padé posttreatment, besides enlarging the domain of convergence, may be employed in order to get the exact solution from the truncated series solutions of PSM.
International Nuclear Information System (INIS)
Brandt, F.
1993-01-01
It is shown that Baecklund transformations (BTs) and zero-curvature representations (ZCRs) of systems of partial differential equations (PDEs) are closely related. The connection is established by nonlinear representations of the symmetry group underlying the ZCR which induce gauge transformations relating different BTs. This connection is used to construct BTs from ZCRs (and vice versa). Furthermore a procedure is outlined which allows a systematic search for ZCRs of a given system of PDEs. (orig.)
Dey, C.; Dey, S. K.
1983-01-01
An explicit finite difference scheme consisting of a predictor and a corrector has been developed and applied to solve some hyperbolic partial differential equations (PDEs). The corrector is a convex-type function which is applied at each time level and at each mesh point. It consists of a parameter which may be estimated such that for larger time steps the algorithm should remain stable and generate a fast speed of convergence to the steady-state solution. Some examples have been given.
Semi-groups of operators and some of their applications to partial differential equations
International Nuclear Information System (INIS)
Kisynski, J.
1976-01-01
Basic notions and theorems of the theory of one-parameter semi-groups of linear operators are given, illustrated by some examples concerned with linear partial differential operators. For brevity, some important and widely developed parts of the semi-group theory such as the general theory of holomorphic semi-groups or the theory of temporally inhomogeneous evolution equations are omitted. This omission includes also the very important application of semi-groups to investigating stochastic processes. (author)
International Nuclear Information System (INIS)
Matthes, W.K.
1998-01-01
The 'adjoint transport equation in its integro-differential form' is derived for the radiation damage produced by atoms injected into solids. We reduce it to the one-dimensional form and prepare it for a numerical solution by: --discretizing the continuous variables energy, space and direction, --replacing the partial differential quotients by finite differences and --evaluating the collision integral by a double sum. By a proper manipulation of this double sum the adjoint transport equation turns into a (very large) set of linear equations with tridiagonal matrix which can be solved by a special (simple and fast) algorithm. The solution of this set of linear equations contains complete information on a specified damage type (e.g. the energy deposited in a volume V) in terms of the function D(i,E,c,x) which gives the damage produced by all particles generated in a cascade initiated by a particle of type i starting at x with energy E in direction c. It is essential to remark that one calculation gives the damage function D for the complete ranges of the variables {i,E,c and x} (for numerical reasons of course on grid-points in the {E,c,x}-space). This is most useful to applications where a general source-distribution S(i,E,c,x) of particles is given by the experimental setup (e.g. beam-window and and target in proton accelerator work. The beam-protons along their path through the window--or target material generate recoil atoms by elastic collisions or nuclear reactions. These recoil atoms form the particle source S). The total damage produced then is eventually given by: D = (Σ)i ∫ ∫ ∫ S(i, E, c, x)*D(i, E, c, x)*dE*dc*dx A Fortran-77 program running on a PC-486 was written for the overall procedure and applied to some problems
ICM: an Integrated Compartment Method for numerically solving partial differential equations
Energy Technology Data Exchange (ETDEWEB)
Yeh, G.T.
1981-05-01
An integrated compartment method (ICM) is proposed to construct a set of algebraic equations from a system of partial differential equations. The ICM combines the utility of integral formulation of finite element approach, the simplicity of interpolation of finite difference approximation, and the flexibility of compartment analyses. The integral formulation eases the treatment of boundary conditions, in particular, the Neumann-type boundary conditions. The simplicity of interpolation provides great economy in computation. The flexibility of discretization with irregular compartments of various shapes and sizes offers advantages in resolving complex boundaries enclosing compound regions of interest. The basic procedures of ICM are first to discretize the region of interest into compartments, then to apply three integral theorems of vectors to transform the volume integral to the surface integral, and finally to use interpolation to relate the interfacial values in terms of compartment values to close the system. The Navier-Stokes equations are used as an example of how to derive the corresponding ICM alogrithm for a given set of partial differential equations. Because of the structure of the algorithm, the basic computer program remains the same for cases in one-, two-, or three-dimensional problems.
An ansatz for solving nonlinear partial differential equations in mathematical physics.
Akbar, M Ali; Ali, Norhashidah Hj Mohd
2016-01-01
In this article, we introduce an ansatz involving exact traveling wave solutions to nonlinear partial differential equations. To obtain wave solutions using direct method, the choice of an appropriate ansatz is of great importance. We apply this ansatz to examine new and further general traveling wave solutions to the (1+1)-dimensional modified Benjamin-Bona-Mahony equation. Abundant traveling wave solutions are derived including solitons, singular solitons, periodic solutions and general solitary wave solutions. The solutions emphasize the nobility of this ansatz in providing distinct solutions to various tangible phenomena in nonlinear science and engineering. The ansatz could be more efficient tool to deal with higher dimensional nonlinear evolution equations which frequently arise in many real world physical problems.
Harmonic analysis, partial differential equations and applications in honor of Richard L. Wheeden
Franchi, Bruno; Lu, Guozhen; Perez, Carlos; Sawyer, Eric
2017-01-01
This is a collection of contributed papers by many eminent Harmonic Analysts and specialists of Partial Differential equations. The papers focus on weighted norm equalities for singular integrals, focusing wave equations, degenerate elliptic equations, Navier-Stokes flow in two dimensions and Poincare-Sobolev inequalities in the setting of metric spaces equipped with measures among others. Many topics considered in this volume stem from the interests of Richard L. Wheeden whose contributions to Potential Theory, singular integral theory and degenerate elliptic PDE theory this volume honors. Luis Caffarelli, Sagun Chanillo, Bruno Franchi, Cristian Guttierez, Xiaojun Huang, Carlos Kenig, Ermanno Lanconelli, Eric Sawyer and Alexander Volberg, are some of the many contributors to this volume. .
Stable multi-domain spectral penalty methods for fractional partial differential equations
Xu, Qinwu; Hesthaven, Jan S.
2014-01-01
We propose stable multi-domain spectral penalty methods suitable for solving fractional partial differential equations with fractional derivatives of any order. First, a high order discretization is proposed to approximate fractional derivatives of any order on any given grids based on orthogonal polynomials. The approximation order is analyzed and verified through numerical examples. Based on the discrete fractional derivative, we introduce stable multi-domain spectral penalty methods for solving fractional advection and diffusion equations. The equations are discretized in each sub-domain separately and the global schemes are obtained by weakly imposed boundary and interface conditions through a penalty term. Stability of the schemes are analyzed and numerical examples based on both uniform and nonuniform grids are considered to highlight the flexibility and high accuracy of the proposed schemes.
Nonmaxwell relaxation in disordered media: Physical mechanisms and fractional relaxation equations
International Nuclear Information System (INIS)
Arkhincheev, V.E.
2004-12-01
The problem of charge relaxation in disordered systems has been solved. It is shown, that due to the inhomogeneity of the medium the charge relaxation has a non-Maxwell character. The two physical mechanisms of a such behavior have been founded. The first one is connected with the 'fractality' of conducting ways. The second mechanism of nonexponential non-Maxwell behavior is connected with the frequency dispersion of effective conductivity of heterogeneous medium, initially consisting of conducting phases without dispersion. The new generalized relaxation equations in the form of fractional temporal integro-differential equations are deduced. (author)
Directory of Open Access Journals (Sweden)
Akira Shirai
2015-01-01
Full Text Available In this paper, we study the following nonlinear first order partial differential equation: \\[f(t,x,u,\\partial_t u,\\partial_x u=0\\quad\\text{with}\\quad u(0,x\\equiv 0.\\] The purpose of this paper is to determine the estimate of Gevrey order under the condition that the equation is singular of a totally characteristic type. The Gevrey order is indicated by the rate of divergence of a formal power series. This paper is a continuation of the previous papers [Convergence of formal solutions of singular first order nonlinear partial differential equations of totally characteristic type, Funkcial. Ekvac. 45 (2002, 187-208] and [Maillet type theorem for singular first order nonlinear partial differential equations of totally characteristic type, Surikaiseki Kenkyujo Kokyuroku, Kyoto University 1431 (2005, 94-106]. Especially the last-mentioned paper is regarded as part I of this paper.
Institute of Scientific and Technical Information of China (English)
无
2010-01-01
We give an equivalent construction of the infinitesimal time translation operator for partial differential evolution equation in the algebraic dynamics algorithm proposed by Shun-Jin Wang and his students. Our construction involves only simple partial differentials and avoids the derivative terms of δ function which appear in the course of computation by means of Wang-Zhang operator. We prove Wang’s equivalent theorem which says that our construction and Wang-Zhang’s are equivalent. We use our construction to deal with several typical equations such as nonlinear advection equation, Burgers equation, nonlinear Schrodinger equation, KdV equation and sine-Gordon equation, and obtain at least second order approximate solutions to them. These equations include the cases of real and complex field variables and the cases of the first and the second order time derivatives.
Workshop on Recent Trends in Complex Methods for Partial Differential Equations
Celebi, A; Tutschke, Wolfgang
1999-01-01
This volume is a collection of manscripts mainly originating from talks and lectures given at the Workshop on Recent Trends in Complex Methods for Par tial Differential Equations held from July 6 to 10, 1998 at the Middle East Technical University in Ankara, Turkey, sponsored by The Scientific and Tech nical Research Council of Turkey and the Middle East Technical University. This workshop is a continuation oftwo workshops from 1988 and 1993 at the In ternational Centre for Theoretical Physics in Trieste, Italy entitled Functional analytic Methods in Complex Analysis and Applications to Partial Differential Equations. Since classical complex analysis of one and several variables has a long tra dition it is of high level. But most of its basic problems are solved nowadays so that within the last few decades it has lost more and more attention. The area of complex and functional analytic methods in partial differential equations, however, is still a growing and flourishing field, in particular as these ...
Energy Technology Data Exchange (ETDEWEB)
Tipireddy, R.; Stinis, P.; Tartakovsky, A. M.
2017-12-01
We present a novel approach for solving steady-state stochastic partial differential equations (PDEs) with high-dimensional random parameter space. The proposed approach combines spatial domain decomposition with basis adaptation for each subdomain. The basis adaptation is used to address the curse of dimensionality by constructing an accurate low-dimensional representation of the stochastic PDE solution (probability density function and/or its leading statistical moments) in each subdomain. Restricting the basis adaptation to a specific subdomain affords finding a locally accurate solution. Then, the solutions from all of the subdomains are stitched together to provide a global solution. We support our construction with numerical experiments for a steady-state diffusion equation with a random spatially dependent coefficient. Our results show that highly accurate global solutions can be obtained with significantly reduced computational costs.
Partial differential equation-based localization of a monopole source from a circular array.
Ando, Shigeru; Nara, Takaaki; Levy, Tsukassa
2013-10-01
Wave source localization from a sensor array has long been the most active research topics in both theory and application. In this paper, an explicit and time-domain inversion method for the direction and distance of a monopole source from a circular array is proposed. The approach is based on a mathematical technique, the weighted integral method, for signal/source parameter estimation. It begins with an exact form of the source-constraint partial differential equation that describes the unilateral propagation of wide-band waves from a single source, and leads to exact algebraic equations that include circular Fourier coefficients (phase mode measurements) as their coefficients. From them, nearly closed-form, single-shot and multishot algorithms are obtained that is suitable for use with band-pass/differential filter banks. Numerical evaluation and several experimental results obtained using a 16-element circular microphone array are presented to verify the validity of the proposed method.
Cotter, C J; Gottwald, G A; Holm, D D
2017-09-01
In Holm (Holm 2015 Proc. R. Soc. A 471 , 20140963. (doi:10.1098/rspa.2014.0963)), stochastic fluid equations were derived by employing a variational principle with an assumed stochastic Lagrangian particle dynamics. Here we show that the same stochastic Lagrangian dynamics naturally arises in a multi-scale decomposition of the deterministic Lagrangian flow map into a slow large-scale mean and a rapidly fluctuating small-scale map. We employ homogenization theory to derive effective slow stochastic particle dynamics for the resolved mean part, thereby obtaining stochastic fluid partial equations in the Eulerian formulation. To justify the application of rigorous homogenization theory, we assume mildly chaotic fast small-scale dynamics, as well as a centring condition. The latter requires that the mean of the fluctuating deviations is small, when pulled back to the mean flow.
Directory of Open Access Journals (Sweden)
A. H. Bhrawy
2014-01-01
Full Text Available One of the most important advantages of collocation method is the possibility of dealing with nonlinear partial differential equations (PDEs as well as PDEs with variable coefficients. A numerical solution based on a Jacobi collocation method is extended to solve nonlinear coupled hyperbolic PDEs with variable coefficients subject to initial-boundary nonlocal conservation conditions. This approach, based on Jacobi polynomials and Gauss-Lobatto quadrature integration, reduces solving the nonlinear coupled hyperbolic PDEs with variable coefficients to a system of nonlinear ordinary differential equation which is far easier to solve. In fact, we deal with initial-boundary coupled hyperbolic PDEs with variable coefficients as well as initial-nonlocal conditions. Using triangular, soliton, and exponential-triangular solutions as exact solutions, the obtained results show that the proposed numerical algorithm is efficient and very accurate.
Directory of Open Access Journals (Sweden)
Murat Osmanoglu
2013-01-01
Full Text Available We have considered linear partial differential algebraic equations (LPDAEs of the form , which has at least one singular matrix of . We have first introduced a uniform differential time index and a differential space index. The initial conditions and boundary conditions of the given system cannot be prescribed for all components of the solution vector here. To overcome this, we introduced these indexes. Furthermore, differential transform method has been given to solve LPDAEs. We have applied this method to a test problem, and numerical solution of the problem has been compared with analytical solution.
Solution of Nonlinear Partial Differential Equations by New Laplace Variational Iteration Method
Directory of Open Access Journals (Sweden)
Eman M. A. Hilal
2014-01-01
Full Text Available The aim of this study is to give a good strategy for solving some linear and nonlinear partial differential equations in engineering and physics fields, by combining Laplace transform and the modified variational iteration method. This method is based on the variational iteration method, Laplace transforms, and convolution integral, introducing an alternative Laplace correction functional and expressing the integral as a convolution. Some examples in physical engineering are provided to illustrate the simplicity and reliability of this method. The solutions of these examples are contingent only on the initial conditions.
Ito, K.
1983-01-01
Approximation schemes based on Legendre-tau approximation are developed for application to parameter identification problem for delay and partial differential equations. The tau method is based on representing the approximate solution as a truncated series of orthonormal functions. The characteristic feature of the Legendre-tau approach is that when the solution to a problem is infinitely differentiable, the rate of convergence is faster than any finite power of 1/N; higher accuracy is thus achieved, making the approach suitable for small N.
The Spectral/hp-Finite Element Method for Partial Differential Equations
DEFF Research Database (Denmark)
Engsig-Karup, Allan Peter
2009-01-01
dimensions. In the course the chosen programming environment is Matlab, however, this is by no means a necessary requirement. The mathematical level needed to grasp the details of this set of notes requires an elementary background in mathematical analysis and linear algebra. Each chapter is supplemented......This set of lecture notes provides an elementary introduction to both the classical Finite Element Method (FEM) and the extended Spectral/$hp$-Finite Element Method for solving Partial Differential Equations (PDEs). Many problems in science and engineering can be formulated mathematically...
Directory of Open Access Journals (Sweden)
Heinz Toparkus
2014-04-01
Full Text Available In this paper we consider first-order systems with constant coefficients for two real-valued functions of two real variables. This is both a problem in itself, as well as an alternative view of the classical linear partial differential equations of second order with constant coefficients. The classification of the systems is done using elementary methods of linear algebra. Each type presents its special canonical form in the associated characteristic coordinate system. Then you can formulate initial value problems in appropriate basic areas, and you can try to achieve a solution of these problems by means of transform methods.
Student Solutions Manual to Boundary Value Problems and Partial Differential Equations
Powers, David L
2005-01-01
This student solutions manual accompanies the text, Boundary Value Problems and Partial Differential Equations, 5e. The SSM is available in print via PDF or electronically, and provides the student with the detailed solutions of the odd-numbered problems contained throughout the book.Provides students with exercises that skillfully illustrate the techniques used in the text to solve science and engineering problemsNearly 900 exercises ranging in difficulty from basic drills to advanced problem-solving exercisesMany exercises based on current engineering applications
Reduced basis ANOVA methods for partial differential equations with high-dimensional random inputs
Energy Technology Data Exchange (ETDEWEB)
Liao, Qifeng, E-mail: liaoqf@shanghaitech.edu.cn [School of Information Science and Technology, ShanghaiTech University, Shanghai 200031 (China); Lin, Guang, E-mail: guanglin@purdue.edu [Department of Mathematics & School of Mechanical Engineering, Purdue University, West Lafayette, IN 47907 (United States)
2016-07-15
In this paper we present a reduced basis ANOVA approach for partial deferential equations (PDEs) with random inputs. The ANOVA method combined with stochastic collocation methods provides model reduction in high-dimensional parameter space through decomposing high-dimensional inputs into unions of low-dimensional inputs. In this work, to further reduce the computational cost, we investigate spatial low-rank structures in the ANOVA-collocation method, and develop efficient spatial model reduction techniques using hierarchically generated reduced bases. We present a general mathematical framework of the methodology, validate its accuracy and demonstrate its efficiency with numerical experiments.
Czech Academy of Sciences Publication Activity Database
Papež, Jan; Liesen, J.; Strakoš, Z.
2014-01-01
Roč. 449, 15 May (2014), s. 89-114 ISSN 0024-3795 R&D Projects: GA AV ČR IAA100300802; GA ČR GA201/09/0917 Grant - others:GA MŠk(CZ) LL1202; GA UK(CZ) 695612 Institutional support: RVO:67985807 Keywords : numerical solution of partial differential equations * finite element method * adaptivity * a posteriori error analysis * discretization error * algebra ic error * spatial distribution of the error Subject RIV: BA - General Mathematics Impact factor: 0.939, year: 2014
"Real-Time Optical Laboratory Linear Algebra Solution Of Partial Differential Equations"
Casasent, David; Jackson, James
1986-03-01
A Space Integrating (SI) Optical Linear Algebra Processor (OLAP) employing space and frequency-multiplexing, new partitioning and data flow, and achieving high accuracy performance with a non base-2 number system is described. Laboratory data on the performance of this system and the solution of parabolic Partial Differential Equations (PDEs) is provided. A multi-processor OLAP system is also described for the first time. It use in the solution of multiple banded matrices that frequently arise is then discussed. The utility and flexibility of this processor compared to digital systolic architectures should be apparent.
Tang, Kwong-Tin
2007-01-01
Pedagogical insights gained through 30 years of teaching applied mathematics led the author to write this set of student oriented books. Topics such as complex analysis, matrix theory, vector and tensor analysis, Fourier analysis, integral transforms, ordinary and partial differential equations are presented in a discursive style that is readable and easy to follow. Numerous clearly stated, completely worked out examples together with carefully selected problem sets with answers are used to enhance students' understanding and manipulative skill. The goal is to make students comfortable and confident in using advanced mathematical tools in junior, senior, and beginning graduate courses.
Sun, Shuyu; Salama, Amgad; El-Amin, Mohamed
2012-01-01
In this paper we introduce a new technique for the numerical solution of the various partial differential equations governing flow and transport phenomena in porous media. This method is proposed to be used in high level programming languages like
Quadrupole terms in the Maxwell equations: Born energy, partial molar volume, and entropy of ions.
Slavchov, Radomir I; Ivanov, Tzanko I
2014-02-21
A new equation of state relating the macroscopic quadrupole moment density Q to the gradient of the field ∇E in an isotropic fluid is derived: Q = αQ(∇E - U∇·E/3), where the quadrupolarizability αQ is proportional to the squared molecular quadrupole moment. Using this equation of state, a generalized expression for the Born energy of an ion dissolved in quadrupolar solvent is obtained. It turns out that the potential and the energy of a point charge in a quadrupolar medium are finite. From the obtained Born energy, the partial molar volume and the partial molar entropy of a dissolved ion follow. Both are compared to experimental data for a large number of simple ions in aqueous solutions. From the comparison the value of the quadrupolar length LQ is determined, LQ = (αQ/3ɛ)(1/2) = 1-4 Å. Data for ion transfer from aqueous to polar oil solution are analyzed, which allowed for the determination of the quadrupolarizability of nitrobenzene.
International Nuclear Information System (INIS)
Vidal-Codina, F.; Nguyen, N.C.; Giles, M.B.; Peraire, J.
2015-01-01
We present a model and variance reduction method for the fast and reliable computation of statistical outputs of stochastic elliptic partial differential equations. Our method consists of three main ingredients: (1) the hybridizable discontinuous Galerkin (HDG) discretization of elliptic partial differential equations (PDEs), which allows us to obtain high-order accurate solutions of the governing PDE; (2) the reduced basis method for a new HDG discretization of the underlying PDE to enable real-time solution of the parameterized PDE in the presence of stochastic parameters; and (3) a multilevel variance reduction method that exploits the statistical correlation among the different reduced basis approximations and the high-fidelity HDG discretization to accelerate the convergence of the Monte Carlo simulations. The multilevel variance reduction method provides efficient computation of the statistical outputs by shifting most of the computational burden from the high-fidelity HDG approximation to the reduced basis approximations. Furthermore, we develop a posteriori error estimates for our approximations of the statistical outputs. Based on these error estimates, we propose an algorithm for optimally choosing both the dimensions of the reduced basis approximations and the sizes of Monte Carlo samples to achieve a given error tolerance. We provide numerical examples to demonstrate the performance of the proposed method
4th International Conference on Particle Systems and Partial Differential Equations
Soares, Ana
2017-01-01
'This book addresses mathematical problems motivated by various applications in physics, engineering, chemistry and biology. It gathers the lecture notes from the mini-course presented by Jean-Christophe Mourrat on the construction of the various stochastic “basic” terms involved in the formulation of the dynamic Ö4 theory in three space dimensions, as well as selected contributions presented at the fourth meeting on Particle Systems and PDEs, which was held at the University of Minho’s Centre of Mathematics in December 2015. The purpose of the conference was to bring together prominent researchers working in the fields of particle systems and partial differential equations, offering them a forum to present their recent results and discuss their topics of expertise. The meeting was also intended to present to a vast and varied public, including young researchers, the area of interacting particle systems, its underlying motivation, and its relation to partial differential equations. The book w...
XMDS2: Fast, scalable simulation of coupled stochastic partial differential equations
Dennis, Graham R.; Hope, Joseph J.; Johnsson, Mattias T.
2013-01-01
XMDS2 is a cross-platform, GPL-licensed, open source package for numerically integrating initial value problems that range from a single ordinary differential equation up to systems of coupled stochastic partial differential equations. The equations are described in a high-level XML-based script, and the package generates low-level optionally parallelised C++ code for the efficient solution of those equations. It combines the advantages of high-level simulations, namely fast and low-error development, with the speed, portability and scalability of hand-written code. XMDS2 is a complete redesign of the XMDS package, and features support for a much wider problem space while also producing faster code. Program summaryProgram title: XMDS2 Catalogue identifier: AENK_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AENK_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: GNU General Public License, version 2 No. of lines in distributed program, including test data, etc.: 872490 No. of bytes in distributed program, including test data, etc.: 45522370 Distribution format: tar.gz Programming language: Python and C++. Computer: Any computer with a Unix-like system, a C++ compiler and Python. Operating system: Any Unix-like system; developed under Mac OS X and GNU/Linux. RAM: Problem dependent (roughly 50 bytes per grid point) Classification: 4.3, 6.5. External routines: The external libraries required are problem-dependent. Uses FFTW3 Fourier transforms (used only for FFT-based spectral methods), dSFMT random number generation (used only for stochastic problems), MPI message-passing interface (used only for distributed problems), HDF5, GNU Scientific Library (used only for Bessel-based spectral methods) and a BLAS implementation (used only for non-FFT-based spectral methods). Nature of problem: General coupled initial-value stochastic partial differential equations. Solution method: Spectral method
International Nuclear Information System (INIS)
Leaf, G.K.; Minkoff, M.
1982-01-01
1 - Description of problem or function: DISPL1 is a software package for solving second-order nonlinear systems of partial differential equations including parabolic, elliptic, hyperbolic, and some mixed types. The package is designed primarily for chemical kinetics- diffusion problems, although not limited to these problems. Fairly general nonlinear boundary conditions are allowed as well as inter- face conditions for problems in an inhomogeneous medium. The spatial domain is one- or two-dimensional with rectangular Cartesian, cylindrical, or spherical (in one dimension only) geometry. 2 - Method of solution: The numerical method is based on the use of Galerkin's procedure combined with the use of B-Splines (C.W.R. de-Boor's B-spline package) to generate a system of ordinary differential equations. These equations are solved by a sophisticated ODE software package which is a modified version of Hindmarsh's GEAR package, NESC Abstract 592. 3 - Restrictions on the complexity of the problem: The spatial domain must be rectangular with sides parallel to the coordinate geometry. Cross derivative terms are not permitted in the PDE. The order of the B-Splines is at most 12. Other parameters such as the number of mesh points in each coordinate direction, the number of PDE's etc. are set in a macro table used by the MORTRAn2 preprocessor in generating the object code
Becker, Roland; Vexler, Boris
2005-06-01
We consider the calibration of parameters in physical models described by partial differential equations. This task is formulated as a constrained optimization problem with a cost functional of least squares type using information obtained from measurements. An important issue in the numerical solution of this type of problem is the control of the errors introduced, first, by discretization of the equations describing the physical model, and second, by measurement errors or other perturbations. Our strategy is as follows: we suppose that the user defines an interest functional I, which might depend on both the state variable and the parameters and which represents the goal of the computation. First, we propose an a posteriori error estimator which measures the error with respect to this functional. This error estimator is used in an adaptive algorithm to construct economic meshes by local mesh refinement. The proposed estimator requires the solution of an auxiliary linear equation. Second, we address the question of sensitivity. Applying similar techniques as before, we derive quantities which describe the influence of small changes in the measurements on the value of the interest functional. These numbers, which we call relative condition numbers, give additional information on the problem under consideration. They can be computed by means of the solution of the auxiliary problem determined before. Finally, we demonstrate our approach at hand of a parameter calibration problem for a model flow problem.
Fast solution of elliptic partial differential equations using linear combinations of plane waves.
Pérez-Jordá, José M
2016-02-01
Given an arbitrary elliptic partial differential equation (PDE), a procedure for obtaining its solution is proposed based on the method of Ritz: the solution is written as a linear combination of plane waves and the coefficients are obtained by variational minimization. The PDE to be solved is cast as a system of linear equations Ax=b, where the matrix A is not sparse, which prevents the straightforward application of standard iterative methods in order to solve it. This sparseness problem can be circumvented by means of a recursive bisection approach based on the fast Fourier transform, which makes it possible to implement fast versions of some stationary iterative methods (such as Gauss-Seidel) consuming O(NlogN) memory and executing an iteration in O(Nlog(2)N) time, N being the number of plane waves used. In a similar way, fast versions of Krylov subspace methods and multigrid methods can also be implemented. These procedures are tested on Poisson's equation expressed in adaptive coordinates. It is found that the best results are obtained with the GMRES method using a multigrid preconditioner with Gauss-Seidel relaxation steps.
Bove, Antonio; Murthy, MK Venkatesha
2009-01-01
This collection of original articles and surveys addresses the recent advances in linear and nonlinear aspects of the theory of partial differential equations. The key topics include operators as "sums of squares" of real and complex vector fields, nonlinear evolution equations, local solvability, and hyperbolic questions.
Hadamard-type fractional differential equations, inclusions and inequalities
Ahmad, Bashir; Ntouyas, Sotiris K; Tariboon, Jessada
2017-01-01
This book focuses on the recent development of fractional differential equations, integro-differential equations, and inclusions and inequalities involving the Hadamard derivative and integral. Through a comprehensive study based in part on their recent research, the authors address the issues related to initial and boundary value problems involving Hadamard type differential equations and inclusions as well as their functional counterparts. The book covers fundamental concepts of multivalued analysis and introduces a new class of mixed initial value problems involving the Hadamard derivative and Riemann-Liouville fractional integrals. In later chapters, the authors discuss nonlinear Langevin equations as well as coupled systems of Langevin equations with fractional integral conditions. Focused and thorough, this book is a useful resource for readers and researchers interested in the area of fractional calculus.
International Nuclear Information System (INIS)
Kantorovich, L.N.; Fogel, G.M.; Gotlib, V.I.
1990-01-01
Thermoluminescence kinetics is discussed within the framework of a band model containing an arbitrary number of types of recombination and trapping centres at an arbitrary correlation of all centre parameters. It is shown that the initial system of kinetic equations is reduced to an equivalent system consisting of two integro-differential equations which permit one to perform an accurate generalisation, in the case of a continuous centre distribution, to their parameters for the description of irradiation and thermoluminescence, taking into account charge carrier redistribution to both types of centre. In addition, if only one electron (hole) channel is taken into account, only one integro-differential equation is obtained. On the basis of this equation a precise algebraic equation is obtained for calculation of the area of an arbitrary part of the thermoluminescence curve (TLC), consisting of one or several peaks, which slightly overlap with other peaks. It is shown that at doses which are less than the saturation dose, when the centres are not completely filled by the charge carriers, the dose dependences of such a part of the TLC may have a non-linear character at a simultaneous linear dependence of the area of the whole TLC. At doses which are greater than the saturation dose, the dose dependences of the area of the whole TLC, as well as of its separate parts, undergo breaks at the saturation doses. (author)
Kudryashov, Nikolay A.; Volkov, Alexandr K.
2017-01-01
We study a new nonlinear partial differential equation of the fifth order for the description of perturbations in the Fermi-Pasta-Ulam mass chain. This fifth-order equation is an expansion of the Gardner equation for the description of the Fermi-Pasta-Ulam model. We use the potential of interaction between neighbouring masses with both quadratic and cubic terms. The equation is derived using the continuous limit. Unlike the previous works, we take into account higher order terms in the Taylor series expansions. We investigate the equation using the Painlevé approach. We show that the equation does not pass the Painlevé test and can not be integrated by the inverse scattering transform. We use the logistic function method and the Laurent expansion method to find travelling wave solutions of the fifth-order equation. We use the pseudospectral method for the numerical simulation of wave processes, described by the equation.
International Nuclear Information System (INIS)
Kupka, F.
1997-11-01
This thesis deals with the extension of sparse grid techniques to spectral methods for the solution of partial differential equations with periodic boundary conditions. A review on boundary and initial-boundary value problems and a discussion on numerical resolution is used to motivate this research. Spectral methods are introduced by projection techniques, and by three model problems: the stationary and the transient Helmholtz equations, and the linear advection equation. The approximation theory on the hyperbolic cross is reviewed and its close relation to sparse grids is demonstrated. This approach extends to non-periodic problems. Various Sobolev spaces with dominant mixed derivative are introduced to provide error estimates for Fourier approximation and interpolation on the hyperbolic cross and on sparse grids by means of Sobolev norms. The theorems are immediately applicable to the stability and convergence analysis of sparse grid spectral methods. This is explicitly demonstrated for the three model problems. A variant of the von Neumann condition is introduced to simplify the stability analysis of the time-dependent model problems. The discrete Fourier transformation on sparse grids is discussed together with its software implementation. Results on numerical experiments are used to illustrate the performance of the new method with respect to the smoothness properties of each example. The potential of the method in mathematical modelling is estimated and generalizations to other sparse grid methods are suggested. The appendix includes a complete Fortran90 program to solve the linear advection equation by the sparse grid Fourier collocation method and a third-order Runge-Kutta routine for integration in time. (author)
International Nuclear Information System (INIS)
Katsaounis, T D
2005-01-01
The scope of this book is to present well known simple and advanced numerical methods for solving partial differential equations (PDEs) and how to implement these methods using the programming environment of the software package Diffpack. A basic background in PDEs and numerical methods is required by the potential reader. Further, a basic knowledge of the finite element method and its implementation in one and two space dimensions is required. The authors claim that no prior knowledge of the package Diffpack is required, which is true, but the reader should be at least familiar with an object oriented programming language like C++ in order to better comprehend the programming environment of Diffpack. Certainly, a prior knowledge or usage of Diffpack would be a great advantage to the reader. The book consists of 15 chapters, each one written by one or more authors. Each chapter is basically divided into two parts: the first part is about mathematical models described by PDEs and numerical methods to solve these models and the second part describes how to implement the numerical methods using the programming environment of Diffpack. Each chapter closes with a list of references on its subject. The first nine chapters cover well known numerical methods for solving the basic types of PDEs. Further, programming techniques on the serial as well as on the parallel implementation of numerical methods are also included in these chapters. The last five chapters are dedicated to applications, modelled by PDEs, in a variety of fields. In summary, the book focuses on the computational and implementational issues involved in solving partial differential equations. The potential reader should have a basic knowledge of PDEs and the finite difference and finite element methods. The examples presented are solved within the programming framework of Diffpack and the reader should have prior experience with the particular software in order to take full advantage of the book. Overall
Examination of the Validity of the Saha Equation in a Gas Discharge
Energy Technology Data Exchange (ETDEWEB)
Shaw, J. F.; Kruger, C. H.; Mitchner, M.; Viegas, J. R. [Stanford University, CA (United States)
1966-11-15
The electron number density, n{sub e} , and the number densities of the various states, n{sub k} , in a steady-state partially-ionized gas are determined by a set of rate equations which describe the collisional and radiative rates at which the various states are populated and depopulated. Symbolically, these algebraic equations in n{sub e} and n{sub k} have the form F{sub e} [n{sub e}, n{sub k}; f(v)] = 0, F{sub k} [n{sub e}, n{sub k}; f(v)] with k = 1, 2, . . . N, and where f(v) is the free electron velocity distribution function. On the other hand, f(v) is determined by the electron Boltzmann equation. In the case of an applied electron field E, this is an integro-differential equation which may be written symbolically G[f(v); n{sub e}, n{sub k}; T, E] = 0, where T denotes the temperature of the heavy particles. It is apparent that a rigorous solution for the degree of ionization (and consequently the electrical conductivity) requires simultaneous solution of these coupled equations. In previous work, these equations have been examined separately. For example, Ben-Daniel and Tamor have solved the rate equations but have assumed f(v) to be Maxwellian. However, Dewan has shown that the solution of the rate equations is very sensitive to the form of f(v), particularly at large velocities. The solution of the Boltzmann equation with inelastic collisions (which presumably are important in determining the large velocity behaviour of f(v)) has been considered by Engelhardt and Phelps, as well as others, and it is known that even in the absence of inelastic collisions,' f(v)may depart significantly from a Maxwellian. Using numerical procedures, these coupled equations have been solved to give solutions which describe an alkali-metal-seeded noble gas at atmospheric pressure. Results are presented showing the effect of non-equilibrium phenomena on the degree of ionization and the electrical conductivity of the plasma. The effects, both of photon escape and of non
Shah, A A; Xing, W W; Triantafyllidis, V
2017-04-01
In this paper, we develop reduced-order models for dynamic, parameter-dependent, linear and nonlinear partial differential equations using proper orthogonal decomposition (POD). The main challenges are to accurately and efficiently approximate the POD bases for new parameter values and, in the case of nonlinear problems, to efficiently handle the nonlinear terms. We use a Bayesian nonlinear regression approach to learn the snapshots of the solutions and the nonlinearities for new parameter values. Computational efficiency is ensured by using manifold learning to perform the emulation in a low-dimensional space. The accuracy of the method is demonstrated on a linear and a nonlinear example, with comparisons with a global basis approach.
Hall, Eric Joseph
2016-12-08
We derive computable error estimates for finite element approximations of linear elliptic partial differential equations with rough stochastic coefficients. In this setting, the exact solutions contain high frequency content that standard a posteriori error estimates fail to capture. We propose goal-oriented estimates, based on local error indicators, for the pathwise Galerkin and expected quadrature errors committed in standard, continuous, piecewise linear finite element approximations. Derived using easily validated assumptions, these novel estimates can be computed at a relatively low cost and have applications to subsurface flow problems in geophysics where the conductivities are assumed to have lognormal distributions with low regularity. Our theory is supported by numerical experiments on test problems in one and two dimensions.
Partial differential equations of first order and their applications to physics
López, Gustavo
2012-01-01
This book tries to point out the mathematical importance of the Partial Differential Equations of First Order (PDEFO) in Physics and Applied Sciences. The intention is to provide mathematicians with a wide view of the applications of this branch in physics, and to give physicists and applied scientists a powerful tool for solving some problems appearing in Classical Mechanics, Quantum Mechanics, Optics, and General Relativity. This book is intended for senior or first year graduate students in mathematics, physics, or engineering curricula. This book is unique in the sense that it covers the applications of PDEFO in several branches of applied mathematics, and fills the theoretical gap between the formal mathematical presentation of the theory and the pure applied tool to physical problems that are contained in other books. Improvements made in this second edition include corrected typographical errors; rewritten text to improve the flow and enrich the material; added exercises in all chapters; new applicati...
H∞ Channel Estimation for DS-CDMA Systems: A Partial Difference Equation Approach
Directory of Open Access Journals (Sweden)
Wei Wang
2013-01-01
Full Text Available In the communications literature, a number of different algorithms have been proposed for channel estimation problems with the statistics of the channel noise and observation noise exactly known. In practical systems, however, the channel parameters are often estimated using training sequences which lead to the statistics of the channel noise difficult to obtain. Moreover, the received signals are corrupted not only by the ambient noises but also by multiple-access interferences, so the statistics of observation noises is also difficult to obtain. In this paper, we will investigate the H∞ channel estimation problem for direct-sequence code-division multiple-access (DS-CDMA communication systems with time-varying multipath fading channels. The channel estimator is designed by applying a partial difference equation approach together with the innovation analysis theory. This method can give a sufficient and necessary condition for the existence of an H∞ channel estimator.
Zhang, Ye; Gong, Rongfang; Cheng, Xiaoliang; Gulliksson, Mårten
2018-06-01
This study considers the inverse source problem for elliptic partial differential equations with both Dirichlet and Neumann boundary data. The unknown source term is to be determined by additional boundary conditions. Unlike the existing methods found in the literature, which usually employ the first-order in time gradient-like system (such as the steepest descent methods) for numerically solving the regularized optimization problem with a fixed regularization parameter, we propose a novel method with a second-order in time dissipative gradient-like system and a dynamical selected regularization parameter. A damped symplectic scheme is proposed for the numerical solution. Theoretical analysis is given for both the continuous model and the numerical algorithm. Several numerical examples are provided to show the robustness of the proposed algorithm.
Otway, Thomas H
2015-01-01
This text is a concise introduction to the partial differential equations which change from elliptic to hyperbolic type across a smooth hypersurface of their domain. These are becoming increasingly important in diverse sub-fields of both applied mathematics and engineering, for example: • The heating of fusion plasmas by electromagnetic waves • The behaviour of light near a caustic • Extremal surfaces in the space of special relativity • The formation of rapids; transonic and multiphase fluid flow • The dynamics of certain models for elastic structures • The shape of industrial surfaces such as windshields and airfoils • Pathologies of traffic flow • Harmonic fields in extended projective space They also arise in models for the early universe, for cosmic acceleration, and for possible violation of causality in the interiors of certain compact stars. Within the past 25 years, they have become central to the isometric embedding of Riemannian manifolds and the prescription of Gauss curvatur...
Chaskalovic, Joël
2014-01-01
This self-tutorial offers a concise yet thorough introduction into the mathematical analysis of approximation methods for partial differential equation. A particular emphasis is put on finite element methods. The unique approach first summarizes and outlines the finite-element mathematics in general and then, in the second and major part, formulates problem examples that clearly demonstrate the techniques of functional analysis via numerous and diverse exercises. The solutions of the problems are given directly afterwards. Using this approach, the author motivates and encourages the reader to actively acquire the knowledge of finite- element methods instead of passively absorbing the material, as in most standard textbooks. This English edition is based on the Finite Element Methods for Engineering Sciences by Joel Chaskalovic
Partial differential equations for self-organization in cellular and developmental biology
International Nuclear Information System (INIS)
Baker, R E; Gaffney, E A; Maini, P K
2008-01-01
Understanding the mechanisms governing and regulating the emergence of structure and heterogeneity within cellular systems, such as the developing embryo, represents a multiscale challenge typifying current integrative biology research, namely, explaining the macroscale behaviour of a system from microscale dynamics. This review will focus upon modelling how cell-based dynamics orchestrate the emergence of higher level structure. After surveying representative biological examples and the models used to describe them, we will assess how developments at the scale of molecular biology have impacted on current theoretical frameworks, and the new modelling opportunities that are emerging as a result. We shall restrict our survey of mathematical approaches to partial differential equations and the tools required for their analysis. We will discuss the gap between the modelling abstraction and biological reality, the challenges this presents and highlight some open problems in the field. (invited article)
Filimonov, M. Yu.
2017-12-01
The method of special series with recursively calculated coefficients is used to solve nonlinear partial differential equations. The recurrence of finding the coefficients of the series is achieved due to a special choice of functions, in powers of which the solution is expanded in a series. We obtain a sequence of linear partial differential equations to find the coefficients of the series constructed. In many cases, one can deal with a sequence of linear ordinary differential equations. We construct classes of solutions in the form of convergent series for a certain class of nonlinear evolution equations. A new class of solutions of generalized Boussinesque equation with an arbitrary function in the form of a convergent series is constructed.
An odor interaction model of binary odorant mixtures by a partial differential equation method.
Yan, Luchun; Liu, Jiemin; Wang, Guihua; Wu, Chuandong
2014-07-09
A novel odor interaction model was proposed for binary mixtures of benzene and substituted benzenes by a partial differential equation (PDE) method. Based on the measurement method (tangent-intercept method) of partial molar volume, original parameters of corresponding formulas were reasonably displaced by perceptual measures. By these substitutions, it was possible to relate a mixture's odor intensity to the individual odorant's relative odor activity value (OAV). Several binary mixtures of benzene and substituted benzenes were respectively tested to establish the PDE models. The obtained results showed that the PDE model provided an easily interpretable method relating individual components to their joint odor intensity. Besides, both predictive performance and feasibility of the PDE model were proved well through a series of odor intensity matching tests. If combining the PDE model with portable gas detectors or on-line monitoring systems, olfactory evaluation of odor intensity will be achieved by instruments instead of odor assessors. Many disadvantages (e.g., expense on a fixed number of odor assessors) also will be successfully avoided. Thus, the PDE model is predicted to be helpful to the monitoring and management of odor pollutions.
An Odor Interaction Model of Binary Odorant Mixtures by a Partial Differential Equation Method
Directory of Open Access Journals (Sweden)
Luchun Yan
2014-07-01
Full Text Available A novel odor interaction model was proposed for binary mixtures of benzene and substituted benzenes by a partial differential equation (PDE method. Based on the measurement method (tangent-intercept method of partial molar volume, original parameters of corresponding formulas were reasonably displaced by perceptual measures. By these substitutions, it was possible to relate a mixture’s odor intensity to the individual odorant’s relative odor activity value (OAV. Several binary mixtures of benzene and substituted benzenes were respectively tested to establish the PDE models. The obtained results showed that the PDE model provided an easily interpretable method relating individual components to their joint odor intensity. Besides, both predictive performance and feasibility of the PDE model were proved well through a series of odor intensity matching tests. If combining the PDE model with portable gas detectors or on-line monitoring systems, olfactory evaluation of odor intensity will be achieved by instruments instead of odor assessors. Many disadvantages (e.g., expense on a fixed number of odor assessors also will be successfully avoided. Thus, the PDE model is predicted to be helpful to the monitoring and management of odor pollutions.
Wang, Yi-Shan; Potts, Jonathan R
2017-03-07
Recent advances in animal tracking have allowed us to uncover the drivers of movement in unprecedented detail. This has enabled modellers to construct ever more realistic models of animal movement, which aid in uncovering detailed patterns of space use in animal populations. Partial differential equations (PDEs) provide a popular tool for mathematically analysing such models. However, their construction often relies on simplifying assumptions which may greatly affect the model outcomes. Here, we analyse the effect of various PDE approximations on the analysis of some simple movement models, including a biased random walk, central-place foraging processes and movement in heterogeneous landscapes. Perhaps the most commonly-used PDE method dates back to a seminal paper of Patlak from 1953. However, our results show that this can be a very poor approximation in even quite simple models. On the other hand, more recent methods, based on transport equation formalisms, can provide more accurate results, as long as the kernel describing the animal's movement is sufficiently smooth. When the movement kernel is not smooth, we show that both the older and newer methods can lead to quantitatively misleading results. Our detailed analysis will aid future researchers in the appropriate choice of PDE approximation for analysing models of animal movement. Copyright © 2017 Elsevier Ltd. All rights reserved.
The solids-flux theory--confirmation and extension by using partial differential equations.
Diehl, Stefan
2008-12-01
The solids-flux theory has been used for half a century as a tool for estimating concentration and fluxes in the design and operation of secondary settling tanks during stationary conditions. The flux theory means that the conservation of mass is used in one dimension together with the batch-settling flux function according to the Kynch assumption. The flux theory results correspond to stationary solutions of a partial differential equation, a conservation law, with discontinuous coefficients modelling the continuous-sedimentation process in one dimension. The mathematical analysis of such an equation is intricate, partly since it cannot be interpreted in the classical sense. Recent results, however, make it possible to partly confirm and extend the previous flux theory statements, partly draw new conclusions also on the dynamic behaviour and the possibilities and limitations for control. We use here a single example of an ideal settling tank and a given batch-settling flux in a whole series of calculations. The mathematical results are adapted towards the application and many of them are conveniently presented in terms of operating charts.
International Nuclear Information System (INIS)
Kipriyanov, A.A.; Doktorov, A.B.
2005-01-01
We have considered two many-particle models of the irreversible reaction A + B → Product for which closed kinetic equations for the mean concentration N A (t) of A species can be exactly obtained. These equations are identically recast into a unified form of integro-differential equation of general kinetic theory. It is shown that the memory functions for both models under consideration can be represented as a sum of the Markovian and non-Markovian parts. It is essential that the Markovian part of the Laplace transform of any kernel can be obtained using the Laplace transform of the kernel itself, and is the root of the non-Markovian part of the Laplace transform of the kernel. The properties established allowed us to perform correct approximation of the memory functions at small concentrations [B] of B species and derive the binary non-Markovian integro-differential equation. Within the binary theory accuracy this equation has been rewritten in a regular frame of a familiar rate equation satisfying general principles of binary kinetic equations. Thus using particular exactly solvable many-particle models, we have reproduced the most essential steps of the known general way for the derivation of the binary kinetic equation avoiding the sophisticated many-particle technique and the corresponding approximations. Besides, the results obtained can serve as an additional evidence of the approximations made in a general many-particle approach to the derivation of the binary kinetic equation
Majeed, Muhammad Usman
2017-07-19
Steady-state elliptic partial differential equations (PDEs) are frequently used to model a diverse range of physical phenomena. The source and boundary data estimation problems for such PDE systems are of prime interest in various engineering disciplines including biomedical engineering, mechanics of materials and earth sciences. Almost all existing solution strategies for such problems can be broadly classified as optimization-based techniques, which are computationally heavy especially when the problems are formulated on higher dimensional space domains. However, in this dissertation, feedback based state estimation algorithms, known as state observers, are developed to solve such steady-state problems using one of the space variables as time-like. In this regard, first, an iterative observer algorithm is developed that sweeps over regular-shaped domains and solves boundary estimation problems for steady-state Laplace equation. It is well-known that source and boundary estimation problems for the elliptic PDEs are highly sensitive to noise in the data. For this, an optimal iterative observer algorithm, which is a robust counterpart of the iterative observer, is presented to tackle the ill-posedness due to noise. The iterative observer algorithm and the optimal iterative algorithm are then used to solve source localization and estimation problems for Poisson equation for noise-free and noisy data cases respectively. Next, a divide and conquer approach is developed for three-dimensional domains with two congruent parallel surfaces to solve the boundary and the source data estimation problems for the steady-state Laplace and Poisson kind of systems respectively. Theoretical results are shown using a functional analysis framework, and consistent numerical simulation results are presented for several test cases using finite difference discretization schemes.
A Solution Space for a System of Null-State Partial Differential Equations: Part 2
Flores, Steven M.; Kleban, Peter
2015-01-01
This article is the second of four that completely and rigorously characterize a solution space for a homogeneous system of 2 N + 3 linear partial differential equations in 2 N variables that arises in conformal field theory (CFT) and multiple Schramm-Löwner evolution (SLE). The system comprises 2 N null-state equations and three conformal Ward identities which govern CFT correlation functions of 2 N one-leg boundary operators. In the first article (Flores and Kleban, Commun Math Phys, arXiv:1212.2301, 2012), we use methods of analysis and linear algebra to prove that dim , with C N the Nth Catalan number. The analysis of that article is complete except for the proof of a lemma that it invokes. The purpose of this article is to provide that proof. The lemma states that if every interval among ( x 2, x 3), ( x 3, x 4),…,( x 2 N-1, x 2 N ) is a two-leg interval of (defined in Flores and Kleban, Commun Math Phys, arXiv:1212.2301, 2012), then F vanishes. Proving this lemma by contradiction, we show that the existence of such a nonzero function implies the existence of a non-vanishing CFT two-point function involving primary operators with different conformal weights, an impossibility. This proof (which is rigorous in spite of our occasional reference to CFT) involves two different types of estimates, those that give the asymptotic behavior of F as the length of one interval vanishes, and those that give this behavior as the lengths of two intervals vanish simultaneously. We derive these estimates by using Green functions to rewrite certain null-state PDEs as integral equations, combining other null-state PDEs to obtain Schauder interior estimates, and then repeatedly integrating the integral equations with these estimates until we obtain optimal bounds. Estimates in which two interval lengths vanish simultaneously divide into two cases: two adjacent intervals and two non-adjacent intervals. The analysis of the latter case is similar to that for one vanishing
International Nuclear Information System (INIS)
Dresner, L.
1990-07-01
This report deals with the asymptotic behavior of certain solutions of partial differential equations in one dependent and two independent variables (call them c, z, and t, respectively). The partial differential equations are invariant to one-parameter families of one-parameter affine groups of the form: c' = λ α c, t' = λ β t, z' = λz, where λ is the group parameter that labels the individual transformations and α and β are parameters that label groups of the family. The parameters α and β are connected by a linear relation, Mα + Nβ = L, where M, N, and L are numbers determined by the structure of the partial differential equation. It is shown that when L/M and N/M are L/M t -N/M for large z or small t. Some practical applications of this result are discussed. 8 refs
Dong, Bo-Qing; Jia, Yan; Li, Jingna; Wu, Jiahong
2018-05-01
This paper focuses on a system of the 2D magnetohydrodynamic (MHD) equations with the kinematic dissipation given by the fractional operator (-Δ )^α and the magnetic diffusion by partial Laplacian. We are able to show that this system with any α >0 always possesses a unique global smooth solution when the initial data is sufficiently smooth. In addition, we make a detailed study on the large-time behavior of these smooth solutions and obtain optimal large-time decay rates. Since the magnetic diffusion is only partial here, some classical tools such as the maximal regularity property for the 2D heat operator can no longer be applied. A key observation on the structure of the MHD equations allows us to get around the difficulties due to the lack of full Laplacian magnetic diffusion. The results presented here are the sharpest on the global regularity problem for the 2D MHD equations with only partial magnetic diffusion.
Zia, Haider
2017-06-01
This paper describes an updated exponential Fourier based split-step method that can be applied to a greater class of partial differential equations than previous methods would allow. These equations arise in physics and engineering, a notable example being the generalized derivative non-linear Schrödinger equation that arises in non-linear optics with self-steepening terms. These differential equations feature terms that were previously inaccessible to model accurately with low computational resources. The new method maintains a 3rd order error even with these additional terms and models the equation in all three spatial dimensions and time. The class of non-linear differential equations that this method applies to is shown. The method is fully derived and implementation of the method in the split-step architecture is shown. This paper lays the mathematical ground work for an upcoming paper employing this method in white-light generation simulations in bulk material.
Solving the equation of neutron transport
International Nuclear Information System (INIS)
Nasfi, Rim
2009-01-01
This work is devoted to the study of some numerical methods of resolution of the problem of transport of the neutrons. We started by introducing the equation integro-differential transport of the neutrons. Then we applied the finite element method traditional for stationary and nonstationary linear problems in 2D. A great part is reserved for the presentation of the mixed numerical diagram and mixed hybrid with two types of uniform grids: triangular and rectangular. Thereafter we treated some numerical examples by implementations in Matlab in order to test the convergence of each method. To finish, we had results of simulation by the Monte Carlo method on a problem of two-dimensional transport with an aim of comparing them with the results resulting from the finite element method mixed hybrids. Some remarks and prospects conclude this work.
International Nuclear Information System (INIS)
Navarro, V.; Alonso, J.; Asensio, L.; Yustres, A.; Pintado, X.
2012-01-01
Document available in extended abstract form only. The use of numerical methods, especially the Finite Element Method (FEM), for solving boundary problems in Unsaturated Soil Mechanics has experienced significant progress. Several codes, both built mainly for research purposes and commercial software, are now available. In the last years, Multi-physic Partial Differentiation Equation Solvers (MPDES) have turned out to be an interesting proposal. In this family of solvers, the user defines the governing equations and the behaviour models, generally using a computer algebra environment. The code automatically assembles and solves the equation systems, saving the user having to redefine the structures of memory storage or to implement solver algorithms. The user can focus on the definition of the physics of the problem, while it is possible to couple virtually any physical or chemical process that can be described by a PDE. This can be done, for instance, in COMSOL Multiphysics (CM). Nonetheless, the versatility of CM is compromised by the impossibility to implement models with variables defined by implicit functions. Elasto-plastic models involve an implicit coupling among stress increments, plastic strains and plastic variables increments. For this reason, they cannot be implemented in CM in a straightforward way. This means a very relevant limitation for the use of this tool in the analysis of geomechanical boundary value problems. In this work, a strategy to overcome this problem using the multi-physics concept is presented. A mixed method is proposed, considering the constitutive stresses, the pre-consolidation pressure and the plastic variables as main unknowns of the model. Mixed methods usually present stability problems. However, the algorithmics present in CM include several numerical strategies to minimise this kind of problems. Besides, CM is based on the application of the FEM with Lagrange multipliers, an approach that significantly contributes stability
Directory of Open Access Journals (Sweden)
Hasibun Naher
2012-01-01
Full Text Available We construct new analytical solutions of the (3+1-dimensional modified KdV-Zakharov-Kuznetsev equation by the Exp-function method. Plentiful exact traveling wave solutions with arbitrary parameters are effectively obtained by the method. The obtained results show that the Exp-function method is effective and straightforward mathematical tool for searching analytical solutions with arbitrary parameters of higher-dimensional nonlinear partial differential equation.
Motsepa, Tanki; Aziz, Taha; Fatima, Aeeman; Khalique, Chaudry Masood
2018-03-01
The optimal investment-consumption problem under the constant elasticity of variance (CEV) model is investigated from the perspective of Lie group analysis. The Lie symmetry group of the evolution partial differential equation describing the CEV model is derived. The Lie point symmetries are then used to obtain an exact solution of the governing model satisfying a standard terminal condition. Finally, we construct conservation laws of the underlying equation using the general theorem on conservation laws.
Pirnapasov, Sardor; Karimov, Erkinjon
2017-01-01
In the present work we discuss higher order multi-term partial differential equation (PDE) with the Caputo-Fabrizio fractional derivative in time. We investigate a boundary value problem for fractional heat equation involving higher order Caputo-Fabrizio derivatives in time-variable. Using method of separation of variables and integration by parts, we reduce fractional order PDE to the integer order. We represent explicit solution of formulated problem in particular case by Fourier series.
Ene, Remus-Daniel; Marinca, Vasile; Marinca, Bogdan
2016-01-01
Analytic approximate solutions using Optimal Homotopy Perturbation Method (OHPM) are given for steady boundary layer flow over a nonlinearly stretching wall in presence of partial slip at the boundary. The governing equations are reduced to nonlinear ordinary differential equation by means of similarity transformations. Some examples are considered and the effects of different parameters are shown. OHPM is a very efficient procedure, ensuring a very rapid convergence of the solutions after only two iterations.
A Solution Space for a System of Null-State Partial Differential Equations: Part 1
Flores, Steven M.; Kleban, Peter
2015-01-01
This article is the first of four that completely and rigorously characterize a solution space for a homogeneous system of 2 N + 3 linear partial differential equations (PDEs) in 2 N variables that arises in conformal field theory (CFT) and multiple Schramm-Löwner evolution (SLE). In CFT, these are null-state equations and conformal Ward identities. They govern partition functions for the continuum limit of a statistical cluster or loop-gas model, such as percolation, or more generally the Potts models and O( n) models, at the statistical mechanical critical point. (SLE partition functions also satisfy these equations.) For such a lattice model in a polygon with its 2 N sides exhibiting a free/fixed side-alternating boundary condition , this partition function is proportional to the CFT correlation function where the w i are the vertices of and where is a one-leg corner operator. (Partition functions for "crossing events" in which clusters join the fixed sides of in some specified connectivity are linear combinations of such correlation functions.) When conformally mapped onto the upper half-plane, methods of CFT show that this correlation function satisfies the system of PDEs that we consider. In this first article, we use methods of analysis to prove that the dimension of this solution space is no more than C N , the Nth Catalan number. While our motivations are based in CFT, our proofs are completely rigorous. This proof is contained entirely within this article, except for the proof of Lemma 14, which constitutes the second article (Flores and Kleban, in Commun Math Phys, arXiv:1404.0035, 2014). In the third article (Flores and Kleban, in Commun Math Phys, arXiv:1303.7182, 2013), we use the results of this article to prove that the solution space of this system of PDEs has dimension C N and is spanned by solutions constructed with the CFT Coulomb gas (contour integral) formalism. In the fourth article (Flores and Kleban, in Commun Math Phys, arXiv:1405
3D early embryogenesis image filtering by nonlinear partial differential equations.
Krivá, Z; Mikula, K; Peyriéras, N; Rizzi, B; Sarti, A; Stasová, O
2010-08-01
We present nonlinear diffusion equations, numerical schemes to solve them and their application for filtering 3D images obtained from laser scanning microscopy (LSM) of living zebrafish embryos, with a goal to identify the optimal filtering method and its parameters. In the large scale applications dealing with analysis of 3D+time embryogenesis images, an important objective is a correct detection of the number and position of cell nuclei yielding the spatio-temporal cell lineage tree of embryogenesis. The filtering is the first and necessary step of the image analysis chain and must lead to correct results, removing the noise, sharpening the nuclei edges and correcting the acquisition errors related to spuriously connected subregions. In this paper we study such properties for the regularized Perona-Malik model and for the generalized mean curvature flow equations in the level-set formulation. A comparison with other nonlinear diffusion filters, like tensor anisotropic diffusion and Beltrami flow, is also included. All numerical schemes are based on the same discretization principles, i.e. finite volume method in space and semi-implicit scheme in time, for solving nonlinear partial differential equations. These numerical schemes are unconditionally stable, fast and naturally parallelizable. The filtering results are evaluated and compared first using the Mean Hausdorff distance between a gold standard and different isosurfaces of original and filtered data. Then, the number of isosurface connected components in a region of interest (ROI) detected in original and after the filtering is compared with the corresponding correct number of nuclei in the gold standard. Such analysis proves the robustness and reliability of the edge preserving nonlinear diffusion filtering for this type of data and lead to finding the optimal filtering parameters for the studied models and numerical schemes. Further comparisons consist in ability of splitting the very close objects which
Asiri, Sharefa M.
2017-10-08
Partial Differential Equations (PDEs) are commonly used to model complex systems that arise for example in biology, engineering, chemistry, and elsewhere. The parameters (or coefficients) and the source of PDE models are often unknown and are estimated from available measurements. Despite its importance, solving the estimation problem is mathematically and numerically challenging and especially when the measurements are corrupted by noise, which is often the case. Various methods have been proposed to solve estimation problems in PDEs which can be classified into optimization methods and recursive methods. The optimization methods are usually heavy computationally, especially when the number of unknowns is large. In addition, they are sensitive to the initial guess and stop condition, and they suffer from the lack of robustness to noise. Recursive methods, such as observer-based approaches, are limited by their dependence on some structural properties such as observability and identifiability which might be lost when approximating the PDE numerically. Moreover, most of these methods provide asymptotic estimates which might not be useful for control applications for example. An alternative non-asymptotic approach with less computational burden has been proposed in engineering fields based on the so-called modulating functions. In this dissertation, we propose to mathematically and numerically analyze the modulating functions based approaches. We also propose to extend these approaches to different situations. The contributions of this thesis are as follows. (i) Provide a mathematical analysis of the modulating function-based method (MFBM) which includes: its well-posedness, statistical properties, and estimation errors. (ii) Provide a numerical analysis of the MFBM through some estimation problems, and study the sensitivity of the method to the modulating functions\\' parameters. (iii) Propose an effective algorithm for selecting the method\\'s design parameters
Anderson, D. V.; Koniges, A. E.; Shumaker, D. E.
1988-11-01
Many physical problems require the solution of coupled partial differential equations on two-dimensional domains. When the time scales of interest dictate an implicit discretization of the equations a rather complicated global matrix system needs solution. The exact form of the matrix depends on the choice of spatial grids and on the finite element or finite difference approximations employed. CPDES2 allows each spatial operator to have 5 or 9 point stencils and allows for general couplings between all of the component PDE's and it automatically generates the matrix structures needed to perform the algorithm. The resulting sparse matrix equation is solved by either the preconditioned conjugate gradient (CG) method or by the preconditioned biconjugate gradient (BCG) algorithm. An arbitrary number of component equations are permitted only limited by available memory. In the sub-band representation used, we generate an algorithm that is written compactly in terms of indirect indices which is vectorizable on some of the newer scientific computers.
A model reduction approach to numerical inversion for a parabolic partial differential equation
International Nuclear Information System (INIS)
Borcea, Liliana; Druskin, Vladimir; Zaslavsky, Mikhail; Mamonov, Alexander V
2014-01-01
We propose a novel numerical inversion algorithm for the coefficients of parabolic partial differential equations, based on model reduction. The study is motivated by the application of controlled source electromagnetic exploration, where the unknown is the subsurface electrical resistivity and the data are time resolved surface measurements of the magnetic field. The algorithm presented in this paper considers inversion in one and two dimensions. The reduced model is obtained with rational interpolation in the frequency (Laplace) domain and a rational Krylov subspace projection method. It amounts to a nonlinear mapping from the function space of the unknown resistivity to the small dimensional space of the parameters of the reduced model. We use this mapping as a nonlinear preconditioner for the Gauss–Newton iterative solution of the inverse problem. The advantage of the inversion algorithm is twofold. First, the nonlinear preconditioner resolves most of the nonlinearity of the problem. Thus the iterations are less likely to get stuck in local minima and the convergence is fast. Second, the inversion is computationally efficient because it avoids repeated accurate simulations of the time-domain response. We study the stability of the inversion algorithm for various rational Krylov subspaces, and assess its performance with numerical experiments. (paper)
A model reduction approach to numerical inversion for a parabolic partial differential equation
Borcea, Liliana; Druskin, Vladimir; Mamonov, Alexander V.; Zaslavsky, Mikhail
2014-12-01
We propose a novel numerical inversion algorithm for the coefficients of parabolic partial differential equations, based on model reduction. The study is motivated by the application of controlled source electromagnetic exploration, where the unknown is the subsurface electrical resistivity and the data are time resolved surface measurements of the magnetic field. The algorithm presented in this paper considers inversion in one and two dimensions. The reduced model is obtained with rational interpolation in the frequency (Laplace) domain and a rational Krylov subspace projection method. It amounts to a nonlinear mapping from the function space of the unknown resistivity to the small dimensional space of the parameters of the reduced model. We use this mapping as a nonlinear preconditioner for the Gauss-Newton iterative solution of the inverse problem. The advantage of the inversion algorithm is twofold. First, the nonlinear preconditioner resolves most of the nonlinearity of the problem. Thus the iterations are less likely to get stuck in local minima and the convergence is fast. Second, the inversion is computationally efficient because it avoids repeated accurate simulations of the time-domain response. We study the stability of the inversion algorithm for various rational Krylov subspaces, and assess its performance with numerical experiments.
A new nonlinear turbulence model based on Partially-Averaged Navier-Stokes Equations
International Nuclear Information System (INIS)
Liu, J T; Wu, Y L; Cai, C; Liu, S H; Wang, L Q
2013-01-01
Partially-averaged Navier-Stokes (PANS) Model was recognized as a Reynolds-averaged Navier-Stokes (RANS) to direct numerical simulation (DNS) bridging method. PANS model was purported for any filter width-from RANS to DNS. PANS method also shared some similarities with the currently popular URANS (unsteady RANS) method. In this paper, a new PANS model was proposed, which was based on RNG k-ε turbulence model. The Standard and RNG k-ε turbulence model were both isotropic models, as well as PANS models. The sheer stress in those PANS models was solved by linear equation. The linear hypothesis was not accurate in the simulation of complex flow, such as stall phenomenon. The sheer stress here was solved by nonlinear method proposed by Ehrhard. Then, the nonlinear PANS model was set up. The pressure coefficient of the suction side of the NACA0015 hydrofoil was predicted. The result of pressure coefficient agrees well with experimental result, which proves that the nonlinear PANS model can capture the high pressure gradient flow. A low specific centrifugal pump was used to verify the capacity of the nonlinear PANS model. The comparison between the simulation results of the centrifugal pump and Particle Image Velocimetry (PIV) results proves that the nonlinear PANS model can be used in the prediction of complex flow field
Yan, Luchun; Liu, Jiemin; Qu, Chen; Gu, Xingye; Zhao, Xia
2015-01-28
In order to explore the odor interaction of binary odor mixtures, a series of odor intensity evaluation tests were performed using both individual components and binary mixtures of aldehydes. Based on the linear relation between the logarithm of odor activity value and odor intensity of individual substances, the relationship between concentrations of individual constituents and their joint odor intensity was investigated by employing a partial differential equation (PDE) model. The obtained results showed that the binary odor interaction was mainly influenced by the mixing ratio of two constituents, but not the concentration level of an odor sample. Besides, an extended PDE model was also proposed on the basis of the above experiments. Through a series of odor intensity matching tests for several different binary odor mixtures, the extended PDE model was proved effective at odor intensity prediction. Furthermore, odorants of the same chemical group and similar odor type exhibited similar characteristics in the binary odor interaction. The overall results suggested that the PDE model is a more interpretable way of demonstrating the odor interactions of binary odor mixtures.
Solutions to an advanced functional partial differential equation of the pantograph type.
Zaidi, Ali A; Van Brunt, B; Wake, G C
2015-07-08
A model for cells structured by size undergoing growth and division leads to an initial boundary value problem that involves a first-order linear partial differential equation with a functional term. Here, size can be interpreted as DNA content or mass. It has been observed experimentally and shown analytically that solutions for arbitrary initial cell distributions are asymptotic as time goes to infinity to a certain solution called the steady size distribution. The full solution to the problem for arbitrary initial distributions, however, is elusive owing to the presence of the functional term and the paucity of solution techniques for such problems. In this paper, we derive a solution to the problem for arbitrary initial cell distributions. The method employed exploits the hyperbolic character of the underlying differential operator, and the advanced nature of the functional argument to reduce the problem to a sequence of simple Cauchy problems. The existence of solutions for arbitrary initial distributions is established along with uniqueness. The asymptotic relationship with the steady size distribution is established, and because the solution is known explicitly, higher-order terms in the asymptotics can be readily obtained.
King, Nathan D.; Ruuth, Steven J.
2017-05-01
Maps from a source manifold M to a target manifold N appear in liquid crystals, color image enhancement, texture mapping, brain mapping, and many other areas. A numerical framework to solve variational problems and partial differential equations (PDEs) that map between manifolds is introduced within this paper. Our approach, the closest point method for manifold mapping, reduces the problem of solving a constrained PDE between manifolds M and N to the simpler problems of solving a PDE on M and projecting to the closest points on N. In our approach, an embedding PDE is formulated in the embedding space using closest point representations of M and N. This enables the use of standard Cartesian numerics for general manifolds that are open or closed, with or without orientation, and of any codimension. An algorithm is presented for the important example of harmonic maps and generalized to a broader class of PDEs, which includes p-harmonic maps. Improved efficiency and robustness are observed in convergence studies relative to the level set embedding methods. Harmonic and p-harmonic maps are computed for a variety of numerical examples. In these examples, we denoise texture maps, diffuse random maps between general manifolds, and enhance color images.
High-order asynchrony-tolerant finite difference schemes for partial differential equations
Aditya, Konduri; Donzis, Diego A.
2017-12-01
Synchronizations of processing elements (PEs) in massively parallel simulations, which arise due to communication or load imbalances between PEs, significantly affect the scalability of scientific applications. We have recently proposed a method based on finite-difference schemes to solve partial differential equations in an asynchronous fashion - synchronization between PEs is relaxed at a mathematical level. While standard schemes can maintain their stability in the presence of asynchrony, their accuracy is drastically affected. In this work, we present a general methodology to derive asynchrony-tolerant (AT) finite difference schemes of arbitrary order of accuracy, which can maintain their accuracy when synchronizations are relaxed. We show that there are several choices available in selecting a stencil to derive these schemes and discuss their effect on numerical and computational performance. We provide a simple classification of schemes based on the stencil and derive schemes that are representative of different classes. Their numerical error is rigorously analyzed within a statistical framework to obtain the overall accuracy of the solution. Results from numerical experiments are used to validate the performance of the schemes.
Directory of Open Access Journals (Sweden)
Yunjiao Bai
2015-01-01
Full Text Available The traditional fourth-order nonlinear diffusion denoising model suffers the isolated speckles and the loss of fine details in the processed image. For this reason, a new fourth-order partial differential equation based on the patch similarity modulus and the difference curvature is proposed for image denoising. First, based on the intensity similarity of neighbor pixels, this paper presents a new edge indicator called patch similarity modulus, which is strongly robust to noise. Furthermore, the difference curvature which can effectively distinguish between edges and noise is incorporated into the denoising algorithm to determine the diffusion process by adaptively adjusting the size of the diffusion coefficient. The experimental results show that the proposed algorithm can not only preserve edges and texture details, but also avoid isolated speckles and staircase effect while filtering out noise. And the proposed algorithm has a better performance for the images with abundant details. Additionally, the subjective visual quality and objective evaluation index of the denoised image obtained by the proposed algorithm are higher than the ones from the related methods.
On partial stabilization of a system of the Euler-Bernoulli beam equations
International Nuclear Information System (INIS)
Zuyev, Alexander
2003-11-01
The paper is focused on the stabilization problem for the following system of differential equations ∂ 2 (t) = v, t ≥ 0, (∂ 2 ω i (x,t))/∂t 2 + c 2 (∂ 4 ω i (x,t))/∂x 4 = ∂ 2 (t)ω i (x,t) - (x+d)v, x is an element of [0,l], i = 1,2,...,k, where v is an element of R is the control parameter. The above system describes a rotating rigid body endowed with a number of elastic beams. To solve the stabilization problem, we prove a sufficient condition for partial strong asymptotic stability which is valid for general nonlinear dynamical systems in a Banach space. This result is applied to deriving a feedback control explicitly. In addition, we prove strong (non-asymptotic) stability in the sense of Lyapunov as well as precompacness of the trajectories for the corresponding nonlinear semigroup. Some simulation results are given in conclusion. (author)
A Stochastic Collocation Method for Elliptic Partial Differential Equations with Random Input Data
Babuška, Ivo; Nobile, Fabio; Tempone, Raul
2010-01-01
This work proposes and analyzes a stochastic collocation method for solving elliptic partial differential equations with random coefficients and forcing terms. These input data are assumed to depend on a finite number of random variables. The method consists of a Galerkin approximation in space and a collocation in the zeros of suitable tensor product orthogonal polynomials (Gauss points) in the probability space, and naturally leads to the solution of uncoupled deterministic problems as in the Monte Carlo approach. It treats easily a wide range of situations, such as input data that depend nonlinearly on the random variables, diffusivity coefficients with unbounded second moments, and random variables that are correlated or even unbounded. We provide a rigorous convergence analysis and demonstrate exponential convergence of the “probability error” with respect to the number of Gauss points in each direction of the probability space, under some regularity assumptions on the random input data. Numerical examples show the effectiveness of the method. Finally, we include a section with developments posterior to the original publication of this work. There we review sparse grid stochastic collocation methods, which are effective collocation strategies for problems that depend on a moderately large number of random variables.
Niang, Oumar; Thioune, Abdoulaye; El Gueirea, Mouhamed Cheikh; Deléchelle, Eric; Lemoine, Jacques
2012-09-01
The major problem with the empirical mode decomposition (EMD) algorithm is its lack of a theoretical framework. So, it is difficult to characterize and evaluate this approach. In this paper, we propose, in the 2-D case, the use of an alternative implementation to the algorithmic definition of the so-called "sifting process" used in the original Huang's EMD method. This approach, especially based on partial differential equations (PDEs), was presented by Niang in previous works, in 2005 and 2007, and relies on a nonlinear diffusion-based filtering process to solve the mean envelope estimation problem. In the 1-D case, the efficiency of the PDE-based method, compared to the original EMD algorithmic version, was also illustrated in a recent paper. Recently, several 2-D extensions of the EMD method have been proposed. Despite some effort, 2-D versions for EMD appear poorly performing and are very time consuming. So in this paper, an extension to the 2-D space of the PDE-based approach is extensively described. This approach has been applied in cases of both signal and image decomposition. The obtained results confirm the usefulness of the new PDE-based sifting process for the decomposition of various kinds of data. Some results have been provided in the case of image decomposition. The effectiveness of the approach encourages its use in a number of signal and image applications such as denoising, detrending, or texture analysis.
Asiri, Sharefa M.
2016-10-20
In this paper, modulating functions-based method is proposed for estimating space–time-dependent unknowns in one-dimensional partial differential equations. The proposed method simplifies the problem into a system of algebraic equations linear in unknown parameters. The well-posedness of the modulating functions-based solution is proved. The wave and the fifth-order KdV equations are used as examples to show the effectiveness of the proposed method in both noise-free and noisy cases.